Robust Control Toolbox

MATLAB
Computation
Visualization
Programming
User s Gui de
Robust Control Tool box

Version 2
Richard Y. Chiang
Michael G. Safonov
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Robust Control Toolbox Users Guide
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Pr i nti ng Hi stor y: August 1992 Fi rst pri nti ng
Mar ch 1996 Repr i nt
January 1998 Revi sed for 5.2 (onl i ne ver si on)
FAX
u
@
i
Contents
1
Tutorial
Optional System Data Structure . . . . . . . . . . . . . . . . . . . . . . . 1-4
Singular Values, H
2
and H
Norms . . . . . . . . . . . . . . . . . . . . . 1-8
The Robust Control Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 1-10
Str uctur ed and Unstructur ed Uncertai nty . . . . . . . . . . . . . . . 1-12
Posi ti ve Real and Sector i c Uncertai nty . . . . . . . . . . . . . . . . . . 1-14
Robust Control Anal ysi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-15
Robust Anal ysi s Cl assi cal Appr oach . . . . . . . . . . . . . . . . . . 1-21
Exampl e: [11] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-24
Robust Anal ysi s Modern Appr oach . . . . . . . . . . . . . . . . . . . 1-25
Pr operti es of K
M
and . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-27
Di agonal Scal i ng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-27
Robust Control Synthesi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-31
LQG and Loop Transfer Recover y . . . . . . . . . . . . . . . . . . . . 1-33
H
2
and H
Synthesi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-33
Pr operti es of H
Control l ers . . . . . . . . . . . . . . . . . . . . . . . . . 1-35

Exi stence of H
Control l ers . . . . . . . . . . . . . . . . . . . . . . . . . 1-36

Si ngul ar-Val ue Loop-Shapi ng: Mi xed-Sensi ti vi ty Appr oach 1-37
Guaranteed Gai n/Phase Mar gi ns i n MI MO Systems . . . . . 1-41
Si gni fi cance of the Mi xed-Sensi ti vi ty Appr oach . . . . . . . . . 1-43
Synthesi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-45
Bi l i near Tr ansfor m and Robust Control Synthesi s . . . . . . . 1-49
Robustness wi th Mi xed Real and Compl ex Uncer tai nti es . . . 1-51
Real K
M
Anal ysi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-52
Pr operti es of the General i zed Popov Mul ti pl i er . . . . . . . . . 1-55
Real K
M
Synthesi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-55
Case Studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-58
Cl assi cal Loop-Shapi ng vs. H
Synthesi s . . . . . . . . . . . . . . . . 1-58
H
Probl em For mul ati on . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-60

ii Contents
Fi ghter H
2
& H
Desi gn Exampl e . . . . . . . . . . . . . . . . . . . . . . 1-64

Pl ant Descri pti on . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-64
Desi gn Speci fi cati ons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-65
Desi gn Pr ocedur e . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-66
Resul t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-67
Large Space Str ucture H
Desi gn Exampl e . . . . . . . . . . . . . . . 1-68

Pl ant Descri pti on . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-68
Desi gn Speci fi cati ons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-69
Contr ol Acti ons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-72
Model Reducti on . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-72
Resul ts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-72
H
Synthesi s for a Doubl e-I ntegr ator Pl ant . . . . . . . . . . . . . . 1-74

Bi l i near Tr ansfor m + H
on ACC Benchmar k Probl em . . . . . 1-78

Synthesi s Desi gn on ACC Benchmark Pr obl em
ACC Benchmark Pr obl em . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-82
Model Reduction for Robust Control . . . . . . . . . . . . . . . . . . . 1-86
Achi evabl e Bandwi dth vs. H
Model i ng Er ror . . . . . . . . . . . . . 1-87

Addi ti ve Model Reducti on . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-87
Addi ti ve Model Reducti on Methods . . . . . . . . . . . . . . . . . . . 1-89
Mul ti pl i cati ve Model Reducti on . . . . . . . . . . . . . . . . . . . . . . . . 1-90
Mul ti pl i cati ve Model Reducti on Method . . . . . . . . . . . . . . . 1-91
Sampled-Data Robust Control . . . . . . . . . . . . . . . . . . . . . . . . . 1-94
Robust Control Synthesi s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-95
Di scr ete H
2
-norm: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-95
Di screte H
-nor m: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-95
Cl assi cal Sampl ed-Data Contr ol . . . . . . . . . . . . . . . . . . . . . . . . 1-96
Miscellaneous Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-97
Or der ed Schur Decomposi ti on . . . . . . . . . . . . . . . . . . . . . . . . . . 1-97
Descri ptor System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-98
Sector Tr ansfor m . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-99
SVD System Real i zati on . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-99
Closing Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-100
Refer ences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-101
iii
2
Reference
Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-2
Index
iv Contents

1
Tutori al
Optional System Data Structure . . . . . . . . . . . 1-4
Singular Values, H
2
and H Norms . . . . . . . . . . 1-8
The Robust Control Problem . . . . . . . . . . . . 1-10
Case Studies . . . . . . . . . . . . . . . . . . . 1-58
Model Reduction for Robust Control . . . . . . . . 1-86
Sampled-Data Robust Control . . . . . . . . . . . 1-94
Miscellaneous Algorithms . . . . . . . . . . . . . 1-97
Closing Remarks . . . . . . . . . . . . . . . . . 1-100
1 Tutori al
1-2
MATLABs col l ecti on of matr i x mani pul ati on r outi nes has proved to be
extremel y useful to control engi neers and system resear cher s i n devel opi ng the
software tool s to do contr ol system desi gn i n many di fferent fi el ds.
The Robust Contr ol Tool box i s wr i tten i n M-fi l es usi ng the matr i x functi ons of
the Control System Tool box and MATLAB. I t enabl es you to do r obust
mul ti vari abl e feedback contr ol system model i ng, anal ysi s and desi gn based on
the si ngul ar -val ue Bode pl ot. Many of the functi ons descri bed i n the Robust
Control Toolbox Users Guide i ncor porate theor y or i gi nal l y devel oped at USC
by the author s. The earl y versi on of the Robust Control Tool box cal l ed LI NF
was di str i buted wi del y [2].
The Robust Control Tool box i ncl udes tool s whi ch faci l i tate the fol l owi ng:
Robust Analysis
Si ngul ar Val ues [12, 29].
Char acteri sti c Gai n Loci [25].
Str uctur ed Si ngul ar Val ues [31, 32, 13].
Robust Synthesis
synthesi s [33, 15].
LQG/LTR, Fr equency-Wei ghted LQG [12, 29].
H
2
, H
[16, 34, 18, 36, 37, 28, 24, 19].

Robust Model Reduction
Opti mal Descr i ptor Hankel (wi th Addi ti ve Er ror Bound) [37].
Schur Bal anced Truncati on (wi th Addi ti ve Err or Bound) [39].
Schur Bal anced Stochasti c Truncati on (wi th Mul ti pl i cati ve Err or Bound)
[40].
Sampled-Data Robust Control [35, 38]
Useful featur es of the Robust Control Tool box i ncl ude the str uctur ed si ngul ar
val ue (pe r r on, ps v , os bor ne, s s v), synthesi s tool s (f i t d, augd) and an
opti onal system data structure (mks y s , br anch, t r e e) that si mpl i fi es user
i nteracti on and saves typi ng by enabl i ng a system and r el ated matri ces to be
r epr esented by a si ngl e MATLAB var i abl e. The functi on hi nf has been
i mpr oved i n a number of ways, i ncl udi ng more i nfor mati ve di spl ays and more
r el i abl e al gor i thms. The functi on hi nf opt automati cal l y computes opti mal H

contr ol l aws vi a the so-cal l ed gamma-i terati on.
1-3
A demonstrati on M-fi l e cal l ed r ct de mo runs thr ough the above features of the
Robust Control Tool box wi th a moder n fi ghter ai r cr aft and a l arge space
str uctur e desi gn exampl e. To star t the demo, execute r c t demo from i nsi de
MATLAB.
1 Tutori al
1-4
Optional System Data Structure
Thi s secti on i ntroduces a useful featur e of the Robust Control Tool box a
hi erar chi cal data structure that can si mpl i fy the user i nter acti on wi th the
tool box. I f thi s i s your fi r st ti me readi ng, you may ski p thi s secti on and come
back to i t l ater.
Among the features of the Robust Control Tool box i s a set of M-fi l es whi ch
permi t data descri bi ng a system or col l ecti on of systems to be i ncor por ated i n,
and extracted fr om, a si ngl e MATLAB var i abl e cal l ed a tree, whi ch can be
created by the MATLAB functi on t r ee . The tree data str uctur e si mpl i fi es
MATLAB oper ati ons tremendousl y by al l owi ng you to represent systems of
matri ces (and even systems of systems, ... of systems of matri ces) by a si ngl e
MATLAB vari abl e. I n par ti cul ar , a si ngl e vari abl e can be used to r epr esent the
matri ces descri bi ng a pl ant, a contr ol l er or both, ther eby vastl y si mpl i fyi ng
user i nter acti on wi th MATLAB.
The fol l owi ng M-fi l es have been devel oped to endow MATLAB wi th the
hi erar chi cal tr ee data str ucture. They ar e
These functi ons enabl e many matri ces, al ong wi th thei r names and
r el ati onshi ps to each other to be represented by a si ngl e tree var i abl e. For
exampl e, a state-space system representati on (A, B, C, D) i s a speci al ki nd of
tr ee. The fol l owi ng el aborate the use of thi s data structure.
mks ys : Thi s functi on can pack matr i ces descri bi ng a system i nto a si ngl e
MATLAB var i abl e. For exampl e,
s s g = mks y s ( ag, bg, c g, dg) ;
TSS = mks y s ( A, B1, B2, C1, C2, D11, D12, D21, D22, ' t s s ' ) ;
al l ows the four state-space system matr i ces (ag, bg, cg, dg) to be r epresented by
s s g, and the two-port state-space system (A, B1, B2,...) to be packed i nto TSS. A
vari ety of system types can be si mi l arl y handl ed vi a an i denti fi cati on var i abl e
at the end of the i nput ar guments of the functi on mksys. For exampl e, the
mks y s br anc h t r ee gr af t
O pti onal System Data Structure
1-5
command des g = mks ys ( ag, bg, cg, dg, eg, ' des ' ); packs a descri ptor system
i nto des g, etc.
Table 1-1
br anc h: Thi s functi on recovers the matr i ces packed i n a system or tree var i abl e
sel ecti vel y. For exampl e,
[ D11, C2] = br anc h( TSS, ' d11, c2' ) ;
recovers the matr i ces D11 and C2 fr om the system TSS and
ag = br anc h( s s g, ' a' ) ;
recovers the matr i x ag from the state-space system s s g.
To r ecover al l the matr i ces from s s g at once, you may type
[ ag, bg, c g, dg] = br anc h( s s g) ;
Type V
1
, V
2
, V
3
,, V
n
Description
' s s ' (a,b,c,d,ty) Standard State-Space
(defaul t)
' de s ' (a,b,c,d,e,ty) Descri ptor System
' t s s ' (a,b1,b2,c1,c2,d11,d12,d21,d22,e,ty) Two-Por t State-Space
' t des ' (a,b1,b2,c1,c2,d11,d12,d21,d22,e,ty) Two-Por t Descri ptor
' gs s v (sm,dimx,dimu,dimy,ty) Gener al State-Space
' gdes ' (e,sim,dimx,dimu,dimy,ty) Gener al Descri ptor
' gps m' (psm,deg,dimx,dimu,dimy,ty) Gener al Pol ynomi al
System Matri x
' t f ' (num,den,ty) Transfer Functi on
' t f m' (num,den,m,n,ty) Transfer Functi on
Matr i x
' i mp' (y,ts,nu,ny) I mpul se Response
1 Tutori al
1-6
t r e e: Thi s functi on provi des a general tool for creati ng hi er archi cal data
structures contai ni ng matr i ces, str i ngs and even other tr ees. I t i s used as a
subr outi ne by mks ys . For exampl e, i f you wi sh to keep tr ack of the two-port
pl ant (A, B1, B2, . . . ), al ong wi th the control l er (af , bf , c f , df ), the frequency
r esponse [w; s v ] al ong wi th the name Ai r c r af t De s i gn Dat a, you si mpl y do the
fol l owi ng
f r = t r e e( ' w, s v' , w, s v ) ;
Des i gnDat a = . . .
t r e e( ' pl ant , cont r ol l e r , f r eq, name ' , TSS, s s f , f r , . . .
' Ai r c r af t De s i gn Dat a' ) ;
Fi gure 1-1 shows the br anch structure of the tr ee var i abl e DesignData. Thi s
tr ee var i abl e has two l evel s, si nce the br anches named pl ant , c ont r ol l er , and
f r e q ar e themsel ves trees. However , there i s i n general no l i mi t to the number
of l evel s a tr ee can have.
To r ecover the vari abl e name fr om the fi r st l evel of the tree Desi gnData, we
type
name = br anc h( De s i gnDat a, ' name ' )
ans =
Ai r cr af t Des i gn Dat a
The l i st of names of r oot br anches of the tree i s al ways stored i n the tree as
br anch 0. For exampl e, to fi nd the names of the r oot br anches i n the tree
vari abl e Des i gnDat a, type the fol l owi ng
br anc h( Des i gnDat a, 0)
ans =
pl ant , c ont r ol l er , f r eq, name
To recover the val ue of the matri x c1 i n the branch pl ant of the second l evel of
the tr ee Des i gnDat a, we type
C1 = br anch( Des i gnDat a, ' pl ant /c 1' ) ;
O pti onal System Data Structure
1-7
Figure 1-1 Branch Structure of the tree Variable.
The M-fi l es i n the Robust Control Tool box have been r ei nforced to opti onal l y
accept the system data structure to si mpl i fy user i nteracti on and to reduce the
amount of typi ng requi red. Whenever a Robust Control Tool box functi on
encounter s a tr ee var i abl e r epr esenti ng a system among i t i nput ar guments, i t
automati cal l y checks to see i f the vari abl e i s i n fact a system. I f i t i s a system,
then the functi on automati cal l y expands the i nput ar gument l i st, r epl aci ng the
system vari abl e by the matri ces stored i n i t. For exampl e, the fol l owi ng two
commands per form the same computati on:
hi nf ( TSS) ;
hi nf ( A, B1, B2, C1, C2, D11, D12, D21, D22) ;
The l atter, l onger form i l l ustr ates the fact that the use of system var i abl es i s
enti r el y opti onal i n the Robust Contr ol Tool box. The tr adi ti onal but
cumbersome method of passi ng system matri ces one at a ti me as mul ti pl e
ar guments to a functi on i s sti l l acceptabl e, thus ensur i ng compati bi l i ty wi th
other MATLAB tool boxes and earl i er versi ons of the Robust Contr ol Tool box.
See the Reference chapter for detai l s on mks y s , br anch, and t r ee .
AircraftDesignData w,sv af,bf,cf,df a,b1,b2,...
name freq controller plant
DesignData
1 Tutori al
1-8
Singular Values, H
2
and H
Norms
The singular values of a rank r matr i x , denoted are the
non-negati ve square-roots of the ei genval ues of ordered such that
I f r < p then there are p r zero si ngul ar val ues, i .e.,
Ther e exi st two uni tary matri ces and a di agonal
matri x such that
where ; thi s i s cal l ed the singular-value decomposition
(SVD) of matri x A. The greatest si ngul ar val ue i s someti mes denoted
I f A i s a squar e matr i x, then the n-th si ngul ar val ue (i .e., the l east
si ngul ar val ue) i s denoted
Some useful pr oper ti es of si ngul ar val ues are
1
2
A C
m n

i
A
*
A
1

2

p
, p mi n m n , { }
r 1 +

r 2 +

p
0 = = = =
U C
m m
, V C
m n
R
m n
A U = V
U =

r
0
0
0
V
r
di ag =
1

2
, ,
r
, ( )
1
A ( ) =
1
n n
A ( )

=
n
A ( ) max =
Ax
x
------------
x C
n
A ( ) mi n =
Ax
x
------------
x C
n
Si ngular Values, H
2
and H N orms
1-9
3 , wher e denotes the i-th ei genval ue of A.
4 I f exi sts,
5 I f exi sts,
6
7
8
9
10
11
12
Property 1 i s especi al l y i mportant because i t establ i shes the greatest si ngul ar
val ue of a matri x A as the maxi mal gai n of the matri x as the i nput vector x
var i es over al l possi bl e di recti ons.
For stabl e Lapl ace tr ansfor m matri ces , defi ne
the H
2
-norm and the H
-norm terms of the fr equency-dependent si ngul ar

val ues of :
H
2
-norm:
A ( )
i
A ( ) A ( )
i
A
1
A ( )
1
A
1
( )
------------------ =
A
1
A ( )
1
A
1
( )
------------------ =
A ( ) = A ( )
A B + ( ) A ( ) + B ( )
AB ( ) A ( ) B ( )
A ( ) E ( ) A E + ( ) A ( ) + E ( )
max A ( ) , B ( ) { } AB [ ] ( ) 2 max A ( ) , B ( ) { }
max
i j ,
a
i j ,
A ( ) n max
i j ,
a
i j ,
i
2
i 1 =
n
= Trace A
*
A ( )
G s ( ) C
m n
, p mi n mn , { } =
G j ( )
G
2
=
i
G j ( ) ( ) ( )
i 1 =
p
d
2
1
2
---
1 Tutori al
1-10
H
-nor m:
G

= sup G j ( ) ( ) sup: the l east upper bound ( )

The Robust C ontrol Problem
1-11
The Robust Control Problem
I n the past two decades ther e have been great advances i n the theory for the
desi gn of robustl y uncertai nty-tol er ant mul ti vari abl e feedback control systems
[8, 9]. Many of the questi ons that created the much l amented gap of the
1970s between the theory and pr acti ce of contr ol desi gn have been resol ved, at
l east par ti al l y, i n the wake of the renewed concer n of contr ol theor i sts wi th
such feedback i ssues such as stabi l i ty mar gi n, sensi ti vi ty, di stur bance
attenuati on and so forth. Out of thi s r enewed concer n has emerged the si ngul ar
val ue Bode pl ot as a key i ndi cator of mul ti var i abl e feedback system
performance (e.g., [12, 29]). The si ngul ar val ue thus joi ns such previ ousl y used
measures of mul ti var i abl e feedback system performance as domi nant pol e
l ocati ons (rel ated to di sturbance r ejecti on bandwi dth and tr ansi ent response),
tr ansmi ssi on zeros (r el ated to steady-state response and i nternal model s)
and r ms err or of contr ol si gnal s (fr om the L
2
Wi ener-Hopf/LQG opti mal control
theor y, [1, 45, 46]).
The r eal pr obl em i n r obust mul ti var i abl e feedback contr ol system desi gn i s to
synthesi ze a control l aw whi ch mai ntai ns system response and er ror si gnal s to
wi thi n pr especi fi ed tol erances despi te the effects of uncer tai nty on the system.
Uncertai nty may take many forms but among the most si gni fi cant ar e noi se/
di sturbance si gnal s and transfer functi on model i ng er rors. Another sour ce of
uncer tai nty i s unmodel ed nonl i near di stor ti on. Uncer tai nty i n any for m i s no
doubt the major i ssue i n most control system desi gns. Consequentl y peopl e
have adopted a standard quanti tati ve measur e for the si ze of the uncer tai nty,
vi z., the H
nor m.
The gener al robust control problem i s descri bed mathemati cal l y as fol l ows (See
Fi gure 1-2):
Given a multivariable plant P(s), find a stabilizing controller F(s) such that the
closed-loop transfer function satisfies
where
with
T
y
1
u
1
1
K
M
T
y
1
u
1
j ( ) ( )
-------------------------------------- 1 <
K
M
T
y
1
u
1
( )
def
i nf
( ) det I T
y
1
u
1
( ) ( ) 0 = { } =
di ag =
1
,
n
, ( )
1 Tutori al
1-12
Figure 1-2: Canonical robust control problem.
The condi ti on i s robustness cr i teri on. The quanti ty
i s si ze of the smal l est uncer tai nty , as measured by the si ngul ar val ue at
each fr equency, that can destabi l i ze the cl osed-l oop system. The functi on
i s the so-cal l ed diagonally perturbed multivariable stability margin (MSM)
i ntroduced by Safonov and Athans [30, 32], the r eci pr ocal of whi ch i s known as
, the structured singular value (SSV) [13] . i .e., . More preci sel y,
when i s not pr esent, thi s probl em i s cal l ed the robust stability problem.
Doyl e, Wal l and Stei n [14] i ntroduced the extr a uncertai nty to r epresent
the perfor mance speci fi cati on whi ch, accordi ng to thei r robust
performance theorem, i s sati sfi ed i f and onl y i f . Thus, the
pr obl em set-up i n Fi gure 1-2 compl etel y addr esses the i ssues i n r obust contr ol
system desi gn, i .e., r obustness and performance.
Unfor tunatel y the computati on of i nvol ves a nonconvex
opti mi zati on over and so cannot, i n general , be sol ved by the standar d
UNCERTAINTY
1
.
.
.
n-1
2
u
1
u
2
y
1
y
CONTROLLER
F(s)
n
FICTITIOUS
UNCERTAINTY
22
P P
P P
11 12
21
PLANT
1 K
M
T
y
1
u
1
j ( ) ( ) 1 < K
M
K
M
K
M
1
--- =
n
T
ed
j ( ) ( ) 1
1 K
M
T
y
1
u
1
j ( ) ( ) 1
K
M
T
y
1
u
1
( )

1-13
gradi ent-descent nonl i near pr ogr ammi ng techni ques for whi ch convexi ty of
constr ai nts and cost i s r equi r ed to assure convergence. Fortunatel y,
computabl e upper bounds on do exi st and have pr ovi ded si mpl e
al ter nati ves for computi ng :
where denotes the Perr on opti mal scal i ng matr i x [32], and :=
. Cl earl y, i s al so an upper bound on
, al bei t possi bl y a ver y conservati ve one. I f any of the upper bounds
sati sfi es the robust performance constr ai nts, i t i s suffi ci ent to guarantee that
, or , sati sfi es them as wel l .
Ther efor e, fr om a r obust control synthesis poi nt of vi ew, the pr obl em i s to fi nd
a stabi l i zi ng F(s) to shape the functi on (or i ts upper bounds) i n the
fr equency domai n. On the other hand, fr om a robust control analysis poi nt of
vi ew, the probl em i s to compute the MSM , (or i ts bounds).
Structured and Unstructured Uncertainty
Practi cal l y, each of the s (i = 1, , n) may i tsel f be a matri x and represent a
di fferent ki nd of physi cal uncertai nty. Two types of uncer tai nty ar e defi ned i n
r obust contr ol unstructured and structured.
Unstructured uncertainty usual l y r epr esents fr equency-dependent el ements
such as actuator satur ati ons and unmodel ed structural modes i n the hi gh
fr equency range or pl ant di sturbances i n the l ow fr equency range. Thei r
r el ati ons to the nominal plant can be ei ther additive
or multiplicative
Both can be consi der ed as nor m bounded quanti ti es, i .e., usi ng H
nor m
. where r i s a gi ven posi ti ve number .
Fi gure 1-3 shows the bl ock di agrams of these two unstr uctur ed uncer tai nti es.
1 K
M
K
M
1
K
m
T
y
1
u
1
( )
-------------------------- T
y
1
u
1
( ) = = i nf
D D
DT
y
1
u
1
D
1
= D
p
T
y
1
u
1
D
1
p

D
p
D
D
di ag d
1
I , d
n
I , ( ) d
i
0 > { } T
y
1
u
1
1 K
M
K
M
T
y
1
u
1
( )
K
m
T
y
1
u
1
( )
i
G G =
A
+
G I
M
+ ( )G =
r <
1 Tutori al
1-14
Figure 1-3: Additive and multiplicative unstructured uncertainty.
Structured Uncertainty repr esents par ametri c vari ati ons i n the pl ant
dynami cs, for exampl e:
1 Uncer tai nti es i n certai n entr i es of state-space matr i ces (A, B, C, D), e.g., the
uncertai n var i ati ons i n an ai rcrafts stabi l i ty and contr ol der i vati ves.
2 Uncer tai nti es i n speci fi c pol es and/or zeros of the pl ant transfer functi on.
3 Uncer tai nti es i n speci fi c l oop gai ns/phases.
The very general setup i n Fi gur e 1-2 al l ows a contr ol system desi gner to
captur e al l these uncertai nti es, both str uctur ed and unstructured, and
formul ate them i nto the desi gn. The provi des software tool s for r obustness
anal ysi s and r obust control l aw synthesi s wi thi n thi s ver y general framewor k.
M(s)
M(s)
+
+
+
+ +
-
F G
TRUE PLANT G
TRUE PLANT G
M
A
G F
-
+
1-15
Positive Real and Sectoric Uncertainty
The setup of the robust control problem i n Fi gure 1-2 handl es much mor e than
just the case of sati sfyi ng . Usi ng the sector transform [50, 28],
thi s setup readi l y extends to admi t tr ansfer functi on matr i x (s)s and even
nonl i near s sati sfyi ng a gener al , possi bl y frequency-dependent sector
condi ti on.
Definition: Given matrices A(s) and B(s) and let (s) be a stable transfer
function matrix. I f
for all and , then we say
More generally, if A
11
(s), S
12
(s), S
21
(s), S
22
(s) are stable transfer function
matrices and if
for all and all , then we say
For exampl e, physi cal l y-di ssi pati ve force-vel oci ty tr ansfer functi on matr i ces
such as those associ ated wi th mechani cal str uctur es havi ng col l ocated
actuator s and sensor s are posi ti ve r eal , i .e., i nsi de sector[0, ], and the
tr ansfor mati on
tr ansfor ms a posi ti ve-real rel ati on i nto an equi val ent rel ati on
sati sfyi ng
The case of general A(s), B(s) matri ces may be handl ed si mi l ar l y.
i
j ( )
i

1
Re y Ax ( )
y Bx ( ) [ ] 0
s j = y = j ( )x
s ( ) A B , [ ] sector
Re S
11
s ( )x S
12
+ s ( )y ( )
S
21
s ( )x S
22
+ s ( )y ( ) [ ] 0
s j = y = j ( )x
s ( ) S s ( ) [ ] sector
y y = u +
u y = u +
u = y u
1 <
1 Tutori al
1-16
The functi on s e c t f . m i n the Robust Contr ol Tool box al l ows you to per for m the
sector tr ansfor m i n the state-space framework. See the Refer ence secti on for
detai l s.
Robust Control Analysis
The goal of r obust anal ysi s i s to measure the Multivariable Stability Margin
(MSM) seen by the uncer tai nti es usi ng a proper, nonconservati ve anal yti cal
tool . I n other words, we are i nter ested i n fi ndi ng out how big can be before
instability occurs.
Two tasks ar e i nvol ved i n computi ng the MSM:
Task 1: Defi ne the uncer tai nty model
Task 2: Pul l out the uncer tai nty channel s (structur ed or unstr uctur ed) i nto a
M- form as shown i n Fi gur e 1-4.
Figure 1-4: Robust analysis M- diagram.
Fol l owi ng are exampl es of model i ng di fferent types of uncer tai nti es i n the M-
bl ock di agram for m.
M(s)
.
.
.
1
4 3
2
1
...
SENSORS, CONTROLLER,...
SYSTEM WITH ACTUATORS,

1-17
Ex a mple 1 : M odeling Unstructured Uncer ta inty. The fol l owi ng pl ant transfer functi on
that represents a spacecrafts ri gi d body dynami cs and one boom str uctur al
mode (see the Case Studies secti on for mor e detai l s):
I f the nomi nal model i s , then (see Fi gur e 1-5)
Figure 1-5: Bode plots of additive and multiplicative uncertainty.
G s ( )
1
s
2
s
2
2 + ( )
-------------------------- =
G
1
s
2
----- =
A
G = G
s
2
1 +
s
2
s
2
2 + ( )
------------------------- - = ; M s ( ) F = I FG + ( )
1
-200
-100
0
100
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
G(s)
-100
-50
0
50
100
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
Gbar(s)
-100
-50
0
50
100
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
Additive Unc.
-40
-20
0
20
40
60
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
Multiplicative Unc.
M
G G ( ) = G
1
s
2
1 +
s
2
2 +
--------------- ; = M s ( ) G = F I GF + ( )
1
1 Tutori al
1-18
Ex a mple 2 . M odeling Str uctured Uncer ta inty . Thi s exampl e shows how to pul l out
structured uncertai nti es from state-space A and B matri ces.
The state-space model of the l ater al -di r ecti onal dynami cs of a fi ghter ai rcraft
i s shown bel ow [5]:
where the pri med deri vati ves wi th respect to ar e defi ned as
The ai r craft i s tr i mmed at degr ees angl e of attack, fl yi ng at sea l evel wi th a
total vel oci ty of 334.9 ft/sec. The states to be stabi l i zed ar e body-axi s rol l
r ate (p), yaw rate (r) and the vel oci ty component al ong the y-axi s (v). The
vari abl es to be contr ol l ed (tr acked) are the r ol l -rate about the vel oci ty vector
and the si desl i p angl e (). The contr ol actuators whose dynami cs ar e
i gnored i n thi s anal ysi s ar e ai l er on (
a
)and r udder (
r
).
p
L
p
L
r
L
V
T
N
p
N
r
N
V
T
Y
p
Y
r
Y
V
T
p
r
v
L
a
L
r
N
a
N
r
Y
a
Y
r
+

a
r
=
app
180
--------- - =
0 0 1 V
T
cos si n 0
p
r
v
p r , ,
a
,
r
, ( )
L L
I
xz
I
xx
------- + N
,
_
=
I
xx
I
zz
I
xx
I
zz
I
xz
2
-----------------------------------
N N
I
xz
I
xx
------- + L
,
_
=
I
xx
I
zz
I
xx
I
zz
I
xz
2
-----------------------------------
V
T
( )
1-19
The pl ant data i s
:=
The state-space set-up for the r obustness eval uati on can be for mul ated usi ng
the bl ock di agr am i n Fi gur e 1-6.
Figure 1-6: Pulling out parametric uncertainties.
A B
1
C
1
D
1
1 9953 0 7513 0.0299 0.0906 0.0298
1 0093 0 1518 0.0060 0.0024 0.0204
39 8500
0
------------------------
331 90
0
------------------------
0.1673
0.1711
---------------------
0.0204
0
------------------
0.2284
0
------------------
56 8927 6 7840 0 0 0
Y
U
+ +
+
+
+
+
+
A
1
C
1
B
1
D
2
C
2
D
2
B
1 Tutori al
1-20
The equati ons associ ated wi th the bl ock di agram ar e
whi ch l ead to the perturbed state-space system
where matr i ces B
2
, C
2
and D
2
pl ay the rol es of putti ng the par ametri c
uncer tai nty bl ock i nto a di agonal structure.
I f and are the perturbati ons for the
A and B
1
matri ces respecti vel y, then the associ ated , B
2
and C
2
wi l l have the
fol l owi ng str uctur e
x
Ax = B
1
+ u
1
B
2
y
2
+
y
1
C
1
x = D
1
u
1
+
y
2
C
2
x = D
2
u
1
+
x
=

( A +

B
2
C
2
A
)x +

( B
1
+

B
2
D
2
B
) u
1

''
L
p
N
p
, L
r
, N
r
, L
, N
, L
a
L
r
, N
a
, N
r
di ag =
L
p

N
p
,
L
r
,
N
r
,
L
,
N
,
L
a
,
N
a
,
L
r
,
N
r
, ( )
1-21
The overal l augmented pl ant becomes
The l i near fr acti onal tr ansfor mati on l f t f can be used to cl ose the control l er
feedback l oop F(s) around the pl ant from u
1
to y
1
. Then, the tr ansfer functi on
M(s) seen by the uncertai nty bl ocks i s the transfer functi on fr om u
2
to y
2
.
Ex a mple 3 . M odeling N onlinea r Uncer ta inty. A saturati on nonl i near el ement can be
model ed as unstructured uncertai nty sector bounded el ement i nsi de
sector [0,1]whi ch, accor di ng to the nonl i near stabi l i ty r esul ts of Sandberg and
Zames [26, 50], may be effecti vel y model ed as an uncertai n l i near
ti me-i nvar i ant el ement whose Nyqui st l ocus l i es i nsi de a compl ex di sk of
r adi us 0.5 center ed on the r eal axi s at 0.5 (See Fi gur e 1-7). Thi s uncertai n
l i near ti me-i nvar i ant el ement may thus be decomposed as where the
B
2
1 0 1 0 1 0 1 0 1 0
0 1 0 1 0 1 0 1 0 1
0 0 0 0 0 0 0 0 0 0
=
C
2
1 1 0 0 0 0 0 0 0 0
0 0 1 1 0 0 0 0 0 0
0 0 0 0 1 1 0 0 0 0
T
=
D
2
0 0 0 0 0 0 1 1 0 0
0 0 0 0 0 0 0 0 1 1
T
=
P s ( )
A B
1
B
2
C
1
D
1
0
C
2
D
2
0
=
0.5
A
+
1 Tutori al
1-22
addi ti ve uncertai nty
A
i s bounded by . For r obust stabi l i ty
.
Figure 1-7: Modeling Nonlinearity as Unstructured Uncertainty.
Robust Analysis Classical Approach
Fi rst, l ets r ecal l cl assi cal defi ni ti ons of SI SO stabi l i ty margi n (r obustness).
Consi der the fol l owi ng bl ock di agr am (Fi gur e 1-8). The gain margin can be
defi ned as the vari ati on of real (), and the phase margin can be defi ned as the
var i ati on of i mag(). On the Nyqui st pl ot they ar e si mpl y the i nter secti ons of
l oop tr ansfer functi on on uni t ci rcl e (phase margi n) and real -axi s (gai n
margi n).
A
0.5 <
M 1 < , M 2 <
-2 -1
Infinity Norm = 0.5
A
Y X
Y X
2 1
-0.5
0.5
+
+
0.5
1
1
1-23
Figure 1-8: Classical gain/ phase margins.
A si mpl e exampl e shown i n Fi gure 1-9 r eveal s i mmedi atel y that cl assi cal SI SO
gai n/phase mar gi ns DO NOT represent system r obustness. Thi s i s because you
can have i nfi ni te gai n mar gi n and 90 deg phase margi n as shown i n Fi gur e 1-9
but sti l l be very cl ose to i nstabi l i ty (-1 cri ti cal poi nt). I n other words, cl assi cal
gai n/phase mar gi ns cannot capture si mul taneous var i ati ons i n both quanti ti es.
: PHASE MARGIN
: GAIN MARGIN
PHASE MARGIN: IMAGINARY
GAIN MARGIN: REAL -
+
1 Tutori al
1-24
Figure 1-9: Gain/ Phase margins robustness.
For MI MO systems, cl assi cal gai n/phase mar gi ns computed one-l oop-at-a-ti me
obvi ousl y i gnore the effects of si mul taneous vari ati ons i n sever al l oops and the
cross coupl i ng between them. I n 1978, Doyl e [11] descr i bed an i nter esti ng
exampl e showi ng how cl assi cal gai n/phase mar gi ns can be dangerousl y
opti mi sti c i n pr edi cti ng system stabi l i ty (r obustness). Fi gur e 1-10 shows the
system bl ock di agr am and stabi l i ty hyper pl anes i n 2-D par ameter space.
Cl ear l y, when , then the l oop transfer functi on i n each of the two
feedback l oops i s . So each i ndi vi dual l oop has gai n-margi n and
phase-margi n . But si mul taneous vari ati ons i n
1
and
2

qui ckl y l ead to system i nstabi l i ty.
Br i ti sh contr ol theori st A. G. J. MacFar l ane i ntroduced a sophi sti cated
anal ysi s tool cal l ed Characteristic Gain Loci to measur e the system robustness
(e.g., [25]). The i dea was to compute the gai n/phase margi ns of each ei genval ue
of the l oop transfer functi on L(s), then determi ne the MI MO system r obust
stabi l i ty based on the Generalized Nyquist Stability Theorem:
A system is stable if and only if the Nyquist loci of the eigenvalues of the loop
transfer function encircle -1 once counterclockwise for each unstable pole of
L(s).
However , characteri sti c gai n l oci may gi ve too opti mi sti c a r esul t as shown i n
the fol l owi ng exampl e.
NOT ROBUST !
PHASE MARGIN: 90 DEG
GAIN MARGIN: INFINITY
-1
1

2
0 = =
1 s G
M
t =
M
90 deg t =
1-25
Figure 1-10: MIMO robustness vs. gain/ phase margin.
Ex a mple: [1 1 ]
Lets consi der the pl ant transfer functi on matri x
wi th modal decomposi ti on
u e
2
1
1 +
1 +
s-100 10(s+1)
10(s+1) s-100
2
s + 100
1
2
UNSTABLE
UNSTABLE
UNSTABLE
LOOP
OPEN
STABLE
STABLE
-1
-1
-1
1
2 2
G s ( )
47s 2 +
s 1 + ( ) s 2 + ( )
----------------------------------
56s
s 1 + ( ) s 2 + ( )
----------------------------------
42s
s 1 + ( ) s 2 + ( )
----------------------------------
50s 2 +
s 1 + ( ) s 2 + ( )
----------------------------------
=
G s ( ) X = s ( )X
1
7 8
6 7
=
1
s 1 +
------------ 0
0
2
s 2 +
------------
7 8
6 7
1 Tutori al
1-26
A stabi l i zi ng feedback control l er i s
The characteri sti c gai n l oci contai ni ng i n seem to i mpl y that the system
has i nfi ni te gai n margi n and degree phase margi n i n each feedback l oop.
However , i f you sl i ghtl y perturb the gai ns K
1
and K
2
to and
si mul taneousl y, the system becomes unstabl e!!
Thi s i s not sur pr i si ng from a numer i cal l i near al gebr a vi ewpoi nt, because
computi ng ei genvectors i s a numeri cal l y sensi ti ve process i n that a smal l
vari ati on i n one matri x el ement can resul t huge changes i n the ei genvector s.
Robust Analysis Modern Approach
I n the l ate 1970s, peopl e started to real i ze [29, 12] that, by usi ng the si ngul ar
val ue and i ts rel ated robustness tests, i t woul d be possi bl e to substanti al l y
over come the di ffi cul ti es associ ated wi th the cl assi cal methods.
A standard Si ngul ar-Val ue Stabi l i ty Robustness Theorem was establ i shed
based on the Sandberg-Zames Smal l Gai n Theorem [26, 50]:
The M- system is stable for any stable (s) satisfying
for all
Sever al i mportant practi cal consi der ati ons i n appl yi ng the Theor em fol l ow:
1 A smal l change i n never produces a l arge change i n or vi ce ver sa (i .e.,
si ngul ar val ues ar e better than ei genval ues for r obust anal ysi s).
2 Al though the theor em gi ves onl y, suffi ci ent condi ti on for robust stabi l i ty,
these condi ti ons ar e al so necessar y for stabi l i ty i n the weakened sense that
K
K
1
0
0 K
2
=
1 0
0 1
=
s ( )
180 t
K
1
0.13 +
K
2
0.12
j ( ) ( )
1
M j ( ) [ ]
------------------------- - <
R or
1
M

------------- - <
,
_
( )
1-27
ther e exi sts some wi th such that the cl osed-l oop system i s
not asymptoti cal l y stabl e.
Figure 1-11: Singular value vs. characteristic gain loci.
Revi si ti ng the Character i sti c Gai n Loci exampl e, you can predi ct system
robustness accur atel y usi ng thi s Si ngul ar Val ue Stabi l i ty Robustness
Theorem. See Fi gur e 1-11.
Appl yi ng the Smal l Gai n Theor em, the resonance peak of the maxi mum
si ngul ar val ue ( ) pr edi cts accuratel y that the mul ti pl i cati ve
uncertai nty can onl y be as l ar ge as = 6.15% before i nstabi l i ty occurs.
Now we can formal l y i ntr oduce the concept of Multivariable Stability Margin
(MSM). Recal l MSM i s defi ned as
wher e .
1 M

=
-120
-100
-80
-60
-40
-20
0
20
40
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Solid: Singular Values
Dashed: Characteristic Gain Loci
M

16.2695
1
16.2695
---------------------
K
M
M ( ) 1 = M ( ) i nf
= ( ) det I M ( ) 0 = { }
di ag =
1
,
n
, ( )
1 Tutori al
1-28
Pr oper ties of K
M
a nd
1 K
M
i s the smal l est whi ch can destabi l i ze the system .
2 I f no exi sts such that .
3 K
M
i s a functi on of M and the str uctur e of .
4 , for any scal ar .
5 , wher e i s the spectr al radi us.
6 I f , then .
7 I f ful l matri x, .
8 , wher e i s U the set of al l uni tar y matri ces wi th
the same (bl ock) di agonal str uctur e as . Thi s i s a nonconvex opti mi zati on
pr obl em, whi ch i s i mpr acti cal to sol ve exactl y as menti oned ear l i er.
9 General i zed Smal l -Gai n Theor em: I f nomi nal M(s) i s stabl e, then the per -
tur bed system i s stabl e for al l stabl e i f
and onl y i f for al l .
Dia gona l Sca ling
I n 1981, Safonov [31] i ntr oduced the concept of di agonal scal i ng to compute the
upper bounds of MSM. See Fi gur e 1-12.
( ) I M ( )
1
det I M ( ) 0 = , K
m
=
M ( ) = M ( )
M ( ) M ( ) M ( )
= I for some C M ( ) = M ( )
C
n n
M ( ) = M ( )
max
U U
MU ( ) = M ( )
I M ( )
1
i
for whi ch
i
1
K
m
M j ( ) ( ) 1 > R
1-29
Figure 1-12: The concept of diagonal scaling.
The i dea i s as fol l ows: I f and D are di agonal matri ces, , but
can be much smal l er than . Thi s fact l eads to the fol l owi ng
K
M
upper bounds whi ch much more accur atel y predi ct MI MO system
robustness
where denotes the Perr on opti mal scal i ng matr i x [31, 32] and
. Cl earl y, the unscal ed Si ngul ar Val ue
Stabi l i ty Robustness Theor em uses the most conservati ve upper bound on K
M

to pr edi ct system MSM, wher eas the scal ed si ngul ar val ue can be much mor e
accur ate.
NEW M --> DMD
-1
SAME UNCERTAINTY
-1
-1
D D
M
D
D
.
.
2
1
D
1
D

