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Systems & Control Letters: Srdjan S. Stanković, Dragoslav D. Šiljak
Systems & Control Letters: Srdjan S. Stanković, Dragoslav D. Šiljak
Systems & Control Letters: Srdjan S. Stanković, Dragoslav D. Šiljak
/H
2
design [15] have
appeared to be very attractive due to their promise of handling
systems with high dimensions. After the initial results [6], there
have been a large number of papers [716] that provide a rich
mix of models withimprovements inmethodology andalgorithms.
Applications having sophisticated theoretical generalizations of
the underlying concepts have been in control of multi-agent
systems, such as platoons of vehicles on highways and in the air,
interconnected spatially-invariant systems, and large-scale power
systems [1720]. In almost all work in this area, the decentralized
control designs imply (either explicitly or implicitly) that the
system, with local feedback loops closed around the subsystems,
is connectively stable [21,19], that is, the system remains stable
despite changes in its interconnection topology. Recently, control
of large-scale interconnected systems has been shown to benefit
from feedback that goes beyond decentralized structures [22,23].
Our objective in this paper is to develop an LMI-based method
for designing dynamic output feedback for robust decentralized sta-
bilization of interconnected systems. We select the scheme proposed
N
i=1
n
i
= n) is the global state vector and h
i
(t, x) : R
n+1
R
n
i
are piecewise continuous vector functions in both arguments,
satisfying in their domains of continuity the following quadratic
inequalities
h
i
(t, x)
T
h
i
(t, x)
2
i
x
T
H
T
i
H
i