=
DMD
1
M

1
K
M
--------- = M ( ) i nf
D D
DMD
1
D
p
MD
1
p
D
p
D
D: di ag d
1
I , , d
n
I , ( ) d
i
0 > { } =
1 Tutori al
1-30
I n the Robust Contr ol Tool box, several functi ons are provi ded to compute
vari ous upper bounds on a mul ti var i abl e systems Str uctur ed Si ngul ar Val ue
(SSV) :
Si ngul ar val ue: s i gma. m, ds i gma. m
Per ron di agonal scal i ng: ps v . m, s s v. m
Osbor ne di agonal scal i ng: os bor ne. m, s s v. m
Mul ti pl i er scal i ng: muopt . m, s s v . m
Char acteri sti c gai n l oci : c gl oc i . m dcgl oci . m
A compar i son of the avai l abl e upper bounds on the str uctur ed si ngul ar val ue
r eveal s that some ar e much easi er to compute than other s and some can be
more conservati ve than others. See Tabl e 1-2 and the exampl e.
Table 1-2
The fol l owi ng exampl e r eveal s that si ngul ar val ues can be excessi vel y
conservati ve i n pr edi cti ng the MSM when you know more about .
1 K
M
T
y
1
u
1
( )
Method Property Computation Reference
Opti mal Di agonal
Scal i ng
n = 3, exact K
M
n > 3, 15 % gap
demandi ng Doyl e [11]
Safonov [31}
Di agonal Scal i ng
ps v . m,
os bor ne . m, s s v . m
ver y cl ose to
opti mal
di agonal scal i ng
easy Safonov [31,32]
Si ngul ar Val ue
s i gma. m,
ds i gma. m
can be ver y
conservati ve
easy Safonov [28]
Doyl e [11]
Mul ti pl i er Scal i ng
muopt . m, s s v . m
al l ow mi xed real
and compl ex
uncer tai nti es
demandi ng Safonov et al .
[44]
1-31
Example: Gi ven a system havi ng nomi nal l oop tr ansfer functi on
wi th mul ti pl i cati ve uncertai nty at i ts i nput, fi nd the SSV of the tr ansfer
functi on seen by as a feedback wrapped around i t.
To compute the r esul t shown i n Fi gur e 1-13, si mpl y execute the fol l owi ng
commands
num = [ 0 4 32; 12 64 0; 0 0 0; 0 8 32] ;
den = [ 1 12 32] ; m = 2; n = 2;
t f m = mks ys ( num, de n, m, n, ' t f m' ) ;
s s g = t f m2s s ( t f m) ;
w = l ogs pac e ( - 3, 3) ;
per r on = 20*l og10( s s v( s s g, w) ) ;
s vmax =10*l og10( max ( s i gma( s s g, w) ) ) ;
s emi l ogx( w, s vmax , ' k: ' , w, per r on, ' k- ' )
y l abe l ( ' DB' ) ; xl abel ( ' Rad/Sec ' ) ;
l egend( ' Si ngul ar Val ue ' , ' Pe r r on' , 3)
Mor e detai l s about the al gori thm associ ated wi th each method can be found i n
the Reference secti on under ps v, os bor ne and s s v.
G s ( )
1
s
2
12s 32 + +
---------------------------------- =
4s 32 + 0
12s
2
64s + 8s 32 +
G I G + ( )
1
1 Tutori al
1-32
Figure 1-13: SSV (Perron upper bound) vs. singular value.
Robust Control Synthesis
The recentl y devel oped H
, frequency-wei ghted LQG, LQG l oop transfer

r ecovery (LQG/LTR) and synthesi s theori es have made mul ti var i abl e l oop
shapi ng a r outi ne matter . The H
theory provi des a di rect, r el i abl e pr ocedur e

for synthesi zi ng a contr ol l er whi ch opti mal l y sati sfi es si ngul ar val ue l oop
shapi ng speci fi cati ons. The fr equency-wei ghted LQG opti mal synthesi s theor y
(al so known as the H
2
theor y and Wi ener-Hopf Theor y) and LQG/LTR l ead
to somewhat l ess di rect, but nonethel ess hi ghl y effecti ve i terati ve pr ocedur es
for massagi ng si ngul ar val ue Bode pl ots to sati sfy si ngul ar val ue l oop shapi ng
speci fi cati ons. On the other hand, the synthesi s techni que puts both robust
anal ysi s and robust synthesi s pr obl ems i n a si ngl e framewor k i n whi ch you
shape the functi on (or K
M
); thi s offers the maxi mum fl exi bi l i ty as a gener al
r obust contr ol system desi gn tool . Tabl e 1-3 summari zes the techni ques
avai l abl e i n the as wel l as the advantages and shor tcomi ngs of each
10
3
10
2
10
1
10
0
10
1
10
2
10
3
50
40
30
20
10
0
10
20
D
B
Rad/Sec
Singular Value
Perron
1-33
Table 1-3
Figure 1-14: Small gain problem.
Methods Advantages Disadvantages
LQR
(l qr . m)
guar anteed stabi l i ty margi n
pur e gai n control l er
- need ful l -state feedback
- need accur ate model
- possi bl y many i ter ati ons
LQG
(l qg. m)
uses avai l abl e noi se data -no stabi l i ty margi n guaranteed
- need accur ate model
LQG/LTR
( l t r u. m,
l t r y . m)
guar anteed stabi l i ty margi n
systemati c desi gn pr ocedur e
- hi gh gai n control l er
- desi gn focus on one poi nt
H
2
(h2l qg. m)
addr esses stabi l i ty and sensi ti vi ty
al most exact l oop shapi ng
cl osed-l oop al ways stabl e
H
addr esses stabi l i ty and sensi ti vi ty

exact l oop shapi ng
di r ect one-step pr ocedur e
- requi res speci al attenti on
to the pl ant parametr i c
robustness
synthesi s
( mus yn. m)
combi nes str uctur ed/unstructured
uncer tai nty i n desi gn
- probl em i s nonconvex
- control l er si ze i s huge (2n to 3n)
F(s)
2
1
P(s)
u
1
y
1
y
u
2
1 Tutori al
1-34
A number of methods ar e avai l abl e i n the Robust Contr ol Tool box to desi gn a
r obust stabi l i zi ng feedback contr ol l aw such that the r obustness i nequal i ty
i s sati sfi ed:
LQG loop transfer recovery (use l qr , then l t r u or l t r y ).
H
2
opti mal control synthesi s (use h2l qg).
H
opti mal contr ol synthesi s (use hi nf , hi nf opt or l i nf ).

Fi gure 1-14 shows a general set-up, and the pr obl em of maki ng i s
al so cal l ed the small-gain problem.
LQ G a nd Loop Tra nsfer Recover y
The r egul ar LQG-based desi gn pr obl em can be sol ved vi a the M-fi l e l qg based
on the separation principle, whi ch i s expl ai ned i n the Refer ence secti on of thi s
tool box.
The l oop transfer r ecover y pr ocedure (l t r u, l t r y) devel oped by Doyl e and Stei n
i s documented i n the Refer ence secti on. A mul ti var i abl e fi ghter exampl e i s al so
i ncl uded.
H
2
a nd H
Synthesis
The methods of H
2
and H
synthesi s are especi al l y powerful tool s for desi gni ng

r obust mul ti vari abl e feedback control systems to achi eve si ngul ar val ue l oop
shapi ng speci fi cati ons. The Robust Control Tool box functi ons h2l qg, hi nf and
hi nf opt compute conti nuous-ti me H
2
and H
control l aws; thei r di scr ete-ti me

counter par ts are dh2l qg, dhi nf and dhi nf opt .
The H
2
or H
desi gn probl em can be formul ated as fol l ows: Gi ven a state-space

r eal i zati on of an augmented pl ant P(s) (e.g., as i n Fi gur e 1-14)
fi nd a stabi l i zi ng feedback contr ol l aw
T
y
1
u
1
1 <
T
y
1
u
1

1
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
, =
u
2
s ( ) F = s ( )y2 s ( )
1-35
such that the nor m of the cl osed-l oop tr ansfer functi on matr i x
i s smal l . Three such probl ems addr essed by the Robust Contr ol Tool box ar e
H
2
Opti mal Contr ol :
H
Opti mal Control :

Standard H
Contr ol :
The standard H
control problem i s someti mes al so cal l ed the H
small gain
problem. Both H
2
and H
synthesi s are often used together, wi th H

2
synthesi s
bei ng used as a fi r st cut to get a sense for what l evel of per for mance i s
achi evabl e. Then, an H
performance cri ter i on i s sel ected based on the outcome

of the fi r st cut H
2
desi gn, and the H
synthesi s theor y i s used to do the fi nal

desi gn work.
The enti r e desi gn pr ocedur e i s si mpl e and r equi r es onl y one-parameter
-i terati on fol l owi ng path I then path I I of the fl ow-chart i n Fi gure 1-15.
T
y1u1
P
11
= s ( ) P
12
+ s ( ) I F s ( )P
22
s ( ) ( )
1
F s ( )P
21
s ( )
mi n T
y
1
u
1 2
mi n T
y
1
u
1
mi n T
y
1
u
1 2
1 ( )
1 Tutori al
1-36
Figure 1-15: H
2
/ H
-Iteration
Pr oper ties of H
Contr ollers
Ther e ar e sever al i mportant properti es of H
contr ol l er s wor th menti oni ng

(see, for exampl e, [3]):
Property 1: The H
opti mal control cost functi on i s al l -pass, i .e.,

for al l R.
Property 2: An H
sub-opti mal control l er pr oduced by the standard

state-space al gor i thm hi nf . m has the same number of state var i abl es as the
augmented pl ant (n-states). An optimal H
l control l er such as pr oduced by

hi nf opt . m has at most (n 1) states at l east one of the states goes away (e.g.,
[20]).
Path II
"Gam" "Gam"
OK ?
of Ty1u1
Bode plot
sigma
augment
3 2 1
W , W , W
Choose Specs
STOP
YES
NO
START
hinf
or linf
h2lqg
Adjust Adjust
Path I
NO
Set "Gam" = 1
T
y
1
u
1
T
y
1
u
1
( ) 1 =
1-37
Property 3: I n the weighted mixed sensitivity probl em for mul ati on, the H

control l er al ways cancel s the stabl e pol es of the pl ant wi th i ts tr ansmi ssi on
zeros [4].
Property 4: I n the weighted mixed sensitivity probl em for mul ati on [34], any
unstabl e pol e of the pl ant i nsi de the speci fi ed control bandwi dth wi l l be shi fted
approxi matel y to i ts -axi s mi r ror i mage once the feedback l oop i s cl osed wi th
an H
(or H
2
) control l er. The H
mi xed-sensi ti vi ty pr obl em i s descri bed i n the

next secti on.
Property 1 means that desi gners can ul ti matel y achi eve very pr eci se
frequency-domai n l oop-shapi ng vi a sui tabl e wei ghti ng strategi es. For exampl e,
you may augment the pl ant wi th fr equency dependent wei ghts W
1
, and W
3
as
shown i n Fi gur e 1-19. Then, i f there exi sts a feasi bl e control l er that meets the
frequency domai n constr ai nts, the software hi nf wi l l fi nd one that ul ti matel y
shapes the si gnal s to the i nverse of the wei ghts. Thi s remar kabl e pr oper ty
enabl es H
to achi eve the best r esul ts al l owi ng much more preci se

mani pul ati on of si ngul ar-val ue Bode pl ots than other l oop-shapi ng tool s such
as LQG/LTR or H
2
.
Sever al desi gn case studi es ar e provi ded i n the next secti on.
Ex i stence of H
Contr oller s
I f you i mpose over l y demandi ng desi gn requi rements then the mi ni mal
achi evabl e H
norm may be gr eater than one, i n whi ch case no sol uti on exi sts
to the standard H
control probl em. The H
theory gi ves the fol l owi ng four

necessary and sufficient condi ti ons for the exi stence of a sol uti on to the
standar d H
control probl em [42]:

1 D
11
Smal l Enough. There must exi st a constant feedback contr ol l aw F(s) =
constant matr i x such that the cl osed-l oop D matri x sati sfi es .
2 Control Ri ccati P 0. The H
ful l -state feedback control Ri ccati equati on

must have a real , posi ti ve semi defi ni te sol uti on P. The software ascertai ns
exi stence of the Ri ccati sol uti on by checki ng that the associ ated hami l toni an
matri x does not have any -axi s ei genval ues. Posi ti ve semi defi ni teness of
the sol uti on i s veri fi ed by checki ng, equi val entl y, that the H
ful l -state feed-

j
D ( ) 1 <
j
1 Tutori al
1-38
back contr ol -l aw i s asymptoti cal l y stabi l i zi ng [42]; thi s ci r cumvents numer-
i cal i nstabi l i ti es i nher ent i n di r ectl y checki ng posi ti ve semi defi ni teness.
3 Obser ver Ri ccati S 0. The Ri ccati equati on associ ated wi th the obser ver
dual of the H
ful l -state feedback contr ol pr obl em must have a r eal , posi ti ve

semi defi ni te sol uti on S. Agai n the r esul ts of [42] are used to avoi d numer i cal
i nstabi l i ti es.
4 The greatest ei genval ue of the product of the two Ri ccati
equati on sol uti ons must be l ess than one.
Al l four condi ti ons must hol d for ther e to exi st a feedback contr ol l aw whi ch
sol ves the standard H
contr ol pr obl em. The functi ons hi nf and hi nf opt

automati cal l y check each of these four condi ti ons and produce di spl ays
i ndi cati ng whi ch, i f any, of the condi ti ons fai l . Typi cal output di spl ays for hi nf
and hi nf opt are shown in Tabl e 1-4 and Tabl e 1-5 i n the Case Studies secti on.
Si ngula r - Va lue Loop- Sha pi ng: M ix ed- Sensi ti vity Appr oa ch
Consi der the mul ti var i abl e feedback contr ol system shown i n Fi gur e 1-16. I n
order to quanti fy the mul ti vari abl e stabi l i ty mar gi ns and per for mance of such
systems, you can use the si ngul ar val ues of the cl osed-l oop tr ansfer functi on
matri ces fr om r to each of the thr ee outputs e, u and y, vi z.
max
PS ( ) 1 <
S s ( )
def
I L s ( ) + ( )
1
=
R s ( )
def
F s ( ) I L s ( ) + ( )
1
=
T s ( )
def
L s ( ) I L s ( ) + ( )
1
I S s ( ) = =
1-39
where .
Figure 1-16: Block diagram of the multivariable feedback control system.
The two matri ces S(s) and T(s) are known as the sensitivity function and
complementary sensitivity function, respecti vel y. The matri x R(s) has no
common name. The si ngul ar val ue Bode pl ots of each of the three transfer
functi on matri ces S(s), R(s), and T(s) pl ay an i mpor tant r ol e i n r obust
mul ti var i abl e control system desi gn. The si ngul ar val ues of the l oop tr ansfer
functi on matri x L(s) are i mportant because L(s) determi nes the matr i ces S(s)
and T(s).
The si ngul ar val ues of S(j) deter mi ne the di stur bance attenuati on si nce S(s)
i s i n fact the cl osed-l oop tr ansfer functi on from di stur bance d to pl ant output y
see Figure 1-16. Thus a di sturbance attenuati on per for mance speci fi cati on
may be wri tten as
where i s the desi r ed di stur bance attenuati on factor . Al l owi ng
to depend on frequency enabl es you to speci fy a di fferent
attenuati on factor for each fr equency .
The si ngul ar val ue Bode pl ots of R(s) and of T(s) are used to measur e the
stabi l i ty mar gi ns of mul ti vari abl e feedback desi gns i n the face of addi ti ve pl ant
perturbati ons and mul ti pl i cati ve pl ant per tur bati ons , respecti vel y. See
Fi gure 1-17.
Let us consi der how the si ngul ar val ue Bode pl ot of compl ementary sensi ti vi ty
T(s) determi nes the stabi l i ty margi n for mul ti pl i cati ve per tur bati ons . The
L s ( ) G = s ( )F s ( )
output
y
r
command
+
-
+
+
F(s) G(s)
d
plant
disturbance
"plant"
"controller"
e
error
u
control
effects
S j ( ) ( ) W
1
1
j ( )
W
1
1
j ( )
W
1
j ( )
A

M
M
1 Tutori al
1-40
mul ti pl i cati ve stabi l i ty margi n i s, by defi ni ti on, the si ze of the smal l est stabl e
(s) whi ch destabi l i zes the system i n Fi gure 1-17 wi th .
Figure 1-17: Additive/ Multiplicative uncertainty.
Taki ng to be the defi ni ti on of the si ze of , you have the
fol l owi ng stabi l i ty theorem:
Robustness Theorem 1 : Suppose the system in Figure 1-17 is stable with both
and being zero. Let . Then the size of the smallest stable (s) for
which the system becomes unstable is
(3-1)
The smal l er i s , the greater wi l l be the si ze of the smal l est
destabi l i zi ng mul ti pl i cati ve perturbati on, and hence the gr eater wi l l be the
stabi l i ty mar gi n.
A si mi l ar r esul t i s avai l abl e for rel ati ng the stabi l i ty mar gi n i n the face of
addi ti ve pl ant pertur bati ons (s) to R(s). Let us take to be our
defi ni ti on of the si ze of at fr equency . Then, you have the fol l owi ng
stabi l i ty theor em.
Robustness Theorem 2 : Suppose the system in Figure 1-17 is stable when and
are both zero. Let . Then the size of the smallest stable (s) for
which the system becomes unstable is
As a consequence of Theor ems 1 and 2, i t i s common to speci fy the stabi l i ty
margi ns of contr ol systems vi a si ngul ar val ue i nequal i ti es such as
A
0 =
PERTURBED PLANT
-
+
I + (s) F(s) G(s)
+
+
(s)
A
M

M
j ( ) ( )
M
j ( )
M

A
0 =
M

M
j ( ) ( )
1
T j ( ) ( )
------------------------ =
T j ( ) ( )
A

A
j ( ) ( )
A
j ( ) ( )
M

A
0 =
A

A
j ( ) ( )
1
R j ( ) ( )
------------------------ =
1-41
(3-2)
(3-3)
where and are the respecti ve si zes of the l ar gest
anti ci pated addi ti ve and mul ti pl i cati ve pl ant per tur bati ons.
I t i s common practi ce to l ump the effects of al l pl ant uncertai nty i nto a si ngl e
fi cti ti ous mul ti pl i cati ve perturbati on , so that the contr ol desi gn
requi rements may be wri tten
as shown i n Fi gure 1-18.
I t i s i nter esti ng to note that i n the upper hal f of Fi gur e 1-18 (above the zer o db
l i ne)
whi l e i n the l ower hal f of Fi gure 1-18 bel ow the zero db l i ne
Thi s r esul ts fr om the fact that
R j { } ( ) W
2
1
j ( )
T j { } ( ) W
3
1
j ( )
W
2
j ( ) W
3
j ( )
M
1
i
S j ( ) ( )
-------------------------- W
1
j ( ) ;
i
T j [ ] ( ) W
3
1
j ( )
L j ( ) ( )
1
S j ( ) ( )
------------------------
L j ( ) ( ) T j ( ) ( )
S s ( )
def
I L s ( ) + ( )
1
= L s ( )
1
, i f L s ( ) ( ) 1
T s ( )
def
L = s ( ) I L s ( ) + ( )
1
L s ( ), i f L s ( ) ( ) 1
1 Tutori al
1-42
Figure 1-18: Singular value specifications on S and T.
Thus, i t i s not uncommon to see speci fi cati ons on di stur bance attenuati on and
mul ti pl i cati ve stabi l i ty mar gi n expressed di rectl y i n ter ms of forbi dden r egi ons
for the Bode pl ots of as si ngul ar val ue l oop shapi ng r equi r ements.
See Fi gur e 1-18.
An i mportant poi nt to note i n choosi ng desi gn speci fi cati ons W
1
and W
3
i s that
the 0 db crossover fr equency the Bode pl ot of W
1
must be suffi ci entl y bel ow the
0 db crossover frequency of or the per formance requi rements (3-1) and
(3-3) wi l l not be achi evabl e; mor e preci sel y, we r equi r e
(3-4)
Gua r a nteed Ga in/ Pha se M a rgi ns i n M I M O Systems
For those who ar e mor e comfortabl e wi th cl assi cal si ngl e-l oop concepts, ther e
ar e the i mpor tant connecti ons between the mul ti pl i cati ve stabi l i ty margi ns
pr edi cted by and those predi cted by cl assi cal M-ci r cl es, as found on the
Ni chol s char t. I ndeed i n the si ngl e-i nput-si ngl e-output case
whi ch i s pr eci sel y the quanti ty you obtai n from Ni chol s char t M-ci rcl es. Thus,
i s a mul ti l oop general i zati on of the cl osed-l oop r esonant peak magni tude
whi ch, as cl assi cal control experts wi l l recogni ze, i s cl osel y rel ated to the
1
-1
|W |
3
|W |
w
o(L)
o(T)
1
o(S)
o(L)
PERFORMANCE
BOUND
ROBUSTNESS
BOUND
0 db
i
L j ( ) ( )
W
3
1
W
1
1
j ( ) ( ) + W
3
1
j ( ) ( ) 1 >
T ( )
T j ( ) ( )
L j ( )
1 L j ( ) +
-------------------------
=
T

1-43
dampi ng r ati o of the domi nant cl osed-l oop pol es. Al so, i t tur ns out that you may
r el ate , to the cl assi cal gai n mar gi n G
M
and phase mar gi n i n
each feedback l oop of the mul ti vari abl e feedback system of Fi gur e 1-16 vi a the
formul ae [22]
1
2
3
4
These formul a are val i d provi ded and are l ar ger than one, as i s
nor mal l y the case. The mar gi ns appl y even when the gai n per turbati ons or
phase per tur bati ons occur si mul taneousl y i n sever al feedback channel s.
The i nfi ni ty nor ms of S and T al so yi el d gai n r educti on tol er ances. The gain
reduction tolerance g
m
i s defi ned to be the mi ni mal amount by whi ch the gai ns
i n each l oop woul d have to be decreased i n or der to destabi l i ze the system.
Upper bounds on g
m
are
5
6
For the Characteri sti c Gai n Loci Exampl e, you can compute the guaranteed
stability margins usi ng the for mul ae gi ven above
T

S

M
G
M
1
1
T

------------ +
G
M
1
1
1 1 S

----------------------------- +
M
2
1
2 T

----------------
,
_
1
si n
M
2
1
2 S

----------------
,
_
1
si n
S

T

g
m
1
1
T

------------
g
m
1
1 1 + S

-----------------------------
Guaranteed GM 1 =
1
T

------------ t 0.94 = to 1.062
Guaranteed PM 2
1 1
2 T

---------------- 3.52 deg t = si n t =
1 Tutori al
1-44
whi ch cl ear l y predi ct the poor robustness of the system. These guaranteed
stabi l i ty margi ns provi de a tol erance such that you can vary both gai n and
phase si mul taneousl y i n al l the feedback l oops.
Si gnifi ca nce of the M ix ed- Sensi ti vity Appr oa ch
The Mixed-Sensitivity approach of the r obust control system desi gn i s a di r ect
and effecti ve way of achi evi ng mul ti var i abl e l oop shapi ng, al though i t i s a
speci al case of the canonical robust control problem set-up descri bed earl i er .
I n the mi xed-sensi ti vi ty pr obl em formul ati on, nominal di sturbance
attenuati on speci fi cati ons and stabi l i ty margi n speci fi cati ons equati ons (3-1)
and (3-3) are combi ned i nto a si ngl e i nfi ni ty nor m speci fi cati on of the form
(3-5)
where
(3-6)
The l eft si de of equati on (3-5) i s the mixed-sensitivity cost function, so cal l ed
because i t penal i zes both sensi ti vi ty S(s) and compl ementary sensi ti vi ty T(s).
Note that i f you augment the pl ant G(s) wi th the wei ghts W
1
(s) and W
3
(s) as
shown i n Fi gure 1-19, then wrap the feedback F(s) fr om output channel y
2
back
to i nput channel u
2
, the r esul ti ng nomi nal (i .e., ) cl osed-l oop tr ansfer
functi on i s pr eci sel y the T
y1u1
(s)

gi ven by (3-6). The Robust Contr ol Tool box
functi ons augt f and augs s per for m thi s pl ant augmentati on.
T
y1u1

1
T
y
1
u
1
def W
1
S
W
3
T
=
M
0 =
1-45
Figure 1-19: Weighted mixed sensitivity problem.
Figure 1-20: Robust sensitivity problem.
The mi xed sensi ti vi ty cost functi on has the attracti ve pr oper ty that, i t pr ovi des
a much si mpl i fi ed, and nearl y equi val ent, al ter nati ve to the canoni cal robust
control probl em for the case of the robust sensi ti vi ty pr obl em (cf. Fi gure 1-20).
I t tur ns out that i f (3-5) i s str engthened very sl i ghtl y to
then r obust sensi ti vi ty perfor mance can be guar anteed; that i s,
for ever y mul ti pl i cati ve uncertai nty
M
sati sfyi ng
y u e
AUGMENTED PLANT P(s)
W
1
W
3
G
F(s)
-
+
u
1
u
2
y
1a
y
y
CONTROLLER
2
1b
y
1
y
1
mult perf
G(s) F(s)
PLANT CONTROLLER
-
+ +
+
b
y
y
2
1
u u
u
1
1 2
a
a
b
T
y1u1

1 2
1
i
S j ( ) ( )
-------------------------- W
1
j ( )

M
j ( ) ( ) W
3
j ( )
1 Tutori al
1-46
Thi s i s because i n thi s case the T
y1u1
associ ated wi th the cor respondi ng
canoni cal robust control probl em (cf. Fi gure 1-2) becomes si mpl y
For any S(s) and T(s), i t may be shown that [3]
This relationship guarantees that H
synthesis for the mixed sensitivity setup

depicted in Figure 1-19 is to within 3 db the same as the K
M
synthesis
(or synthesis) for the system in Figure 1-20. Thi s i s a major si mpl i fi cati on
si nce, i n gener al , H
synthesi s i s much easi er and more transpar ent to the

desi gner than K
M
synthesi s. The numeri cal computati ons for H
synthesi s ar e
much mor e strai ghtfor war d too, so that the desi gn computati ons can be carr i ed
out si gni fi cantl y more qui ckl y than wi th synthesi s K
M
.
Thi s r el ati onshi p tr emendousl y si mpl i fi es the r obust contr ol (K
M
or )
synthesi s probl em. I nstead, i t r epl aces i t wi th an easy-to-sol ve,
easy-to-under stand mixed sensitivity synthesis problem. By achi evi ng a mi xed
sensi ti vi ty desi gn wi th the transfer functi on matr i x
havi ng i ts L
-nor m l ess than , you have achi eved , i .e., the r eal
r obust perfor mance.
Synthesis
The objecti ve of synthesis i s to fi nd a stabi l i zi ng contr ol l er F(s) and a di agonal
scal i ng matr i x D(s) such that
T
y1u1
W
1
S
W
3
T
= I , I [ ]
W
1
S
W
3
T

W
1
S
W
3
T
I , I [ ]
,

_
2
W
1
S
W
3
T

2 ( )
T
y
1
u
1
W
1
S
W
3
T
=
1
2
------- K
m
1 >
DT
y1u1
D
1
1 <
1-47
where T
y1u1
i s as shown i n Fi gure 1-2. Si nce as an upper bound of the
str uctur ed si ngul ar val ue, , havi ng the i nfi ni ty nor m of T
y1u1
l ess
than one i s suffi ci ent to ensur e r obust stabi l i ty and/or r obust perfor mance.
A conceptual pr ocedur e for synthesi s descri bed i n [33, 15] goes as fol l ows (see
Fi gure 1-21):
1 Let D(s) =I and use the H
control method (hi nf . m) to fi nd a F(s) whi ch mi n-

i mi zes the cost functi on .
2 Fi x F(s), then use s s v. m to fi nd a cost-mi ni mi zi ng di agonal matr i x D(s).
3 Usi ng a cur ve fi tti ng method (fi t d. m) , fi nd a l ow or der r ati onal appr oxi ma-
ti on to the opti mal D(s) obtai ned i n step 2.
4 I f the cost functi on i s l ess than one, stop; other wi se, go to step 1.
T
y1u1

def 1
K
m
-------- =
DT
y1u1
D
1
1 Tutori al
1-48
Figure 1-21: synthesis D-K iteration
Thi s method essenti al l y i ntegrates two opti mi zati on pr obl ems and sol ves them
by al ternatel y fi xi ng ei ther the vari abl e F(s) or the var i abl e D(s), and
mi ni mi zi ng over the other vari abl e unti l the bound (i .e., cost functi on)
i s suffi ci entl y smal l . For a fi xed D, i t becomes the standard
MUSYN.M
-1
M <-- DMD
CURVE FIT "D"
AUGD.M
FITD.M
NO
STOP
YES
ENOUGH ?
SSV SMALL
-1
| D M D |
SSV.M
HINF.M
| M | < 1
K
min
START
DT
y1u1
F ( )d
1

1-49
H
synthesi s pr obl em sol ved by hi nf opt . And, for a fi xed F(s), i t becomes the
probl em subopti mal l y addr essed by s s v , ps v , pe r r on, and muopt of fi ndi ng a
stabl e and mi ni mum phase D(s) that mi ni mi zes the cost functi on at each
frequency. Thi s method has the potenti al of sol vi ng the overal l Robust Contr ol
Probl em.
Fol l owi ng i s the i nput for a si mpl e synthesi s pr obl em:
PLANT DATA:
a=2; b1=[ . 1, - 1] ; b2=- 1;
c 1=[ 1; . 01] ; d11=[ . 1, . 2; . 01, . 01] ; d 12=[ 1; 0] ;
c 2=1; d21=[ 0, 1] ; d22=3;
t s s =mks ys ( a, b1, b2, c1, c 2, d11, d12, d21, d22, ' t s s ' ) ;
w=l ogs pac e( - 2, 1) ;
H- I NFI NI TY OPTI MAL DESI GN:
[ gam0, s s c p0, s s cl 0] =hi nf opt ( t s s ) ;
[ mu0, l ogd0] =s s v( s s cl 0, w) ;
MU SYNTHESI S I TERATI ON NO. 1 ( CONSTANT D) :
[ s s d1, l ogd1] =f i t d( l ogd0, w) ;
[ gam1, s s c p1, s s cl 1] =hi nf opt ( augd( t s s , s s d1) ) ;
[ mu1, de l t al ogd] =s s v( s s c l 1, w) ;
MU SYNTHESI S I TERATI ON NO. 2 ( FI RST ORDER D) :
[ s s d2, l ogd2] =f i t d( l ogd1+del t al ogd, w, 1) ;
[ gam2, s s c p2, s s cl 2] =hi nf opt ( augd( t s s , s s d2) ) ;
DI SPLAY OPTI MAL SI GMA AND SSV PLOTS:
l ogl og( w, max ( s i gma( s s c l 2, w) ) /gam2, w, . .
s s v ( s s c l 2, w) /gam2) ;
The foregoi ng exampl e i l l ustrates the basi c synthesi s i terati on. I n pr acti ce,
you wi l l gener al l y pr efer to use a constant, zer oth or der di agonal scal i ng matri x
D(s) because i t l eads to a much l ower order contr ol l aw. I t may al so be
necessar y to exper i ment wi th the fr equency r ange , adjusti ng i t so that i t
coi nci des r oughl y wi th the fr equency r ange over whi ch the val ue of mu r etur ned
by s s v i s unacceptabl y l arge.
A mor e detai l ed synthesi s exampl e i s pr ovi ded i n the Case Studies secti on.
1 Tutori al
1-50
Bi linea r Tr a nsfor m a nd Robust Control Synthesi s
A si mpl e bi l i near transform bi l i n. m has been found to be extr emel y useful
when used wi th robust control synthesi s techni ques. I t can
1 Remove the i l l -condi ti oni ng i nherent i n some augment pl ants.
2 Pr ovi de di r ect control of the l ocati on of domi nant cl osed-l oop pol es.
I n the H
mi xed-sensi ti vi ty probl em for mul ati on, i f the augmented pl ant has
-axi s pol es or zeros, the H
control l er , i f i t coul d be rel i abl y computed, woul d

have mar gi nal l y stabl e closed-loop pol es at the corr espondi ng -axi s l ocati ons
[35]. A si mi l ar probl em ari ses i n mor e general si tuati ons i n whi ch ei ther P
12
(s)
or P
21
(s) have -axi s zeros, i ncl udi ng zeros at that occur when you have a
r ank defi ci ent matr i x D
12
or D
21
i n the state-space real i zati on of P(s). I n
pr acti ce, the foregoi ng si tuati ons l ead to si ngul ar i ti es i n the equati ons whi ch
determi ne the state-space r eal i zati on of the H
contr ol l aw. The Robust

Control Tool box r outi nes hi nf and dhi nf pr oduce war ni ng messages i n these
si tuati ons.
Usi ng the bi l i near tr ansfor m changes thi s si tuati on i mmedi atel y. Pr obl ems
wi th -axi s pol es and zeros or wi th r ank-defi ci ency D
12
or D
21
can be r emoved
by the tr ansformati on. Then, after the computati on, you can transform back
the control l er usi ng the i nverse tr ansfor m. The r esul tant control l aw wi l l then
be a suboptimal sol uti on to the or i gi nal H
control pr obl em. Combi ni ng

thebi l i near transform and H
synthesi s i s al so a di r ect and powerful way of

contr ol l i ng cl osed-l oop system perfor mance (i n ter ms of ri se ti me, dampi ng
r ati o, settl i ng ti me, etc.) [5, 6]. Thi s wi l l become cl ear after we di scuss some
detai l s of the bi l i near transform.
The bi l i near transfor m can be for mul ated as a -axi s pol e shi fti ng
tr ansfor mati on
(3-7)
where the number s p
1
and p
2
are the end-poi nts of the di ameter of a ci rcl e i n
the l eft s-pl ane (see Fi gure 1-22) that i s mapped by (3-7) onto the -axi s i n the
-pl ane. The i nverse of such a bi l i near transform i s
j
j
j
j
j
s
s
p + 1
s
p2
------ 1 +
---------------- =
j

1-51
(3-8)
Fi gure 1-22 al so shows how the vari ous regi ons desi gnated A, B and C i n
-pl anes ar e transformed by the mappi ngs (3-7) and (3-8):
The boundary of the s-pl ane ci rcl e i s mapped onto -axi s i n the -pl ane.
The s-pl ane -axi s i s mapped onto a ci rcl e i n the r i ght -pl ane, whi ch i s
an exactl y mi rr or i mage of the s-pl ane ci r cl e .
Areas A, B and C are mapped to thei r -pl ane counter parts.
Figure 1-22: Bilinear transform for -axis pole shifting.
Both forward and i nverse mul ti var i abl e bi l i near transforms ar e speci al cases
of the tr ansfor m and can be r eal i zed by the state-space formul a [3]
Other i mportant transfor ms that map conti nuous transfer functi ons to the
di screte domai n such as Tusti n, pr ewar ped Tusti n, backwar d/forward
rectangul ar tr ansforms, etc. can al so be handl ed wi th thi s state-space formul a.
They ar e di scussed i n the Reference secti on under bi l i n.
Now, i f a pl ant has pol es on the j-axi s i n s-pl ane, the bi l i near tr ansfor m wi l l
map these pol es onto a ci rcl e i n -pl ane centered at . Property 4
s
s p1 +
s
p2
------ 1
-------------------- =
s s
2
1
s~-plane s-plane
2
-p
1
-p
1
p
2
p
B
C
A C
A
B
s
z +
z +
---------------- =
A
b
C
b
B
b
D
b
A I ( ) I A ( )
1
C I A ( )
1
------------------------------------------------------
( ) I A ( )
1
B
D + C I A ( )
1
B
----------------------------------------------------------- =
p
1
p
2
+ ( )
2
----------------------------
1 Tutori al
1-52
of H
contr ol l er s wi l l ensur e the cl osed-l oop pol es ar e pl aced i nsi de the ci r cl e

A i n -pl ane of Fi gur e 1-22 at posi ti ons whi ch ar e the shi fted RHP mi rr or
i mages of the open-l oop pol es outsi de the r egi on A i n -pl ane. Therefore, the
par ameter p
1
i n bi l i near transform tur ns out to be the key parameter i n
pl aci ng the domi nant cl osed-l oop pol es at the desi r ed l ocati ons i n s-pl ane,
thereby sati sfyi ng the performance speci fi cati on.
A si mpl e desi gn pr ocedur e can be formul ated as fol l ows
1 Pul l out the uncer tai nty bl ocks fr om the system bl ock di agr am to formul ate
an H
r obust contr ol pr obl em.

2 Map the pl ant from s-pl ane to -pl ane vi a the bi l i near pol e shi fti ng trans-
for m (3-7).
3 Compute the H
opti mal contr ol l er for the tr ansfor med pl ant (i .e., sol ve
)
4 Map the control l er back to s-pl ane vi a the i nver se bi l i near pol e shi fti ng
transform (3-8).
5 Go back to step 1 and i terate the par ameter p
1
of the bi l i near transform unti l
the desi gn speci fi cati ons are met.
A benchmar k probl em proposed by Wi e and Bernstei n [49] has been sol ved
successful l y vi a thi s method. See the Case Studies secti on for detai l s.
Robustness with Mixed Real and Complex
Uncertainties
One of the drawbacks associ ated wi th the compl ex K
M
(or ) anal ysi s/synthesi s
i s that i t tr eats each uncertai nty as bei ng bounded by a compl ex di sc, whi ch can
l ead to conser vati veness i f the parameter i s r eal . A gener al i zed Popov
mul ti pl i er theor y overcomes thi s conservati veness and provi des a preci se
anal ysi s and synthesi s treatment of the robust control probl em. I n thi s
secti on, we wi l l i ntr oduce thi s concept on the desi gn and anal ysi s of systems
wi th mi xed real and compl ex uncer tai nti es.
s
mi n
F
s
( )
T
( )

1
F
( )
1-53
Rea l K
M
Ana lysi s
I n r obust anal ysi s, the i dea of di agonal scal i ng i ntroduced i n the ear l i er secti on
i s to fi nd a di agonal D matr i x to scal e the si ze of the transfer functi ons seen
by the (bl ock) di agonal compl ex structured uncertai nti es such that a much l ess
conser vati ve measure of the mul ti var i abl e stabi l i ty mar gi n of the system can
be predi cted as compar ed to the wor st-case tool si ngul ar val ues that assumes
a compl ete compl ex uncer tai nty matri x wi th no structure at al l . Wi th the r eal
uncer tai nty embedded i nsi de the di agonal str uctur e, one can bui l d a
shi ft-and-enl ar ge pr ocess on top of the exi sti ng di agonal scal i ng str uctur e (as
shown i n Fi gure 1-23) to captur e the r eal parametr i c uncer tai nty. The i dea of
shi ft-and-enl ar ge i s the fol l owi ng: I f the r eal uncer tai nty i s bounded i nsi de a
compl ex uni t ci r cl e, evi dentl y the uni t ci rcl e i s too conservati ve for a par ameter
that onl y vari es on the real l i ne. Shi fti ng the ci rcl e al ong the i magi nar y axi s
and enl argi ng the uni t ci rcl e r adi us to sti l l covers the same r eal
par ametri c var i ati on on the real l i ne, but the new mul ti vari abl e stabi l i ty
mar gi n seen by thi s l ar ger uncertai nty ci rcl e can be much smal l er . By usi ng
convex nonl i near pr ogr ammi ng methods, the shi ft may be opti mi zed to obtai n
l ess conser vati ve bounds on the real str uctur ed si ngul ar val ue.
1 C
2
+ ( )
1 2
1 Tutori al
1-54
Figure 1-23: Shift-and-Enlarge Process of Real Uncertainty Analysis.
Mathemati cal l y, we have the fol l owi ng opti mi zati on pr obl em to sol ve
Thi s opti mi zati on pr obl em can be sol ved vi a a speci al bi l i near tr ansfor m the
sector tr ansfor m (s ec t f . m) that maps the ci r cl es shown i n Fi gur e 1-23 to
hal fpl anes that are bounded on l eft by l i nes passi ng thr ough the or i gi n i n the
new domai n (al so, ). The probl em i s then shi fted to the fol l owi ng
(see Fi gur e 1-24):
(-1,1) --> (0,inf)
SECTOR TRANSFORM
~
M
+
+
+
+
-jC
jC
D
-1
D
-1/2
(I+C^2)
1/2
(I+C^2)
-1
D
M D
IDEA:
1/2
(1+C^2)
+1 -1
jC
i nf
D D
i nf
C C
j C I C
2
+ ( ) + DT
1 2
D
1
( )

T s ( ) T
s ( )
1-55
Find the optimal multiplier to maximize such that
where the multipliers are chosen to be in the class M defined to be the set of all
diagonal transfer function matrices
satisfying and or .
I f such a mul ti pl i er exi sts, the val ue i s a l ower bound on the si ze of the
smal l est destabi l i zi ng r eal uncertai nti es.
Figure 1-24: Real Analysis.
Now, wi thout l oss of general i ty, we may r estri ct attenti on to pol ynomi al
mul ti pl i er s; such mul ti pl i er s ; may be convexl y parametr i zed as
where X, Y ar e di agonal pol ynomi al matri ces and .
We cal l the mul ti pl i ers i n the cl ass M generalized Popov multipliers. They
have the fol l owi ng speci al properti es.
Re M j ( )T
j ( ) ( ) 0 > , , i .e., M sector 0 , ( ) posi ti ve r eal ; ( )

M s ( ) di ag = m
1
s ( ) m
2
, s ( ) , m
n
, s ( ) ( )
1
2
--- M j ( ) M
j ( ) + ( ) 0 , m
i
j ( ) r
i
= j + p
i

2
------ m
i

2
--- < <
T
2 1
(-1,1)-->(0,INF)
Gamma-Iteration
~
1
Y
~
1
U
1
Y
1
U
M M
Sectf
M s ( ) M
M s ( ) X = s
2
( ) s + Y s
2
( )
X
2
( ) X
*
+
2
( ) 0 ,
1 Tutori al
1-56
Pr oper ties of the Gener a li z ed Popov M ultiplier
1 Posi ti ve Real : .
2 For r eal , i f and onl y i f .
3 , wher e and ar e stabl e and
mi ni mum phase (i .e., no pol es or zeros i n the ri ght-hal f compl ex s-pl ane).
Note that the cl assi cal Popov mul ti pl i er i s i n M. I t can be shown
that the di agonal scal i ng D(s) used i n eval uati ng the complex structured
si ngul ar val ue i s equi val ent to usi ng real di agonal mul ti pl i er s
; that i s, . Thus, the
case of mi xed real and compl ex uncer tai nty i s handl ed i n the mul ti pl i er
opti mi zati on framewor k by si mpl y i mposi ng the addi ti onal restr i cti on that the
mul ti pl i ers corr espondi ng to each compl ex uncertai nty be real . The functi ons
muopt and s s v i nvoke a si mpl e nonl i near pr ogrammi ng routi ne to compute the
opti mal mul ti pl i er. The opti mi zati on i s both smooth and convex, so gl obal
conver gence of the al gori thm i s assured.
To fi nd such a mul ti pl i er , one needs to i nvoke a nonl i near progr ammi ng
techni que, whi ch i s beyond thi s tutor i al (see muopt i n the r efer ence secti on for
more detai l s).
Rea l K
M
Synthesis
After understandi ng the anal ysi s appr oach, one can formul ate and sol ve the
r eal K
M
synthesi s probl em as fol l ows (see Fi gur e 1-25):
Find the greatest real number such that for some optimal generalized Popov
multiplier M(s) the infinity norm of the cost function is less than or equal
to one, i.e.
her mi ti an M s ( ) ( )
1
2
--- = M s ( ) M
*
+ s ( ) ( ) 0 s , j =
def
M 0 , ( ) 0 , ( )
M s ( ) M
2
= s ( )
T
M
1
s ( ) M
2
T
s ( ) M
1
, s ( ) M
1
*
s ( )
1 qs + 0 =
M j ( ) M
= j ( ) D
= j ( )D j ( ) M
1
j ( ) M
2
= j ( ) D = j ( )
T
y
max
M
2
( )
1
M
1
M ,
T
y
1
1-57
Figure 1-25: Real K
M
synthesis.
A possi bl e i ter ati ve pr ocedur e for sol vi ng the real K
M
contr ol synthesi s pr obl em
i s l i sted as fol l ows (see Fi gure 1-25):
1 Sol ve the conventi onal H
opti mal contr ol probl em of fi ndi ng the maxi mal

such that .
2 Compute SSV to get the regul ar di agonal scal i ng D(s). I ni ti al i ze
.
3 Appl y the s e c t f functi on to tr ansfor m the ori gi nal sector(1, 1) to sector
(0, ).
4 Sol ve the convex opti mi zati on probl em of computi ng an i mpr oved X(s
2
) and
Y(s
2
) to maxi mi ze the mar gi n of posi ti ve defi ni teness of the
Hermi ti an part of, ther eby ensuri ng that the i nver se transformed i s
stri ctl y l ess than one wi th some mar gi n so that can be further i ncreased.
5 Remove F(s) fr om and l et wi th the opti mal mul ti pl i er
absorbed i n, go back to step 1 for a l arger .
2 1
(0,INF)-->(-1,1)
(-1,1)-->(0,INF)
Gamma-Iteration
~
~
~
~
~
1
Y
~
1
U
1
Y
1
U
1
Y
1
U
M M
F
P
Sectf
Inv. Sectf
mi n
F
T
y
1
u
1
1 ( )
M s ( ) D
T
= s ( )D s ( )
MT
y
1
u
1
T
y
1
u
1
T
y
1
u
1
T
y
1
u
1
T
y
1
u
1

1 Tutori al
1-58
The for egoi ng r eal K
M
synthesi s pr ocedur e i s not opti mal and has not been
automated i n the Robust Control Tool box. Of course, l i ke compl ex synthesi s,
i t i s onl y a subopti mal procedur e, and many possi bl y more effecti ve var i ants of
the pr ocedur e can be concei ved. We onl y menti on thi s to provi de some
i ndi cati on of what i s possi bl eand of what future devel opments are l i kel y to
emerge as the theor y of r obust contr ol advances.
C ase Studi es
1-59
Case Studies
I n thi s secti on, sever al desi gn case studi es usi ng H
2
, H
and synthesi s
techni ques are i l l ustr ated. Most of the desi gns ar e al so i ncl uded i n a demo
progr am r c t demo.
Classical Loop-Shaping vs. H
Synthesis
Gi ven a pl ant G(s) whi ch i s 2nd or der wi th dampi ng 0.05 at 20 r ad/sec, fi nd a
control l er to meet fr equency response Bode pl ot speci fi cati on depi cted by the
sol i d l i ne i n Fi gure 1-26: Bel ow 50 rad/sec we wi sh to have the compensated
l oop transfer functi on si ngul ar val ues above the sol i d l i ne for good di sturbance
attenuati on. Above 200 rad/sec we wi sh to have the si ngual ar val ues bel ow the
sol i d l i ne for good stabi l i ty mar gi n.
Figure 1-26: Second order open-loop plant (: 0.05, 0.5) and the L (s) spec.
-80
-60
-40
-20
0
20
40
10
0
10
1
10
2
10
3
Rad/Sec
D
B
Plant Open Loop & Loop-Shaping Specification
1 Tutori al
1-60
A cl assi cal desi gn mi ght be decomposed i nto the fol l owi ng (see Fi gure 1-27):
1 Rate feedback to i mpr ove dampi ng.
2 Desi gn hi gh fr equency (phase mar gi n, BW, rol l -off, etc.).
3 Desi gn l ow fr equency (DC gai n, di sturbance r ejecti on, etc.).
Figure 1-27: Classical loop-shaping block diagram.
The cl assi cal r esul t i s shown i n Fi gur e 1-28. Now, l ets see how H
approaches
the pr obl em.
PLANT LEAD-LAG
(s+2)(s+599)
235(s+20)(s+40)
K s
RATE FEEDBACK: K = 28
(0.05 @ 20 r/s)
G(s) F(s)
C ase Studi es
1-61
Figure 1-28: Classical loop-shaping.
H
Pr oblem For mula tion

We sol ve the so-cal l ed H
smal l -gai n pr obl em usi ng the numer i cal l y robust

descr i ptor 2-Ri ccati formul ae of [42]. I n our exampl e, the frequency domai n
speci fi cati on can be represented by the two wei ghts
as shown (for =1) i n Fi gur e 1-29.
The resul ts are shown i n Fi gure 1-30 for sever al di ffer ent s. Cl ear l y, i n the
l i mi t (as i ncr eases to the opti mal val ue 3.16) the cost functi on becomes
al l -pass. The par ameter of W
1
i s the onl y par ameter on whi ch we i terate for
desi gn; the Robust Contr ol Tool box scr i pt-fi l e hi nf opt . m automates thi s
i ter ati on.
-80
-60
-40
-20
0
20
40
60
10
0
10
1
10
2
10
3
LAG EFFECT
LEAD EFFECT
LOW-DAMPED PLANT WITH
RATE FEEDBACK
Rad/Sec
D
B
Classical Loop-Shaping
W
1
1
1
=
0.2s 1 + ( )
2
100 0.005s 1 + ( )
2
---------------------------------------------; W
3
1 40000
s
2
---------------- =
1 Tutori al
1-62
Figure 1-29: H
Weighting strategy for 2nd order problem.

-40
-20
0
20
40
60
80
100
10
0
10
1
10
2
10
3
SPECIFICATION ---> WEIGHTING STRATEGY
Rad/Sec
D
B
C ase Studi es
1-63
Figure 1-30: H
results for 2nd order system.

To do such an H
control desi gn wi th the Robust Control Tool box i s r el ati vel y

si mpl e:
nug = 400; dng = [ 1 2 400] ;
[ ag, bg, c g, dg] = t f 2s s ( nug, dng) ;
s s g = mks y s ( ag, bg, c g, dg) ;
w1 = [ 2. 5e - 5 1. e - 2 1; 0. 01*[ 4. e - 2 4. e - 1 1] ] ;
w2 = [ ] ; w3 = [ 1 0 0; 0 0 40000] ;
TSS = augt f ( s s g, w1, w2, w3) ;
[ s s f , s s c l ] = hi nf ( TSS) ;
-50
0
50
10
0
10
1
10
2
10
3
Rad/Sec
D
B
DESIGN # 1
-50
0
50
10
0
10
1
10
2
10
3
Rad/Sec
D
B
DESIGN # 2
-50
0
50
10
0
10
1
10
2
10
3
Rad/Sec
D
B
COST: # 1 vs # 2
Gammaopt = 3.16
1 Tutori al
1-64
Tabl e 1-4 shows the output whi ch appear s on the scr een for a successful r un of
hi nf . m. Thi s cor responds to the computati on of the H
control l aw for 1.
Table 1-4
To compute that opti mal H
control l aw, you woul d r epl ace

[ s s f , s s cl ] = hi nf ( TSS) ; wi t h
[ r hoopt , s s f , s s c l ] = hi nf opt ( TSS, 1) ;
<< H- i nf Opt i mal Cont r ol Synt he s i s >>

Comput i ng t he 4- bl oc k H- i nf opt i mal c ont r ol l er
us i ng t he S- L- C l oop- s hi f t i ng/des cr i pt or f or mul ae

Sol vi ng f or t he H- i nf c ont r ol l e r F( s ) us i ng U( s ) = 0 ( def aul t )
Sol vi ng Ri c cat i equat i ons and per f or mi ng H- i nf i ni t y
ex i s t ence t es t s :
1. I s D11 s mal l enough? OK
2. Sol v i ng s t at e - f ee dback ( P) Ri cc at i . . .
a. No Hami l t oni an j w- axi s r oot s ? OK
b. A- B2*F s t abl e ( P >= 0) ? OK
3. Sol v i ng out put - i nj ec t i on ( S) Ri cc at i . . .
a. No Hami l t oni an j w- axi s r oot s ? OK
b. A- G*C2 s t abl e ( S >= 0) ? OK
4. max ei g( P*S) < 1 ? OK
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
al l t es t s pas s ed - - comput i ng H- i nf cont r ol l e r . . .
DONE! ! !
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
C ase Studi es
1-65
Tabl e 1-5 shows the output whi ch appear s on the scr een for the r esul t of
-i terati on.
Table 1-5
Fighter H
2
& H

Design Example
Pla nt Descr iption
The l ongi tudi nal dynami cs of an ai r cr aft tri mmed at 25000 ft and 0.9 Mach ar e
unstabl e and have two ri ght hal f pl ane phugoi d modes. The l i near model has
state-space real i zati on wher e
:=

<< H- I nf i ni t y Opt i mal Cont r ol Synt hes i s >>

No Gamma D11<=1 P- Exi s t P>=0 S- Exi s t S>=0 l am( PS) <1 C. L.
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1 1. 0000e+000 OK OK OK OK OK OK STAB
3 4. 0000e+000 OK OK FAI L OK OK OK UNST

I t e r at i on no. 9 i s y our be s t ans wer under t he t ol e r anc e: 0. 0100 .
G s ( ) C I s A ( )
1
B =
A
C

B
D
0.0226 36.6170 18.8970 32.0900 3.2509 0.7626 0 0
0.0001 1.8997 0.9831 0.0007 0.1708 0.0050 0 0
0.0123 11.7200 2.6316 0.0009 31.6040 22.3960 0 0
0 0 1.0000 0 0 0 0 0
0 0 0 0 30.0000 0 30 0
0 0 0 0 0 30.0000 0 30
0 1 0 0 0 0 0 0
0 0 0 1 0 0 0 0
1 Tutori al
1-66
The control var i abl es ar e el evon and canar d actuators (
e
and
c
). The output
vari abl es are angl e of attack () and atti tude angl e ().
Thi s fi ghter model i s the same as that i n [29, 34] (see Fi gur e 1-31).
Figure 1-31: Aircraft configuration and vertical plane geometry.
Desi gn Specifi ca ti ons
The si ngul ar val ue desi gn speci fi cati ons are:
1 Robustness Spec.: 40 db/decade r ol l -off and at l east 20 db at 100 rad/sec
2 Performance Spec.: Mi ni mi ze the sensi ti vi ty functi on as much as possi bl e.
Velocity
0
x-axis
Horizontal
Elevon
Elevator
Rudder
Aileron
Flap
Canard
C ase Studi es
1-67
Desi gn Pr ocedur e
1 Augment the pl ant G(s) wi th wei ghti ng functi ons W
1
(s) and W
3
(s) (desi gn
speci fi cati ons) to for m an augmented pl ant P(s) as shown i n Fi gure 1-19.
Then, fi nd a state-space real i zati on of P(s):
a Sensi ti vi ty functi on S(s) speci fi cati on:
i s 1 for the fi rst tr y, then can be i ncr eased or decr eased accor di ngl y l ater .
b Compl ementary sensi ti vi ty functi on (I S) speci fi cati on:
wher e r = 0.5msec i s sel ected such that both channel s are penal i zed
equal l y up to rad/sec. Note that because W
3
(s) i s an i mproper transfer
functi on (i .e., has mor e zer os than pol es), i t cannot be real i zed i n
state-space form. But, W
3
(s)G(s) i s proper and, hence, W
3
(s)G(s) has a
state-space r eal i zati on. Thi s ensur es that the D
12
matr i x of the aug-
mented pl ant P(s) i s ful l r ank as requi red by hi nf and l i nf [35].
(Another way to ensur e a ful l r ank woul d be to i ncl ude a smal l thi rd
wei ght see the documentati on for augt f ). Because W
3
(s)
has no state-space real i zati on, the M-fi l e augt f can be di r ectl y empl oyed
here [34].
2 Fi nd a stabi l i zi ng contr ol l er F(s) such that the i nfi ni ty norm of tr ansfer func-
ti on i s mi ni mi zed and i s l ess than or equal to one (see Fi gur e 1-19). We
wi l l start wi th H
2
synthesi s fi rst then appl y H
to see the actual desi gn l i mi t

(use h2l qg, hi nf ).
3 The si ngul ar val ue Bode pl ot associ ated wi th each desi gn wi l l i ndi cate
how cl ose the desi gn i s to the speci fi cati ons. For most desi gn probl ems, you
need to i terate on the parameter i n step 1 sever al ti mes unti l a sui tabl e
desi gn i s obtai ned. The Robust Contr ol Tool box functi on hi nf opt automates
thi s i ter ati on.
W
1
s ( ): =
s 100 + ( )
100s 1 + ( )
---------------------------
0
0
s 100 + ( )
100s 1 + ( )
---------------------------
W
3
s ( )
s
2
1000
-------------
0
0
s
2
rs 1 + ( )
1000
--------------------------
=
1
r
---
W
2
s ( ) I =
T
y
1
u
1
T
y
1
u
1
1 Tutori al
1-68
Result
The r esul ts are summar i zed i n Fi gur es 1-32 through 1-34.
Figure 1-32: Cost Function .
As shown i n Fi gur e 1-32, the cost functi on gets pushed to the al l -pass l i mi t
(i .e., to 0 db), the sensi ti vi ty functi on S gets pushed down mor e and mor e,
consequentl y the compl ementar y sensi ti vi ty functi on T appr oaches to i ts
associ ated wei ghti ng functi on .
The fi nal H
contr ol l er i s stabl e and has 8 states whi ch i s the same as the

augmented pl ant.
A compl ete fl i ght control desi gn case study for a super maneuverabl e fi ghter
fl yi ng the Her bst maneuver has been documented i n [7]. A fi xed 8-state
H
contr ol l er not onl y stabi l i zes the enti re maneuver, but al so mai ntai ns
robust performance throughout i n the pr esence of al l the anti ci pated
str uctur ed, unstructured cer tai nti es, nonl i near i ti es.
-100
-90
-80
-70
-60
-50
-40
-30
-20
-10
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H2 & H-Inf Fighter Design -- Cost function Ty1u1
Frequency - Rad/Sec
S
V

-

d
b
H2 (Gam = 1) ---> H2 (Gam = 8.4) ---> H-Inf (Gam = 16.8)
T
y
1
u
1
s ( )
W
3
1
C ase Studi es
1-69
Large Space Structure H
Design Example
Thi s desi gn exampl e i s taken fr om [38, 43].
Figure 1-33: Sensitivity Function and W
1
-1
weighting.
Pla nt Descr iption
The l ar ge space structure (LSS) model was gener ated by the NASTRAN fi ni te
el ement progr am by TRW Space Technol ogy Group. The model consi sts of 58
vi brati onal modes wi th frequenci es r angi ng from 0.4 Hz to 477 Hz. The
dampi ng r ati o i s 0.3 for the fi r st two modes and 0.002 for the r est of the modes.
The structur e i s control l ed by 18 actuator s commanded by one centr al
computer wi th a sampl i ng frequency of 3000 Hz. The actuator s are grouped i n
three l ocati ons: 6 are at the pri mar y mi rr or, 6 at the secondary mi rr or , and 6
on str uctur al member s as shown i n Fi gure 1-35. Twel ve di sturbances ar e
acti ng on the top and the bottom of the str uctur e to si mul ate the real
envi ronmental vi br ati on source. There are 20 sensor s l ocated at var i ous
l ocati ons i n the structure. The most i mportant sensor s are the two
Line-Of-Sight (LOS) sensors as i ndi cated on the si ngul ar val ue Bode pl ot of the
-80
-60
-40
-20
0
20
40
60
80
100
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H2 & H-Inf Fighter Design -- 1/W1 & Sensitivity Func.
Frequency - Rad/Sec
S
V

-

d
b
1 Tutori al
1-70
open-l oop pl ant shown i n the Reference secti on. The remai ni ng 18 sensor s ar e
col l ocated wi th the 18 contr ol actuators.
Figure 1-34: Complementary Sensitivity Function and W
3
-1
.
Thi s l eads to a state-space r epr esentati on of the form
where , and
Desi gn Specifi ca ti ons
The LSS desi gn speci fi cati on requi res the LOS err or to be attenuated at l east
100:1 at frequenci es fr om 0 to 15 Hz after the feedback contr ol l oop i s cl osed.
Al l owi ng for a 30 db per decade rol l -off beyond 15 Hz pl aces the control l oop
bandwi dth of roughl y 300 Hz ( rad/sec). I n ter ms of i nequal i ti es to be
sati sfi ed by the open-l oop si ngul ar val ue Bode pl ot, these speci fi cati ons ar e as
-300
-250
-200
-150
-100
-50
0
50
100
150
200
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H2 & H-Inf Fighter Design -- 1/W3 & Comp. Sens. Func.
Frequency - Rad/Sec
S
V

-

d
b
x
Ax = Bu + ; y Cx =
A
116 116
, B
116 30
C
20 116
2000
C ase Studi es
1-71
depi cted i n Fi gure 1-36. For our H
synthesi s, these speci fi cati on l ead to the

fol l owi ng wei ghti ng functi ons (note that they sati sfy i nequal i ty (5)):
1 Robustness Spec.: 20 db/decade r ol l -off 2000 above r ad/sec:
Figure 1-35: Large space structure.
2 Performance Spec.: Mi ni mi ze the sensi ti vi ty functi on.
W
3
s ( )
s
2000
-------------
0
0
s
2000
-------------
=
Disturbances
Mirror
Primary
Mirror
Secondary
7.4 m
Lens
W
1
s ( ) =
1
s
5000
------------- + ( )
2
0.01 1
s
100
---------- +
,
_
2
------------------------------------
0
0
1
s
5000
------------- +
,
_
2
0.01 1
s
100
---------- +
,
_
2
--------------------------------
1 Tutori al
1-72
where i n our desi gn goes fr om one to 1.5. As wi th the fi ghter exampl e, we use
the tr i ck of absorbi ng the i mpr oper wei ght W
3
i nto the str i ctl y proper pl ant
G(s) so that the augmented pl ant has a non-zer o D
12
matri x, so that the
r esul tant control l aw wi l l be real i zabl e i n the requi red state-space form.
Figure 1-36: Singular value specifications (weighting functions).
-40
-30
-20
-10
0
10
20
30
40
10
0
10
1
10
2
10
3
10
4
10
5
MIMO LSS Design Example -- Design Specifications
Frequency - Rad/Sec
1
/
W
1

&

1
/
W
3

-

d
b
Sensitivity Spec.-- 1/W1(s)
Robustness Spec.-- 1/W3(s)
C ase Studi es
1-73
Contr ol Actions
Our desi gn strategy for the LSSs LOS l oops i s as fol l ows:
1 Use col l ocated rate feedback to damp out the str uctur al modes (i nner l oops)
and to make i t possi bl e to use the si x pr i mar y mi rr or actuators to contr ol the
two LOS outputs (outer l oops).
2 Use model r educti on (ai mi ng at a 4-state reduced or der model from the
116-state ori gi nal pl ant model ).
3 Augment the pl ant wi th W
1
and W
3
as above, then use the H
contr ol desi gn
method to i ncrease the system bandwi dth and to push down the sensi ti vi ty.
4 Di gi ti ze the MI MO contr ol l aw for i mpl ementati on usi ng bi l i n to compute
the shi fted Tusti n transform of the contr ol l er.
M odel Reduction
The model reducti on al gori thms i n the tool box (bs t s chmr , s l owf as t , ohkl mr ,
obal r eal ) were used to fi nd a r educed 4-state model that sati sfi es the
r obustness cr i teri on (see "The Robust Control Probl em" ). The 4-state
approxi mati on of the pl ant wi th square-down fi l ter i s
where
After augmentati on wi th W
1
and W
3
, the reduced pl ant model has ei ght states.
Results
The H
control l er achi eves the speci fi cati ons i n 2 i terati ons on the par ameter
(Gam). The resul ts ar e shown i n Fi gures 1-37 to 1-39.
G s ( ) C I s A ( )
1
B =
A
0.990 0.0005 0.4899 1.9219
0.0009 0.9876 1.9010 0.4918
04.961 1.9005 311.7030 4.9716
1.9215 0.4907 7.7879 398.3118
= ; B
0.7827 0.6140
0.6130 0.7826
0.7835 0.5960
0.6069 0.7878
=
C
0.7829 0.6128 0.7816 0.6061
0.6144 0.7820 0.5984 0.7884
=
1 Tutori al
1-74
Figure 1-37: Cost Function.
-30
-25
-20
-15
-10
-5
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H-Inf LSS Design -- Cost function Ty1u1
Frequency - Rad/Sec
S
V

-

d
b
H-Inf (Gam = 1) ---> H-Inf (Gam = 1.5)
C ase Studi es
1-75
The fi nal H
contr ol l er i s stabl e and has 8 states.

Figure 1-38: Sensitivity Function and weighting.
H
Synthesis for a Double-Integrator Plant

A cl ass of pl ants that i s often encounter ed i n modern contr ol appl i cati ons
consi sts of those contai ni ng a doubl e-i ntegrator , for exampl e:
Ri gi d body dynami cs of a spacecraft i gnori ng str uctural effects.
Laser poi nti ng devi ce mounted on a shaft control l ed by motor.
Regar dl ess of the speci fi c appl i cati on, a doubl e-i ntegr ator pl ant can be
stabi l i zed wi th a robust mixed sensitivity H
control l er. However, one speci al

featur e of the H

mixed sensitivity approach pr events us fr om meeti ng our goal
easi l y:
The plant is not allowed to have j-axis poles and/ or zeros!
-50
-40
-30
-20
-10
0
10
20
30
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H-Inf LSS Design -- 1/W1 & Sensitivity Func.
Frequency - Rad/Sec
S
V

-

d
b
H-Inf (Gam = 1) ---> H-Inf (Gam = 1.5)
1 Tutori al
1-76
But thi s does not mean we can not deal wi th the si tuati on. The fol l owi ng desi gn
pr ocedure ci rcumvents the di ffi cul ty ni cel y:
1 Tr ansfor m the doubl e-i ntegr ator pl ant vi a a
Figure 1-39: Complementary Sensitivity Function and W
3
1
.

speci al bi l i near transform
where the ci r cl e poi nts p
2
= , and p
1
< 0. Thi s i s equi val ent to si mpl y shi fti ng
the -axi s by p
1
uni ts to the l eft
G s ( ) ag bg , cg , dg , ( ) =
-100
-50
0
50
100
150
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H-Inf LSS Design -- 1/W3 & Comp. Sens. Func.
Frequency - Rad/Sec
S
V

-

d
b
H-Inf (Gam = 1) ---> H-Inf (Gam = 1.5)
s
s
p
1
+
s
p
2
------ 1 +
---------------- =
j
ag ag p
1*
I .
C ase Studi es
1-77
2 Fi nd a standard mi xed-sensi ti vi ty H
control l er for the shi fted

pr obl em.
3 Shi ft back the control l er to F(s)
Thi s -axi s shi fti ng al so guar antees that the control l er i s pr oper .
Example: The rotati onal dynami cs of a spacecr aft ri gi d body can be model ed
as
where J =5700 denotes the pol ar moment of i ner ti a. The desi gn goal i s to fi nd
a stabi l i zi ng contr ol l er F(s) that has a control l oop bandwi dth 10 r ad/sec.
A mi xed sensi ti vi ty pr obl em can be for mul ated as fol l ows
and the probl em of -axi s pl ant pol es can be sol ved vi a axi s shi fti ng
techni que. But ther e ar e sti l l two pl ant zeros at i nfi ni ty, whi ch ar e al so on the
-axi s. Thi s can be taken car e vi a a cl ever W
3
wei ghti ng
where the doubl e-di ffer enti ator makes the pl ant ful l rank at i nfi ni ty, but al so
serves as the compl ementar y sensi ti vi ty wei ghti ng functi on and l i mi ts the
control the system bandwi dth to 10 r ad/sec. The nonpr oper wei ght W
3
can be
absor bed i nto the pl ant vi a r outi ne augt f . m.
The parameter s of a second order W
1
wei ghti ng ser ve as our desi gn knobs
F s
( )
F s
( ) acp bcp , ccp , dcp , ( ) =

acp acp p
1*
I . +
j
G s ( )
1
J s
2
--------- =
mi n
F s ( )
W
1
I GF + ( )
1
W
3
GF I GF + ( )
1
1 <
j
j
W
3
s ( )
s
2
100
--------- - =
W
1
s ( )
s
2
2
1
+
c
s
c
2
+ ( )
s
2
2 +
2
c
s
c
2
+ ( )
----------------------------------------------------------------- =
1 Tutori al
1-78
Sui tabl e val ues for the parameter s are
: DC gai n of the fi l ter (contr ol s the di sturbance rejecti on)
: hi gh frequency gai n (control s the r esponse peak overshoot)
: fi l ter cross-over fr equency
: dampi ng rati os of the corner fr equenci es.
The fol l owi ng commands l ead to a r obust mi xed-sensi ti vi ty control l er for the
doubl e i ntegrator pl ant (or tr y di ntdemo.m):
[ ag, bg, c g, dg] = t f 2s s ( 1/5700, [ 1 0 0] ) ;
% Shi f t t he JW- Axi s t o t he l e f t by 0. 1 uni t :
ag0 = ag + 0. 1*e ye ( s i z e ( ag) ) ;
w2 = [ ] ; w3 = [ 1 0 0; 0 0 100] ;
bet a = 100; al f a = 2/3; w1c = 3;
z et a1=0. 7; z et a2=0. 7;
w1 =[ be t a*[ al f a 2*z et a1*w1c *s qr t ( al f a) w1c*w1c] ;
[ be t a 2*z e t a2*w1c*s qr t ( be t a) w1c *w1c ] ] ;
s s g = mks y s ( ag0, bg, cg, dg) ;
TSS = augt f ( s s g, w1, w2, w3) ;
[ s s cp, s s cl , hi nf o] = hi nf ( TSS) ;
[ ac p, bc p, c cp, dcp] = br anc h( s s c p) ;
[ ac l , bc l , c cl , dcl ] = br anc h( s s c l ) ;
% Shi f t t he JW- Axi s t o t he r i ght by 0. 1 uni t :
acp = ac p - 0. 1*ey e ( s i z e( ac p) ) ;
di nt e va % comput i ng t he t i me and f r e quenc y r e s pons e s
di nt pl t % pl ot t i ng
The resul ti ng pl ot shown i n Fi gur e 1-40.
100 =
2
3
--- =
c
3 =
1

2
, 0.7 =
C ase Studi es
1-79
Figure 1-40: Results of H
synthesis for double-integrator plant.

Bilinear Transform + H
on ACC Benchmark
Problem
The benchmark pr obl em descri bed by Wi e and Bernstei n [49] (see Fi gure 1-41)
was sol ved vi a the bi l i near transform and H
techni que.
Figure 1-41: The benchmark problem.
10
5
10
0
10
5
3.5
3
2.5
2
1.5
1
0.5
0
Cost Function: Ty1u1
Rad/Sec
d
b
10
5
10
0
10
5
150
100
50
0
50
1/W1 & S
Rad/Sec
d
b
10
5
10
0
10
5
150
100
50
0
50
100
150
200
1/W3 & T
Rad/Sec
d
b
0 1 2 3 4 5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
Step Response
sec
k
Disturbance
Measurement
Control 2
x
1
x
W U
2
M
1
M
1 Tutori al
1-80
Thi s undamped spri ng-mass system has the fol l owi ng tr ansfer functi on
where the masses m
1
, m
2
, and the spri ng constant k take the val ue 1.0 as
nomi nal , but can be uncer tai n. I n addi ti on, the measurement var i abl e z (pi cked
up by the sensor) i s not col l ocated wi th the actuator si gnal u, whi ch i ntr oduces
extra phase l ag i nto the system and makes i t much har der to contr ol . I f we were
fortunate enough to have a col l ocated actuator/sensor set-up, the system woul d
have been passi ve (i .e., not mor e than phase shi ft at any fr equency)
and ther efor e guaranteed stabl e wi th at l east 90deg phase mar gi n for any pure
gai n negati ve feedback. However, thi s i s not the case and the pl ant actual l y has
ver y l ar ge phase l agsthi s i s why the pr obl em i s chal l engi ng.
Figure 1-42: The robust control problem formulation.
z
u
---
k
m
1
s
2
m
2
s
2
1
m
2
m
1
-------- +
,
_
+ k
------------------------------------------------------------------- =
90deg t
V
1
u
1
y
2
u
W
Z R
gam
rho
2
G
0
k
1
G F
C ase Studi es
1-81
The desi gn r equi r ement i s to fi nd a control l er that
1 Stabi l i zes the system wi th an uncertai n spr i ng constant k var yi ng between
0.5 and 2, and
2 Has an i mpul se r esponse settl i ng ti me (T
s
) of the second mass appr oxi -
matel y 15 sec, and
3 Has reasonabl e control energy.
We form the probl em as shown i n Fi gure 1-42. The nomi nal val ue of the spri ng
constant k was set to 1.25 and the uncer tai nty i s scal ed by a
parameter . I n paral l el , we penal i ze the control si gnal by another parameter
. Then, we for mul ate an H
smal l -gai n probl em:

The objecti ve here i s to maxi mum the robustness l evel wi th mi ni mum contr ol
energy 1/. As contr ol energy i s al l owed to i ncrease by decr easi ng 1/, the
1 ( )
T
y1u1
T
u2u1

1 <
1 Tutori al
1-82
maxi mal achi evabl e robustness l evel i ncr eases. The tr ade-off i s shown i n
Fi gure 1-43.
Figure 1-43: Trade-off between robustness and control energy.
The system settl i ng ti me T
s
was contr ol l ed natur al l y by the bi l i near transform
par ameter p
1
. For thi s desi gn, the parameter p
1
of bi l i near transform was
sel ected vi a a si mpl e rul e-of-thumb i n cl assi cal control [8]
where T
settling
= 15 sec and the r eal par t of the domi nant cl osed-l oop pol es i s
. Par ameter p
2
= 100 was sel ected to have l arge magni tude
(i .e., much greater than the control bandwi dth).
Fi gures 1-44 through 1-46 show a desi gn wi th and
. As i ndi cated, thi s desi gn has met al l three requi rements.
0
0.2
0.4
0.6
0.8
1
1.2
0 0.05 0.1 0.15 0.2 0.25 0.3
Trade-off between "Robustness" and "Control Energy"
Less Control Energy (Rho: ---->)
M
o
r
e

R
o
b
u
s
t
n
e
s
s

(
G
a
m
m
a
:

-
-
-
-
-
>
)
Ts = 15 sec
Ts = 20 sec
T
settl i ng
4
n
----------
p
1

n
0.3 =
p
2
p
1
0.35 = , p
2
= , 0 =
0.01 =
C ase Studi es
1-83
Noti ce that 0 i n thi s case i s al l we need to sati sfy the r obustness r equi r e
r eal parameter uncer tai nty.
Figure 1-44: Impulse Response (Settling Time sec).
Synthesis Design on ACC Benchmark Problem
ACC Benchmark Problem
The benchmar k probl em proposed by Wi e and Bernstei n [49] was sol ved for a
di ffer ent r equi r ement, vi z., to maxi mi ze the MSM on si mul taneous (M
1
, M
2
, k)
var i ati ons subject to a settl i ng ti me constr ai nt T
settling
= 15sec. Thi s fal l s
natur al l y i nto the fr amework of synthesi s.
Fi rst, a di rect H
desi gn was formul ated wi th addi ti ve uncertai nti es i n M

1
, M
2
and k pul l ed out and penal i zed as an H
Smal l -Gai n probl em. Usi ng the

-i terati on procedure hi nf opt , an opti mal H
control l er was found. The

str uctur ed-si ngul ar -val ue r outi ne s s v then computed the cost functi on (MSM)
i n -pl ane as wel l as the 3 3 di agonal scal i ng D(s) (see Fi gur es 1-47 and
1-48). The second step i s to curve-fi t the di agonal scal i ng D(s) usi ng the tool box
functi on f i t d and absor b i t i nto the pl ant for another H
desi gn i ter ati on (see

Fi gure 1-48 for the curve-fi tti ng). The desi gn was pushed to the l i mi t after one
-0.5
0
0.5
1
1.5
2
0 10 20 30
x1
Sec
-2
0
2
4
0 10 20 30
x2 (z)
Sec
-1
-0.5
0
0.5
1
0 10 20 30
Control (u)
Sec
Impulse Response @ M1
Sensor Noise: 0.001*sin(100t)
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
15
s s
1 Tutori al
1-84
cycl e of synthesi s, i .e., no mor e i mpr ovement can be squeezed out of the
pr obl em formul ati on.
Fi gure 1-49 shows the i mpul se response exci ted at Mass 1. The desi gn
par ameters wer e chosen to be p
1
= 0.4 and p
2
= 100. The settl i ng ti me
speci fi cati on of Mass 2 i s met ( 15 sec). The system i s robust agai nst t23%
si mul taneous pl ant vari ati ons i n (M
1
, M
2
, k) as wel l as hi gh fr equency sensor
noi se (0.001sin(100t)).
-0.5
0
0.5
1
1.5
2
0 10 20 30
x1
Sec
-0.5
0
0.5
1
1.5
2
0 10 20 30
x2 (z)
Sec
-0.5
0
0.5
1
0 10 20 30
Control (u)
Sec
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
15
C ase Studi es
1-85
Figure 1-46: Controller and loop transfer function.
Figure 1-47: Structured Singular Values (2 iterations).
-0.2
0
0.2
0.4
0.6
0 10 20 30
x1
Sec
-0.2
0
0.2
0.4
0.6
0.8
0 10 20 30
x2 (z)
Sec
-6
-4
-2
0
2
4
0 10 20 30
Control (u)
Sec
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
-20
-15
-10
-5
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
Ty1u1 in "s~" and "s"
Rad/Sec
P
E
R
R
O
N

S
S
V

(
d
b
)
MSM in s~: +-10.94 %
MSM in s : +-22.96 %
-15
-10
-5
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
Ty1u1 in "s~" and "s"
Rad/Sec
P
E
R
R
O
N

S
S
V

(
d
b
)
MSM in s~: +-23.21 %
MSM in s : +-31.12 %
1 Tutori al
1-86
Figure 1-48: Diagonal Scaling D(s) and Curve-Fitting.
10
-1
10
0
10
1
10
2
10
-3
10
0
10
3
Diagonal Scaling D(s)
Rad/Sec
l
o
g
d
10
-1
10
0
10
1
10
2
10
-3
10
0
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
x
x
xxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxxx
D11(s)
R/S (x: data; solid: fit)
l
o
g
d
10
-1
10
0
10
1
10
-3
10
0
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
D22(s)
l
o
g
d
10
-1
10
0
10
1
10
-3
10
0
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
xx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
D33(s)
l
o
g
d
-0.2
0
0.2
0.4
0.6
0 10 20 30
x1
Sec
-0.2
0
0.2
0.4
0.6
0.8
0 10 20 30
x2 (z)
Sec
-4
-2
0
2
4
0 10 20 30
Control (u)
Sec
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
15
M odel Reducti on for Robust C ontrol
1-87
Model Reduction for Robust Control
I n the desi gn of contr ol l er s for compl i cated systems, model reducti on ari ses i n
sever al pl aces:
1 I t i s desi rabl e to si mpl i fy the best avai l abl e model i n l i ght of the pur pose to
whi ch the model i s to be used namel y, to desi gn a control system to meet
cer tai n speci fi cati ons.
2 I n usi ng certai n desi gn methods (i ncl udi ng the H
method i mpl emented i n

l i nf ), fi cti ti ous unobservabl e/uncontr ol l abl e states ar e generated by the
al gori thms whi ch must be stri pped away by a rel i abl e model r educti on al go-
r i thm.
3 Fi nal l y, i f a moder n control method such as LQG or H
(see h2l qg or hi nf )
i s empl oyed for whi ch the compl exi ty of the control l aw i s not expl i ci tl y
constr ai ned, the order of the r esul tant control l aw i s l i kel y to be consi der abl y
greater than i s tr ul y needed. A good model r educti on al gor i thm appl i ed to
the contr ol l aw can someti mes si gni fi cantl y reduce contr ol l aw compl exi ty
wi th l i ttl e change i n contr ol system performance.
However, a good model reducti on routi ne has to be both numer i cal l y robust and
be abl e to address the cl osed-l oop r obustness i ssues.
The Robust Control Tool box model r educti on routi nes s c hmr , ohkl mr and
r e s chmr al l possess the fol l owi ng speci al featur es:
1 They bypass the i l l -condi ti oned bal anci ng tr ansfor mati on bal r e al , hence,
they can easi l y deal wi th the nonmi ni mal systems.
2 They empl oy Schur decomposi ti on to r obustl y compute the orthogonal bases
for ei genspaces r equi r ed i n i ntermedi ate steps.
3 They have an H
-norm err or bound. The i nfi ni ty nor m of ei ther the relative

error or the absolute error of the reduced order model i s bounded by a
pr ecomputabl e posi ti ve r eal number for al l fr equency.
1 Tutori al
1-88
Achievable Bandwidth vs. H
Modeling Error
I n model i ng, the val i di ty of a gi ven model al ways depends on the i ntended use
for the model . I n doi ng model r educti on for contr ol purposes, si ngul ar val ue
Bode pl ots of the reduced pl ant model and the model s err or pr ovi de the
i nfor mati on needed to assure a gi ven reduced model i s suffi ci entl y accurate to
be used i n the desi gn of a contr ol system wi th a pr escr i bed bandwi dth. Usi ng
the H
err or-bound, i t i s possi bl e to associ ate a robust fr equency

wi th a reduced model such that the model may be rel i abl y used for any control
desi gn whose bandwi dth does not exceed the robust fr equency. The remai nder
of thi s secti on el aborates on thi s poi nt.
Additive Model Reduction
Let be a tr ue pl ant tr ansfer functi on matr i x and i ts
r educed model , r especti vel y. Then, the additive modeling error i s defi ned as
(see Fi gur e 1-50)
Figure 1-50: Additive plant uncertainty.
Definition: Gi ven G, and as above, the additive robust frequency i s
r
A
or
r
M
( )
G s ( ), G
s ( ) C
n n
A
: G = G
TRUE PLANT G(s)

A
-
+
+
+
F
G
~
~
G
r
A
: max = G
j ( ) ( )
A
j ( ) ( ) { }
1-89
Loosel y speaki ng, the bandwi dth of a control system i s the fr equency range
where the l oop transfer functi on i s bi g, i .e.,
The bandwi dth i s al so the frequency r ange over whi ch and, hence,
over whi ch the feedback i s effecti ve i n attenuati ng di stur bances. The
si gni fi cance of the r obust fr equency i n the context of model reducti on i s that, i f
were the onl y i nformati on avai l abl e about the model i ng err or, then
the robust frequency i s an upper bound on the bandwi dth of any
mul ti var i abl e control system that can be desi gned wi thout causi ng the
suffi ci ent condi ti on for stabi l i ty
(3-9)
to be vi ol ated at some frequency wi thi n the bandwi dth. Noti ce that for ,
you have
Thus you have the fol l owi ng Addi ti ve Err or robustness Cri ter i on: [38]
I f for and if is open-loop stable, then the closed-loop
system will not be destabilized by provided that the control bandwidth is
less than . (Note: This is only sufficient, not necessary.)
Of cour se, si nce the bandwi dth i s onl y defi ned i n ter ms of the fuzzy much
gr eater ( ) i nequal i ty, thi s i s not a theorem i n a r i gorous mathemati cal sense.
The i mpl i cati on i s that to achi eve the bandwi dth of, say 2000 r ad/sec, i t suffi ces
to use any r educed model whose robustness frequency > 2000 rad/sec. Note
that our robustness cr i teri on requi res that G be square; thi s assumpti on
cannot be rel axed. Accor di ngl y, the nonsquar e pl ant must be squared down
wi th a sui tabl e pr e-compensator before we can appl y the robustness cri ter i on.
B
G
F ( ) 1
B
<
S ( ) 1

A
j ( ) ( )
r
A

A
( )
G
( )
----------------G
F I G
F + ( )
1
1 <

B
<
G
F I G
F + ( )
1
( ) 1

A
( ) G
( )
f
A

r
A
r
A
1 Tutori al
1-90
Additive M odel Reducti on M ethods
Four methods ar e avai l abl e to do the addi ti ve er ror model r educti on:
1 Order ed bal anced real i zati on (obal r e al ).
2 Tr uncated bal anced model reducti on (bal mr ).
3 Schur bal anced model r educti on (s chmr ).
4 Opti mal Hankel appr oxi mati on wi thout bal anci ng (ohkl mr ).
The regul ar bal anced r eal i zati on (obal r eal ) i s known to be i l l -condi ti oned
when the model i s nonmi ni mal . The popul ar tr uncated versi on of square-r oot
bal anci ng (bal mr ) can be i l l -condi ti oned when the system has some modes that
ar e strongl y control l abl e but weakl y observabl e, or vi ce ver sa. The most
numeri cal l y r obust methods are s chmr and ohkl mr . Al l four methods are
di scussed further i n the Refer ence secti on.
Each of the above methods possess the same i nfi ni ty-nor m er ror bound for a
k-th or der r educed order model of an m-th order system :
where , cal l ed the Hankel singular values, ar e computed fr om the
obser vabi l i ty-r eachabi l i ty grammi ans of as descri bed i n the Reference
secti on under obal r e al .
G
s ( ) G s ( )
G j ( ) G
j ( ) ( ) 2
i
i k = 1 +
m
i
G s ( )
1-91
Multiplicative Model Reduction
The quanti ty i n equati on (9) i s a crude measure of the relative
(multiplicative) error of a pl ant G defi ned as (see Fi gur e 1-51)
A sl i ghtl y l ess conser vati ve suffi ci ent condi ti on for stabi l i ty than (9) i s
(3-10)
Definition: Gi ven G, and as, the multiplicative robust frequency is
Loosel y speaki ng, the bandwi dth of a control system i s the fr equency range
where the l oop transfer functi on i s bi g, i .e.,
Figure 1-51: Multiplicative plant uncertainty.
The si gni fi cance of the r obust frequency i n the context of model r educti on i s
that, i f were the onl y i nfor mati on avai l abl e about the model i ng
err or, then the robust frequency i s an upper bound on the bandwi dth of
any mul ti vari abl e contr ol system that can be desi gned wi thout causi ng the

A
( )
G
----------------
M
G G
( )G
1
=

M
( ) 1 < GF I GF + ( )
1
( )
G
r
M
: max
M
( ) 1 { } =
B
G
F ( ) 1
B
<
TRUE PLANT G(s)
A
-
+
+
+
F
G
~
~

M
j ( ) ( )
r
M
1 Tutori al
1-92
suffi ci ent condi ti on for stabi l i ty to be vi ol ated at any frequency wi thi n the
bandwi dth. Noti ce that for where the i nequal i ty (3-10) i s sati sfi ed, you
have
(3-11)
Thus when a bound on the r el ati ve err or i s avai l abl e, you can
strengthen the Addi ti ve Er ror Robustness Cri ter i on to the fol l owi ng
Mul ti pl i cati ve Er ror Robustness Cri ter i on:
I f for and if is open-loop stable, then the closed-loop
system will not be destabilized by provided that the control bandwidth is
less than . (Note: This is only sufficient, not necessary.)
As befor e, si nce the bandwi dth i s onl y defi ned i n terms of the fuzzy i nequal i ty
(3-11), thi s i s not a theor em i n a ri gorous mathemati cal sense.
Whi l e (3-11) i mpl i es that the si ze of the r el ati ve err or (vi z., ) must be l ess
than one thr oughout the speci fi ed control l oop bandwi dth (vi z., ), i t i s
i nteresti ng to note that i t i s not ver y i mpor tant how much l ess than one the
r el ati ve err or bound i s. I t makes l i ttl e di ffer ence whether the si ze of the
r el ati ve err or i s 0.5 or 0.0005; i t onl y matter s that the rel ati ve err or i s l ess than
one.
Note that you can easi l y show usi ng the properti es of si ngul ar val ues that
Hence, you al ways have that ; that i s, the mul ti pl i cati ve err or
r obustness cr i ter i on i s always l ess conser vati ve than the addi ti ve er ror
r obustness
M ulti pli ca ti ve M odel Reduction M ethod
A rel evant resul t of balanced stochastic truncation (BST) combi ned wi th
relative error bound (REM) has achi eved the opti mal sol uti on for r obust
model r educti on. Res chmr i mpl ements the Schur versi on of the BST-REM

B
<
G
F I G
F + ( )
1
( ) 1

M
( )

M
( ) 1
r
M

r
M

M
( )

B

M
( )

A
( )
G ( )
----------------
r
M

r
A

1-93
theor y and enjoys the fol l owi ng r el ati ve-err or and mul ti pl i cati ve-er ror
bounds [47, 48]:
and
where
(3-12)
Ex a mple: Lets compare the model r educti on methods vi a the pl ant
I f we tr uncate the system to thr ee states, the resul ts show that the Schur -BST
al gor i thm (bs t s c hmr ) i s much super i or to opti mal Hankel model r educti on
(ohkl mr ) and Schur bal anced tr uncati on (bal mr , s c hmr ) see Fi gure 1-52. The
rel ati ve er ror bound (3-12) equal s 20. 781.
G
1
G G
( )

err
G
1
G G
( ) err
err
2
i
1
i
--------------
i k = 1 +
n
=
G s ( )
0.05 s
7
801s
6
1024 + s
5
599 + s
4
451 + s
3
119 + s
2
49 + s 5.55 + + ( )
s
7
12.6 + s
6
53.48 + s
5
90.94 + s
4
71.83 + s
3
27.22 + s
2
4.75 + s 0.3 +
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ =
1 Tutori al
1-94
Figure 1-52: Schur BST-REM vs. Schur BT and Hankel.
-50
-40
-30
-20
-10
0
10
20
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Schur BST-REM vs. Schur BT and Des. Hankel (7-state --> 3-state)
Frequency - Rad/Sec
G
a
i
n

-

d
b
solid : original model
----- : Schur-BT
..... : Optimal Des. Hankel MDA
-.-.-.: Schur BST-REM
-500
-400
-300
-200
-100
0
100
200
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Schur BST-REM vs. Schur BT and Des. Hankel (7-state --> 3-state)
Frequency - Rad/Sec
P
h
a
s
e

-

d
e
g
solid : original model
----- : Schur-BT
..... : Optimal Des. Hankel MDA
-.-.-.: Schur BST-REM
Sampled-Data Robust C ontrol
1-95
Sampled-Data Robust Control
Nowadays, sampl ed-data contr ol systems domi nate the control i ndustr y. The
Robust Contr ol Tool box i ncl udes the functi on bi l i n to suppor t si ngul ar-val ue
l oop shapi ng and robust model r educti on techni ques for sampl ed-data
control systems.
The fr equency-domai n bilinear transform
pl ays a r ol e of br i dgi ng the gap between conti nuous H
control and H
model
reducti on theor i es and thei r di scr ete counter parts. The bi l i near transfor m,
whi ch i ncl udes the popul ar Tustin transform
as a speci al case, can be used to tr ansfor m di screte systems i nto equi val ent
conti nuous systems and back agai n. A key property of the Tusti n tr ansfor m i s
that i t pr eserves the H
nor m.
Thi s tool box i mpl ements a mul ti var i abl e state-space versi on of the bi l i near
tr ansfor m i n bi l i n as [35]
s
s +
s +
----------------
s
2
T
----
z 1
z 1 +
------------
,
_
=
A
b
B
b
C
b
D
b
A I ( ) I A ( )
1
C I A ( )
1
( ) I A ( )
1
B
D + C I A ( )
1
B
=
1 Tutori al
1-96
Robust Control Synthesis
For stabl e di screte-ti me tr ansfer functi ons matr i ces ,
, the H
2
-norm and the H
-nor m are defi ned i n ter ms of the

frequency-dependent si ngul ar val ues of :
Discr ete H
2
- nor m:
Discr ete H
- nor m:
To desi gn a di gi tal H
control system, you can approach i t i n ei ther of the

fol l owi ng two ways (see Fi gure 1-53):
1 Desi gn a contr ol l aw F(s) i n the s-domai n usi ng the synthesi s methods sup-
por ted by thi s tool box, then map the contr ol l er i nto the z-pl ane vi a the
Tusti n tr ansform
usi ng bi l i n. Pr ovi ded that the sampl i ng frequency i s several ti mes hi gher
than the desi gn bandwi dth, the r esul ti ng sampl ed-data system wi l l per for m
about the same as the conti nuous s-pl ane desi gn.
2 Add the zero-order-hol d and sampl er to the sampl ed pl ant G(z), then map
G(z) i nto the w-pl ane and pr oceed wi th the desi gn methods i n the tool box as
i f i t wer e i n the s-pl ane (watch out for the extra nonmi ni mum phase zero
added by the Z.O.H). After the desi gn i s done, map the control l er back i nto
the z-pl ane vi a the i nver se w-transform (use bi l i n). Then the contr ol l er can
be i mpl emented i n the z-domai n di r ectl y. The H
nor m remai ns i nvari ant

under the Tusti n transform, so no degradati on of H
per for mance measur es

r esul ts i n thi s case.
G z ( ) C
m n
p mi n mn , { } =
i
j ( ) G j ( )
G
2

i
e
j
( ) ( )
2
i 1 =
P
d
1
2
---
=
G

sup
= G e
j
( ) ( ) sup: the l east upper bound ( )
F z ( ) F s ( )
s
2
T
---- =
z 1
z 1 +
------------
,
_
Sampled-Data Robust C ontrol
1-97
The Robust Control Tool box functi ons dhi nf and dhi nf opt automate thi s
procedure.
A di scussi on of how the functi on bi l i n was used i n the desi gn of a
sampl ed-data H
control l er for a l ar ge space str uctur e may be found i n [38, 43].

Figure 1-53: Sample-data robust control synthesis.
Classical Sampled-Data Control
The bi l i near transform (bi l i n) can be used equal l y wel l i n cl assi cal di gi tal
control systems desi gn, whi ch we wi l l l eave to the user s.
Implemen-
tation
1
2
s-plane z-plane
G(s)
G(z)+ZOH
RCT
Design Mehtods
ZOH equivalence
"c2d"
"bilin"
w-plane
G(w)
1 Tutori al
1-98
Miscellaneous Algorithms
A number of al gor i thms are worth menti oni ng her e:
1 Order ed Schur Decomposi ti on (r s c hur , cs chur ).
2 Descr i ptor to state-space for m (des 2s s ) model conversi on.
3 Sector tr ansfor mati on (s ec t f ).
Ordered Schur Decomposition
Schur decomposi ti on pl ays a cruci al r ol e i n numeri cal l i near al gebr a, because
of i ts speci al way of orthogonal l y tri angul ar i zi ng a square -di mensi onal real
matri x as:
On the mai n di agonal are the ei genval ues of matri x A whi ch may be or der ed,
e.g., by real part or by modul us i n ascendi ng or descendi ng or der (si x types of
order i ng are avai l abl e i n c s c hur ). Moreover , for any i nteger , the fi r st
k col umns of the U matr i x form an orthonormal basi s for the span of the
ei genvector s associ ated wi th the fi rst k ei genval ues . Compari ng to
the r egul ar ei genspace decomposi ti on (ei g), thi s method i s numer i cal l y much
more robust, especi al l y when A i s near to a matri x havi ng Jor dan bl ocks of si ze
gr eater than one.
U
T
AU T

11

0

22
0 0

nn
= =
.
.
.
.
.
.
.
.
.
.
.
.
1 k n <
11
,
kk
,
M i scellaneousAlgori thms
1-99
red Schur decomposi ti on ar i ses as a subr outi ne used by many of the functi ons
i n the Robust Contr ol Tool box:
1 Stabl e/unstabl e projecti on (s t abpr oj ).
2 Sl ow/fast decomposi ti on (s l owf as t ).
3 Al gebrai c Ri ccati sol ver (ar e s ol v , l qr c).
4 Model reducti on vi a Schur bal anci ng (s c hmr ).
5 Model reducti on vi a Schur stochasti c bal anci ng (bs t s c hml ).
6 Opti mal control synthesi s (h2l qg, hi nf , hi nf opt ).
Descriptor System
I n modern r obust contr ol computati ons, the descri ptor system repr esentati on
has become i ncr easi ngl y i mportant because i t enabl es you to ci r cumvent
numeri cal i l l -condi ti oni ng probl ems that are often unavoi dabl e when you
empl oy the l ess fl exi bl e state-space r epresentati on where E = I . However , even
though the descri ptor form may be pr efer abl e for numer i cal robustness i nsi de
al gor i thms, most user s sti l l prefer to have the fi nal answer i n state-space form.
The functi on de s 2s s provi des the conver si on from descr i ptor for m to
state-space form. You can say that i n the next few year s, descr i ptor system type
of oper ati ons wi l l ari se mor e and more often i n control theory deri vati ons and
conceptual pr obl em formul ati ons.
Sever al functi ons i n the Robust Contr ol Tool box make use of a descr i ptor for m
system r epresentati on i nternal l y then make use of des 2s s as a fi nal step to
return answer s i n the more fami l i ar state-space form. For exampl e,
1 Opti mal Hankel appr oxi mati on wi thout bal anci ng (ohkl mr ).
2 The 2-Ri ccati H
contr ol sol uti on (hi nf , hi nf opt ); these r outi nes use

des 2s s to convert the fi nal al l -sol uti on contr ol l er from the descri ptor gi ven
i n [42] to state-space form.
Ex
Ax = Bu +
y Cx = Du +
1 Tutori al
1-100
Sector Transform
I n r obust contr ol theor y, coni c sector theor y pl ays a key r ol e i n tr ansformi ng
one probl em to another [50]. The functi on s e ct f enabl es you to convert fr om
sector[a, b] to sector[0, ], or to sector[1, 1], etc. These ki nds of tr ansfor mati ons
can conver t a positive real problem i nto a small-gain problem, or vi ce ver sa [36].
The small-gain probl em can then be readi l y sol ved usi ng the tool box M-fi l es
hi nf , l i nf , or h2l qg, etc.
SVD System Realization
A system i denti fi cati on method pr oposed by Kung i n 1978 [21] i s coded i n
functi on i mp2s s . Thi s functi on takes a di scr ete i mpul se response and for ms the
Hankel matr i x . Based on si ngul ar val ue decomposi ti on of , a di scr ete
state-space r eal i zati on can be created. Detai l s ar e documented i n the reference
secti on under i mp2s s .
C losi ng Remarks
1-101
Closing Remarks
Thi s tool box i s the resul t of many year s of resear ch work, evol vi ng i nto i ts
present for m as the author s wer e i nvol ved i n sever al aer ospace and i ndustr i al
desi gn studi es usi ng modern theori es such as H
, synthesi s and bal anced

stochasti c tr uncati on model reducti on for whi ch commer ci al softwar e di d not
previ ousl y exi st. At the cor e of the tool box are the robust model reducti on
al gor i thms, the structur ed si ngul ar val ues routi nes and the si ngul ar val ue l oop
shapi ng synthesi s methods, e.g., l oop transfer recovery, H
2
synthesi s and H

synthesi s and cur ve fi tti ng routi nes l i ke f i t d and f i t gai n whi ch enabl e you to
extend the H
methodol ogy to do synthesi s.

We have tri ed our best to ensure that the al gori thms are numer i cal l y robust
and ar e based on the best theor y avai l abl e. However, as wi th any other
software package, mi stakes and over si ghts ar e possi bl e. We i ntend to update
thi s tool box per i odi cal l y and wel come user feedback.
There ar e a number of peopl e to whom we are deepl y grateful . Davi d Li mebeer
and Mi chael Gr een at I mper i al Col l ege and Kei th Gl over at Cambri dge
Uni versi ty, and Wes Wang at MathWorks, I nc., and J. C. (Jerr y) Juang at
Nati onal Cheng Kung Uni ver si ty we thank for thei r encouragement and
suggesti ons. Jack Li ttl e at MathWor ks, I nc., we thank for hi s foresi ght and
pati ence whi l e wai ti ng to see thi s tool box rel eased.
For techni cal questi ons or suggesti ons, we can be r eached at
Uni versi ty of Southern Cal i forni a
Dept. of El ectr i cal Engi neer i ng Systems
Uni versi ty Park
Los Angel es, CA 90089-2563
E-mai l : r i c hi ang@amper e . us c . e du, msaf onov @us c . e du
1 Tutori al
1-102
References
[1] M. Athans, The Rol e and Use of the Stochasti c
Li near -Quadrati c-Gaussi an Probl em i n Contr ol System Desi gn, I EEE Trans.
on Automatic Control , AC-16, 6, pp. 529-551, December 1971.
[2] R. Y. Chi ang and M. G. Safonov, The LI NF Computer Progr am for L

Control l er Desi gn, USC report EECG-0785-1, ver . 1.0 2.0, Jul y, 1986 and
1987.
[3] R. Y. Chi ang, Modern Robust Control Theory. Ph. D. Di sser tati on: USC,
1988.
[4] R. Y. Chi ang, M. G. Safonov and J. A. Tekawy, H
Fl i ght Control Desi gn

wi th Lar ge Parametri c Robustness, Proc. of American Contr. Conf., San Di ego,
CA, May, 1989.
[5] R. Y. Chi ang and M. G. Safonov, H
synthesi s usi ng a Bi l i near Pol e

Shi fti ng Tr ansfor m, AI AA, J . Guidance, Control and Dynamics, vol . 15, no. 5,
pp. 1111-1117, September October 1992.
[6] R. Y. Chi ang and M. G. Safonov, Real K
m
Synthesi s Usi ng General i zed
Popov Mul ti pl i er, Proc. of American Control Conf., pp. 2417-2418, Chi cago, I L,
June 24-26, 1992.
[7] R. Y. Chi ang, M. G. Safonov, K. Hai ges, K. Madden, and J. Tekawy, A
Fi xed H
Control l er for a Super maneuverabl e Fi ghter Per for mi ng the Herbst

Maneuver , Automatica (Speci al I ssues on Robust Control ), vol . 29, no. 1, pp.
111-127, Januar y 1993.
[8] R. C. Dor f, Modern Control Systems (5th ed.). Readi ng, MA:
Addi son-Wesl ey, 1989.
[9] P. Dorato (edi tor), Robust Control. New York: I EEE Pr ess, 1987.
[10] P. Dorato and R. K. Yedaval l i (edi tor s), Recent Advances in Robust
Control. New Yor k: I EEE Pr ess, 1990.
[11] J. C. Doyl e, Robustness of Mul ti l oop Li near Feedback Systems, Proc. of
1978 I EEE Conf. on Decision and Control, pp. 12-18, San Di ego, CA, January
8-10, 1979.
[12] J. C. Doyl e and G. Stei n, Mul ti vari abl e Feedback Desi gn: Concepts for a
Cl assi cal /Moder n Synthesi s, I EEE Trans. on Automat. Contr., AC-26, 1, pp.
4-16, Febr uar y 1981.
C losi ng Remarks
1-103
[13] J. C. Doyl e, Anal ysi s of Feedback Systems wi th Structur ed
Uncertai nti es, I EE Proc., 129 (Pt. D), No. 6, pp. 242-250 November 1982.
[14] J. C. Doyl e, J. E. Wal l and G. Stei n, Per formance and Robustness
Anal ysi s for Str uctured Uncer tai nty, Proc. I EEE Conf. on Decision and
Control, pp. 629-636, Orl ando, FL, December 1982.
[15] J. C. Doyl e, Synthesi s of Robust Contr ol l er s and Fi l ters wi th Structured
Pl ant Uncertai nty, Proc. I EEE Conf. on Decision and Control, pp. 109-114,
San Antoni o, TX, December 14-16, 1983.
[16] J. C. Doyl e, Advances in Multivariable Control . Lecture Notes at ONR/
Honeywel l Workshop. Mi nneapol i s, MN, Oct. 8-10, 1984.
[17] J. C. Doyl e, K. Gl over, P. Khar gonekar and B. Fr anci s, State Space
Sol uti on to Standard H
2
and H
Control Pr obl ems, I EEE Trans. on Automatic

Control , AC-34, 8, pp. 832-847, August 1989.
[18] B. A. Franci s, A Course in H
Control Theory, New Yor k: Spr i nger -Verl ag,

1987.
[19] K. Gl over and J. C. Doyl e, State Space For mul ae for Al l Stabi l i zi ng
Contr ol l ers that Sati sfy an H
-Nor m Bound and Rel ati ons to Ri sk Sensi ti vi ty ,

Systems and Control Letters, 11, pp. 167-172, 1988.
[20] K. Gl over, D. J. N. Li mebeer, J. C. Doyl e, E. M. Kasenal l y and M. G.
Safonov, A Char acter i zati on of Al l Sol uti ons to the Four Bl ock General
Di stance Pr obl em, SI AM J . Control, 29, 2, pp. 283-324, March 1991.
[21] S. Y. Kung, A New I denti fi cati on and Model Reducti on Al gori thm vi a
Si ngul ar Val ue Decomposi ti ons, Proc.Twelth Asilomar Conf. on Circuits,
Systems and Computers., pp. 705-714, November 6-8, 1978.
[22] N. A. Lehtomaki , N. R. Sandel l , Jr ., and M. Athans, Robustness Resul ts
i n Li near -Quadrati c Gaussi an Based Mul ti var i abl e Control Desi gns, I EEE
Trans. on Automat. Contr., vol . AC-26, No. 1, pp. 75-92, Feb. 1981.
[23] D. J. N. Li mebeer and E. Kasenal l y, unpubl i shed notes, 1987.
[24] D. J. N. Li mebeer, E. M. Kasenal l y, I . Jai mouka and M. G. Safonov, Al l
Sol uti ons to the Four Bl ock General Di stance Probl em, Proc. I EEE Conf. on
Decision and Control, Austi n, TX, December 7-9, 1988.
1 Tutori al
1-104
[25] I . Postl ethwai te and A. G. J. MacFarl ane, A Complex Variable Approach
to the Analysis of Linear Multivariable Feedback Systems. New Yor k:
Spr i nger-Verl ag, 1979.
[26] I . W. Sandberg, On the L
2
-Boundedness of Sol uti ons of Nonl i near
Functi onal Equati ons, Bell Syst. Tech. J., vol . 43, pp.1581-1599, Jul y, 1964.
[27] I . W. Sandberg, A Fr equency-Domai n Condi ti on for the Stabi l i ty of
Feedback Systems Contai ni ng a Si ngl e Ti me-Var yi ng Nonl i near El ement,
Bell Syst. Tech. J ., vol . 43, pp.1601-1608, Jul y, 1964.
[28] M. G. Safonov, Stability and Robustness of Multivariable Feedback
Systems. Cambr i dge, MA: MI T Pr ess, 1980. Al so, Robustness and Stabi l i ty
Aspects of Mul ti vari abl e Feedback System Desi gn, PhD Thesi s, MI T,
Cambri dge, MA, 1977.
[29] M. G. Safonov, A. J. Laub, and G. Har tmann, Feedback Properti es of
Mul ti vari abl e Systems: The Rol e and Use of Return Di fference Matr i x, I EEE
Trans. of Automat. Contr., AC-26, 1, pp. 47-65, February 1981.
[30] M. G. Safonov and M. Athans, A Mul ti l oop Gener al i zati on of the Ci rcl e
Cr i teri on for Stabi l i ty Margi n Anal ysi s, I EEE Trans. on Automatic Control,
AC-26, 2, pp. 415-422, Apri l 1981.
[31] M. G. Safonov, Stabi l i ty Margi ns of Di agonal l y Pertur bed Mul ti var i abl e
Feedback Systems, Proc. I EEE Conf. on Decision and Control, San Di ego, CA
December 16-18, 1981.
[32] M. G. Safonov, Stabi l i ty Margi ns of Di agonal l y Pertur bed Mul ti var i abl e
Feedback Systems, I EE Proc., 129 (Pt. D), 2, pp. 252-255, November 1982
[33] M. G. Safonov, L
Opti mi zati on vs. Stabi l i ty Mar gi n, Proc. I EEE Conf.

on Decision and Control, San Antoni o, TX, December 14-16, 1983.
[34] M. G. Safonov and R. Y. Chi ang, CACSD Usi ng the State-Space L

Theory A Desi gn Exampl e, Proc. I EEE Conf. on CACSD, Washi ngton D. C.,
Sep. 24-26, 1986, al so I EEE Trans. on Automat. Contr., AC-33, No. 5, pp.
477-479, May 1988.
[35] M. G. Safonov, I magi nar y-Axi s Zer os i n Mul ti var i abl e H
Opti mal
Control , Proc. NATO Advanced Research Workshop on Modeling, Robustness
and Sensitivity Reduction in Control Systems, Groni ngen, The Netherl ands,
Dec. 1-5, 1986.
C losi ng Remarks
1-105
[36] M. G. Safonov, E. A. Jonckheere, M. Ver ma and D. J. N. Li mebeer ,
`Synthesi s of Posi ti ve Real Mul ti vari abl e Feedback Systems, I nt. J . Control ,
vol . 45, no. 3, pp. 817-842, 1987.
[37] M. G. Safonov, R. Y. Chi ang, and D. J. N. Li mebeer , Hankel Model
Reducti on wi thout Bal anci ng A Descr i ptor Appr oach, Proc. I EEE Conf. on
Decision and Control , Los Angel es, CA, Dec. 9-11, 1987.
[38] M. G. Safonov, R. Y. Chi ang and H. Fl ashner , H
Control Synthesi s for a

Large Space Structure, Proc. of American Contr. Conf., Atl anta, GA. June
15-17, 1988.
[39] M. G. Safonov and R. Y. Chi ang, A Schur Method for Bal anced Model
Reducti on, I EEE Trans. on Automat. Contr., vol . AC-34, no. 7, pp. 729-733,
Jul y 1989.
[40] M. G. Safonov and R. Y. Chi ang, Model Reducti on for Robust Control : A
Schur Rel ati ve-Er ror Method, Proc. American Contr. Conf., June 15-17, 1988.

Theory A Desi gn Exampl e, I EEE Trans. on Automatic Control , AC-33, 5, pp.
477-479, 1988.
[42] M. G. Safonov, D. J. N. Li mebeer and R. Y. Chi ang, Si mpl i fyi ng the H

Theory vi a Loop Shi fti ng, Matri x Penci l and Descri ptor Concepts, I nt. J .
Control, 50, 6, pp. 2467-2488, 1989.

Large Space Structure, AI AA J . Guidance, Control and Dynamics, 14, 3, pp.
513-520, May/June 1991.
[44] M. G. Safonov and Peng-Hi n Lee, A Mul ti pl i er Method for Computi ng
Real Mul ti vari abl e Stabi l i ty Mar gi ns, i n Proc. I FAC World Congress, Sydney,
Austral i a, Jul y 1993.
[45] D. C. Youl a, J. J. Bongi orno and H. A. Jabr , Modern Wi ener-Hopf Desi gn
of Opti mal Control l er s Par t I : The Si ngl e-I nput-Output Case, I EEE Trans.
on Automatic Control , AC-21, 1, pp. 3-13, 1976.
[46] D. C. Youl a, H. A. Jabr and J. J. Bongi orno, Modern Wi ener-Hopf
Desi gn of Opti mal Contr ol l ers Par t I I : The Mul ti vari abl e Case, I EEE
Trans. on Automatic Control , AC-21, 3, pp. 319-338, 1976.
1 Tutori al
1-106
[47] W. Wang and M. G. Safonov, A Ti ghter Rel ati ve-Er ror Bound for
Bal anced Stochasti c Tr uncati on, Systems and Control Letters, 14, pp. 307-317,
1990.
[48] W. Wang and M. G. Safonov, Mul ti pl i cati ve-Err or Bound for Bal anced
Stochasti c Truncati on, I EEE Trans. on Automatic Control, AC-37 no 8, pp.
1265-1267, August 1992.
[49] B. Wi e and D. S. Ber nstei n, A Benchmar k Probl em for Robust Control l er
Desi gn, Proc. American Control Conf., San Di ego, CA May 23-25, 1990; al so
Boston, MA, June 26-28, 1991.
[50] G. Zames, On the I nput-Output Stabi l i ty of Ti me-Var yi ng Nonl i near
Feedback Systems, Par ts I and I I , I EEE Trans. on Automatic Control , AC-11,
2 3, pp. 228-238 465-476, 1966.

2
Reference
2 Reference
2-2
Reference
Thi s secti on contai ns detai l ed descri pti ons of the mai n functi ons i n the Robust
Control Tool box. I t begi ns wi th a l i sti ng of entr i es gr ouped by subject ar ea and
conti nues wi th the reference entr i es i n al phabeti cal order . I nfor mati on i s al so
avai l abl e through the on-l i ne hel p faci l i ty.
For easy use, most functi ons have several defaul t arguments. I n a r efer ence
entry under Synopsi s, we fi r st l i st the functi on wi th al l necessar y i nput
ar guments and then wi th al l possi bl e i nput ar guments. The functi ons can be
used wi th any number of arguments between these extr emes, the rul e bei ng
that mi ssi ng, trai l i ng ar guments ar e gi ven defaul t val ues, as defi ned i n the
manual .
As al ways i n MATLAB, al l output ar guments of functi ons do not have to be
speci fi ed, and are then not r etur ned to the user. For functi ons wi th several
output arguments, mi ssi ng ar guments ar e as a rul e not computed i n order to
save ti me.
Reference
2-3
Optional System Data Structure
br anch Extr act br anches from a tree
gr af t Add a branch to a tree
i s s y s t em I denti fy a system vari abl e
i s t r ee I denti fy a tree vari abl e
mks y s Bui l d tree var i abl e for system
t r ee Bui l d a tree vari abl e
vr s y s Retur ns standard system var i abl e names
Model Building
augs s , augt f Pl ant augmentati on (wei ghts on e, u and y)
i nt e r c Gener al mul ti var i abl e i nter connected system
2 Reference
2-4
Model Conversions
bi l i n Mul ti var i abl e bi l i near transfor m of fr equency
(s or z) 7 opti ons
de s 2s s Conver t descri ptor system to state-space vi a
SVD
l f t f Li near fracti onal transformati on
s e ct f Sector tr ansformati on
s t abpr oj Stabl e/anti stabl e pr ojecti on
s l owf as t Sl ow/fast decomposi ti on
t f m2s s Conver t transfer functi on matri x (MI MO) i nto
state-space bl ock-contr ol l er form
Utility
ar es ol v , dar e s ol v General i zed conti nuous./di scr ete Ri ccati sol ver
r i cc ond, dr i c cond Conti nuous/di screte Ri ccati condi ti on number
bl kr s c h Bl ock ordered real Schur for m vi a cs chur
cs chur Ordered compl ex Schur form vi a compl ex Gi vens
r otati on
Reference
2-5
Multivariable Bode Plots
c gl oc i Conti nuous char acter i sti c gai n l oci
dcgl oc i Di screte characteri sti c gai n l oci
ds i gma Di screte si ngul ar-val ue Bode pl ot
muopt Mul ti pl i er scal i ng
os bor ne SSV upper bound vi a Osborne method
per r on, ps v Per ron ei genstructur e SSV
s i gma Conti nuous si ngul ar -val ue Bode pl ot
s s v structur ed si ngul ar val ue Bode pl ot
Factorization Techniques
i of c I nner -outer factor i zati on (col umn type)
i of r I nner -outer factor i zati on (r ow type)
s f l Left spectr al factor i zati on
s f r Ri ght spectral factori zati on
2 Reference
2-6
Model Reduction Methods
bal mr Truncated bal anced model r educti on
bs t s chml ,
bs t s chmr
Rel ati ve err or Schur model reducti on
i mp2s s I mpul se response to state-space real i zati on
obal r e al Or der ed bal anced real i zati on
ohkl mr Opti mal Hankel mi ni mum degree appr oxi mati on
s c hmr Schur model reducti on
Robust Control Synthesis Methods
h2l qg, dh2l qg Conti nuous/di screte H
2
synthesi s
hi nf , l i nf , dhi nf Conti nuous/di screte H

synthesi s
hi nf opt -i ter ati on of H

synthesi s
nor mh2, nor mhi nf H
2
and H

nor m
l qg LQG opti mal contr ol synthesi s
l t r u, l t r y LQG l oop transfer recovery
mus y n, f i t d, augd -synthesi s
youl a Youl a parametr i zati on
Reference
2-7
Demonstration
acc de mo Spri ng-mass benchmar k probl em
di nt de mo H

desi gn for doubl e-i ntegr ator pl ant
hi nf de mo H

& H
2
desi gn exampl es fi ghter and l arge space
str uctur e
l t r de mo LQG/LTR desi gn exampl es fi ghter
mudemo, mude mo1 -synthesi s exampl es
mr demo Robust model reducti on exampl es
r ct de mo Robust Control Tool box demo mai n menu
aresolv
2-8
ar esol v
Purpose Gener al i zed conti nuous al gebr ai c Ri ccati Sol ver.
Syntax [ p1, p2, l amp, pe r r , wel l pos e d, p] = ar e s ol v( a, q, r )
[ p1, p2, l amp, pe r r , wel l pos e d, p] = ar e s ol v( a, q, r , Type)
Description ar e s ol v sol ves the conti nuous al gebr ai c Ri ccati equati on
where P=p=p1/p2 i s the sol uti on for whi ch the ei genval ues of A RP have
negati ve real par ts. Thi s sol uti on exi sts and i s uni que provi ded that the
associ ated Hami l toni an matri x has no -axi s ei genval ues; otherwi se, the fl ag
wel l pos ed i s set to the str i ng val ue 'FALSE'.
Two al gori thms ar e avai l abl e:
Type = ' e i gen' ei genvector appr oach
Type = ' Schur ' Schur vector approach
Type ' ei ge n' i s sel ected by defaul t, when the i nput argument Ty pe i s mi ssi ng,
provi ded that the associ ated Hami l toni an matri x i s not defecti ve (i .e., does not
have a ful l set ei genvectors); other wi se the al gori thm defaul ts to Ty pe ' Schur ' .
I f Type = ' Sc hur ' , then the Schur appr oach i s taken di rectl y.
The resi dual and cl osed l oop ei genval ues ar e al so r etur ned i n var i abl es pe r r
and l amp.
I n game theor y and H
appl i cati ons, the wei ghti ng matr i x R i s usual l y

i ndefi ni te. The progr am i s coded to per mi t such cases.
Algorithm The ei genvector appr oach (Ty pe = ' e i gen' ) uses r e i g to fi nd a real basi s V
1
for
the stabl e ei genspace of the Hami l toni an H [1]
A
T
P P + A PR P Q + 0 =
j
H
A R
Q A
T
V = =
0
0
V
1
aresolv
2-9
where and
The fi r st n col umns (V
1
) of the matri x V that for m the stabl e ei genspace of H
al so provi de the desi r ed sol uti on of ARE:
where V
21
= p2 and V
11
= p1 respecti vel y. Thi s al gori thm requi res about 120n
3

fl ops.
The ei genvector appr oach can be numer i cal l y unstabl e when the Hami l toni an
matr i x i s cl ose to defective, as can occur some cases i n whi ch H i s cl ose to a
matr i x whose Jor dan for m has ones above i ts mai n di agonal . I n thi s case, the
matr i x V
11
wi l l be i l l -condi ti oned. However , the i l l -condi ti oni ng of V
11
i s
i ndependent of the condi ti oni ng of the Ri ccati equati on (ref. r i c cond, wher e si x
types of Ri ccati condi ti on number s are provi ded).
To ci rcumvent the i l l -condi ti oni ng probl ems associ ated wi th a defecti ve
Hami l toni an matr i x, you can span the same stabl e ei genspace of Hami l toni an
wi th Schur vectors [2]. I n thi s approach the Hami l toni an H i s or thogonal l y
tr ansfor med i nto the order ed Schur for m i nstead of modal form:
where ei genval ues of T
11
are stabl e and those of T
22
are unstabl e.
The or thogonal matr i x U can be parti ti oned as
where the fi rst n col umn vector s span the same stabl e ei genspace as V
1
matr i x.
I t i s pr oved i n [2] that the desi red sol uti on of ARE i s .
diag =
1

2
, ,
n
, ( )
V
V
1
V
2
V
11
V
12
V
21
V
22
= =
P V
21
= V
11
1
H U =
T
11
T
12
0 T
22
U
T
U
U
11
U
12
U
21
U
22
=
P U
21
U
11
1
=
aresolv
2-10
The Schur al gori thm coded i n ar e s ol v fi rst puts H i n the or der ed compl ex
Schur for m usi ng cs chur , then pr ojects the compl ex basi s i nto a r eal basi s
usi ng the QR al gori thm. The enti r e or der ed Schur method takes about 75n
3

fl ops, whi ch i s l ess than the ei genvector approach.
However, the Schur method i tsel f can al so become numer i cal l y unstabl e, i f the
nor m of certai n matr i ces i nvol ved i n the Ri ccati equati on are much smal l er
than the nor ms of other s [3]. Our exper i ence has been that more often than not,
the ei genvector method perfor ms mor e r el i abl y than the Schur method, wi th
the notabl e excepti on of the case of a defecti ve Hami l toni an menti oned above.
I n di ffi cul t cases i n whi ch both ei genvector and Schur methods pr oduce a l arge
resi dual err or , Newton methods may be used to refi ne the resul t.
I f A i s stabl e, and wei ghti ng matri x Q i s zero, P2 = 0 and P1 = I are r etur ned
wi thout goi ng through the ei genspace computati ons.
I f the si xth output P i s not i ncl uded, ar e s ol v i gnores i ts computati on as wel l .
Thi s can avoi d some possi bl e si ngul ar cases occur ri ng i n computi ng the
opti mal H
contr ol l er. I f P1 i s si ngul ar or nearl y so, the rank defi ci ent P1

matr i x wi l l be used to for m the H
contr ol l er, but the nul l space of the

descr i ptor i s removed by de s 2s s at the fi nal stage of the computati on (see the
reference pages de s 2s s and hi nf for detai l s).
Limitations The Ri ccati equati on i s i l l -posed i f the Hami l toni an H has i magi nar y axi s
ei genval ues. I n cases i n whi ch Q, R 0, i t suffi ces for the system ((A, R, Q)) to be
both stabi l i zabl e and detectabl e to avoi d i magi nar y axi s ei genval ues; i n thi s
case the uni que stabi l i zi ng Ri ccati sol uti on wi l l be posi ti ve semi defi ni te. I n any
case, the output var i abl e we l l pos e d i s returned wi th the val ue TRUE or FALSE
to refl ect the wel l -posedness of the probl em.
See Also ar e , cs chur , dar es ol v, l qr c , r e i g, r i c cond
References [1] J. E. Potter, Matr i x Quadrati c Sol uti ons, SIAM J. Appl. Math., Vol . 14, pp.
496-501, 1966.
[2] A. J. Laub, A Schur Method for Sol vi ng Al gebrai c Ri ccati Equati ons, I EEE
Trans. Autom. Control, AC-24, pp. 913-921, 1979.
[3] P. Hr. Petkov, N. D. Chr i stov, and M. M. Konstanti nov, On the Numer i cal
Properti es of Schur Appr oach for Sol vi ng the Matri x Ri ccati Equati on, Systems
and Control Letters, 9, pp. 197-201, 1987.
augd
2-11
augd
Purpose Augment the two-port pl ant wi th di agonal scal i ng.
Syntax [ AD, BD1, BD2, CD1, CD2, DD11, DD12, DD21, DD22] = . . .
augd( a, b1, b2, c 1, c2, d11, d12, d21, d22, ad, bd, c d, dd)
[ TSSD] = augd( TSS, s s d)
Description Augd augments the ori gi nal two-por t pl ant P(S) used i n H
synthesi s wi th the
di agonal scal i ng matri x D(s) (see Fi gure 2-1). s s d i s a state-space r eal i zati on of
the opti mal di agonal scal i ng that computes the structured si ngul ar val ue
upper bound of P(s)
The two-port pl ant P(s) after scal i ng becomes
Figure 2-1: Augment with Diagonal Scaling.
See Also f i t d, hi nf , mus y n, s s v
D s ( )P s ( )D s ( )
1
DP
11
D
1
P
21
D
1
DP
12
P
22
=
2
u
2
y
1
y
1
u
-1
D
F
D
P
augss, augtf
2-12
augss, augtf
Purpose State-space or transfer functi on pl ant augmentati on for use i n wei ghted
mi xed-sensi ti vi ty H
and H
2
desi gn.
Syntax [ a, b1, b2, c 1, c2, d11, d12, d21, d22] = . . .
augs s ( ag, bg, , aw1, bw1, , aw2, bw2, , aw3, bw3, )
[ a, b1, b2, c 1, c2, d11, d12, d21, d22] = . . .
augs s ( ag, bg, , aw1, bw1, , aw2, bw2, , aw3, bw3, , w3pol y )
[ a, b1, b2, c 1, c2, d11, d12, d21, d22] = . . .
augt f ( ag, bg, c g, dg, w1, w2, w3)
[ t s s ] = augs s ( s s g, s s w1, s s w2, s s w3, w3pol y)
[ t s s ] = augt f ( s s g, w1, w2, w3)
[ t s s ] = augs s ( s s g, s s w1, s s w2, s s w3)
augs s computes a state-space model of an augmented pl ant P(s) wi th wei ghti ng
functi ons W
1
(s), W
2
(s), and W
3
(s) penal i zi ng the er ror si gnal , control si gnal and
output si gnal respecti vel y (see bl ock di agram) so that the cl osed-l oop transfer
functi on matri x i s the wei ghted mi xed sensi ti vi ty
where S, R and T are gi ven by
.
The matrices S(s) and T(s) are the sensi ti vi ty and compl ementar y sensi ti vi ty,
respecti vel y
T
y
1
u
1
W
1
S
W
2
R
W
3
T
=
S I GF + ( )
1
=
R F I GF + ( )
1
=
T GF I GF + ( )
1
=
augss, augtf
2-13
Figure 2-2: Plant Augmentation.
The transfer functi ons G(s), W
1
(s) and W
3
(s)G(s) must be pr oper , i .e., bounded
as . However , W
3
(s) may be i mpr oper . I nput data of augs s ar e the
state-space system matri ces of G(s), W
1
(s), W
2
(s)and W
3
(s):
The possi bl y i mpr oper tr ansfer functi on matr i x
y
u
e
AUGMENTED PLANT P(s)
W
1
W
2
W
3
G
F(s)
-
+
u
1
u
2
y
y
y
y
CONTROLLER
2
s
ssg :
A
g
C
g
B
g
D
g
= mksys = ag, bg, cg, dg ( );
ssw1 :
A
W
1
C
W
1
B
W
1
D
W
1
mksys = = aw1 bw1 cw1 dw1 , , , ( ) ; et c.
W
3
s ( ) C
W
3
= Is A
W
3
( )
1
B
W
3
D
W
3
P
n
+ + s
n
P
1
s P
0
+ + +
augss, augtf
2-14
i s i nput to augs s as
I f one of the wei ghti ng functi ons i s absent, e.g., W
2
(s) = 0, then si mpl y assi gn
s s w2 = [ ] .
augt f does the pl ant augmentati on as wel l , except the wei ghti ng functi ons W
1
,
W
2
and W
3
ar e i nput as diagonal tr ansfer functi on matr i ces. The numer ator and
denomi nator of each di agonal entry of the transfer functi ons are entered as
rows of the wei ghti ng matr i x. For exampl e, the wei ghti ngs
used i n the H
fi ghter desi gn pr esented i n the Tutorial chapter ar e entered as

Algorithm The augmented pl ant P(s) produced by augs s i s
ssw3
A
W
3
C
W
3
B
W
3
D
W
3
mksys = = aw3 bw3 cw3 dw3 , , , ( );
w3poly P
n
, P
1
, P
0
, [ ] =
W
1
s ( )
s 100 + ( )
100s 1 + ( )
------------------------- 0
0
s 100 + ( )
100s 1 + ( )
-------------------------
= ; W
2
[ ] = ; W
3
s ( )
s
3
1000
----------- - 0
0
s
3
s 1 + ( )
1000
------------------------
=
W1
1 100
100 1
1 100
100 1
= ; W2 [ ] = ; W3
1 0 0 0
0 0 0 1000
tau 1 0 0
0 0 0 1000
; =
P s ( )
W
1
W
1
G
0 W
2
0 W
3
G
I G
=
augss, augtf
2-15
wi th state-space r eal i zati on
where
augt f cal l s augs s i nternal l y after a ser i es of transfer functi on to state-space
tr ansfor mati ons on W1, W2, and W3.
Limitations Note that i f the augmented pl ant i s to be used for H
synthesi s vi a hi nf or
l i nf , then i t i s essenti al that the wei ghts W
1
, W
2,
and W
3
be sel ected so that the
augmented pl ant has a D
12
matri x of ful l col umn r ank. An easy way to ensure
that thi s i s the case i s to choose a W
2
(s) wi th an i nver ti bl e D-matr i x , e.g.,
where i s any non-zer o number .
See Also h2l qg, hi nf , hi nf demo, l i nf , l i nf de mo, dh2l qg, dhi nf
P s ( ) :=
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
A
G
0 0 0 0 B
G
B
W
1
C
G
A
W
1
0 0 B
W
1
B
W
1
D
G
0 0 A
W
2
0 0 B
W
2
B
W
3
C
G
0 0 A
W
3
0 B
W
3
D
G
D
W
1
D
G
C
W
1
0 0 D
W
1
D
W
1
D
G
0 0 C
W
2
0 0 D
W
2
C
G
D
W
3
C
G
+ 0 0 C
W
3
0 D
G
D
W
3
D
G
+
C
G
0 0 0 I D
G
G
P
0
= D
G
P
1
+ C
G
A
G
P
n
+ + C
G
A
G
n
B
G
D
G
P
0
= D
G
P
1
+ C
G
B
G
P
n
+ + C
G
A
G
n 1
B
G
W
2
s ( ) = I
balmr, schmr
2-16
bal mr, schmr
Purpose Bal anced model reducti on vi a truncated and Schur methods.
Syntax [ am, bm, cm, dm, t ot bnd, s v h] = bal mr ( a, b, c , d, Type)
[ am, bm, cm, dm, t ot bnd, s v h] = bal mr ( a, b, c , d, Type, aug)
[ am, bm, cm, dm, t ot bnd, s v h] = s c hmr ( a, b, c , d, Type)
[ am, bm, cm, dm, t ot bnd, s v h] = s c hmr ( a, b, c , d, Type, aug)
[ s s m, t ot bnd, s v h] = bal mr ( s s , Type, aug)
[ s s m, t ot bnd, s v h] = s chmr ( s s , Type, aug)
Description Both bal mr and s c hmr compute a k
th
order r educed model
of a possi bl y non-mi ni mal and not necessar i l y stabl e, n
th
or der system
such that
The n-vector s v h contai ns the Hankel si ngul ar val ues of the stabl e and
anti stabl e pr ojecti ons of G(j), i .e., the squar e-r oots of ei genval ues of thei r
reachabi l i ty and obser vabi l i ty gr ammi ans.
Three opti ons are provi ded for both functi ons:
1 Type = 1, aug = k, si ze of reduced or der model .
2 Type = 2, aug = t ol , fi nd a k
th
or der reduced model such that the total
er ror t ot bnd i s l ess than t ol .
3 Type = 3, di spl ay s vh and pr ompt for k. I n thi s case, there i s no need to
assi gn a val ue for aug.
G
m
s ( ) C
m
= Is A
m
+ ( )
1
B
m
D
m
+
G s ( ) C = Is A ( )
1
B D +
G j ( ) G
m
j ( )
totbnd ,
totbnd 2 = svh
i k 1 + =
n
i ( )
balmr, schmr
2-17
Both bal mr and s chmr produce state-space real i zati ons of the same transfer
functi on G
m
. The real i zati on (A
m
, B
m
, C
m
, D
m
) produced by bal mr i s bal anced
(see bal r e al or obal r e al ), whereas that pr oduced by s c hmr al gori thm i s not.
The s c hmr al gor i thm i s numeri cal l y more robust than bal mr and i s thus to be
preferr ed when the reduced model need not be bal anced.
Algorithm Bal mr and s c hmr empl oy the al gori thms descr i bed i n [3] for i mpl ementi ng the
bal anced truncati on model r educti on procedure of [2], but unl i ke the or i gi nal
Moore al gor i thm, these al gor i thms bypass the numeri cal l y del i cate
prel i mi nar y step of computi ng a bal anced mi ni mal r eal i zati on of G(s).
Unstabl e systems are handl ed vi a the M-functi on s t abpr oj whi ch spl i ts G(s)
i nto the sum of stabl e and anti stabl e par ts.
See Also bal r e al , mr de mo, obal r eal , ohkl mr , bs t s c hmr , bs t s chml
[1] A. J. Laub, M. T. Heath, C. C. Page, and R. C. Ward, Computati on of
bal anci ng tr ansfor mati ons and other appl i cati ons of si mul taneous
di agonal i zati on al gori thms, I EEE Tr ans. on Automat. Contr ., AC-32, pp.
115-122, 1987.
[2] B. C. Moore, Pr i nci pal component anal ysi s i n l i near systems:
control l abi l i ty, obser vabi l i ty, and model reducti on, I EEE Tr ans. on Automat.
Contr ., AC-26, pp. 17-31, 1981.
Jul y 1989.
bilin
2-18
bi l i n
Purpose Mul ti vari abl e bi l i near tr ansfor m of frequency (s or z).
Syntax [ ab, bb, cb, db] = bi l i n( a, b, c , d, v er , Ty pe , aug)
[ s s b] = bi l i n( s s , v er , Type , aug)
Description Bi l i n computes the effect on a system of the frequency-var i abl e substi tuti on,
The var i abl e Ve r denotes the transformati on di recti on:
Ver = 1, for war d transform .
Ve r =- 1, i nverse tr ansfor m .
Thi s tr ansfor mati on maps l i nes and ci r cl es to ci r cl es and l i nes i n the compl ex
pl ane. Peopl e often use thi s tr ansfor mati on to do sampl ed-data control system
desi gn [1] or, i n general , to do shi fti ng of j modes [2], [3], [4].
Bi l i n computes sever al state-space bi l i near tr ansfor mati ons such as Tusti n,
prewarped Tusti n, etc., based on the Ty pe you sel ect:
1 Type = ' Tus t i n' , Tusti n transform:
aug = T, the sampl i ng peri od.
2 Type = ' P_Tus t ' , pr ewar ped Tusti n:
aug = [ T
0
] ,
0
i s the prewar ped frequency.
3 Type = ' BwdRec ' , backward rectangul ar :
s
z +
z +
--------------- =
s z ( )
z s ( )
s
2
T
---
z 1
z 1 +
-----------
,
_
=
s

0
0
T ( ) 2 ( ) tan
----------------------------------- =
z 1
z 1 +
-----------
,
_
s
z 1
Tz
----------- =
bilin
2-19
aug = T, the sampl i ng per i od.
4 Type = ' FwdRec ' , for war d r ectangul ar:
aug = T, the sampl i ng per i od.
5 Type = ' S_Tus t ' , shi fted Tusti n:
aug = [T h], i s the shi ft coeffi ci ent.
6 Type = ' S_f t j w' , shi fted j-axi s bi l i near :
aug = [p
2
p
1
].
7 Type = ' G_Bi l i n' , gener al bi l i near:
aug = .
Examples Consi der the fol l owi ng conti nuous-ti me pl ant (sampl ed at 20 Hz)
.
s
z 1
T
----------- =
s
2
T
--- =
z 1
z
h
--- 1 +
------------
,

_
s
z p
1
+
1 z p
2
+
--------------------- =
s
z +
z +
--------------- =
[ ]
A
1 1
0 2
= , B
1 0
1 1
= , C
1 0
0 1
= , D
0 0
0 0
=
bilin
2-20
Fol l owi ng i s an exampl e of four common conti nuous to di screte bi l i n
tr ansfor mati ons for the sampl ed pl ant:
s s = mks y s ( a, b, c , d) ; %us e s ys t e m dat a s t r uct ur e
[ s s t ] = bi l i n( s s , 1, ' Tus t i n' , 0. 05) ;
[ s s p] = bi l i n( s s , 1, ' P_Tus t ' , [ 0. 05 40] ) ;
[ s s b] = bi l i n( s s , 1, ' BwdRe c' , 0. 05) ;
[ s s f ] = bi l i n( s s , 1, ' FwdRe c' , 0. 05) ;
w = l ogs pace ( - 2, 3, 100) %f r e quency
s vt = ds i gma( s s t , 0. 05, w) ;
s vp = ds i gma( s s p, 0. 05, w) ;
s vb = ds i gma( s s b, 0. 05, w) ;
s vf = ds i gma( s s f , 0. 05, w) ;
.
Figure 2-3: Comparison of 4 Bilinear Transforms.
you can gener ate the conti nuous and di screte si ngul ar val ue Bode pl ots as
shown i n the Fi gure 2-3.
Note that the Nyqui st frequency i s at 20 r ad/sec.
-70
-60
-50
-40
-30
-20
-10
0
10
10
-2
10
-1
10
0
10
1
10
2
10
3
MIMO BILINEAR TRANSFORM (s ---> z @ 20 Hz)
Rad/Sec
C
o
n
t
.

&

D
i
s
c
r
e
t
e

S
i
n
g
u
l
a
r

V
a
l
u
e
s

(
D
B
)
- & -- : ANALOG
.. & .-: Tustin
- & -- : Prewarped Tustin (@ 40 R/S)
.. & .-: Backward Rectangular
- & -- : Forward Rectangular
Nyquist Frequency: 20*pi Rad/Sec
bilin
2-21
Algorithm bi l i n empl oys the state-space formul ae i n [3]:
See Also l f t f , s ec t f
[1] G. F. Frankl i n and J. D. Powel l , Digital Control of Dynamics System,
Addi son-Wesl ey, 1980.
[2]M. G. Safonov, R. Y. Chi ang and H. Fl ashner, H

513-520, May/June 1991.
[3] M. G. Safonov, I magi nary-Axi s Zer os i n Mul ti var i abl e H
Opti mal
Contr ol , i n R. F. Cur tai n (edi tor), Modelling, Robustness and Sensitivity
Reduction in Control Systems, pp. 71-81, Spr i nger-Verl ag, Berl i n, 1987. Proc.
NATO Advanced Research Workshop on Modeling, Robustness and Sensitivity Reduction
in Control Systems, Gr oni ngen, The Nether l ands, Dec. 1-5, 1986.
[4] R. Y. Chi ang and M. G. Safonov, H
Synthesi s usi ng a Bi l i near Pol e

Shi fti ng Transform, AI AA, J . Guidance, Control and Dynamics, vol . 15, no. 5,
pp. 1111-1117, September October 1992.
A
b
B
b
C
b
D
b
-----------------
A I ( ) I + A ( )
1
C I A ( )
1
----------------------------------------------------
( ) I A ( )
1
B
D + C I A ( )
1
B
---------------------------------------------------------
=
blkrsch, cschur
2-22
bl kr sch, cschur
Purpose Bl ock ordered real Schur for m.
Or dered compl ex Schur form vi a compl ex Gi vens r otati on.
Syntax [ v, t , m] = bl kr s c h( a, Ty pe , cut )
[ v, t , m, s wap] = c s c hur ( a, Type)
Description Cschur computes a uni tar y si mi l ari ty transformati on V and a compl ex upper
tr i angul ar matri x T for a real or compl ex matr i x A such that
where T has the ei genval ues
(A) or dered on the di agonal accor di ng to the

val ue of the var i abl e Ty pe :
1 Type = 1 .
2 Type = 2 .
3 Type = 3 ei genval ue r eal parts i n descendi ng or der.
4 Type = 4 ei genval ue r eal parts i n ascendi ng order .
5 Type = 5 modul us of ei genval ues i n descendi ng order.
6 Type = 6 modul us of ei genval ues i n ascendi ng or der .
Vari abl e s wap records the number of Gi vens r otati ons swaps i t takes and
var i abl e m r eturns the number of stabl e ei genval ues of A (see r s f 2cs f or
c gi ve ns ).
Bl kr s ch computes a bl ock or dered r eal Schur form such that the resul ti ng T
matr i x has four bl ocks
V
T
AV T
T
1
T
12
0 T
2
= =
Re
i
T
1
( ) ( ) 0 < , Re
i
T
2
( ) ( ) 0 >
Re
i
T
1
( ) ( ) 0, > Re
i
T
2
( ) ( ) 0 <
V
T
AV T
B
1
B
12
0 B
2
= =
blkrsch, cschur
2-23
The i nput vari abl e c ut i s the di mensi on of the square bl ock B
1
. I f Ty pe i s 1, cut
i s automati cal l y set to m the number of ei genval ues of A wi th negati ve r eal
parts.
Si x opti ons ar e avai l abl e:
1 Type = 1 .
2 Type = 2 .
3 Type = 3 .
4 Type = 4 .
5 Type = 5 .
6 Type = 6 .
Algorithm bl kr s ch and c s c hur , are M-fi l es i n the Robust Control Toolbox. cs chur uses
s c hur , r s f 2cs f and the compl ex Gi vens r otati on [1] to i ter ati vel y swap two
adjacent di agonal terms accordi ng the styl e you sel ect. bl kr s c h projects the
resul ti ng compl ex subspace onto the real .
Limitations For bl kr s c h, the matri x A must have zer o i magi nary par t.
See Also cgi ve ns , r s f 2cs f , s c hur
References [1] Gol ub G. H. and C. F. Van Loan, Matrix Computations. Bal ti mor e: Johns
Hopki ns Uni ver si ty Press, 1983.
Re
i
B
1
( ) ( ) 0 < , Re
i
B
2
( ) ( ) 0 >
Re
i
B
1
( ) ( ) 0 > , Re
i
B
2
( ) ( ) 0 <
Re
i
B
1
( ) ( ) 0 > , Re
i
B
2
( ) ( )
Re
i
B
1
( ) ( ) 0 < , Re
i
B
2
( ) ( )
i
B
1
( )
i
B
2
( ) >
i
B
1
( )
i
B
2
( ) <
branch
2-24
br anch
Purpose Thi s functi on recover s the matr i ces packed i n a mks y s or t r ee v ar i abl e
sel ecti vel y.
Syntax [ b1, b2, , bn] = br anch( t r , PATH1, PATH2, , PATHN)
Description Br anch returns N sub-branches of a tree vari abl e t r , i f nar gi n = 1, the root
br anches ar e returned i n sequence by numer i cal i ndex; otherwi se, the branches
returned ar e determi ned by the paths PATH1, PATH2,, PATHN. Each path i s
nor mal l y a str i ng of the for m
PATH = ' /name 1/name 2//namen' ;
where name1, name 2, et cetera are the str i ng names of the br anches that defi ne
the path fr om the tr ee r oot to the sub-br anch of i nterest.
Al ter nati vel y, you may substi tute for any PATH a r ow vector contai ni ng the
i nteger i ndi ces of the br anches that defi ne the PATH. For exampl e, i f
S = t r e e( ' a, b, c' , ' f oo' , [ 49 50] , ' bar ' ) , then br anch( S, ' c ' ) and
br anc h( S, 3) both return the val ue bar .
Examples See r efer ence pages for t r e e and mks y s .
See Also t r e e, mks ys , gr af t , i s t r e e, i s s ys t e m, vr s y s
bstschml, bstschmr
2-25
bstsch ml , bstschmr
Purpose Rel ati ve err or model r educti on vi a Schur bal anced stochasti c tr uncati on.
Syntax [ ar ed, br e d, c r e d, dr ed, aug, s v h] = bs t s chmr ( A, B, C, D, Ty pe )
[ ar ed, br e d, c r e d, dr ed, aug, s v h] = bs t s chmr ( A, B, C, D, Ty pe , no)
[ ar ed, br e d, c r e d, dr ed, aug, s v h] = bs t s chmr ( A, B, C, D, Ty pe , no, i nf o)
[ s s r e d, aug, s vh] = bs t s c hmr ( SS, Type)
[ s s r e d, aug, s vh] = bs t s c hmr ( SS, Type, no)
[ s s r e d, aug, s vh] = bs t s c hmr ( SS, Type, no, i nf o)
The same syntax appl i es to "bs t s chml "
Description Gi ven an n
th
order stabl e pl ant
bs t s c hmr computes a k
th
or der r educed model
such that the multiplicative error between G(s) and i s bounded as fol l ows [9]
and the relative error of G(s) and al so enjoys the same err or bound [6]:
where
i
ar e the Hankel si ngul ar val ues of the all-pass phase matri x
(W
*
(s))
-1
G(s), and
G s ( ) :
A B
C D
=
G s ( ) :
A
C D
=
G s ( )
G
1
G G ( ) 2

i
1
i
--------------
i k = 1 +
n
G s ( )
G
1
G G ( )

2

i
1
i
--------------
i k = 1 +
n
W s ( ) :=
A
W
B
W
C
W
D
W
bstschml, bstschmr
2-26
i s a minimum phase l eft spectr al factor of .
Thr ee opti ons ar e pr ovi ded:
1 Type = 1, no = k, si ze of r educed or der model .
2 Type = 2, no = tol , a rel ati ve tol er ance band i n db such that the k
th
order
r educed model for al l frequenci es.
3 Type = 3, di spl ay s vh and pr ompt for k. I n thi s case, no need to assi gn a
val ue for no.
Var i abl e aug( 1, 1) returns the number of states that have been removed, whi l e
aug( 1, 2) r etur ns the r el ati ve err or bound.
Bs t s chml sol ves the dual pr obl em of bs t s chmr wi th the same err or bound
For a gi ven di screte G(z), you can sti l l appl y the functi ons bs t s c hmr and
bs t s c hml vi a bi l i near tr ansfor m bi l i n to get a r educed or der [8], i .e.,
The resul tant r educed order model enjoys the same r el ati ve and
mul ti pl i cati ve er ror bound as the conti nuous case [7, 9]. A di r ect di screte BST/
REM al gor i thm wi thout usi ng the bi l i near transfor m i s not avai l abl e at thi s
ti me.
Algorithm bs t s c hmr i mpl ements the BST model reducti on al gori thm of [1], but usi ng the
Schur method of [4] to bypass the numer i cal sensi ti ve bal anci ng step. The BST
rel ati ve err or bound i s due to Wang and Safonov [6, 9]. The compl ete al gori thm
of bs t s c hml and bs t s c hmr i s pr esented i n [5].
G = s ( )G
T
s ( ) W
T
= s ( )W s ( )
G j ( ) G j ( ) tol t
Relative Error: G G ( )G
1
2

i
1
i
--------------
i k 1 + =
n
Multiplicative Error: G G ( )G
1
2

i
1
i
--------------
i k 1 + =
n
G z ( )
bili n
G z ( ) G w ( )
bstschmr
bilin
G w ( ) G z ( )
G z ( )
bstschml, bstschmr
2-27
bs t s c hmr computes the r eachabi l i ty grammi an P of G(s) and the obser vabi l i ty
gr ammi an Q of W(s) vi a the equati ons
A Schur al gori thm, anal ogous to that i n [4], i s then appl i ed to the pr oduct of
the gr ammi ans PQ to rel i abl y compute the BST reduced model . Note that
the parti cul ar r eal i zati on of , vi z. (Ar e d, Br e d, Cr ed, Dr e d), wi l l not i n
gener al be stochasti cal l y bal anced.
The BST model reducti on pr ocedur e produces si mi l ar r el ati ve er ror bounds and
i s cl osel y r el ated to the opti mal Hankel norm phase matchi ng model resul ts of
[2] and [3].
Bs t s c hml i s compl etel y anal ogous and si mpl y appl i es the dual BST/REM
theor y. I t can al so be cal l ed by bs t s chmr wi th an addi ti onal i nput vari abl e
i nf o= "l e f t ".
Limitations The BST model r educti on theory requi r es that D be ful l rank, for other wi se the
Ri ccati sol ver fai l s. For any pr obl em wi th stri ctl y proper pl ant, you can shi ft
the j-axi s vi a bi l i n such that BST/REM appr oxi mati on can be achi eved up to
a par ti cul ar frequency range of i nterest. Al ter nati vel y, you can attach a smal l
but ful l r ank D matri x to the ori gi nal pr obl em but r emove the matri x of the
reduced order model afterwards. As l ong as the si ze of D matri x i s i nsi gni fi cant
i nsi de the contr ol bandwi dth, the reduced order model shoul d be fai rl y cl ose to
the tr ue model .
See Also bal mr , mr de mo, ohkl mr , s chmr
References [1] U. B. Desai and D. Pal , A Tr ansformati on Appr oach to Stochasti c Model
Reducti on, IEEE Trans. on Automat. Contr., AC-29, 12, 1984.
[2] K. Gl over , Mul ti pl i cati ve Approxi mati on of Li near Systems wi th L Err or
Bounds, Proc. American Contr. Conf., Seattl e, WA, June 18-20, 1986.
AP PA
T
B + + B
T
0 =
B
W
PC
T
B + D
T
=
QA A
T
Q QB
W
C
T
( ) DD
T
( )
1
QB
W
C
T
( )
T
0 = + +
G s ( )
G s ( )
bstschml, bstschmr
2-28
[3] E. A. Jonckheere and R. Li , L Er ror Bound for Phase Matchi ng
Approxi mati on The One-Step-At-A-Ti me Hankel Nor m Model Reducti on,
Int. J. Control, Vol . 46, no. 4, pp. 1343-1354, 1987.
Jul y 1989.
[5] M. G. Safonov and R. Y. Chi ang, Model Reducti on for Robust Control : A
Schur Rel ati ve-Er ror Method, Proc. American Contr. Conf., June 15-17, 1988.
[6] W. Wang and M. G. Safonov, A Ti ghter Rel ati ve-Err or Bound for Bal anced
Stochasti c Truncati on, Systems and Control Letters, 14, No. 4, pp. 307-317,
1990.
[7] W. Wang and M. G. Safonov, A Rel ati ve Err or Bound for Di screte Bal anced
Stochasti c Truncati on, Int. J. of Control , Vol . 54, No. 3, 1990.
[8] W. Wang and M. G. Safonov, Compari son between Conti nuous and
Di scr ete Bal anced Stochasti c Truncati on Model Reducti on, Proc. of Contr. and
Decision Conf., Honol ul u, Hawai i , 1990.
[9] W. Wang and M. G. Safonov, Mul ti pl i cati ve-Er ror Bound for Bal anced
Stochasti c Truncati on Model Reducti on, IEEE Trans. on Automat. Contr, vol .
AC-37, no. 8, pp1265-1267, August 1992.
cgloci, dcgloci
2-29
cgl oci , dcgl oci
Purpose Conti nuous characteri sti c gai n l oci frequency r esponse.
Di scr ete char acter i sti c gai n l oci fr equency response.
Syntax [ c g, ph, w] = ( d) c gl oc i ( a, b, c , d( , Ts ) )
[ c g, ph, w] = ( d) c gl oc i ( a, b, c , d( , Ts ) , ' i nv' )
[ c g, ph, w] = ( d) c gl oc i ( a, b, c , d( , Ts ) , w)
[ c g, ph, w] = ( d) c gl oc i ( a, b, c , d( , Ts ) , w, ' i nv' )
[ c g, ph, w] = ( d) c gl oc i ( s s , )
Description cgl oc i computes the matr i ces c g and ph contai ni ng the char acter i sti c gai n and
phase of the fr equency response matri x as a
functi on of fr equency, . The char acter i sti c gai n c g and phase ph vector s are
defi ned as
When i nvoked wi thout l efthand arguments, cgl oc i produces a char acter i sti c
gai n and phase Bode pl ot on the scr een. The frequency r ange i s chosen
automati cal l y and i ncorporates mor e poi nts where the pl ot i s changi ng r api dl y.
cgl oc i (a, b, c , d, ' i nv ' ) pl ots the characteri sti c gai n and phase l oci of the
i nverse system G(s)
-1
.
When the frequency vector w i s suppl i ed, the vector w speci fi es the fr equenci es
i n r adi ans/sec at whi ch the char. l oci wi l l be computed. See l ogs pac e to
gener ate fr equency vectors that are equal l y spaced l ogar i thmi cal l y i n
frequency.
When i nvoked wi th l efthand ar guments,
[ ga, ph, w] = c gl oc i ( )
returns the gai n, phase matr i ces and the fr equency poi nt i n the vector w.
dc gl oci computes the di screte versi on of the character i sti c l oci by repl aci ng
G(j) by . The vari abl e Ts i s the sampl i ng peri od.
G j ( ) C = jI A ( )
1
B D +
cg : abs = eig G j ( ) ( ) ( )
ph :
180
-----------
,
_
eig G j ( ) ( ) =
G e
j T
s
( )
cgloci, dcgloci
2-30
Cautionary
Note
Nyqui st l oci and Bode pl ots of characteri sti c gai n l oci can produce a
mi sl eadi ngl y opti mi sti c pi cture of the stabi l i ty margi ns mul ti l oop systems. For
thi s reason, i t i s usual l y a good i dea when usi ng cgl oc i to al so exami ne the
si ngul ar val ue Bode pl ots i n assessi ng stabi l i ty robustness. See s i gma and
ds i gma.
Examples Lets consi der a 2 by 2 transfer functi on matr i x of the pl ant [1]
wi th model decomposi ti on
The control l er i s a di agonal constant gai n matri x
The character i sti c gai n l oci contai ni ng i n (s) seem to i mpl y that the system has
i nfi ni ty gai n mar gi n and t 180 degree phase margi n i n each of the feedback
l oop. However, i f you sl i ghtl y per turb the gai ns K
1
and K
2
to K
1
+ 0.13 and
K
2
0.12 si mul taneousl y, the system becomes unstabl e!
On the other hand, the si ngul ar val ue Bode pl ot of the compl ementar y
sensi ti vi ty (MATLAB command: s i gma) easi l y
predi cts the system r obustness (see Tutorial). See Fi gur e 2-4.
The resonance peak of the maxi mum si ngul ar val ue ( 16.2695) predi cts that
the mul ti pl i cati ve uncertai nty can onl y be as l arge as befor e
i nstabi l i ty occur s.
G s ( )
47 s 2 +
s 1 + ( ) s 2 + ( )
---------------------------------
56s
s 1 + ( ) s 2 + ( )
---------------------------------
42s
s 1 + ( ) s 2 + ( )
---------------------------------
50s 2 +
s 1 + ( ) s 2 + ( )
---------------------------------
=
G s ( ) X = s ( )X
1
7 8
6 7
=
1
s 1 +
----------- 0
0
2
s 2 +
-----------
7 8
6 7
K
K
1
0
0 K
2
1 0
0 1
= =
T s ( ) G s ( ) I G s ( ) + ( )
1
=
1
16.2695
------------------- 6.15% =
cgloci, dcgloci
2-31
Figure 2-4: Singular Value vs. Characteristic Gain Loci.
Al ter nati vel y, you can compute guaranteed stability margins usi ng the for mul ae
gi ven i n Singular-Value Loop-Sharing: The Mixed-Sensitivity Approach [2]
whi ch cl earl y pr edi ct the poor robustness of the system. These guaranteed
stabi l i ty mar gi ns provi de a tol er ance such that you can vary both gai n and
phase si mul taneousl y i n al l the feedback l oops.
See Also bode, ds i gma, dbode, l ogs pace , s i gma
[1] J. C. Doyl e, Robustness of Mul ti l oop Li near Feedback Systems, Proc. IEEE
Conf. on Decision and Control, San Di ego, CA, Jan. 10-12, 1979
[2] N. A. Lehtomaki , N. R. Sandel l , Jr., and M. Athans, Robustness Resul ts i n
Li near -Quadr ati c Gaussi an Based Mul ti vari abl e Control Desi gns, IEEE Trans.
on Automat. Contr., vol . AC-26, No. 1, pp. 75-92, Feb. 1981.
[3] I . Postl ethwai te and A. G. J. MacFar l ane, A Complex Variable Approach to the
Analysis of Linear Multivariable Feedback Systems, Spri nger-Ver l ag, 1979.
-120
-100
-80
-60
-40
-20
0
20
40
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Solid: Singular Values
Dashed: Characteristic Gain Loci
Guaranteed GM 1 =
1
T
------------- t 0.94 = to 1.062

Guaranteed PM 2 sin
1
2 T
----------------
,
_
1
t = 3.52 deg t
daresolv
2-32
daresol v
Purpose Gener al i zed di scr ete al gebrai c Ri ccati sol ver .
Syntax [ p1, p2, l amp, pe r r , wel l pos e d, p] = dar e s ol v ( a, b, q, r )
[ p1, p2, l amp, pe r r , wel l pos e d, p] = dar e s ol v ( a, b, q, r , Ty pe )
Description Daresol v sol ves the di scr ete al gebrai c Ri ccati equati on
where P = P2/P1 i s the sol uti on for whi ch the ei genval ues of A RP are i nsi de
the uni t di sk. Thi s sol uti on exi sts and i s uni que provi ded that the associ ated
di screte Hami l toni an matri x
has no ei genval ues on the uni t ci rcl e; other wi se, the fl ag wel l pos e d i s set to the
str i ng val ue 'FALSE' .
The i nput vari abl es and output vari abl es are otherwi se i denti cal to the
conti nuous ti me casesee ar es ol v . I f Type = 1 the ei genvector appr oach i s
used. I f Ty pe = 2 the Schur vector approach i s used. The ei genvector approach
i s sel ected by defaul t when no Type i s speci fi ed, unl ess the Hami l toni an matri x
i s defecti ve i n whi ch case the al gor i thm defaul ts to the Schur approach. The
resi dual and cl osed l oop ei genval ues are returned i n var i abl es per r and l amp.
Algorithm The al gor i thm i s essenti al l y the same as that empl oyed for the conti nuous
ver si on of thi s functi on, save for the di fference i n the di scr ete Hami l toni an. The
matr i ces P1 and P2 ar e computed such that the col umns of
form a basi s for the stabl e ei genspace of the di scr ete Hami l toni an, i .e., the
space spanned by the ei genvector s corr espondi ng to ei genval ues i n the uni t
di sk. See ar es ol v.
A
T
PA P A
T
PB R B
T
+ PB ( )
1
B
T
PA Q + 0 =
H
A BR
1
B
T
A
T
Q + BR
1
B
T
A
T
A
T
Q A
T
=
P1
P2
daresolv
2-33
Limitations The Ri ccati equati on i s i l l -posed i f the Hami l toni an H has ei genval ues on the
uni t ci r cl e. I n cases i n whi ch , i t suffi ces for the system (A,R,Q) to be
both stabi l i zabl e and detectabl e to avoi d ei genval ues on the uni t ci r cl e; i n thi s
case, the uni que stabi l i zi ng Ri ccati sol uti on wi l l be posi ti ve semi defi ni te.
See Also ar e , cs chur , ar e s ol v , l qr c , r ei g, dr i c cond
References 1 A. J. Laub, A Schur Method for Sol vi ng Al gebrai c Ri ccati Equati ons, IEEE
Trans. Autom. Control, AC-24, pp. 913-921, 1979.
Q R 0 ,
des2ss
2-34
des2ss
Purpose Conver t descr i ptor system i nto SVD state-space for m.
Syntax [ aa, bb, cc , dd] = de s 2s s ( a, b, c, d, E, k)
[ s s 1] = des 2s s ( s s , E, k)
Description des 2s s converts a descri ptor system [1]
i nto state-space form G
2
(s):
vi a the singular value decomposition (SVD) of the matr i x E (E may be si ngul ar
wi th n rank(E) = < n)
where
G
1
:
Es A + B
C D
=
Is

A
11
A
12
A
22
1
A
21
( )

+

B
1
A
12
A
22
1
B
2
( )
C
1
C
2
A
22
1
A
21
( )

D C
2
A
22
1
B
2
E U =
0
0 0
V
T
U
1
U
2
[ ] =
0
0 0
V
1
T
V
2
T
k : dimension = of null space of the matrix E
A
11
A
12
A
21
A
22
U
1
T
U
2
T
= A V
1
V
2
[ ]
B
1
B
2
U
1
T
U
2
T
B =
C
1
C
2
[ ] C = V
1
V
2
[ ]
des2ss
2-35
Algorithm Conver ti ng descr i ptor system i nto SVD coor di nates can be carr i ed out easi l y by
appl yi ng a seri es of stri ct system equi val ence (s.s.e.) tr ansfor mati ons to the
Rosenbr ock system matr i x [2].
See Also ohkl mr , hi nf , l i nf
References [1] D. G. Luenber ger, Dynami c Equati ons i n Descri ptor For m, IEEE Trans. on
Automat. Contr., AC-22, No. 3, Jun. 1977.
Reducti on wi thout Bal anci ng -- A Descri ptor Appr oach, Proc. IEEE Conf. on
Decision and Control, Los Angel es, CA, Dec. 9-11, 1987.
driccond
2-36
dri ccond
Purpose Condi ti on number s of di screte al gebr ai c Ri ccati equati on.
Syntax [ t ot ] = dr i cc ond( a, b, q, r , p1, p2)
Description dr i cc ond provi des the condi ti on number s of di scr ete Ri ccati equati on
where P = P2/P1 i s the posi ti ve defi ni te sol uti on of ARE, and [P2; P1] spans the
stabl e ei genspace of the Hami l toni an
where S = BR
-1
B
T
.
Sever al measur ements ar e provi ded:
1 Fr obeni us nor m of matr i ces A, Q, and BR
-1
B
T
(nor A, nor Q, nor Rc).
2 condi ti on number of R (c onR).
3 condi ti on number of P1 (c onP1).
4 Byers condi ti on number (c onBe y) [1].
5 r esi dual of Ri ccati equati on (r es ).
The output vari abl e t ot puts the above measur ements i n a col umn vector
t ot = [ nor A, nor Q, nor Rc, c onR, conP1, c onBe y, r e s ] '
For an i l l -condi ti oned probl em, one or more of the above measur ements coul d
become l arge. Together , they shoul d gi ve a gener al i nformati on of the Ri ccati
probl em.m
A
T
PA P Q A
T
+ PB R B
T
PB + ( )
1
B
T
PA 0 =
H
A SA
T
Q + SA
T
A
T
Q A
T
=
driccond
2-37
Algorithm Byer s Ri ccati condi ti on number i s computed as [1]
where A
cl
= (I
n
+ SP)
-1
A and
See Also ar e , ar es ol v, dar e s ol v , r i c cond
[1] R. Byer s, Hami l toni an and Sympl ecti c Al gori thms for the Al gebr ai c
Ri ccati Equati on, Ph.D. di ssertati on, Dept. of Comp. Sci ., Cor nel l Uni versi ty,
I thaca, NY, 1983.
c onBe y
Q
c
F
2 + A
c
F
2
P
F
A
F
2
+ S
F
P
F
P
F
sep A
cl
, A
cl
( )
------------------------------------------------------------------------------------------ - =
sep A
cl
T
, A
cl
( ) min
i
=
i
A
c
T
A
c
T
I
n
2
[ ]
dsigma, sigma
2-38
dsi gma, si gma
Purpose Di scr ete si ngul ar val ue frequency r esponse.
Conti nuous si ngul ar val ue frequency response.
Syntax [ s v , w] = ( d) s i gma( a, b, c, d( , Ts ) )
[ s v , w] = ( d) s i gma( a, b, c, d( , Ts ) , ' i nv ' )
[ s v , w] = ( d) s i gma( a, b, c, d( , Ts ) , w)
[ s v , w] = ( d) s i gma( a, b, c, d( , Ts ) , w, ' i nv' )
[ s v , w] = ( d) s i gma( s s , . . )
Description s i gma computes the si ngul ar val ues of the compl ex matr i x
as a functi on of frequency, . The si ngul ar val ues are an extensi on of the Bode
magni tude r esponse for MI MO systems. When i nvoked wi thout l efthand
ar guments, s i gma produces a si ngul ar val ue Bode pl ot on the scr een. The
frequency r ange i s chosen automati cal l y and i ncor por ates more poi nts where
the pl ot i s changi ng rapi dl y.
For square systems, s i gma(A, B, C, D,' i nv ' ) pl ots the si ngul ar val ues of the
i nverse compl ex matr i x:
When suppl i ed by the user, the vector w speci fi es the frequenci es i n r adi ans/sec
at whi ch the si ngul ar val ue Bode pl ot wi l l be cal cul ated. See l ogs pac e to
gener ate frequency vectors that are equal l y spaced l ogar i thmi cal l y i n
frequency.
When i nvoked wi th l efthand arguments,
[ s v, w] = s i gma( A, B, C, D, . . )
returns the magni tude of the si ngul ar val ues i n matr i x s v and the frequency
poi nts i n w. No pl ot i s drawn on the screen. Each col umn of the matri x s v
contai ns the si ngul ar val ues, i n decr easi ng or der, for the cor respondi ng
frequency poi nt i n the vector w.
Ds i gma computes the di scr ete ver si on of the si ngul ar val ue Bode pl ot by
substi tuti ng for G(j). The vari abl e Ts i s the sampl i ng peri od.
C jI A ( )
1
B D +
G
1
( ) D
1
= C jI A BD
1
C ( ) [ ]
1
BD
1
D
1
+
G e
j T
s
( )
dsigma, sigma
2-39
For robustness anal ysi s, the si ngul ar val ues of par ti cul ar transfer matr i ces ar e
anal yzed. The tabl e bel ow shows whi ch i nput-output combi nati ons and
associ ated MATLAB commands achi eve the desi r ed tr ansfer matri ces:
The si ngul ar val ue response of a SI SO system i s i denti cal to the Bode
magni tude response of that system.
Examples Fi gure 2-5 shows the si ngul ar val ue Bode pl ot of the open l oop l arge space
str uctur e i n [1]. There are 58 vi br ati onal modes (116 states) wi th dampi ng
-1
(I+G(jw))
(I+G(jw))
-1
G(jw)
sigma(a,b,c,d,inv)
[a,b,c,d] = feedback(a,b,c,d,[],[],[],eye(d))
sigma(a,b,c,d,inv)
[a,b,c,d] = feedback([],[],[],eye(d),a,b,c,d)
sigma(a,b,c,d)
[a,b,c,d] = parallel(a,b,c,d,[],[],[],eye(d))
sigma(a,b,c,d,inv)
sigma(a,b,c,d)
G(s)
G(s)
G(s)
G(s)
G(s)
-1
G(jw)
MATLAB Commands Block Diagram TF Matrix
dsigma, sigma
2-40
rati o 0.3 to 0.002 scatter ed i n the fr equency range fr om 0.4 Hz to 477 Hz, 18
control actuator s and 20 sensor s.
Figure 2-5: Singular Value Bode Plot of LSS.
Algorithm Si gma and ds i gma use the s vd functi on i n MATLAB.
See Also bode, c gl oc i , dc gl oc i , dbode, l ogs pace
References [1] M. G. Safonov, R. Y. Chi ang and H. Fl ashner , H
Contr ol Synthesi s for a

513-520, May/June 1991.
-250
-200
-150
-100
-50
0
50
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
LARGE SPACE STRUCTURE OPEN LOOP
Rad/Sec
S
i
n
g
u
l
a
r

V
a
l
u
e

(
D
B
)
fitd
2-41
fi td
Purpose State space r eal i zati on for a gi ven magni tude Bode pl ot.
Syntax [ ad, bd, cd, dd, l ogdf i t ] = f i t d( l ogd, w)
[ ad, bd, cd, dd, l ogdf i t ] = f i t d( l ogd, w, n)
[ ad, bd, cd, dd, l ogdf i t ] = f i t d( l ogd, w, n, bl ks z )
[ ad, bd, cd, dd, l ogdf i t ] = f i t d( l ogd, w, n, bl ks z , f l ag)
[ s s d, l ogdf i t ] = f i t d( )
Description f i t d pr oduces a conti nuous stabl e mi ni mum-phase state-space r eal i zati on s s d
of a di agonal transfer functi on matri x such that the di agonal el ements
magni tude Bode pl ots approxi matel y fi t Bode magni tude pl ot data gi ven i n the
rows of the matr i x l ogd.
I nput vari abl e l ogd i s a matr i x whose r ows are l ogar i thmi c magni tude Bode
pl ots eval uated at fr equency vector w.
Opti onal i nput vari abl es:
n vector contai ni ng order s of the state-space approxi mants of the di agonal
scal i ngs (defaul t = 0)
bl ks z a vector of the si ze of the di agonal bl ocks (defaul t = 1 for each bl ock).
f l ag set to 1 to di spl ay a Bode pl ot (defaul t = 1).
f i t d uses the stabl e r outi ne y ul ewal k i n the Si gnal Pr ocessi ng Tool box to fi t
the conti nuous magni tude Bode pl ot. Bi l i n and pol y f i t ar e al so used to
pre-process the frequency axi s shi ft fr om s-domai n to z-domai n. The fi nal
di screte real i zati on i s transformed back to s-domai n vi a bi l i n.
f i t d pl ays a cr uci al rol e i n -synthesi s desi gn techni que. The success of
D F i terati ons i n -synthesi s depends on the r esul t of f i t d.
See Also bi l i n, f i t gai n, i nvf r e qs , mus yn, pol y f i t , yul e wal k
fitgain
2-42
fi tgai n
Purpose State space r eal i zati on for a gi ven magni tude Bode pl ot.
Syntax [ ad, bd, cd, dd, l ogf i t ] = f i t gai n( l ogd, w)
[ ad, bd, cd, dd, l ogf i t ] = f i t gai n( l ogd, w, n)
[ ad, bd, cd, dd, l ogf i t ] = f i t gai n( l ogd, w, n, wt )
[ ad, bd, cd, dd, l ogf i t ] = f i t gai n( l ogd, w, n, wt , f l ag)
[ s s d, l ogf i t ] = f i t gai n( )
Description f i t gai n pr oduces a stabl e and mi ni mum-phase state-space r eal i zati on of the
gi ven magni tude Bode pl ot l ogd.
The i nput var i abl e l ogd i s a vector contai ni ng the l ogar i thmi c magni tude Bode
pl ot eval uated at frequency vector w.
Opti onal i nput vari abl es:
n the si ze of the desi red state-space appr oxi mant (defaul t = 0)
wt a wei ghti ng vector contai ns the wei ght at each frequency poi nt
f l ag set to 1 to di spl ay a Bode pl ot (defaul t = 1).
f i t gai n uses the routi ne i nvf r e qs i n Si gnal Processi ng Tool box to fi t the
conti nuous magni tude Bode pl ot. Three steps are i nvol ved:
1 Take the power spectrum density of the gi ven magni tude data, i .e.,
.
2 Use the er ror corr ecti on method (routi ne i nv f r eqs ) to fi t the PSD data wi th
a rati onal tr ansfer functi on.
3 Extract the stabl e and mi ni mum phase par t of the real i zati on.
Thi s method i s not as numeri cal l y stabl e as f i t d.
See Also f i t d, i nv f r eqs , yul e wal k
G s ( )
2
G = s ( )G s ( )
graft
2-43
graft
Purpose Adds root branch onto a tr ee.
Syntax TR = gr af t ( TR1, B)
TR = gr af t ( TR1, B, NM)
Description gr af t adds root br anch B onto a tree vari abl e TR1 (pr evi ousl y cr eated by t r e e
or mks y s ). I f TR1 has N br anches, then the numeri cal i ndex of the new branch
i s N+1; and the numer i cal i ndi ces of other root branches ar e unchanged.
The stri ng name NM, i f present, becomes the name of the new root branch.
See Also t r e e, mks ys , br anc h, i s t r e e , i s s y s t em, v r s ys
h2lqg, dh2lqg
2-44
h2l qg, dh2l qg
Purpose H
2
opti mal contr ol synthesi s (conti nuous and di screte).
Syntax [ ac p, bc p, cc p, dcp, acl , bcl , cc l , dc l ] = ( d) h2l qg( A, B1, B2, , D22)
[ ac p, bc p, cc p, dcp, acl , bcl , cc l , dc l ] = ( d) h2l qg( A, B1, B2, , D22, ar e t y pe )
[ s s cp, s s c l ] = ( d) h2l qg( TSS)
[ s s cp, s s c l ] = ( d) h2l qg( TSS, ar et ype)
Description h2l qg sol ves H
2
opti mal control probl em; i .e., fi nd a stabi l i zi ng
positive-feedback contr ol l er for an augmented system
such that the H
2
-norm of the cl osed-l oop transfer functi on matri x i s
mi ni mi zed:
The stabi l i zi ng feedback l aw F(s) and the cl osed-l oop tr ansfer functi on
ar e returned as
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
T
y
1
u
1
s ( )
min
F s ( )
T
y
1
u
1 2
:
min
F s ( )
=
1
--- trace
0
y
1
u
1
j ( )T
y
1
u
1
j ( ) ( )d
,
_
T
y
1
u
1
s ( )
F s ( ) : acp, bcp, ccp, dcp ( ) =
T
y
1
u
1
s ( ) : acl, bcl, ccl, dcl ( ) =
h2lqg, dh2lqg
2-45
Figure 2-6: H
2
Control Synthesis.
The opti onal i nput ar e t ype deter mi nes the method used by ARE sol ver
ar e s ol v . I t can be ei ther "ei ge n" (defaul t), or "Sc hur ".
dh2l qg sol ves the di screte counterpart of the probl em by di r ectl y formi ng two
di screte AREs and sol ve them vi a dar e s ol v . Note that i n contr ast to the H

case, the bi l i near tr ansfor m techni que does not appl y i n the H
2
case. Thi s i s
because the H
2
nor m, unl i ke the H
nor m, i s not i nvari ant under bi l i near

tr ansfor mati on.
Examples See the Tutorial chapter for desi gn exampl es and demonstrati ons. Especi al l y,
see the compari son between H
2
synthesi s and H
synthesi s i n the Fighter H

2
and H
Design Example i n the Tutor i al secti on.

Algorithm H2l qg sol ves the H
2
-norm optimal control problem by observi ng that i t i s
equi val ent to a conventi onal Linear-Quadratic Gaussian optimal control problem
i nvol vi ng cost
F(s)
2
1
P(s)
u
1
y
1
y
u
2
J
LQG
E
T
lim =
1
T
--- y
1
T
0
T
y
1
dt

' ;

E
T
lim =
1
T
--- x
T
u
2
T
[ ]
Q N
c
N
c
T
R
x
u
2
t d
0
T

' ;

E
T
lim =
1
T
--- x
T
u
2
T
[ ]
C
1
T
D
12
T
C
1
D
12
[ ]
x
u
2
t d
0
T

' ;

h2lqg, dh2lqg
2-46
wi th cor rel ated whi te pl ant noi se and whi te measur ement noi se enter i ng
the system vi a the channel [B
1
D
21
]
T
and havi ng joi nt cor rel ati on functi on
The H
2
opti mal control l er F(s) i s thus real i zabl e i n the usual LQG manner as a
ful l -state feedback K
c
and a Kal man fi l ter wi th resi dual gai n matri x K
f
.
1 Kalman Filter
where
T
and sati sfi es ARE
2 Full-State Feedback
where P = P
T
and sati sfi es ARE
The fi nal positive-feedback H
2
opti mal contr ol l er has a fami l i ar
cl osed-form
E
t ( )
t ( )
( ) ( ) [ ]
T

' ;

N
f
N
f
T
=
B
1
D
21
B
1
T
D
21
T
t ( ) =
B
1
B
1
T
B
1
D
21
T
D
21
B
1
T
D
21
D
21
T
= t ( )
x
A = x B
2
+ u
2
K
f
+ y
2
C
2
x D
22
u
2
( )
K
f
C
2
T
N
f
+ ( ) =
1
C
2
T
B
1
D
21
T
+ ( ) = D
21
D
21
T
( )
1
A
T
A + C
2
T
N
f
+ ( )
1
C
2
N
f
T
+ ( ) + 0 =
u
2
K
c
x =
K
c
R
1
= B
2
T
P N
c
T
+ ( ) D
12
T
D
12
( )
1
= B
2
T
P D
12
T
+ C
1
( )
A
T
P P + A PB
2
N
c
+ ( ) R
1
B
2
T
P N
c
T
+ ( ) Q + 0 =
u
2
F s ( )y
2
=
h2lqg, dh2lqg
2-47
I t can be easi l y shown that by l etti ng the H
2
-opti mal LQG pr obl em i s
essenti al l y equi val ent to LQ full-state feedback loop transfer recovery (see l t r u).
Dual l y, as you obtai n Kalman filter loop transfer recovery [1] (see l t r y).
Limitations 1 (A, B
2
, C
2
) must be stabilizable and detectable.
2 D
11
must be zero, other wi se the H
2
opti mal contr ol pr obl em i s i l l -posed. I f a
nonzero D
11
i s gi ven, the al gor i thm i gnores i t and computes the H
2
opti mal
contr ol as i f D
11
were zer o.
3 D
12
and must both have ful l col umn r ank.
See Also hi nf , dhi nf , l qg, l t r u, l t r y, ar e s ol v, dar es ol v
References [1] J. Doyl e and G. Stei n, Mul ti var i abl e Feedback Desi gn: Concepts for a
Cl assi cal /Moder n Synthesi s, IEEE Trans. on Automat. Contr., AC-26, pp. 4-16,
1981.
[2] J. Doyl e, Advances in Multivariable Control. Lectur e Notes at ONR/Honeywel l
Workshop. Mi nneapol i s, MN, Oct. 8-10, 1984.
[3] M. G. Safonov, A. J. Laub, and G. Hartmann, Feedback Pr oper ti es of
Mul ti vari abl e Systems: The Rol e and Use of Return Di fference Matri x, IEEE
Trans. of Automat. Contr., AC-26, pp. 47-65, 1981.
[4] G. Stei n and M. Athans, The LQG/LTR Procedure for Mul ti vari abl e
Feedback Control Desi gn, IEEE Trans. on Automat. Contr., AC-32, pp. 105-114,
1987.
F s ( ) :
A K
f
C
2
B
2
K
c
K
f
+ D
22
K
c
K
f
K
c
0
; =
D
21
0
D
12
0
D
21
T
hinf, dhinf, linf
2-48
hi n f, dhi n f, l i nf
Purpose H
opti mal control synthesi s (conti nuous and di scr ete)

Syntax l i nf
I nput s : A, B1, B2, C1, C2, D11, D12, D21, D22
Out put s : acp, bc p, c c p, dcp, ac l , bc l , c cl , dcl
[ ac p, , ac l , , hi nf o, ak, , dk22] = ( d) hi nf ( A, , D22)
[ ac p, , ac l , , hi nf o, ak, , dk22] = ( d) hi nf ( A, , D22, au, , du)
[ ac p, , ac l , , hi nf o, ak, , dk22] = . . .
( d) hi nf ( A, , D22, au, , du, v er bos e )
[ s s cp, s s c l , hi nf o, t s s k] = ( d) hi nf ( TSSP)
[ s s cp, s s c l , hi nf o, t s s k] = ( d) hi nf ( TSSP, s s u, )
[ s s cp, s s c l , hi nf o, t s s k] = ( d) hi nf ( TSSP, s s u, ve r bos e )
Description l i nf and hi nf sol ve the smal l -gai n i nfi ni ty-norm robust control probl em; i .e.,
fi nd a stabi l i zi ng contr ol l er F(s) for a system
such that the cl osed-l oop transfer functi on sati sfi es the i nfi ni ty-norm
i nequal i ty
Figure 2-7: Particular F(s)
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
T
y
1
u
1
sup

max
T
y
1
u
1
j ( ) ( ) 1 <
=
F(s)
2
1
P(s)
u
1
y
1
y
u
2
hinf, dhinf, linf
2-49
State-space matri ces for a par ti cul ar sol uti on F(s) and the corr espondi ng
are returned as
l i nf fi nds the sol uti on F(s) usi ng the Hankel approximation al gor i thm outl i ned i n
[15], wher eas hi nf uses a mor e r ecent two-Riccati al gor i thm [18, 8, 9, 3, 5, 6, 17].
I n gener al , the sol uti on to the i nfi ni ty-norm opti mal control pr obl em i s
non-uni que. Wher eas l i nf computes onl y a parti cul ar F(s), hi nf computes i n
addi ti on the al l - sol uti on control l er par ameteri zati on K(s) such that al l
sol uti ons to the i nfi ni ty-nor m control pr obl em are parameter i zed by a free
stabl e contr acti on map U(s) constrai ned by (see Fi gur e 2-8). By
defaul t hi nf wi l l set U(s) = 0, i f no U(s) i s suppl i ed. But i f you speci fy
U(s) := (au, bu, cu, du) i n advance, hi nf wi l l compute the cor respondi ng F(s) as
shown i n Fi gure 2-8.
Figure 2-8: All-solution F(s)
An i mportant use of the i nfi ni ty-nor m contr ol theory i s for di rect shapi ng of
cl osed-l oop si ngul ar val ue Bode pl ots of contr ol systems. I n such cases, the
system P(s) wi l l typi cal l y be the pl ant augmented wi th sui tabl e l oop-shapi ng
fi l ters see augs s and augt f .
dhi nf sol ves the di scr ete counter part of the pr obl em usi ng bi l i near transform
bi l i n, si nce the i nfi ni ty nor m of a gi ven di screte pr obl em i s pr eserved under
T
y u
i
s ( )
F s ( ) : acp bcp ccp dcp , , , ( ) = or sscp
T
y
1
u
1
s ( ) : acl bcl ccl dcl , , , ( ) = or sscl
U s ( )
1 < ( )
2
1
u
1
y
1
y
u
2
F(s)
U(s)
2
u
y
1
y
1
P(s)
1
2
K(s)
hinf, dhinf, linf
2-50
such a tr ansfor mati on i n the conti nuous domai n. The resul ti ng conti nuous H

control l er i s then tr ansfor med back to the di scr ete domai n vi a the i nver se
bi l i near tr ansfor m i nsi de pr ogr am dhi nf . The di screte ti me H

theory i s
documented ni cel y i n [10].
Examples See the Tutorial chapter for H
desi gn exampl es and thei r demonstr ati ons i n

r ct de mo. Al so see the exampl es i n hi nf opt .
Algorithm l i nf i mpl ements the fi rst gener ati on state-space H
theory devel oped i n 1984

to 1987 ([2, 14, 1, 4]), whi ch spl i ts the H
pr obl em i nto thr ee phases:

1 Pl ant augmentati on (see augt f , augs s ).
2 Youl a parametr i zati on (see youl a).
3 I nterpol ati on vi a opti mal anti causal descr i ptor Hankel appr oxi mati on (see
ohkl mr ).
The bottl eneck of l i nf al gor i thm i s the l engthy model reducti on work r equi r ed
i n step 3. However, successful r esul ts usi ng l i nf have been reported i n [12, 16].
The 2-Ri ccati H
contr ol l er has been deri ved vi a two di sti nct approaches

game theory (in time domain) and all-pass embedding (in frequency domain). The game
theor y approach i s conceptual l y abstr act but l eads to a much si mpl er
deri vati on. I n 1977 Magei r ou and Ho [11] sol ved the ful l -state feedback case
vi a game theor y and other s [7] l ater redi scovered i t. Subsequentl y, Doyl e et
al .[3] extended the ful l -state feedback r esul t i nto i ts observer dual and
establ i shed a separati on pr i nci pl e for H
(a counter part of the LQG). A

frequency domai n der i vati on for the dynami cal output feedback case was
i ni ti ated by Li mebeer , et al . [8, 9, 6] usi ng Par rotts al l -pass embeddi ng
techni que and the opti mal Hankel nor m theorem. Both appr oaches r equi r e a
l ar ge effort and much al gebrai c mani pul ati on to handl e al l but very speci al
cases i n whi ch the pl ant C and D matri ces sati sfi ed certai n condi ti ons.
Safonov et al . [17] devel oped a l oop-shi fti ng techni que to si mpl i fy the
deri vati ons, i ntroduced a descr i ptor matr i x-penci l representati on and
i mproved exi stence condi ti ons. The l atter el i mi nated numeri cal i nstabi l i ti es
that had pl agued previ ous for mul ati ons of the H
contr ol theory. A matri x

penci l i s an s-dependent matr i x of the for m As + B. The general i zed ei genval ues
of a r egul ar square matr i x penci l , denoted i(As + B), ar e the val ues of at
whi ch the deter mi nant of the penci l vani shes; numer i cal l y robust al gor i thms
exi st for computi ng the general i zed ei genval ues and associ ated ei genspaces.
s C
hinf, dhinf, linf
2-51
hi nf i mpl ements the l oop-shi fti ng two-Ri ccati for mul ae for the i nfi ni ty-nor m
control [17]. The chi ef advantage of hi nf over l i nf i s that the l engthy
numeri cal l y sensi ti ve model r educti on wor k i s compl etel y el i mi nated. I nstead,
hi nf produces an H
contr ol l er wi th the same state di mensi on as the

augmented pl ant P(s).
Limitations I n contrast to the H
2
pr obl em, a sol uti on to the i nfi ni ty-norm contr ol probl em
does not exi st for ever y P(s). Error messages such as Riccati solver fails are
possi bl e i ndi cati ons that the augmented system P(s) ar i ses from si ngul ar-val ue
Bode pl ot speci fi cati ons that ar e i nfeasi bl e or , possi bl y, that cer tai n other
wel l -posedness condi ti ons have been vi ol ated. I n par ti cul ar , the al gori thms
l i nf and hi nf r equi re that the fol l owi ng condi ti ons hol d: [13]
that i s, D
12
must be a tal l matr i x wi th ful l col umn rank.
that i s, D
21
must be a fat matri x wi th ful l r ow rank.
Car eful pr obl em for mul ati ons can avoi d some numeri cal l y or physi cal l y
i l l -posed H
pr obl ems. For exampl e,

1 Al ways i ncl ude a proper control wei ghti ng W
2
to ensur e that D
12
i s a ful l
col umn r ank (r ef. augt f )
2 Form a standar d mi x-sensi ti vi ty pr obl em wi th D
21
square. Thi s formul ati on
has sol ved a l ot of r eal worl d control probl ems (fl i ght contr ol , l ar ge space
structure, spacecr aft atti tude contr ol , etc.).
3 Use some cl assi cal l oop-shapi ng judgments to penal i ze your physi cal vari -
abl es.
4 I f sti l l no sol uti on i s found, tr y -I terati on hi nf opt on the probl em.
I f you have exhausted al l the above possi bi l i ti es, you can al ways cal l the
authors for hel p.
rank D
12
( ) dim = u
2
( ) dim y
1
( )
rank D
21
( ) dim = y
2
( ) dim u
1
( )
hinf, dhinf, linf
2-52
See Also augs s , augt f , h2l qg, hi nf de mo, l i nf demo, l qg, l t r u, l t r y
References [1] R. Y. Chi ang and M. G. Safonov, The LI NF Computer Pr ogram for L
Contr ol l er Desi gn, USC report EECG-0785-1, ver . 1.0 2.0, Jul y, 1986 and
1987.
[3] J. Doyl e, K. Gl over , P. Khargonekar , and B. Franci s, State-space sol uti ons
to standard H
2
and H
contr ol probl ems, IEEE Trans. Automat. Contr., AC-34, no.

8, pp. 831-847, Aug. 1989.
[4] B. A. Franci s, A Course in H
Control Theory, Spr i nger -Verl ag: 1987.

[5] K. Gl over and J. C. Doyl e, State Space For mul ae for Al l Stabi l i zi ng
Contr ol l ers that Sati sfy an H
-Norm Bound and Rel ati ons to Ri sk Sensi ti vi ty,

Systems and Control Letters, 1988.
[6] K. Gl over, D. J. N. Li mebeer, J. C. Doyl e, E. M. Kasenal l y and M. G.
Safonov, A Char acter i zati on of Al l Sol uti ons to the Four Bl ock General
Di stance Pr obl em, SIAM J. Control and Opt., vol . 27, pp. 283-324, 1991.
[7] P. P. Khar gonekar , I . R. Petersen, and M. A. Rotea, H
opti mal control

wi th state feedback, IEEE Trans. Automat. Contr., AC-33, pp. 783-786, 1988.
[8] D.J.N. Li mebeer and E. Kasenal l y, unpubl i shed notes, 1987.
[9] D.J.N. Li mebeer, E. M. Kasenal l y, E. Jai mouka, and M. G. Safonov, A
Characteri zati on of Al l Sol uti ons to the Four Bl ock General Di stance Probl em,
Proc. 27th IEEE Conf. Decision Contr., Austi n, TX, 1988.
[10] D.J.N. Li mebeer, M. Gr een, and D. Wal ker , Di screte Ti me H
contr ol ,
Proc. of Conf. on Decision and Control , Tampa, FL., Dec. 1989.
[11] E. F. Magei rou and Y. C. Ho, Decentral i zed Stabi l i zati on vi a Game
Theoreti c Methods, Automatica, vol . 13, pp. 393-399, 1977.
Theory A Desi gn Exampl e, Proc. IEEE Conf. on CACSD, Washi ngton D. C.,
Sep. 24-26, 1986, al so I EEE Trans. on Automat. Contr., AC-33, No. 5, pp. 477-479,
May 1988.
[13]M. G. Safonov, I magi nar y-Axi s Zeros i n Mul ti vari abl e H
Opti mal
Contr ol , i n R. F. Cur tai n (edi tor), Modelling, Robustness and Sensitivity
hinf, dhinf, linf

2-53
Reduction in Control Systems, pp. 71-81, Spr i nger-Verl ag, Berl i n, 1987. Proc.
NATO Advanced Research Workshop on Modeling, Robustness and Sensitivity Reduction
in Control Systems, Gr oni ngen, The Nether l ands, Dec. 1-5, 1986.
[14] M. G. Safonov, E. A. Jonckheere, M. Ver ma and D. J. N. Li mebeer ,
Synthesi s of Posi ti ve Real Mul ti vari abl e Feedback Systems, I nt. J. Control ,
vol . 45, no. 3, pp. 817-842, 1987.
Reducti on wi thout Bal anci ng A Descr i ptor Approach, Proc. IEEE Conf. on
Decision and Control, Los Angel es, CA, Dec. 9-11, 1987.
Contr ol Synthesi s for a

513-520, May/June 1991.
[17] M. G. Safonov, D. J. N. Li mebeer and R. Y. Chi ang, Si mpl i fyi ng the H

Theory vi a Loop Shi fti ng, Matr i x Penci l and Descri ptor Concepts, Int. J. Contr.,
vol . 50, no. 6, pp. 2467-2488, 1989.
[18] G. Stei n, Lecture Notes, Tutorial Workshop on H
Control Theory, Los Angel es,

CA, Dec. 7-8, 1987.
hinfopt
2-54
hi n fopt
Purpose H
opti mal control synthesi s vi a -i terati on.

Syntax [ gamopt , acp, , dc p, ac l , , dcl ] = hi nf opt ( A, , D22)
[ gamopt , acp, , dc p, ac l , , dcl ] = hi nf opt ( A, , D22, gami nd)
[ gamopt , acp, , dc p, ac l , , dcl ] = hi nf opt ( A, , D22, gami nd, aux )
[ gamopt , s s c p, s s c l ] = hi nf opt ( t s s )
[ gamopt , s s c p, s s c l ] = hi nf opt ( t s s , gami nd)
[ gamopt , s s c p, s s c l ] = hi nf opt ( t s s , gami nd, aux)
Description hi nf opt does H
-i ter ati on to compute the opti mal H
control l er usi ng the

l oop-shi fti ng two-Ri ccati for mul ae of hi nf . The output gamopt i s the opti mal
for whi ch the cost functi on can achi eve under a preset tol erance
An opti onal i nput var i abl e aux speci fi es the tol er ance that stops the -i terati on
where maxgam and mingam denotes a r ange for -i ter ati on to be carr i ed out. The
defaul t val ue of aux i s [0. 01 1 0]. Another opti onal i nput var i abl e gami nd
speci fi es the i ndi ces of the cost functi on output channel s (i .e.,r ows) to be scal ed
by . Defaul t for gami nd i s to scal e al l the output channel s (gamind = 1: n).
Algorithm A bi nar y sear ch al gori thm i s coded i n hi nf opt to achi eve the requi red
-i ter ati on. The i ter ati on l ogi c i s based on the H
exi stence tests per for med

i nsi de hi nf and r ecorded i n the output vari abl e hi nf o of hi nf . The search of
opti mal stops whenever the rel ati ve er ror between two adjacent stabl e
sol uti ons i s l ess than the tol erance speci fi ed. For most pr acti cal pur poses, the
tol erance can be set at 0.01 or 0.001.
Examples Fol l owi ng are thr ee si mpl e probl ems sol ved vi a hi nf opt wi th the SI SO pl ant
T
y u
i
T
y
1
u
1
gamind : , ( )
T
y
1
u
1
otherind : , ( )
1
aux tol maxgam mingam [ ] =
G s ( )
s 1
s 2
----------- =
hinfopt
2-55
Probl em 1: Mi xed-Sensi ti vi ty , no W
3
.
[ ag, bg, cg, dg] = t f 2s s ( [ 1 - 1] , [ 1 - 2] ) ;
s s g = mks ys ( ag, bg, cg, dg) ;
w1 = [ 0. 1*[ 1 100] ; [ 100 1] ] ; w2 = [ 0. 1; 1] ; w3 = [ ] ;
[ TSS] = augt f ( s s g, w1, w2, w3) ;
[ gamopt , s s c p, s s c l ] = hi nf opt ( TSS, [ 1: 2] , [ 0. 001, 1, 0] ) ;
I n thi s case,
opt
= 1.5146.
Probl em 2: W
1
i s removed.
w1 = [ ] ;
[ TSS] = augt f ( s s g, w1, w2, w3) ;
[ gamopt , s s c p, s s c l ] = hi nf opt ( TSS, 1, [ 0. 001, 1, 0] ) ;
I n thi s case,
opt
= 2.5, F(s) = 4/3.
Probl em 3: , W
2
i s r emoved.
w1 = [ 1 1; 10 1] ; w2 = [ ] ;
[ TSS] = augt f ( s s g, w1, w2, w3) ;
[ gamopt , s s c p, s s c l ] = hi nf opt ( TSS, 1, [ 0. 001, 1, 0] ) ;
For thi s pr obl em, .
These thr ee ver y si mpl e pr obl ems can be al so sol ved anal yti cal l y usi ng the
i nter pol ati on techni que of [1], augmented i n the case of pr obl em 1 wi th the
two-bl ock to one-bl ock embeddi ng techni que of [2]. The r esul ts of hi nf opt
match the exact sol uti ons very wel l .
See Also augs s , augt f , hi nf , l i nf
References [1] G. Zames and B. A. Franci s, Feedback, Mi ni max Sensi ti vi ty, and Opti mal
Robustness, IEEE Trans. on Autom. Control , AC-28, 5, pp. 585-601, May 1983.
[2] M. Ver ma and E. A. Jonckheere, L -Compensati on wi th Mi xed Sensi ti vi ty
as a Broadband Matchi ng Pr obl em, Systems and Control Letters, 4, pp. 125-129,
May 1984.
W
1
0.1 s 1000 + ( )
100s 1 +
--------------------------------- W
2
0.1 = , =
W
1
s 1 +
10s 1 +
------------------ =
F s ( ) ,
opt
11 6 =
imp2ss
2-56
i mp2ss
Purpose System r eal i zati on vi a Hankel si ngul ar val ue decomposi ti on.
Syntax [ a, b, c, d, t ot bnd, s v h] = i mp2s s ( y )
[ a, b, c, d, t ot bnd, s v h] = i mp2s s ( y , t s , nu, ny , t ol )
[ s s , t ot bnd, s v h] = i mp2s s ( i mp)
[ s s , t ot bnd, s v h] = i mp2s s ( i mp, t ol )
Description The functi on i mp2s s produces an approxi mate state-space r eal i zati on of a
gi ven i mpul se response
i mp=mks y s ( y , t , nu, ny , ' i mp' ) ;
usi ng the Hankel SVD method proposed by S. Kung [2]. A conti nuous-ti me
real i zati on i s computed vi a the i nver se Tusti n tr ansfor m (usi ng bi l i n) i f t i s
posi ti ve; other wi se a di screte-ti me real i zati on i s returned. I n the SI SO case the
var i abl e y i s the i mpul se response vector ; i n the MI MO case y i s a N+1-col umn
matr i x contai ni ng N + 1 ti me sampl es of the matri x-val ued i mpul se r esponse
H
0
, , H
N
of an nu-i nput, ny -output system stor ed row wi se:
The var i abl e tol bounds the H
norm of the er ror between the appr oxi mate

real i zati on (a, b, c, d) and an exact real i zati on of y; the or der, say n, of the
real i zati on (a, b, c, d) i s deter mi ned by the i nfi ni ty norm er ror bound speci fi ed
by the i nput var i abl e tol . The i nputs t s , nu, ny , t ol are opti onal ; i f not pr esent
they defaul t to the val ues t s = 0, nu = 1, ny = (no. of rows of y)/nu, .
The output returns the si ngul ar val ues (arranged i n
descendi ng order of magni tude) of the Hankel matri x:
y H
0
: ( ) H
2
: ( ) H
3
: ( ) ; ; ; H
N
: ( ) ; [ ] =
t ol 0.01
1
=
s v h
1
,
2
, [ ] =
H
1
H
2
H
3
H
N
H
2
H
3
H
4
0
H
3
H
4
H
5
0
H
N
0 0s
=
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
imp2ss
2-57
Denoti ng by G
N
a hi gh-order exact real i zati on of y, the l ow-or der approxi mate
model G enjoys the H
norm bound
where
Algorithm The real i zati on (a, b, c, d) i s computed usi ng the Hankel SVD pr ocedur e
proposed by Kung [2] as a method for appr oxi matel y i mpl ementi ng the
cl assi cal Hankel factori zati on real i zati on al gor i thm. Kungs SVD real i zati on
procedure was subsequentl y shown to be equi val ent to doi ng bal anced
tr uncati on (bal mr ) on an exact state space r eal i zati on of the fi ni te i mpul se
response {y(1),.y(N)} [3]. The i nfi ni ty norm er ror bound for di scr ete bal anced
tr uncati on was l ater deri ved by Al -Saggaf and Frankl i n [1]. The al gori thm i s
as fol l ows:
1 Form the Hankel matri x from the data y.
2 Perform SVD on the Hankel matr i x
where
1
has di mensi on n n and the entri es of
2
are near l y zero. U
1
and V
1

have ny and nu col umns, r especti vel y.
3 Par ti ti on the matri ces U
1
and V
1
i nto three matri x bl ocks:
G G
N
t ot bnd
t ot bnd 2 =
i
i n = 1 +
N
UV
U
1
U
2
[ ] = =

1
0
0
2
V
1
V
2
U
1
=
1
V
1
U
1
U
11
U
12
U
13
= ;
V
11
V
12
V
13
imp2ss
2-58
where and .
4 A di screte state-space r eal i zati on i s computed as
where
5 I f the sampl i ng ti me t i s gr eater than zero, then the r eal i zati on i s conver ted
to conti nuous ti me vi a the i nverse of the Tusti n tr ansfor m
other wi se, thi s step i s omi tted and the di scr ete-ti me r eal i zati on cal cul ated i n
Step 4 i s r etur ned.
See Also ohkl mr , s chmr , bal mr , bs t s c hmr
References [1] U. M. Al -Saggaf and G. F. Fr ankl i n, An Err or Bound for a Di screte Reduced
Or der Model of a Li near Mul ti var i abl e System, IEEE Trans. on Autom. Contr.,
AC-32, pp. 815-819, 1987.
[2] S. Y. Kung, A New I denti fi cati on and Model Reducti on Al gori thm vi a
Si ngul ar Val ue Decomposi ti ons, Proc.Twelth Asilomar Conf. on Circuits,
Systems and Computers., pp. 705-714, November 6-8, 1978.
[3] L. M. Si l ver man and M. Bettayeb, Opti mal Appr oxi mati on of Li near
Systems, Proc. American Control Conf., San Franci sco, CA, 1980.
U
11
, U
13
C
ny n
V
11
, V
13
C
nu n
A
1
1 2
= U
1
1 2
B
1
1 2
= V
11
C U
11
1
1 2
=
D H
0
=
U
U
11
U
12
=
U
12
U
13
s
2
t
--- =
z 1
z 1 +
-----------;
interc
2-59
i nter c
Purpose Gener al mul ti var i abl e i nter connected system.
Syntax [ ac l , bc l , cc l , dc l ] = i nt e r c ( a, b, c, d, m, n, f )
[sscl ] = i nterc(ss,m,n,f)
Description i nt er c computes state-space r eal i zati on of a mul ti vari abl e i nterconnected
system cl osed l oop, gi ven system and constant bl ocks
M, N, and F representi ng the i nter connecti ons (see bl ock di agr am).
Figure 2-9: General MIMO Interconnection.
The resul ti ng system cl osed-l oop i s
where X = (I DF)
1
.
Examples Consi der a system wi th thr ee subsystems (G
1
, G
2
, G
3
) where each of the
subsystems has i ts own state-space representati on (A
x
, B
x
, C
x
, D
x
). I f the overal l
system i s i nterconnected as shown i n the Fi gur e 2-10, then
P s ( ) : C = Is A ( )
1
B D +
y u
+
F
N P(s)
M
+
A
cl
B
cl
C
cl
D
cl
:
A BFXC + B M FXDM + ( )
NXC NXDM
=
P s ( )
G
1
s ( ) 0 0
0 G
2
s ( ) 0
0 0 G
3
s ( )
,

_
=
interc
2-60
and the associ ated constant bl ocks M, N, F and for thi s probl em are
Figure 2-10: Example of MIMO Interconnection.
Usi ng the fol l owi ng MATLAB commands, you can easi l y get a state-space
real i zati on of P(s) as
[ AA, BB, CC, DD] = appe nd( A1, B1, C1, D1, A2, B2, C2, D2) ;
[ AA, BB, CC, DD] = appe nd( AA, BB, CC, DD, A3, B3, C3, D3) ;
Then, the state-space r epresentati on (Acl, Bcl, Ccl, Dcl) of the whol e system
from u y i s
[ Acl , Bcl , Cc l , Dc l ] = i nt e r c ( AA, BB, CC, DD, M, N, F) ;
Note that the resul ti ng system i s not necessarily minimal; for exampl e, pol e-zer o
cancel l ati ons that ari se as a resul t of the i nterconnecti on l ead to such a
nonmi ni mal state-space real i zati on. Model reducti on r outi nes such as mi nr eal ,
M
I
0
0
=
N
I 0 0
=
F
0 0 I
0 0 I
I I 0
=
3
2
1
+
+
+
+
u y
G
G
G
interc
2-61
s c hmr , ohkl mr , or bs t s chmr can be hel pful i n removi ng any uncontrol l abl e and/
or unobservabl e modes.
See Also append, f ee dbac k, l f t f , s e c t f , t f m2s s
iofr, iofc
2-62
i ofr, i ofc
Purpose I nner-outer factori zati on (row type).
I nner-outer factori zati on (col umn type).
Syntax [ ai n, , ai np, , aout , ] = i of r ( c) ( a, bc d)
[ s s i n, s s i np, s s out ] = i of r ( c ) ( s s )
Description A square transfer functi on M(s) i s outer i f i t i s pr oper and stabl e and has an
i nverse that i s al so pr oper and stabl e. A tr ansfer functi on of di mensi on
m by n i s inner i f i t i s stabl e and sati sfi es
or
When has a complementary inner (or all-pass extension)
such that or i s square and i nner .
I of r computes an i nner -outer factori zati on for a stabl e transfer functi on
for whi ch m n such that
s ( )
T
s ( ) s ( ) I = , s if m n , row type ( ) ,
s ( )
T
s ( ) I = , s if m n , column type ( ) ,
m n , s ( )
s ( )
s ( )
s ( ) [ ]
s ( )
s ( )
G s ( ) : A, B, C D , ( ) =
G
[ ] =
M
0
iofr, iofc
2-63
The output vari abl es ar e defi ned as
i of c computes an i nner -outer factori zati on for the case of m < n vi a dual i ty by
appl yi ng i of r to G
T
(s), then tr ansposi ng the r esul t.
Algorithm i of r i mpl ements the al gor i thm descri bed i n [1], where i t i s shown that
i nner-outer factori zati on rel ates cl osel y to the standard optimal LQ control
problem as fol l ows:
Gi ven a transfer functi on G(s) := (A, B, C, D) of di mensi on m n (m n), the LQR
opti mal control u = Fx = R
-1
(XB + N)
T
x stabi l i zes the system and mi ni mi zes
the quadrati c cost functi on
as , sati sfi es the al gebr ai c Ri ccati equati on
Mor eover , the opti mal return di fference I + L(s) = I + F(Is A)
-1
B sati sfi es the
optimal LQ return difference equality:
s s i n

= s ( ) :
A
=
s s i mp

= s ( ) :
A
=
s s out

M s ( )
0
= :
A
M
B
M
C
M
D
M
=
J
1
2
--- = x
T
t
f
( )P
1
x t
f
( ) x
T
u
T
[ ]
t
0
t
f
+
Q N
N
T
R
x
u
dt
,

_
t
f
where X X
T
= 0 > ,
A
T
X X + A XB N + ( ) R
1
XB N + ( )
T
Q + 0 =
I L + ( )
R I L + ( )
I [ ] =
Q N
N
T
R
I
iofr, iofc
2-64
where , and
I t may be easi l y shown [1] that the return di fference equal i ty i mpl i es that an
i nner-outer factor i zati on of G(s) i s gi ven by
and
The var i abl es X and F ar e computed vi a the MATLAB command:
[ F, X] = l qr ( A, B, Q, R, N) = l qr ( A, B, C' *C, D' *D, C' *D) .
The matri x X
-1
i s a general i zed i nverse (e.g., a pseudoi nver se). Al though X may
be si ngul ar , i s wel l defi ned si nce the l eft nul l -space of i ncl udes
the l eft nul l -space of X [1].
I of c appl i es i of r to G
T
(s), then tr ansposes the r esul t.
Limitations The i nner -outer factor i zati on r equi r es the system G(s) to be stabl e and to have
nei ther pol es nor transmi ssi on zer os on the j-axi s or at . I n par ti cul ar D must
have ful l col umn r ank for i of r or ful l r ow rank for i of c .
See Also s f l , s f r
References [1] J. Doyl e, Advances in Multivariable Control. Lectur e Notes at ONR/Honeywel l
[2] M. G. Safonov, E. A. Jonckheer e, M. Ver ma and D. J. N. Li mebeer ,
Synthesi s of Posi ti ve Real Mul ti vari abl e Feedback Systems, I nt. J. Control ,
vol . 45, no. 3, pp. 817-842, 1987.
s ( ) Is A ( )
1
= B,
s ( )
T
= s ( )
Q N
N
T
R
C
T
D
T
= C D [ ]
s ( )
s ( ) [ ]
A BF BR
1 2
X
1
C
T
D
C DF DR
1 2
D
=
M
1
s ( )
A BF BR
1 2
F R
1 2
=
X
1
C
T
D
C
T
D
lftf
2-65
l ftf
Purpose Two-por t or one-por t state-space l i near fracti onal transformati on.
Syntax [ a, b1, b2, c1, c 2, d11, d12, d21, d22] =
l f t f ( A, B1, B2, , a, b1, b2, )
[ aa, bb, cc , dd] =
l f t f ( a, b1, b2, c1, c2, d11, d12, d21, d22, aw, bw, c w, dw)
[ aa, bb, cc , dd] =
l f t f ( aw, bw, cw, dw, a, b1, b2, c 1, c 2, d11, d12, d21, d22)
t s s = l f t f ( t s s 1, t s s 2)
s s = l f t f ( t s s 1, s s 2)
s s = l f t f ( s s 1, t s s 2)
Description l f t f computes a state-space cl osed l oop tr ansfer functi on from i nput u
1
to
output (see Fi gure 2-11), gi ven the open l oop transfer functi on from u
1
to y
1
and the tr ansfer functi on tss2 fr om u
2
to y
2
Ei ther of the systems (tss1 or tss2) can be one-port state space or two-port.
l f t f al so handl es the case when some of the A, B or C matr i ces are empty.
The output vari abl es wi l l be r etur ned i n state-space for m or, i f the i nputs ar e
i n the opti onal mks y s form, then the retur ned outputs wi l l l i kewi se be i n mks y s
form.
tss1 :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
tss2 :
a b
1
b
2
c
1
d
11
d
12
d
2
d
21
d
22
=
lftf
2-66
Figure 2-11: Two-Port Linear Fractional Transformation.
Algorithm l f t f i mpl ements the for mul ae i n [1] for (aa, bb, cc , dd), when the second i nput
system i s a one-por t :
where .
The for mul a for the other cases are si mi l ar.
See Also i nt er c, s ec t f
References 1 M. G. Safonov, E. A. Jonckheer e, M. Ver ma and D. J. N. Li mebeer, Syn-
thesi s of Posi ti ve Real Mul ti vari abl e Feedback Systems, Int. J. Control , vol .
45, no. 3, pp. 817-842, 1987.
2
P (s)
1
P (s)
(optional) (optional) (optional)
(optional) (optional)
22 21
12 11
22 21
12 11
P P
P P
p
P
P P
2
u
2
y
1
y
1
u
A
, B
, ,
A B
2
D
XC
2
+ B
2
C
XD
22
C
+ ( ) B
1
B
2
D
XD
21
+
B
XC
2
A B
XD
22
C
+ B
XD
21
C
1
D
12
D
XC
2
+ d
12
C
XD
22
C
+ ( ) D
11
D
12
D
XD
21
+
X I D
22
D
( )
1
=
lqg
2-67
l qg
Purpose LQG opti mal control synthesi s.
Syntax [ af , bf , cf , df ] = l qg( A, B, C, D, W, V)
[ s s f ] = l qg( s s , w, v )
Description l qg computes an opti mal computes an opti mal control l er to stabi l i ze the pl ant
G(s)
and mi ni mi ze the quadrati c cost functi on
Figure 2-12: LQG Synthesis.
The pl ant noi se and measur ement noi se are whi te and Gaussi an wi th joi nt
cor rel ati on functi on
x
Ax = Bu + +
y Cx = Du + +
J
LQG
E
T
lim = x
T
u
T
[ ]
0
T
Q N
c
N
c
T
R
x
u
dt

' ;

+ +
+
+
+
-
Plant noise
+
+
Sensor noise
F(s) B C(Is-A)
-1
LQG Controller
Plant
D
E
t ( )
r ( )
t ( ) r ( ) [ ]
T

' ;

N
f
N
f
T
= t r ( )
lqg
2-68
The i nput vari abl es W and V are
The LQG control l er i s r etur ned as F(s) := (af, bf, cf, df).
Algorithm The sol uti on of the LQG probl em i s a combi nati on of the sol uti ons of Kalman
filtering and full-state feedback pr obl ems based on the so-cal l ed separation principle.
The i ndi vi dual probl ems ar e expl ai ned under l qe and l qr i n the Control
System Toolbox. The fi nal negative-feedback control l er has the
form (e.g. [1])
Note that the si gn of i s mi nus that i n the functi on h2l qg; thi s i s because
by conventi on l qg feedback i s negati ve (i .e, ) whi l e the h2l qg i s
posi ti ve (i .e, ). The l qg feedback can al so be real i zed as a ful l -state
feedback and Kal man fi l ter:
See Also h2l qg, hi nf , hi nf demo, l i nf , l i nf de mo, l t r u, l t r y
References [1] M. Athans, The Rol e and Use of the Stochasti c Li near -Quadr ati c-Gaussi an
Probl em i n Contr ol System Desi gn, IEEE Trans. Automat. Contr ., AC-16, pp.
529-552, Dec. 1971.
W
Q N
c
N
c
T
R
= ; V
N
f
N
f
T
=
u F s ( )y =
F s ( ) :
A K
f
C
2
B
2
K
c
K
f
+ D
22
K
c
K
f
K
c
0
=
F s ( )
u F s ( )y =
u F s ( )y =
u K
c
= x (full-state feedback)
x
A = x B + u K
f
+ y C x Du ( ) (Kalman feedback)
ltru, ltry
2-69
l tru, l tr y
Purpose LQG l oop tr ansfer recover y.
Syntax [ af , bf , cf , df , s v l ] = l t r u( A, B, C, D, Kc , Xi , Th, r , w)
[ af , bf , cf , df , s v l ] = l t r y ( A, B, C, D, Kf , Q, R, q, w)
[ s s f , s v l ] = l t r u( s s , Kc , Xi , Th, r , w, s v k)
[ s s f , s v l ] = l t r y ( s s , Kf , Q, R, q, w, s v k)
Description Gi ven a pl ant wi th transfer functi on , l t r u i mpl ements
the Doyl e-Stei n procedure for r ecover i ng ful l -state-feedback l oop transfer
functi on
vi a a Kal man-fi l ter -r econstr ucted state feedback wi th fi cti ti ous pl ant noi se.
Si ngul ar-val ue Bode pl ots of the r econstructed-state l oop tr ansfer functi on
matr i x
ar e computed and di spl ayed for each val ue of the fi cti ti ous noi se i ntensi ty
parameter r , so that you can obser ve the l oop-tr ansfer recovery as r i ncreases,
I nput vari abl es are:
A,B,C,D : = , (the pl ant)
s s = opti onal system matri x form
Kc ful l -state feedback gai n matri x
Xi nomi nal pl ant noi se i ntensi ty
Th measur ement noi se i ntensi ty
r r ow vector of i ntensi ti es of fi cti ti ous pl ant noi se
fr equenci es for Bode pl ot
The row vector r contai ns a set of r ecovery gai ns (e.g., ). l t r u
wi l l i ter ati vel y compute the si ngul ar-val ue Bode pl ot of the l oop gai n F(s)G(s)
and pl ot the associ ated cur ves i n front of the user, unti l the gai n vector r r uns
out of i ts entri es.
G s ( ) D = C + Is A ( )
1
B
L s ( ) K
c
= Is A ( )
1
B
L
r
s ( ) F = s ( )G s ( ) K
c
Is A B + K
c
K
f
+ C K
f
DK
c
( )
1
K
f
[ ] = G s ( )
L
r
r
lim j ( ) L = j ( )
A B
C D
1 1.e5 1.e15 , , [ ]
ltru, ltry
2-70
The control l er F(s) cor respondi ng to the l ast val ue of r i s returned i n
state-space (af ,bf ,cf ,df ). Al l the si ngul ar val ues (MI MO case) or the Nyqui st
l oci (SI SO case) wi l l be r etur ned i n var i abl e s v l . The fr equency response of
L(j) i s stored i n s v k whi ch can be passed i nto l t r u as an opti onal i nput and
di spl ayed superi mposed on the fr equency pl ots of L
r
(j).
l t r y does the dual probl em, i .e., recover y of the obser ver l oop tr ansfer
functi on
Examples Consi der the fi ghter desi gn exampl e i n [2]. Appl y the LTR procedure l t r y to
the pl ant model , and l et the obser ver be a Kal man-Bucy fi l ter .
The i ni ti al cost and recovery gai ns used i n thi s exampl e are
The si ngul ar val ue Bode pl ot i s shown i n Fi gure 2-13.
The LQG/LTR l oop tr ansfer functi on converges i n the l i mi t (as q i ncr eases to
) to C (Is A)
-1
K
f
, whi ch i s the KBF l oop tr ansfer functi on.
Algorithm The control l er F(s) i s computed as

where, i n l t r u, the Kal man fi l ter gai n i s and sati sfi es the
Kal man fi l ter Ri ccati equati on
I n l t r y gai n Kc i s computed as where P sati sfi es the ful l -state
Ri ccati equati on
The theory i s documented i n [1].
L
q
s ( ) C = Is A ( )
1
K
f
BB
T
= , I = , Q q = C
T
C R I, = ,
q 1 1e5 1e10 1e15 , , , [ ] =
F s ( ) K
c
Is A B + K
c
K
f
+ C K
f
DK
c
( )
1
K
f
=
K
f
C
T
1
=
0 = A
T
A + C
T
1
C rBB
T
+ +
K
c
R
1
= B
T
P
0 P = A A
T
+ P PBR
1
B
T
P Q qC
T
+ + C
ltru, ltry
2-71
Figure 2-13: Example of LQG/ LTR at Plant Output.
Limitations The l t r u pr ocedur e may fai l for nonmi ni mum phase pl ants or for pl ants wi th
number of contr ol i nputs exceeds the number of measur ement outputs. The
dual pr ocedur e l t r y may fai l for nonmi ni mum phase pl ants or for pl ants wi th
fewer i nputs than outputs.
See Also h2l qg, hi nf , hi nf demo, l qg, l t r de mo
References [1] J. Doyl e and G. Stei n Mul ti vari abl e Feedback Desi gn: Concepts for a
Cl assi cal /Moder n Synthesi s, IEEE Trans. on Automat. Contr., AC-26, pp. 4-16,
1981.
[2] M. G. Safonov, A. J. Laub, and G. Hartmann, Feedback Pr oper ti es of
Mul ti vari abl e Systems: The Rol e and Use of Return Di fference Matri x, IEEE
Trans. of Automat. Contr., AC-26, pp. 47-65, 1981.
-300
-250
-200
-150
-100
-50
0
50
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
LQG/LTR @ PLANT OUTPUT
Rad/Sec
S
V

(
D
B
)
- & -- : Kalman Filter Gain
.. & .-: q = 1
- & -- : q = 1e5
.. & .-: q = 1e10
- & -- : q = 1e15
mksys, vrsys, issystem
2-72
mksys, vr sys, i ssystem
Purpose Cr eate a si ngl e MATLAB vari abl e contai ni ng al l the matri ces descr i bi ng a
system, thei r di mensi ons and thei r standard names (dependi ng on the type
of system). mks ys i mpl ements the Robust Control Toolbox system data
str ucture used to si mpl i fy user i nteracti on wi th functi ons whose i nput or
output var i abl es i ncl ude state-space systems, tr ansfer functi on matri ces, or
other types of systems.
Syntax S = mks ys ( a, b, c, d)
S = mks ys ( v 1, v 2, v3, vn, TY)
[ VARS, N] = vr s ys ( NAM)
[ I , TY, N] = i s s ys t e m( S)
Description mks ys packs several matr i ces descri bi ng a system of type TY i nto a MATLAB
var i abl e S, under standard vari abl e names deter mi ned by the val ue of the
str i ng TY as fol l ows:
The val ue of TY i s packed i nto S under the name t y .
The functi on br anc h recovers the i ndi vi dual matri ces packed i nto the system
S; e.g.,
[ a, b, c , d] =br anc h( s s g) ;
Table 2-1 Table of System Names
Type V
1
, V
2
, , V
n
Description
' s s ' ( a, b, c , d, t y ) Standar d state-space (defaul t)
' des ' ( a, b, c , d, e, t y ) Descr i ptor system
' t s s ' ( a, b1, b2, c1, c 2, d11, d12, d21, d22, e, t y ) Two por t state-space
' t de s ' ( a, b1, b2, c1, c 2, d11, d12, d21, d22, e, t y ) Two-port descr i ptor
' gs s ' ( s m, di mx , di mu, di my, t y) General state-space
' gde s ' ( e , s m, di mx, di mu, di my , t y) General descr i ptor
' gps m' ( ps m, deg, di mx , di mu, di my, t y ) General pol ynomi al system matr i x
' t f ' ( num, den, t y ) Transfer functi on
' t f m' ( num, den, m, n, t y ) Transfer functi on matri x
' i mp' ( y , t s , nu, ny ) I mpul se r esponse
2-73
See br anch and t r e e for fur ther detai l s.
vr s ys r etur ns a str i ng VARS and an i nteger N where VARS contai ns the l i st
(separated by commas) of the N names of the matr i ces associ ated wi th a system
descr i bed by the str i ng name NAM. Val i d val ues for the str i ng NAM are stri ngs
of the form
[ TY ' _' SUF]
where SUF i s a suffi x stri ng whi ch i s appended to the standard var i abl e names
determi ned from the tabl e above by the str i ng TY. For exampl e, the MATLAB
command [ var , n] = vr s y s ( ' s s _g' ) ; returns the fol l owi ng:
var
= ' ag, bg, cg, dg'
n
= 4.
i s s ys t e m returns a val ue for i of ei ther 1 (tr ue) or 0 (fal se) dependi ng on
whether or not the vari abl e S i s a system created by the functi on mks y s . Al so
returned i s the type of system TY and the number N of var i abl e names
associ ated wi th a system of type TY, except that i f S i s not a system then TY =
[ ] ; and N = 0.
Examples The fol l owi ng MATLAB commands pack and r ecover the state-space matr i ces
of any system easi l y.
% Pac k t he s t at e - s pace ( ag, bg, c g, dg) i nt o s s g:
% ( no nee d t o s pec i f y 's s ' i n t hi s c as e)
s s g = mks ys ( ag, bg, cg, dg) ;
% Pac k a mas s i ve t wo- por t s t at e - s pac e i nt o t s s :
t s s = mks ys ( A, B1, B2, C1, C2, D11, D12, D21, D22, ' t s s ' ' ) ;
% Pac k t he des cr i pt or s t at e - s pace ( ag, bg, c g, dg, eg)
% i nt o de s g:
des g = mks y s ( ag, bg, c g, dg, eg, ' de s ' ) ;
2-74
Now, you can extract any matr i x or matr i ces out of the system var i abl e usi ng
br anch:
% Ext r act ag, dg out of s ys t e m v ar i abl e
% s s _g :
[ ag, dg] = br anch( s s g, ' ag, dg' ) ;
% Ext r act D22, C1, C2 out of s y s t e m var i abl e
% t s s _ :
[ D22, C1, C2] = br anch( t s s , ' D22, C1, C2' ) ;
% Ext r act ag, eg out of s y s t em v ar i abl e
% de s _g :
[ ag, e g] = br anch( des g, ' ag, e g' ) ;
See Also t r e e, br anc h, gr af t , i s s y s t em, i s t r e e, v r s ys
muopt
2-75
muopt
Purpose Compute an upper bound on the structured si ngul ar val ue usi ng mul ti pl i er
approach.
Syntax [ mu, as c al ed, l ogm, x ] = muopt ( a)
[ mu, as c al ed, l ogm, x ] = muopt ( a, k)
Description muopt ( A) produces the scal ar upper bound mu on the str uctur ed si ngul ar val ue
(ssv) of a pq matr i x A havi ng n real or compl ex uncertai nty bl ocks usi ng the
opti mal mul ti pl i er method.
The opti onal i nput k r ecor ds the uncertai nty bl ock si zes wi th defaul t val ue
k = ones(p, 2). k can be an n by 1 or n by 2 matr i x whose rows are the uncer tai nty
bl ock si zes for whi ch the SSV i s to be eval uated. I f onl y the fi rst col umn of k i s
gi ven then each of the i ndi vi dual uncer tai nty bl ocks i s taken to be squar e, as i f
k(:, 1) = k(:, 2). Real uncertai nty (must be scal ar ) i s i ndi cated by mul ti pl yi ng the
cor respondi ng row of K by mi nus one, e.g., i f the second uncer tai nty bl ock i s
real then set K(2)=-1.
mu returns an upper bound on the real /compl ex str uctured si ngul ar val ue of A.
The output as c al ed r etur ns the mul ti pl i er -scal ed A-matr i x
where = M
(I A)(I + A)
-1
M
-*
and M i s the opti mal di agonal
gener al i zed Popov mul ti pl i er scal i ng matri x. The output l ogm returns
, a compl ex vector of l ength p. The mul ti pl i er matri x M i s r el ated
to the D,Gscal es of [3] by .
x returns a nor mal i zed ei genvector associ ated wi th the smal l est ei genval ue of
the posi ti ve semi defi ni te matri x .
Algorithm muopt i s based on the opti mal gener al i zed Popov mul ti pl i er theor y of Safonov
and Lee [1] and uses the computati onal al gori thm of Fan and Nekooi e [2]. The
upper bound of returned i s found as the sol uti on to the opti mi zati on
A
scal ed
I A
scal ed
( ) I A
scal ed
+ ( )
1
=
A
scal ed
log diag M
( ) ( )
M D jG + =
A
scal ed
A
scal ed
*
+
min
M M

subject to
A
scaled
A
scal ed
*
0 + ( )
muopt
2-76
where = M
(I A)(I + A)
-1
M
-*
and M i s the set of bl ock di agonal
gener al i zed Popov mul ti pl i er for the uncertai nty structure determi ned by k.
Thi s r esul ts i n the returned val ue of sati sfyi ng . When
=1, the Popov scal i ng matr i x M i s rel ated to the D,Gscal es of [3] by
.
Note that i n the case i n whi ch al l uncer tai nti es are compl ex, the di agonal
mul ti pl i er matri x M i s real and becomes si mpl y . I n
thi s case the opti mal i s computed vi a the di agonal l y scal ed si ngul ar val ue
opti mi zati on .
Limitations The al gor i thm i n gener al produces a smal l er upper bound on than per r on,
ps v and os bor ne , but muopt requi res si gni fi cantl y gr eater computati on ti me
than these other functi ons.
See Also pe r r on, ps v, os bor ne, s s v
References [1] M. G. Safonov, and Peng-Hi n Lee, A Mul ti pl i er Method for Computi ng
Real Mul ti var i abl e Stabi l i ty Margi ns, Proc. IFAC World Congress, Sydney,
Austral i a, Jul y 1993.
[2] M.K.H. Fan and B. Nekooi e, An I nter i or Poi nt Method for Sol vi ng Li near
Matri x I nequal i ty Pr obl ems, SI AM J . Contr. and Optim., to appear .
[3] M.K.H. Fan, A. Ti ts and J. Doyl e, Robustness i n the Present of Mi xed
Parametri c Uncertai nty and Unmodel l ed Dynami cs, I EEE Tr ans. on Autom.
Contr ., vol . AC-36, no. 1, pp. 25-38, Januar y 1991.
A
scal ed
A
scal ed
A
scal ed
( ) =
M D jG + =
A
scal ed
A
scal ed
M

AM

=
min
M M
M

AM

( ) =
musyn
2-77
musyn
Purpose synthesi s procedure.
Syntax [ ac p, , dc p, mu, l ogd, ad, , dd, gam] = mus y n( A, B1, B2, , D22, w)
[ ac p, , dc p, mu, l ogd, ad, , dd, gam] = . . .
mus y n( A, B1, B2, , D22, w, gammai nd, aux, l ogd0, n, bl ks z , f l ag)
[ s s cp, mu, l ogd, s s d, gam] = mus y n( t s s , w)
[ s s cp, mu, l ogd, s s d, gam] = . . .
mus y n( t s s , w, gammai nd, aux , l ogd0, n, bl ks z , f l ag)
Description Gi ven a two-por t pl ant state space (i n i ts regul ar form mks ys data form t s s ):
mus yn automates the synthesi s D F i terati on procedure that i ter ati vel y
appl i es hi nf opt and f i t d to fi nd a contr ol l aw
and a di agonal scal i ng matr i x that attempts to
sati sfy the robust performance objecti ve
Her e the i denti ty matri ces ar e of di mensi ons deter mi ned by the i nput
var i abl e bl ks z descri bed bel ow.
The resul ti ng structured si ngul ar val ue upper bound i s r etur ned together
wi th the control l aw F(s) (s s cp). The var i abl e l ogd r etur ns as i ts r ows the l og
magni tude frequency r esponse of the di agonal entr i es of the di agonal scal i ng
matr i x D(s).
Al so returned i s a state-space r eal i zati on of the D(s) used i n the hi nf opt
porti on of the l ast D F i ter ati on al ong wi th the corr espondi ng opti mal val ue
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
F s ( ) :
A
cp
B
cp
C
cp
D
cp
=
D s ( ) diag d
1
s ( )I
k
1
, d
n
, s ( )I
k
n
( ) =
DT
y
1
u
1
D
1
1 <
I
k
1
, I
k
n
,
musyn
2-78
of (gam) from the hi nf opt -i ter ati on. See the documentati on of hi nf opt for
fur ther detai l s.
The i nput vari abl e w contai ns the frequency at whi ch the str uctur ed si ngul ar
val ue i s to be eval uated. The remai ni ng i nput var i abl es gammai nd, aux , l ogd0,
n, bl ks z , and f l ag are opti onal . The var i abl e l ogd0 al l ows you to speci fy an
i ni ti al guess for l ogd (defaul t D(s) = I). See the documentati on for f i t d for an
expl anati on of n, bl ks z , and f l ag and thei r defaul t val ues. The documentati on
for hi nf opt expl ai ns the uses and defaul ts for the opti onal i nput vari abl es
gammai nd and aux . I f an opti onal vari abl e i s gi ven as the empty matri x [ ], then
i t assumes i ts defaul t val ue.
Examples Fol l owi ng ar e the MATLAB i nput commands for a si mpl e synthesi s probl em:
% PLANT DATA:
a=2; b1=[ . 1, - 1] ; b2=- 1;
c 1=[ 1; . 01] ; d11=[ . 1, . 2; . 01, . 01] ; d12=[ 1; 0] ;
c 2=1; d21=[ 0, 1] ; d22=3;
t s s =mks ys ( a, b1, b2, c1, c 2, d11, d12, d21, d22, ' t s s ' ) ;
w = l ogs pace ( - 2, 1) ; % FREQUENCY VECTOR
% St ar t i ng Sy nt he s i s D- F I t e r at i ons :
[ s s cp, mu, l ogd0] = mus y n( t s s , w) ;
% DI SPLAY OPTI MAL MU PLOTS:
l ogl og( w, mu) ;
% Now i mpr ov e us i ng f r e quency depe ndent D( s ) :
[ s s cp, mu1, l ogd1] = mus y n( t s s , w, [ ] , [ ] , l ogd0, 1) ;
% DI SPLAY OPTI MAL MU PLOTS:
l ogl og( w, mu, w, mu1) ;
The for egoi ng exampl e i l l ustr ates the basi c -synthesi s i terati on. I n practi ce,
you wi l l general l y pr efer to use a constant (n = 0) di agonal scal i ng matr i x D(s)
because i t l eads to a much l ower or der contr ol l aw. I t may al so be necessary to
experi ment wi th the fr equency r ange w, adjusti ng i t so that i t coi nci des r oughl y
wi th the frequency r ange over whi ch the val ue of returned by s s v i s
unacceptabl y l arge. I n Desi gn Case Studi es of the Tutorial a mor e detai l ed
-synthesi s exampl e i s pr ovi ded.
musyn
2-79
Algorithm The D F i ter ati on procedure i s as fol l ows [1, 2]:
Initialize: I f the i nput var i abl e l ogd0 i s present, go to Step 3; otherwi se set
D(s) = I and conti nue.
1 Use the H
control method (hi nf ) to fi nd an F(s) whi ch mi ni mi zes the cost

functi on .
2 Use s s v to esti mate the str uctur ed si ngul ar val ue Bode pl ot and the corr e-
spondi ng frequency response of l ogd. The functi on s s v computes an upper
bound on the structured si ngul ar val ue and produces the corr espondi ng
D(s) by attempti ng, at each frequency , to sol ve the mi ni mi zati on
.
3 I f the cost i s smal l enough stop; otherwi se conti nue.
4 Usi ng f i t d, cur ve fi t an or der n rati onal approxi mati on to each of the di ag-
onal el ements of the D(s) obtai ned i n Step 2 and, usi ng augd, augment the
pl ant t s s wi th the fi tted D(s). Go to Step 1.
See the Tutorial chapter Desi gn Case Studi es for fur ther di scussi on.
The or der of the -synthesi s control l er can be l ar ge when a fr equency
dependent D(s) i s empl oyed. The order i n general i s equal to the order of the
pl ant pl us twi ce the order of D(s). For exampl e, i f the pl ant t s s has si x states
and D(s) has si x states, then the or der of the -synthesi s control l aw wi l l be18,
i .e., thr ee ti mes the or der of the or i gi nal pl ant. Thi s hi ghl y l i mi ts the potenti al
of pr acti cal appl i cati ons and hardware i mpl ementati ons. Ther efor e, i t i s
desi rabl e to use as l ow an order D(s) as i s possi bl e; pr efer abl y a constant D(s).
The combi ned D F i ter ati on pr ocedur e i s not convex, so i n gener al the
synthesi s control l er r esul ti ng from the D F i ter ati on i s subopti mal .
See Also hi nf , augd, f i t d, f i t gai n, s s v
References [1] M. G. Safonov, L
Opti mi zati on vs. Stabi l i ty Mar gi n, Proc. IEEE Conf. on

Decision and Control, San Antoni o, TX, December 14-16, 1983.
[2] J. C. Doyl e, Synthesi s of Robust Control l er s and Fi l ters, Proc. IEEE Conf.
on Decision and Control, San Antoni o, TX, December 14-16, 1983.
DT
y
1
u
1
D
1
min
D j ( )
= D j ( )T
y
1
u
1
j ( )D
1
j ( ) ( )
normhinf, normh2
2-80
nor mhi nf, normh2
Purpose Compute the H

nor m and H
2
nor m of a system.
Syntax [ h2n] = nor mh2( a, b, c , d)
[ hi nf n] = nor mhi nf ( a, b, c , d, aux)
[ hi nf n] = nor mhi nf ( a, b, c , d)
[ h2n] = nor mh2( s s )
[ hi nf n] = nor mhi nf ( s s , aux )
[ hi nf n] = nor mhi nf ( s s )
Description Gi ven a stabl e system , nor mh2 computes i ts H
2
norm and
nor mhi nf computes i ts H
norm.
The computati on of r equi r es a sear ch, ther efor e an opti onal i nput
var i abl e of aux over ri des defaul t val ues for i ni ti al i zi ng the search
where tol ter mi nates the search pr ocess (defaul t=0.001), and gammax and
gammin are i ni ti al guesses for upper and l ower bounds on . Defaul ts for
gammax and gammin are
where the s are the Hankel si ngul ar val ues of G(s). The bounds may be
found among the r esul ts i n [1, 2].
Algorithm Consi der a stri ctl y proper, stabl e . The two norm of G(s) i s
where P i s the control l abi l i ty gr ammi an of (A, B) and Q i s the observabi l i ty
gr ammi an of (C, A) computed by gr am.
For computi ng the H
nor m, consi der the fol l owi ng fact:

G s ( ) : A B C D , , , ( ) =
G
aux tol gammax gammin [ ] =

G
gammin max D ( )
H
, G ( ) [ ] =
gammax D ( ) 2
H
i
G ( )
i 1 =
n
+ =
H
i
G ( )
G s ( ) : A B C 0 , , , ( ) =
G
2
= trace CPC
T
( ) trace = B
T
QB ( )
normhinf, normh2
2-81
Given a , if and only if the right spectral factorization (cf. s f r . m)
Hamiltonian matrix
has no imaginary eigenvalues; here R =
2
I D
T
D > 0.
nor mhi nf uses a standar d bi nary search to fi nd the opti mal si mi l ar to the
al gor i thm used i n hi nf opt .
See Also gr am, hi nf , hi nf opt
References [1] K. Gl over , Al l Opti mal Hankel Norm Approxi mati ons of Li near
Mul ti vari abl e Systems, and Thei r L -Er ror Bounds, Int. J. Control, vol . 39, no.
6, pp. 1145-1193, 1984.
[2] S. Boyd, V. Bal akr i shnan, and P. Kabamba, I n Computi ng the H Nor m
of a Transfer Matr i x, Mathematics of Control, Signals, and Systems, 1988.
0 > , G
<
H
A BR
1
+ D
T
C BR
1
B
T
C
T
I DR
1
+ D
T
( )C A BR
1
+ D
T
C ( )
T
obalreal
2-82
obal real
Purpose Bal anced real i zati on vi a B. C. Moor es al gor i thm.
Syntax [ abal , bbal , cbal , g, t ] = obal r e al ( a, b, c)
Description Thi s M-fi l e does functi onal l y the same thi ng as bal r eal , but the bal anced
reachabi l i ty and obser vabi l i ty gr ammi ans (P and Q) ar e ordered and
P = Q = diag(g). The si mi l ar i ty transformati ons are accumul ated i n the vari abl e
t . Moores [1] k
th
-or der r educed model G
k
(s) can be si mpl y extr acted from the
bal anced state-space
obal r eal i s an M-fi l e that i mpl ements the al gor i thm of [1]. Bal r e al uses the
Chol esky decomposi ti on to fi nd the associ ated l eft and r i ght ei genspaces of PQ.
Obal r eal i s super i or to the exi sti ng bal r eal M-fi l e i n two ways:
1 Grammi ans ar e order ed.
2 Tr ansfor mati ons ar e carr i ed out usi ng rel i abl e SVDs.
What makes bal anced real i zati on i mpor tant i s not onl y i ts structure but al so
L
the norm err or bound associ ated wi th i ts k

th
order reduced model ([2] and
[3]):
Therefore, you can anti ci pate how bi g an err or the reduced model wi l l have
before actual l y doi ng the model reducti on.
Limitations The or i gi nal system (A, B, C, D) has to be minimal, other wi se the bal anci ng
al gor i thm i n ei ther obal r eal [1] or bal r e al [4] br eaks down. See s chmr and
bal mr for r obust methods for computi ng G
k
wi thout bal anci ng.
See Also bal r e al , bal mr , s c hmr , s c hbal , ohkl mr , ohkapp, r e s c hmr
A
k
B
k
C
k
D
:
Abal 1:k 1:k , ( ) Bbal 1:k : , ( )
Cbal : 1 , :k ( ) D
=
G s ( ) G
k
s ( )
2
i
i k = 1 +
n
,

_
obalreal
2-83
References [1] B. C. Moore, Pr i nci pal Component Anal ysi s i n Li near Systems:
Contr ol l abi l i ty, Observabi l i ty and Model Reducti on, IEEE Trans. on Automat.
Contr., AC-26, pp. 17-31, February 1981.
[2] D. F. Enns, Model Reducti on wi th Bal anced Real i zati ons: An Error Bound
and Frequency-Wei ghted Gener al i zati on, Proc. IEEE Conf. on Decision and
Control, Las Vegas, NV, Dec. 12-14, 1984.
[3] K. Gl over , Al l Opti mal Hankel Norm Approxi mati ons of Li near
Mul ti vari abl e Systems, and Thei r L -err or Bounds, Int. J. Control, vol . 39, no.
6, pp. 1145-1193, 1984.
[4] A. J. Laub, M. T. Heath, C. C. Page, and R. C. Ward, Computati on of
bal anci ng tr ansfor mati ons and other appl i cati ons of si mul taneous
di agonal i zati on al gori thms, IEEE Trans. on Automat. Contr., AC-32, pp. 115-122,
1987.
Reducti on, IEEE Trans. on Automat. Contr ., vol . AC-34, no. 7, pp. 729-733, Jul y
1989.
ohkapp, ohklmr
2-84
ohkapp, ohkl mr
Purpose Opti mal Hankel mi ni mum degree approxi mati on wi thout bal anci ng.
Syntax [ ax , bx, cx , dx, ay, by , c y, dy , aug] = ohkapp( a, b, c , d, Ty pe )
[ ax , bx, cx , dx, ay, by , c y, dy , aug] = ohkapp( a, b, c , d, Ty pe , i n)
[ am, bm, cm, dm, t ot bnd, s v h] = ohkl mr ( a, b, c, d, Ty pe )
[ am, bm, cm, dm, t ot bnd, s v h] = ohkl mr ( a, b, c, d, Ty pe , i n)
[ s s x, s s y, ] = ohkapp( s s , )
[ s s m, ] = ohkl mr ( s s , . . )
Description ohkapp computes the k
th
or der opti mal Hankel minimum degree approximation
(OHMDA)
of a possi bl y non-mi ni mal n
th
or der stabl e system
such that G
x
i s stabl e and
where denote Hankel si ngul ar val ues of G(s), i .e., the squar e
roots of ei genval ues of PQ, where P and Q are the r eachabi l i ty and observabi l i ty
gr ammi ans of (A, B, C, D).
An anti causal G
y
(s) i s al so returned i n (A
y
, B
y
, C
y
, D
y
). Together G
x
(s) and G
y
(s)
possess the fol l owi ng i mportant property
[ ax , bx, cx , dx, ay, by , c y, dy , aug] = ohkapp( a, b, c , d, 1, 0) computes the
zeroth order OHMDA, i .e., the anticausal OHMDA of a stabl e system, whi ch i s an
i mportant i nter medi ate step of the L
contr ol synthesi s.
G
x
s ( ) C
x
= Is A
x
( )
1
B
x
D
x
+
G s ( ) C = Is A ( )
1
B D +
G G
x
totbnd ,
totbnd 2
i
i k 1 + =
n
1

2

n

G G
x
G
y

k 1 +
ohkapp, ohklmr
2-85
Var i abl e aug contai ns the fol l owi ng i nfor mati on:
aug( 1, 1) =
1
aug( 1, 2) = numbe r of s t at es r emov ed
aug( 1, 3) = t ot bnd
aug( 4: 4+n- 1) = [
1
,
2,
,
n
] .
ohkl mr al so computes the k
th
or der OHMDA, but al l ows the system to be
unstabl e. I t works by appl yi ng ohkapp to the stabl e and anti stabl e parts of G(s)
(obtai ned vi a s t abpr oj ), then appl yi ng adds s . Tot bnd returns the L norm
err or bound of the appr oxi mati on. Var i abl e s v h returns the Hankel si ngul ar
val ues of [G(s)] (stabl e part) and of [G(s)]+ (rever sed anti stabl e
part), i .e.,
where m denotes the number of stabl e roots, n m denotes the number of
unstabl e r oots.
Both ohkapp and ohkl mr provi de thr ee opti ons:
1 Ty pe = 1, i n = k, si ze of r educed order model .
2 Type = 2, i n = tol, fi nd a k
th
order reduced model such that the total err or
t ot bnd i s l ess than tol.
3 Type = 3, di spl ay s v h and prompt for k + 1. I n thi s case, ther e i s no need to
assi gn a val ue for i n.
Algorithm ohkapp and ohkl mr empl oy the al gori thm descr i bed i n [3], whi ch i s a
basi s-free descri ptor system i mpl ementati on of the OHMDA. The descri ptor
formul ae bypass the numeri cal l y i l l -condi ti oned bal anced real i zati on step
requi red by the earl i er state-space formul ae [1, 2].
ohkl mr uses the M-functi on s t abpr oj to spl i t G(s) i nto the sum of stabl e and
anti stabl e par ts, then appl i es ohkapp to each part.
See Also bal mr , mr de mo, obal r eal , bs t s chmr , s c hmr , s t abpr oj
i
+
svh
1
, ,
m
,
1
+
,
2
+
, ,
n m
+
[ ]
T
=
ohkapp, ohklmr
2-86
References [1] M. Bettayeb, L. M. Si l verman and M. G. Safonov, Opti mal Approxi mati on
of Conti nuous Ti me Systems, IEEE Conf. on Decision and Control, Al buquer que,
NM, Dec. 10-12, 1981.
[2] K. Gl over, Al l Opti mal Hankel Norm Approxi mati on of Li near
Mul ti vari abl e Systems, and Thei r L
-er ror Bounds, Int. J. Control, vol . 39, no.

6, pp. 1145-1193, 1984.
Reducti on wi thout Bal anci ng A Descri ptor Appr oach, Proc. IEEE Conf. on
Decision and Control, Los Angel es, CA, Dec. 9-11, 1987, al so Opti mal Hankel
Model Reducti on for Nonmi ni mal Systems, I EEE Trans. on Automat. Contr.,
vol . 34, no. 4, pp. 496-502, 1990.
osborne
2-87
osborne
Purpose Compute an upper bound on the structured si ngul ar val ue vi a the Osbor ne
method.
Syntax [ mu, as c al ed, l ogd] = os bor ne ( a)
[ mu, as c al ed, l ogd] = os bor ne ( a, k)
Description os bor ne computes a bl ock-di agonal scal i ng that mi ni mi zes the Frobeni us norm
of a p by q matr i x a. The maxi mum si ngul ar val ue of the scal ed matr i x i s
returned as mu; i t i s a scal ar upper bound on the Str uctur ed Si ngul ar Val ue
(SSV) of the matr i x a.
Al so returned ar e the di agonal l y scal ed matri x as cal e d and the l ogar i thm of
the Osborne di agonal scal i ng l ogd.
The opti onal i nput k r ecor ds the uncertai nty bl ock si zes wi th defaul t val ue
k = ones(p, 2). The var i abl e k can be an n by 1 or n by 2 matri x whose rows ar e
the uncer tai nty bl ock si zes for whi ch the SSV i s to be eval uated. I f onl y the fi r st
col umn of k i s gi ven then each i ndi vi dual uncer tai nty bl ock i s taken to be
square, as i f k(:, 1) = k(:, 2).
osborne
2-88
Algorithm The Osbor ne i terati on al gori thm i s as fol l ows:
1 Par ti ti on the gi ven matr i x a accordi ng to i ts pr e-deter mi ned uncertai nty
bl ock si ze k.
2 Form the n by n matri x F whose el ements are the l ar gest si ngul ar val ues of
the bl ocks of the matr i x A.
3 Compute the di agonal scal i ng D that mi ni mi zes the Frobeni us nor m of
DFD
-1
vi a the fol l owi ng al gori thm:
% I ni t i al i z e D s cal i ng
D = e ye ( n) ;
f or i = 1 : n
whi l e abs ( D( i ) 1) < 1. e 6
of f r ow( i ) = s um( nor m( of f - di agonal t e r ms of i t h r ow) ) ;
of f c ol ( i ) = s um( nor m( of f - di agonal t e r ms of i t h col umn) ) ;
D( i ) = of f r ow ( i ) /o f f c ol ( i ) ;
F( i , : ) = F( i , : ) /D( i ) ;
F( : , i ) = F( : , i * D( i ) ;
end
e nd
Limitations The Osbor ne al gor i thm i s i l l -posed when the matri x F i s r educi bl e [1]; as
someti mes i s the case when some of the matr i x entri es ar e zer o. Thi s probl em
i s sol ved i n os bor ne by sl i ghtl y pertur bi ng the zero entr i es, to cr eate a near by
i r reduci bl e matri x.
osborne
2-89
Examples Fol l owi ng are some si mpl e exampl es of pr obl ems i nvol vi ng the di ffi cul t
reduci bl e case that are easi l y handl ed by the Robust Control Toolbox
i mpl ementati on of the os bor ne command:
% A r educ i bl e cas e as c ompar e d t o s i gma
A = e ye ( 10) ; A( 1, 10) = 100000;
[ mu, As c al ed, l ogd] = os bor ne ( A) ;
mu % Di s pl ay ans we r mu
% Anot her r e duci bl e cas e as c ompar e d t o s i gma
A = e ye ( 8) ;
A( 1, 3) = 100000; A( 4, 8) = 500000;
[ mu, As c al ed, l ogd] = os bor ne ( A) ;
mu % Di s pl ay ans we r mu
See Also muopt , ps v, per r on, s s v, s i gma
References [1] E. E. Osbor ne, On Precondi ti oni ng of Matri ces, J. of Assoc. of Computing
Machinery, vol . 7, pp. 338-345, March, 1960.
perron, psv
2-90
perr on, psv
Purpose Compute an upper bound on the structured si ngul ar val ue vi a the Per ron
ei genvector method.
Syntax [ mu] = pe r r on( a)
[ mu] = pe r r on( a, k)
[ mu, as c al ed, l ogd] = ps v( a)
[ mu, as c al ed, l ogd] = ps v( a, k)
Description per r on produces the Per ron ei genval ue for a gi ven r eal or compl ex p by q
matr i x. Thi s val ue ser ves as a scal ar upper bound mu on the Structured
Si ngul ar Val ue (SSV).
ps v computes a ti ghter SSV upper bound mu vi a the formul a
where D
p
= diag(exp(logd)) i s the Perr on opti mal di agonal scal i ng. I n addi ti on,
ps v retur ns the l og magni tude of the opti mal di agonal scal i ng l ogd i n a col umn
vector, and the scal ed matr i x i s r etur ned i n as cal e d.
The opti onal i nput k recor ds the uncertai nty bl ock si zes wi th defaul t val ue
k = ones(q, 2) corr espondi ng to 1 by 1 uncertai nty bl ocks. k can be an n by 1 or
n by 2 matr i x whose rows ar e the uncer tai nty bl ock si zes for whi ch the SSV i s
to be eval uated. I f onl y the fi rst col umn of k i s gi ven, then each i ndi vi dual
uncer tai nty bl ock i s taken to be square, as i f k(:, 1) = k(:, 2).
Algorithm The val ues of mu and l ogd ar e found by exami ni ng the ei genval ues and
ei genvector s of the n by n nonnegati ve squar e matri x F formed from by A
repl aci ng each bl ock of A (as defi ned by the par ti ti oni ng k) by i ts greatest
si ngul ar val ue. For any gi ven posi ti ve squar e matri x (i .e., matri x wi th posi ti ve
entr i es), there exi sts a posi ti ve r eal ei genval ue
p
of mul ti pl i ci ty one whose
magni tude i s gr eater than the real part of any other ei genval ue,:
Thi s r eal ei genval ue
p
i s cal l ed the Perron eigenvalue of F, and i ts l eft and
ri ght ei genvector s, denoted as y
p
and x
p
r especti vel y, ar e cal l ed Perron
eigenvectors.
mu = A
scal ed
[ ] = D
p
AD
p
1
[ ]
A
scal ed
p
max
i
= Re
i
F ( ) ( )
perron, psv
2-91
I n 1982, Safonov [1] showed that the Perr on ei genval ue i s a good upper bound
on the str uctur ed si ngul ar val ue , i .e.,
i s the Perr on opti mal scal i ng matri x
and
Mor eover , the above i nequal i ti es become equal i ti es when A = F so that, i n the
case i n whi ch A i s a posi ti ve matr i x and the uncertai nty bl ocks are scal ar , the
Per ron ei genval ue bound on i s ti ght.
For reduci bl e matri ces the Per ron opti mal scal i ng matri x D
p
can be si ngul ar ,
whi ch woul d l ead to numeri cal i nstabi l i ty i f cor recti ve acti on were not taken.
Thi s probl em i s sol ved i n ps v (i n the same fashi on as i t i s i n the functi on
os bor ne ) by ver y sl i ghtl y per tur bi ng the matri x F to a near by i rr educi bl e
matr i x whi ch has a sl i ghtl y gr eater Per ron ei genval ue. See os bor ne for fur ther
detai l s and exampl es. Per turbati on i s not requi red wi th the per r on functi on
si nce D
p
i s not computed.
As compared to Osborne or nonl i near pr ogr ammi ng techni ques, Per ron
ei genvector al gori thms i mpl emented by pe r r on and ps v requi re no i terati on
and so tend to be faster .
A ( )
inf
D D
DAD
1
D
p
AD
p
1

p
F ( )
D
p
D
D
p
diag = d
1
, d
2
, , d
n
( )
d
i
y
p
i
x
p
i
------ =
perron, psv
2-92
Examples Sever al pr obl ems can be sol ved vi a the fol l owi ng ps v commands, where most
carel ess al gor i thms fai l :
% An r e duc i bl e c as e as compar ed t o s i gma
A = e ye ( 10) ; A( 1, 10) = 100000;
[ mu, As c al e d, l ogd] = ps v ( A) ;
s 1 = max( s vd( A) ) ; [ s 1, mu] ,
% Anot her r e duci bl e cas e as c ompar ed t o s i gma
A = e ye ( 8) ;
A( 1, 3) = 100000; A( 4, 8) = 500000;
[ mu, As c al e d, l ogd] = ps v ( A) ;
s 1 = max( s vd( A) ) ; [ s 1, mu] ,
See Also muopt , os bor ne , s s v, s i gma, ds i gma
References [1] M. G. Safonov, Stabi l i ty Mar gi ns for Di agonal l y Perturbed Mul ti var i abl e
Feedback Systems, IEE Proc., vol . 129, Part D, pp. 251-256, 1982.
reig
2-93
rei g
Purpose Real and ordered ei genstructure decomposi ti on.
Syntax [ x r , d] = r e i g( a)
[xr ,d] = r ei g(a,Opt)
Description Re i g produces a r eal and ordered ei genstr uctur e decomposi ti on such that
where X
r
i s a set of r eal ei genvectors that span the same ei genspace as the
compl ex ones. D i s a real bl ock di agonal matri x wi th real ei genval ue appeari ng
as 1 1 bl ock and/or compl ex ei genval ue a + jb appeari ng as a 2 2 bl ock
Two types of orderi ng ar e avai l abl e
Opt = 1 ei genval ues are or dered by r eal parts (defaul t).
Opt = 2 ei genval ues are or dered by thei r magni tudes.
Algorithm The k
th
real ei genvector pai r xr(:, k:k+1) i s
See Also ei g, cs chur
X
r
1
AX
r
D =
a b
b a
xr : k , :k 1 + ( ) xr : k , ( ) ( ) real xr : k , ( ) ( ) imag [ ] =
riccond
2-94
ri ccond
Purpose Condi ti on number s of conti nuous al gebrai c Ri ccati equati on.
Syntax [ t ot ] = r i c cond( a, b, qr n, p1, p2)
Description Ri c cond pr ovi des the condi ti on numbers of conti nuous Ri ccati equati on. The
i nput var i abl e qr n contai ns the wei ghti ng matri x
for the Ri ccati equati on
where P = P2/P1 i s the posi ti ve defi ni te sol uti on of ARE, and [P2; P1] spans the
stabl e ei genspace of the Hami l toni an
Sever al measur ements ar e provi ded:
Fr obeni us norms nor Ac, nor Qc, nor Rc of matr i ces A
c
, Q
c
, and R
c
, respecti vel y.
condi ti on number c onR of R.
condi ti on number c onP1 of P1.
Arnol d and Laubs Ri ccati condi ti on number (conAr n) [1].
Byers condi ti on number (conBe y) [2].
resi dual of Ri ccati equati on (r e s ).
The output vari abl e t ot puts the above measur ements i n a col umn vector
t ot = [ nor A, nor Q, nor Rc , conR, c onP1, conBey , r es ] '
For an i l l -condi ti oned probl em, one or more of the above measur ements coul d
become l ar ge. Together , these measurements gi ve a gener al sense of the Ri ccati
probl em condi ti oni ng i ssues.
qrn
Q N
N R
=
AP P + A PB N + ( ) R
1
BP N + ( ) Q + 0 =
H
A
c
R
c
Q
c
A
c
A BR
1
N ( ) BR
1
B
Q NR
1
N ( ) A BR
1
N ( )
= =
riccond
2-95
Algorithm Arnol d and Laubs Ri ccati condi ti on number i s computed as fol l ows [1]:
where A
cl
= A
c
R
c
P and
Byer s Ri ccati condi ti on number i s computed as [2]
See Also ar e , ar es ol v, dar e s ol v , dr i cc ond
References [1] W. F. Arnol d, I I I and A. Laub, General i zed Ei genpr obl em Al gori thms and
Software for Al gebrai c Ri ccati Equati ons, Proceedings of the IEEE, Vol . 72, No.
12, Dec. 1984.
[2] R. Byers, Hami l toni an and Sympl ecti c Al gori thms for the Al gebrai c Ri ccati
Equati on, Ph.D. di ssertati on, Dept. of Comp. Sci ., Cor nel l Uni versi ty, I thaca,
NY, 1983.
conArn
Q
c
F
P
F
sep A
cl'
A
cl
( )
------------------------------------------------- =
sep A
cl'
A
cl
( ) min
i
=
i
I
n
A
cl
A
cl
+ I
n
[ ]
conBye
Q
c
F
2 A
c
F
P
F
R
c
F
+ P
F
2
+
P
F
sep A
cl'
A
cl
( )
---------------------------------------------------------------------------------- =
sectf
2-96
sectf
Purpose State-space sector bi l i near transformati on.
Syntax [ ag, bg1, , dg22, at , bt 1, , dt 21, dt 22] = s ec t f ( af , bf 1, , df 22, s ec f , s e cg)
[ ag, bg, cg, dg, at , bt 1, , dt 21, dt 22] = s ec t f ( af , bf , cf , df , s e cf , s e cg)
[ t s s g, t s s t ] = s e ct f ( t s s f , s e cf , s ec g)
[ s s g, t s s t ] = s ec t f ( s s f , s e cf , s ec g)
Description s ec t f may be used to transform coni c-sector control system per for mance
speci fi cati ons i nto equi val ent H
-nor m perfor mance speci fi cati ons. Gi ven a

two-port state-space system F(s) := tssf, s e ct f computes a
l i near-fracti onal l y-tr ansfor med two-por t state-space system G(s) := tssg such
that the channel -one I nput-Output (I /O) pai r s (u
g1
, y
g1
) of G(s) are i n sector secg
if and onl y i f the cor respondi ng I /O pai r s of F(s) are i n secf. Al so computed i s a
two-port system T(s) such that G(s) i s obtai ned vi a the MATLAB command
t s s g=l f t f ( t s s t , t s s f ).
Input variables are:
The open l oop pl ant F(s)
t s s f mks y s ( af , bf 1, bf 2, c f 1, c f 2, df 11, df 12, df 21, df 22, ' t s s ' ) ,
or
s s f mks y s ( af , bf , c f , df )
Coni c sector speci fi cati ons for F(s) and G(s), r especti vel y, i n one of the
fol l owi ng forms:
s e cg,
s e cf
s e cg, s ec f Sector i nequal i ty:
[ - 1, 1] or [ - 1; 1]
[ 0, I nf ] or
[ 0; I nf ]
[ A, B] or [ A; B]
[ a, b] or [ a; b]
S
t s s s
y
2
u
2
0 Re y
u [ ]
0 Re y Au ( )
y Bu ( ) [ ]
0 Re y diag a ( )u ( )
y diag b ( )u ( ) [ ]
0 Re S
11
u S
12
+ y ( )
S
21
u S
22
+ y ( ) [ ]
0 Re S
11
u S
12
+ y ( )
S
21
u S
22
+ y ( ) [ ]
sectf
2-97
where A,B are scal ars i n [, ] or squar e matr i ces; a, b ar e vectors; S=[ S11
S12; S21, S22] i s a square matri x whose bl ocks S11, S12, S21, S22 are ei ther
scal ar s or squar e matri ces; t s s s i s a two-por t system
t s s s =mks y s (a,b1,b2,,'t s s ') wi th transfer functi on
Output variables are:
He r e t s s f , t s s t , and t s s g ar e two-por t state-space r epr esentati ons of F(s),
T(s), and G(s).
I f the i nput F(s) i s speci fi ed as a standard state-space system s s f , then the
sector transformati on i s per formed on all channel s of F(s), so that the output
G(s) wi l l l i kewi se be r etur ned i n standard state-space for m s s g.
Examples The statement G(j) i nsi de sector[1, 1] i s equi val ent to the H
i nequal i ty
Gi ven a two-por t open-l oop pl ant P(s) := tssp1, the command
t s s p1 = s ec t f ( t s s p, [ 0, I nf ] , [ - 1, 1] ) computes a transformed P(s) := tssp1
such that an H
feedback K(s), whi ch pl aces the cl osed-l oop transformed

system i nsi de sector[1, 1], al so pl aces the or i gi nal system i nsi de sector[0, ].
See Fi gur e 2-14.
The transformed pl ant G(s):
t s s g mks ys ( ag, bg1, bg2, c g1, c g2, dg11, dg12, dg21, dg22, ' t s s ' ) ,
or
s s g mks ys ( ag, bg, cg, dg)
The l i near fr acti onal tr ansfor mati on T(s):
t s s t mks ys ( at , bt 1, bt 2, c t 1, c t 2, dt 11, dt 12, dt 21, dt 22, ' t s s ' )
S s ( )
S
11
s ( ) S
12
s ( )
S
21
s ( ) S
22
s ( )
=
sup
G j ( ) ( ) G
= 1
sectf
2-98
Figure 2-14: Sector Transform Block Diagram.
Her e i s a si mpl e exampl e of the sector transform.
You can compute thi s by si mpl y executi ng the fol l owi ng commands:
[ A, B, C, D] = t f 2s s ( 1, [ 1 1] ) ;
[ a, b, c, d] = s e ct f ( A, B, C, D, [ - 1, 1] , [ 0, I nf ] ) ;
The Nyqui st pl ots for thi s tr ansfor mati on ar e depi cted i n Fi gure 2-15. The
condi ti on P
1
(s) i nsi de [0, ] i mpl i es that P
1
(s) i s stabl e and P
1
(j) i s positive real,
i .e.,
s ec t f i s a M-fi l e i n the Robust Control Toolbox that uses the gener al i zati on of
the sector concept of [3] descr i bed by [1]. Fi r st the sector i nput data Sf = s ec f
and Sg=s e cg i s converted to two-por t state-space form; non-dynami cal sectors
ar e handl ed wi th empty a, b1, b2, c1, c2 matr i ces. Next the equati on
i s sol ved for the two-port tr ansfer functi on T(s) fr om to

. Fi nal l y,
the functi on l f t f i s used to compute G(s) vi a one of the fol l owi ng:
t s s g=l f t f ( t s s t , t s s g)
s s g=l f t f ( t s s t , s s g) .
K(s)
2
1
P(s)
u y
1
y
u
2
P s ( )
1
s 1 +
----------- = tor 1 1 , [ ] sec P
1
s ( )
s 2 +
s
----------- = tor 0 , [ ]. sec
P
1
j ( ) P
1
j ( ) 0 +
S
g
s ( )
u
g
1
y
g
1
S
f
= s ( )
u
f
1
y
f
1
u
g
1
y
f
1
u
f
1
y
g
1
sectf
2-99
Figure 2-15: Example of Sector Transform.
-0.5
-0.45
-0.4
-0.35
-0.3
-0.25
-0.2
-0.15
-0.1
-0.05
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
P(s) = 1/(s+1) in SEC[-1,1]
REAL(P)
I
M
A
G
(
P
)
-1
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
P1 = (s+2)/s in SEC[0,inf]
REAL(P1)
I
M
A
G
(
P
1
)
sectf
2-100
Limitations A wel l -posed coni c sector must have or .
Al so, you must have si nce sector s are onl y defi ned for
square systems.
See Also l f t f , hi nf , s y s t em
References [1] M. G. Safonov, Stability and Robustness of Multivariable Feedback Systems.
Cambr i dge, MA: MI T Pr ess, 1980.
Synthesi s of Posi ti ve Real Mul ti var i abl e Feedback Systems, Int. J. Control, vol .
45, no. 3, pp. 817-842, 1987.
[3] G. Zames, On the I nput-Output Stabi l i ty of Ti me-Varyi ng Nonl i near
Feedback Systems Par t I : Condi ti ons Usi ng Concepts of Loop Gai n,
Coni ci ty, and Posi ti vi ty, IEEE Trans. on Automat. Contr., AC-11, pp. 228-238,
1966.
det B A ( ) 0 det
s
11
s
12
;
s
21
s
22
,

_
0
dim u
f
1
( ) dim y
f
1
( ) =
sfl, sfr
2-101
sfl , sfr
Purpose Left and r i ght spectr al factori zati on.
Syntax [ am, bm, cm, dm] = s f l ( a, b, c, d)
[ am, bm, cm, dm] = s f r ( a, b, c, d)
[ s s m] = s f l ( s s )
[ s s m] = s f r ( s s )
Description Gi ven a stabi l i zabl e r eal i zati on of a transfer functi on G(s) := (A, B, C, D) wi th
, s f l computes a l eft spectral factor M(s) such that
where M(s) := (A
M
, B
M
, C
M
, D
M
) i s outer (i .e., stabl e and mi ni mum-phase).
Sf r computes a r i ght spectr al factor M(s) of G(s) such that
Algorithm Gi ven a transfer functi on G(s) := (A, B, C, D), the LQR opti mal control
u = Fx = R
1
(XB + N)
T
x stabi l i zes the system and mi ni mi ze the quadr ati c cost
functi on
as sati sfi es the al gebrai c Ri ccati equati on
Mor eover , the opti mal return di fference I + L(s) = I + F(Is A)
1
B sati sfi es the
optimal LQ return difference equality:
G
1 <
M
*
s ( )M s ( ) I = G
*
s ( )G s ( )
M s ( )M
*
s ( ) I = G s ( )G
*
s ( )
J
1
2
--- = x
T
t
f
( )P
1
x t
f
( )
x
T
u
T
t
0
t
f
+
Q N
N
T
R
x
u
dt
,

_
t
f
where , X X
T
=
A
T
X X + A XB N + ( )R
1
XB N + ( )
T
Q + 0 =
I L + ( )
R I L + ( )

I
=
Q N
N
T
R
I
sfl, sfr
2-102
where (s) = (Is A)
1
B, and *(s) =
T
(s). Taki ng
the return di ffer ence equal i ty reduces to
so that a mi ni mum phase, but not necessar i l y stabl e, spectr al factor i s
where X and F can si mpl y be obtai ned by the command:
[ F, X] = l qr ( A, B, Q, R, N) =
l qr ( A, B, - C' *C, ( I - D' *D) , - C' *D) .
Fi nal l y, to get the stabl e spectral factor, we take M(s) to be the i nverse of the
outer factor of . The r outi ne i of r i s used to compute the outer factor.
Limitations The spectr al factor i zati on al gori thm empl oyed i n s f l and s f r r equi r es the
system G(s) to have and to have no -axi s pol es. I f the condi ti on
fai l s to hol d, the Ri ccati subrouti ne (ar es ol v) wi l l nor mal l y pr oduce
the message
WARNI NG: THERE ARE j - AXI S POLES. . .
RESULTS MAY BE I NCORRECT ! !
Thi s happens because the Hami l toni an matri x associ ated wi th the LQR
opti mal control probl em has j-axi s ei genval ues i f and onl y i f . An
i nteresti ng i mpl i cati on i s that you coul d use s f l or s f r to check whether
wi thout the need to actual l y compute the si ngul ar val ue Bode pl ot of
G(j).
See Also i of c, i of r
Q N
N
T
R
0 0
0 I
=
C
T
D
T
C D
,
I L + ( )
R I L + ( ) I = G
G
M
s ( ) : R
1
2
---
= I L + ( ) R
1
2
---
= I F + Is A ( )
1
B ( )
M
1
s ( )
G
1 < j
G
1 <
G
1 <
G
1 <
ssv
2-103
ssv
Purpose Compute the str uctur ed si ngul ar val ue (mul ti vari abl e stabi l i ty margi n) Bode
pl ot.
Syntax [ mu, l ogd] = s s v ( a, b, c, d, w)
[ mu, l ogd] = s s v ( a, b, c, d, w, k)
[ mu, l ogd] = s s v ( a, b, c, d, w, k, opt )
[ mu, l ogd] = s s v ( s s , )
Description ssv pr oduces the r ow vector mu contai ni ng an upper bound on the str uctur ed
si ngul ar val ue (SSV) of p q a transfer functi on matri x
eval uated at fr equency poi nts i n vector .
Several methods ar e i ncl uded vi a the fol l owi ng i nput opti ons:
opt opti ons for method used i n computi ng SSV:
'os bor ne ' Osbor ne method
'ps v' opti mal di agonal scal ed Per ron ei genval ue (defaul t)
'pe r r on' Perr on ei genval ue (i f onl y mu output speci fi ed).
'muopt ' Mul ti pl i er approach for pure real , pure compl ex and mi xed real /
compl ex uncer tai nti es. I f ther e exi sts real uncertai nty, 'muopt ' wi l l be used
(defaul t for systems wi th mi xed uncer tai nty).
k uncer tai nty bl ock si zes (defaul t: k=ones (q,2)); k can be an n 1 or n 2
matr i x whose r ows are the uncer tai nty bl ock si zes for whi ch the SSV i s to be
eval uated. I f onl y the fi rst col umn of k i s gi ven, then the uncertai nty bl ocks ar e
taken to be square, as i f k(:,1) = k(:,2). I f a 1 1 uncertai nty bl ock i s r eal (say,
the i
th
bl ock), then you shoul d assi gn
k( i , : ) = [ - 1, - 1] ;
and set the i nput argument opt to 'muopt ' to i nvoke the mul ti pl i er nonl i near
progr ammi ng al gor i thm to compute a l ess conservati ve SSV upper bound.
The output vari abl es ar e:
mu the Bode pl ot of the SSV
G j ( ) C = jI A ( )
1
B D + B
ssv
2-104
l ogd the l og Bode pl ot of the opti mal di agonal scal i ng D(j). When the
uncer tai nti es are al l compl ex, then D(j) i s purel y r eal ; thi s i s al ways the case
for the opt = ' ps v' or opt = ' muopt ' opti ons. I f opt = ' muopt ' and the
uncer tai nty i s of the mi xed r eal /compl ex type, l ogd i n general wi l l be compl ex
and wi l l contai n the l og Bode pl ot of the squarer oots of the opti mal mul ti pl i er
scal i ngs.
Algorithm s s v perfor ms i ts computati on usi ng ei ther pe r r on, ps v , os bor ne , or muopt
dependi ng of the val ue of opti on. Al l of them can handl e the irreducible speci al
case where the standar d al gor i thms fai l . See the documentati on for these
functi ons for further detai l s.
Examples Thi s exampl e compar es al l the methods avai l abl e i n the Robust Control
Toolbox for a l ess conservati ve mul ti var i abl e stabi l i ty mar gi n pr edi cti on. The
tr ansfer functi on seen by the real uncer tai nti es i s the one establ i shed i n
ACC Benchmar k probl em [4], whi ch can be extracted from the demo
acc de mo. m. As shown i n Fi gur e 2-16, the mul ti pl i er sol uti on provi des the l east
conservati ve resul t, as compared to Perr on and Osbor ne.
T
y
u
ssv
2-105
Figure 2-16: Comparison of Robust Analysis Methods.
See Also muopt , pe r r on, ps v , os bor ne
References [1] E. E. Osbor ne, On Precondi ti oni ng of Matri ces, J. of Assoc. of Computing
Machinery, vol . 7, pp. 338-345, March 1960.
[2] M. G. Safonov, Stabi l i ty Mar gi ns for Di agonal l y Per turbed Mul ti var i abl e
Feedback Systems, IEE Proc., vol . 129, Part D, pp. 251-256, 1982.
[3] M. G. Safonov, and Peng-Hi n Lee, A Mul ti pl i er Method for Computi ng Real
Mul ti vari abl e Stabi l i ty Margi ns, unpubl i shed r epor t, El ectri cal Eng. Dept.,
Uni versi ty of Southern Cal i f., Los Angel es, CA 90089-2563, Jul y 1992;
submi tted to 1993 IFAC World Congress, Sydney, Austr al i a.
[4] B. Wi e and D. S. Bernstei n, A Benchmar k Probl em for Robust Control l er
Desi gn, Proc. American Control Conf., San Di ego, CA May 23-25, 1990; al so
Boston, MA, June 26-28, 1991.
-20
-18
-16
-14
-12
-10
-8
-6
-4
-2
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxx
oooooooooooooooooooooooooooooo
o
o
o
o
o
o
o
o
o
o
o
o
oo
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
oo
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
ooooooooooooooooooo
Example from the benchmark problem (Chiang and Safonov,1991)
rad/sec
d
b
o : perron SSV
x : multiplier bounds for the stability margins
line : largest singular values
MIXED REAL AND COMPLEX UNCERTAINTIES ( K=col[1,1,-1] )
stabproj, slowfast
2-106
stabpr oj, sl owfast
Purpose Stabl e and anti stabl e pr ojecti on.
Sl ow and fast modes decomposi ti on.
Syntax [ a1, b1, c1, d1, a2, b2, c 2, d2, m] = s t abpr oj ( a, b, c , d)
[ a1, b1, c1, d1, a2, b2, c 2, d2] = s l owf as t ( a, b, c , d, c ut )
[ s s 1, s s 2, m] = s t abpr oj ( s s )
[ s s 1, s s 2] = s l owf as t ( s s , c ut )
Description s t abpr oj computes the stabl e and anti stabl e pr ojecti ons of a mi ni mal
real i zati on G(s) such that
where denotes the stabl e par t of G(s), and
denotes the anti stabl e par t. The var i abl e m
returns the number of stabl e ei genval ues of A.
Sl owf as t computes the sl ow and fast modes decomposi ti ons of a system G(s)
such that
where denotes the sl ow part of G(s), and
denotes the fast part. The var i abl e cut
denotes the i ndex where the modes wi l l be spl i t.
Algorithm Both s t abpr oj and s l owf as t empl oy the al gor i thm i n [1] as fol l ows:
Fi nd an uni tary matri x V vi a the order ed Schur decomposi ti on routi nes bl ks ch
or r s chur such that
Based on the styl e of or der ed Schur form, you can get a stabl e and an
anti stabl e for the case of s t abpr oj ; for the case of
s l owf as t .
G s ( ) G s ( ) [ ]
= G s ( ) [ ] +
+
G s ( ) [ ]
: A
11
, B
1
, C
1
, D
1
( ) =
G s ( ) [ ]
+
: A
22
, B
2
, C
2
, D
2
( ) =
G s ( ) G s ( ) [ ]
s
G s ( ) [ ]
f
+ =
G s ( ) [ ]
s
: A
11
, B
1
, C
1
, D
1
( ) =
G s ( ) [ ]
f
: A
22
, B
2
, C
2
, D
2
( ) =
A V
T
= AV
A
11
A
12
0 A
22
=
A
11
A
22

i
A
11
( )
i
A
22
( ) <
stabproj, slowfast
2-107
Fi nal l y sol vi ng the matr i x equati on for X
you get the state-space projecti ons
where
and
See Also bl kr s ch, cs chur , r s c hur , s c hur
References [1] M. G. Safonov, E. A. Jonckheer e, M. Ver ma and D. J. N. Li mebeer ,
Synthesi s of Posi ti ve Real Mul ti var i abl e Feedback Systems, Int. J. Control, vol .
45, no. 3, pp. 817-842, 1987.
A
11
X X A
22
A
12
+ 0 =
G s ( ) [ ]
or G s ( ) [ ]
s
:
A
11
B
1
C
1
0
=
G s ( ) [ ]
+
or G s ( ) [ ]
f
:
A
22
B
2
C
2
D
=
B
1
B
2
:
I X
0 I
= VB
C
1
C
2
: CV
T
=
I X
0 I
tfm2ss
2-108
tfm2ss
Purpose Conver t a transfer functi on matri x (MI MO) i nto state-space for m.
Syntax [ a, b, c, d] = t f m2s s ( num, de n, r , c)
[ s s ] = t f m2s s ( t f , r , c )
Description Tf m2s s converts a tr ansfer functi on matr i x G(s) of di mensi on r by c i nto the
block-controller form [1], where
and d(s) i s the l east common mul ti pl e of the denomi nator s of the entri es of G(s)
and the entry i n the i
th
r ow, j
th
col umn of the numer ator matri x
The i nput vari abl es num and de n ar e of the fol l owi ng forms
where .
A dual real i zati on lock-observer for m can si mpl y be obtai ned by appl yi ng t f m2s s
to G
T
(s), then taki ng the transpose of the resul ti ng state-space system.
Note that the resul ti ng system has n by c states and i s not necessarily minimal.
Model r educti on routi nes such as mi nr eal , s c hmr , ohkl mr , or bs t s c hmr can be
hel pful i n r emovi ng any uncontrol l abl e and unobser vabl e modes.
See Also mi nr e al , obal r eal , ohkl mr , bs t s c hmr , s chmr , s s 2t f , t f 2s s
References [1] T. Kai l ath, Linear Systems, Pr enti ce-Hal l , 1980, pp. 346-349.
G s ( )
1
d s ( )
---------- = N s ( )
r c
d s ( )
0
= s
n
1
+ s
n 1
2
+ s
n 2

n
+ +
N s ( ) [ ]
ij

i j
0
= s
n
ij
1
+ s
n 1

i j
n
+ +
num :
N
11
N
r1
N
1c
N
rc
=
.
.
.
.
.
.
.
.
.
den :
0
n
[ ] =
N
i j

ij
0
i j
1
, ,
i j
n
, [ ] =
tree, istree
2-109
tr ee, i str ee
Purpose Pack al l i nformati on and data from several matr i ces, vectors and/or str i ngs
i nto a si ngl e tr ee vari abl e. t r e e i mpl ements the Robust Control Toolbox
hi er archi cal tree data str uctur e.
Syntax T = t r e e( nm, b1, b2, , bn)
[ i ] = i s t r e e( T)
[ i , b] = i s t r e e( T, pat h)
Description t r e e creates a data structure T, cal l ed a tr ee contai ni ng sever al vari abl es and
thei r names. Thi s si ngl e vari abl e contai ns al l the data and di mensi on
i nfor mati on from i ts br anches b1, b2, b3,, bn al ong wi th a numer i cal i ndex
and a str i ng name for each branch.
The i nput ar gument nm i s a stri ng contai ni ng a l i st of names (separ ated by
commas) to be assi gned to the respecti ve branches b1,b2,,bn
nm = ' name 1, name2, name 3, , name N' ;
The names may be any val i d vari abl e names and must be separated by
commas. I f no names are to be assi gned, set "nm = ";.
The i nput ar guments b1, b2, , bn (cal l ed the r oot br anches of the tree) may be
matr i ces, vector s, stri ngs, or even trees themsel ves, thus enabl i ng the cr eati on
of a hi er archi cal tree data str uctur e wi thi n the MATLAB fr amework.
i s t r e e checks whether a vari abl e T i s a tr ee or not.
I = i s t r ee ( T) ;
returns I =1 (true) i f T i s a tr ee var i abl e cr eated by the functi on t r ee ;
other wi se i t returns I =0 (fal se). When the second i nput ar gument PATH i s
present, the functi on i s t r ee checks the exi stence of the branch speci fi ed by
PATH. For exampl e,
[ I , B] = i s t r e e( T, PATH) ;
returns I = 1, i f both T i s a tr ee var i abl e and PATH i s a val i d path to a
br anch i n the tr ee T. Other wi se, i t r etur ns I = 0. I f the opti onal output
ar gument B i s present, then B returns the val ue of the br anch speci fi ed by
PATH, pr ovi ded T i s a tr ee and PATH i s a val i d path i n T.
tree, istree
2-110
Rel ated functi ons i ncl ude the fol l owi ng:
br anc h: r etur ns br anches of a tr ee.
br anc h( T, 0) : r etur ns nm, the l i st of branch names.
T( 1) : r etur ns the number N of the root branches.
Examples A hi erarchi cal tree structure shown i nFi gur e 2-17 can be bui l t as fol l ows
t r e e1 = t r ee ( ' a, b, c' , a, b, c) ;
t r e e3 = t r ee ( ' w, x' , w, x ) ;
t r e e2 = t r ee ( ' t r ee 3, y, z ' , t r ee 3, y, z ) ;
bi gt r ee = t r ee ( ' t r ee 1, t r e e2' , t r ee 1, t r e e2) ;
Figure 2-17: Example of Tree Structure.
To extract a vari abl e from a tree, si mpl y use the branch functi on:
[ t r ee 1, t r e e2] = br anch( bi gt r e e) ;
% get t i ng var i abl e w:
w = br anc h( bi gt r ee , ' t r e e2/t r e e3/w' ) ;
% get t i ng s e ve r al var i abl es :
[ w, b] = br anch( bi gt r ee , ' t r e e2/t r e e 3/w, t r ee 1/b' ) ;
Paths i n a tr ee ar e al so determi ned by the numer i cal i ndi ces of the br anches
whi ch l ead to the branch of i nter est. For exampl e, the l ast l i ne above i s
equi val ent to
[ w, b] = br anc h( bi gt r e e , ' 2/1/1, 1/2' ) ;
See branch for fur ther detai l s.
See Also br anc h, mks ys , gr af t , i s t r e e, i s s ys t em, vr s y s
TREE2
z y
c b a
x w
TREE3
TREE1
BIGTREE
youla
2-111
youl a
Purpose Parametri zati on of al l real i zabl e stabl e cl osed-l oop systems for use i n
i nfi ni ty-norm control l er synthesi s.
Syntax youl a
I nput s : A, B1, B2, C1, C2, D11, D12, D21, D22
Out put s : at 11, bt 11, c t 11, dt 11
at 12, bt 12, c t 12, dt 12, at 1p, bt 1p, c t 1p, dt 1p
at 21, bt 21, c t 21, dt 21, at 2p, bt 2p, c t 2p, dt 2p
kx , x, ky, y, f , h
Description youl a i s a scri pt M-fi l e used as a subr outi ne by the scr i pt M-fi l e l i nf . Gi ven an
augmented pl ant P(s) havi ng state-space matri ces
youl a computes an LQG contr ol l er K(s) such that the cl osed-l oop system T(s)
shown i n Fi gure 2-18 has the form
wi th T
12
and T
21
inner, i .e.
Youl a al so computes compl ementary i nner-factors and such
that and ar e square and i nner. A r eal i zati on for
i s returned as
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
T s ( ) :
T
11
s ( ) T
12
s ( )
T
21
s ( ) T
22
s ( )
=
T
11
s ( ) T
12
s ( )
T
21
s ( ) 0
T
12
T
s ( )T
12
s ( ) I = , T
21
s ( )T
21
T
s ( ) I =
T
12
T
21
T
12
s ( ), T
21
s ( )
T
21
s ( )
T
21
s ( )
T
11
, T
12
, T
12
, T
21
, T
21
T
11
s ( ) : ss11 = , T
12
s ( ): ss12 = , T
12
s ( ): ss12p = ,
T
21
s ( ): ss21 = , T
21
s ( ): ss21p =
youla
2-112
Figure 2-18: Youla Parametrization.
The LQG control l er has real i zati on
The state-feedback Ri ccati sol uti on and the Kal man-Bucy fi l ter Ri ccati
equati on are r etur ned as x and y r especti vel y. Al so returned are the associ ated
gai n matri ces f and h.
As shown by [3], the cl osed-l oop tr ansfer functi on of the system i n Fi gure 2-19
i s the Youl a par ameteri zati on of the set of real i zabl e stabl e cl osed-l oop transfer
functi ons, vi z.,
T(s)
~
2
y
2
2
1
P(s)
u
1
y
1
y
u
2
K(s)
2
1
P(s)
u
1
y
1
y
u
2
K(s)
u
~
x
A = x B
2
+ u
2
H y
2
y
2
y
2
= C
2
x D
22
u
2
+
u
2
F = x u
2
+
T
y
1
u
1
T
11
= s ( ) T
12
+ s ( )Q s ( )T
21
s ( )
youla
2-113
where Q(s) i s any stabl e tr ansfer functi on matri x.
Figure 2-19: Q-Parametrization.
Algorithm We empl oy the formul ae of [2], as r eported i n the paper [4]:
where X
1
and Y
1
ar e pseudo i nver ses, and
0
12
T ~ ~
11
21
Q(s)
u
u
y
y
1
1
2 2
T T
T
11
T
12
T
12
T
21
0 0
T
21
0 0
:=
A B
2
F + B
2
F B
1
B
2
X
1
C
1
T
C
12
0 A H + C
2
B
1
H + D
21
0 0
C
1
D
12
F + D
12
F D
11
D
12
D
12
0 C
2
D
21
0 0
0 D
21
B
1
T
Y
1
D
21
0 0
D
12
D
12
= D
12
T
D
12
( )

, D
21
D
21
D
21
T
( )

D
21
=
B
2
B
2
= D
12
T
D
12
( )

, C
2
D
21
D
21
T
( )

C
2
=
youla
2-114
and and are computed usi ng or t c and or t r such that
ar e both uni tary. The vari abl es f , x , h, y are computed as the sol uti on of LQ
opti mal control probl ems vi a the MATLAB commands:
[ kx , x ] = l qr c( A, B2, C1' *C1, D12' *D12, C1' *D12) ;
[ ky , y ] = l qr c( A' , C2' , B1*B1' , D21*D21' , B1*D21' ) ;
f = - kx ;
h = - ky ' ;
See Also h2l qg, hi nf , hi nf demo, l i nf , l i nf de mo
References [1] C. A. Desoer, R. W. Li u, J. Mur ray and R. Saeks, Feedback System Desi gn:
The Fr acti onal Representati on Approach to Anal ysi s and Synthesi s, IEEE
Trans. on Automat. Control, June, 1980.
[3] C. N. Nett, C. A. Jacobson, and M. J. Bal as, A Connecti on Between
State-Space and Doubl y Copr i me Fr acti onal Representati ons, IEEE Trans. on
Automat. Control, AC-29, Sep. 1984.
Synthesi s of Posi ti ve Real Mul ti vari abl e Feedback Systems, Int. J. Control , vol .
45, no. 3, pp. 817-842, 1987.
D
12
D
21
D
12
D
12
and
D
21
D
21
I-1
I ndex
A
ACC benchmark probl em 1-51, 1-78
achi evabl e bandwi dth vs. H

Model i ng Er r or
1-87
addi ti ve and mul ti pl i cati ve unstructur ed
uncer tai nty 1-12
addi ti ve err or r obustness cri teri on 1-88
addi ti ve model r educti on methods 1-89
addi ti ve pl ant per tur bati ons 1-38
al gebrai c Ri ccati Sol ver 2-8
al l -pass embeddi ng 2-50
ar es ol v 2- 8
Ar nol d and Laubs Ri ccati condi ti on number 2-94
augd 2- 11
augs s 2- 12
augt f 2- 12
B
backwar d r ectangul ar 2-18
bal anced r eal i zati on 2-82
bal anced stochasti c tr uncati on 1-100, 2-25
bal mr 2- 16
bi l i n 2- 18
bi l i near transform 1-49
bi nar y search al gori thm 2-54
bl kr s c h 2- 22
bl ock or der ed real Schur form 2-22
bl ock-control l er for m 2-108
bl ock-observer form 2-108
br anch 2- 24
bs t s chml 2- 25
bs t s chmr 2- 25
Byer ss condi ti on number 2-36, 2-94
C
c gl oci 2- 29
char acter i sti c gai n l oci 1-23, 2-29
cl assi cal l oop-shapi ng 1-58
condi ti on number s of ARE 2-36, 2-94
coni c-sector 2-96
conti nuous al gebrai c Ri ccati sol ver 1-37
c s c hur 2- 22
cur ve fi tti ng method 1-46
D
D F i ter ati on pr ocedure 2-77
dar e s ol v 2- 32
dcgl oc i 2- 29
des 2s s 2- 34
descri ptor system 2-34
dh2l qg 2- 44
dhi nf 2- 48
di agonal scal i ng 1-48, 2-41
di agonal l y per tur bed mul ti var i abl e stabi l i ty
margi n 1-11
di scr ete H

-nor m 1-95
di scr ete H
2 -nor m
1-95
di stur bance attenuati on 1-38
dr i c cond 2- 36
ds i gma 2- 38
E
exi stence of H

control l ers 1-36
F
f i t d 2- 41
f i t gai n 2- 42
for ward rectangul ar 2-19
Index
I-2
G
gai n mar gi n 1-21
gai n r educti on tol er ance 1-42
gener al i zed Nyqui st stabi l i ty theorem 1-23
-i ter ati on 1-2, 1-34, 1-64
gr af t 2-43
guaranteed gai n/phase margi ns i n MI MO
systems 1-41
H
H

-norm 1-9, 2-96
H
opti mal contr ol synthesi s 1-33

H
smal l gai n pr obl em 1-34

H
2
-nor m 1-9, 2-80
H
2
opti mal contr ol synthesi s 1-33
h2l qg 2- 44
hi erar chi cal data structur e 1-4
hi nf 2- 48
hi nf opt 2- 54, 2-54
I
i mp2s s 2- 56
i nt er c 2- 59
i of c 2- 62
i of r 2- 62
i s s ys t e m 2- 72
i s t r e e 2- 109
K
K
m
upper bounds 1-12, 1-27
L
l f t f 2- 65
l i near fr acti onal tr ansfor mati on 2-65
l i near quadr ati c Gaussi an opti mal contr ol
synthesi s 2-67
l i nf 2- 48
l oop tr ansfer functi on matri x 1-38
l qg 2- 67
LQG l oop transfer r ecover y 1-31, 2-69
l t r u 2- 69
l t r y 2- 69
M
mi xed-sensi ti vi ty appr oach 1-43
mks ys 2- 72
model i ng nonl i near uncertai nty 1-20
model i ng unstructur ed uncer tai nty 1-16
-synthesi s desi gn techni que 2-41
mul ti pl i cati ve er ror bound 2-26
mul ti pl i cati ve er ror robustness cr i ter i on 1-91
mul ti pl i cati ve pl ant perturbati ons 1-38
mul ti pl i cati ve uncer tai nty 1-44
mul ti vari abl e i nterconnected system 2-59
mul ti vari abl e l oop shapi ng 1-31
mul ti vari abl e stabi l i ty margi n 1-26, 2-103
muopt 2- 75
mus yn 2- 77
N
nor mh2 2-80
nor mhi nf 2- 80
Index
I-3
O
obal r e al 2- 82
ohkapp 2- 84
ohkl mr 2- 84
opti mal Hankel approxi mati on wi thout bal anci ng
1-89, 1-98, 2-84
or der ed bal anced real i zati on 1-89
or der ed Schur decomposi ti on 1-97
os bor ne 2- 87
Osbor ne di agonal scal i ng 1-29, 2-87
P
pack matri ces 1-4
pe r r on 2-90
Perr on di agonal scal i ng 1-29
Perr on ei genvector method 2-90
Perr on opti mal scal i ng matr i x 1-12, 2-91
phase margi n 1-21
pl ant augmentati on 2-12
pr ewar ped Tusti n 2-18
pr oper ti es of H

contr ol l er s 1-35
pr oper ti es of K
m
or 1-27
pr oper ti es of si ngul ar val ues 1-8
ps v 2-90
pul l out the uncertai nty channel s 1-15
R
r eal and ordered ei genstr ucture decomposi ti on
2-93
r educi bl e matr i ces 2-91
r e i g 2- 93
r el ati ve err or bound 2-26
r etur n di ffer ence equal i ty 2-63
r i cc ond 2- 94
r obust anal ysi s cl assi cal approach 1-21
r obust anal ysi s moder n appr oach 1-25
r obust contr ol probl em 1-10
r obust per formance 1-12
r obust stabi l i ty probl em. 1-11
r oot branches 1-6
S
sampl ed-data robust control 1-94
Sandberg-Zames smal l gai n theorem 1-25
s chmr 2- 16
Schur bal anced model r educti on 1-89
s ec t f 2- 96
sector bi l i near transformati on 2-96
sector tr ansfor m 1-14, 1-53, 1-99
s f l 2- 101
s f r 2- 101
shi fted jw-axi s bi l i near 2-19
shi fted Tusti n 2-19
s i gma 2- 38
si ngul ar val ue fr equency response 2-38
si ngul ar val ue l oop shapi ng 1-31
si ngul ar -val ue decomposi ti on 1-8
si ngul ar -val ue stabi l i ty robustness theorem 1-25
sl ow and fast modes decomposi ti on 2-106
s l owf as t 2- 106
spectr al factor i zati on 2-101
s s v 2- 103
stabl e and anti stabl e projecti ons 2-106
s t abpr oj 2- 106
str uctured si ngul ar val ue 1-11, 2-103
str uctured uncertai nty 1-17
SVD system real i zati on 1-99, 2-56
system data str uctur e 2-72
Index
I-4
T
t f m2s s 2- 108
t r e e 2- 109
tree data str uctur e 1-4, 2-109
truncated bal anced model r educti on 1-89
Tusti n tr ansfor m 2-18
U
uncertai nty 1-14
uncertai nty model 1-15
unstr uctur ed uncertai nty 1-12
V
vr s ys 2- 72
W
wei ghted mi xed sensi ti vi ty pr obl em 1-44
Wi ener-Hopf/LQG opti mal control theory 1-10
w-tr ansfor m 1-95
Y
youl a 2-111
Youl a parametri zati on 2-112

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MATLAB

Robust Control Tool box

Control l ers . . . . . . . . . . . . . . . . . . . . . . . . . 1-35

Control l ers . . . . . . . . . . . . . . . . . . . . . . . . . 1-36

Probl em For mul ati on . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-60

Desi gn Exampl e . . . . . . . . . . . . . . . . . . . . . . 1-64

Desi gn Exampl e . . . . . . . . . . . . . . . 1-68

Synthesi s for a Doubl e-I ntegr ator Pl ant . . . . . . . . . . . . . . 1-74

on ACC Benchmar k Probl em . . . . . 1-78

Model i ng Er ror . . . . . . . . . . . . . 1-87

[16, 34, 18, 36, 37, 28, 24, 19].

-norm terms of the fr equency-dependent si ngul ar

= sup G j ( ) ( ) sup: the l east upper bound ( )

The Robust C ontrol Problem

The Robust C ontrol Problem

, frequency-wei ghted LQG, LQG l oop transfer

theory provi des a di rect, r el i abl e pr ocedur e

addr esses stabi l i ty and sensi ti vi ty

opti mal contr ol synthesi s (use hi nf , hi nf opt or l i nf ).

synthesi s are especi al l y powerful tool s for desi gni ng

control l aws; thei r di scr ete-ti me

desi gn probl em can be formul ated as fol l ows: Gi ven a state-space

Opti mal Control :

control problem i s someti mes al so cal l ed the H

synthesi s are often used together, wi th H

performance cri ter i on i s sel ected based on the outcome

synthesi s theor y i s used to do the fi nal

contr ol l er s wor th menti oni ng

opti mal control cost functi on i s al l -pass, i .e.,

sub-opti mal control l er pr oduced by the standard

l control l er such as pr oduced by

mi xed-sensi ti vi ty pr obl em i s descri bed i n the

to achi eve the best r esul ts al l owi ng much more preci se

control probl em. The H

theory gi ves the fol l owi ng four

control probl em [42]:

ful l -state feedback control Ri ccati equati on

ful l -state feed-

ful l -state feedback contr ol pr obl em must have a r eal , posi ti ve

contr ol pr obl em. The functi ons hi nf and hi nf opt

synthesis for the mixed sensitivity setup

synthesi s i s much easi er and more transpar ent to the

control method (hi nf . m) to fi nd a F(s) whi ch mi n-

The Robust C ontrol Problem

control l er , i f i t coul d be rel i abl y computed, woul d

contr ol l aw. The Robust

control pr obl em. Combi ni ng

synthesi s i s al so a di r ect and powerful way of

The Robust C ontrol Problem

contr ol l er s wi l l ensur e the cl osed-l oop pol es ar e pl aced i nsi de the ci r cl e

r obust contr ol pr obl em.

j ( ) ( ) 0 > , , i .e., M sector 0 , ( ) posi ti ve r eal ; ( )

opti mal contr ol probl em of fi ndi ng the maxi mal

Pr oblem For mula tion

smal l -gai n pr obl em usi ng the numer i cal l y robust

Weighting strategy for 2nd order problem.

results for 2nd order system.

control desi gn wi th the Robust Control Tool box i s r el ati vel y

control l aw, you woul d r epl ace

to see the actual desi gn l i mi t

contr ol l er i s stabl e and has 8 states whi ch i s the same as the

synthesi s, these speci fi cati on l ead to the

contr ol l er i s stabl e and has 8 states.

Synthesis for a Double-Integrator Plant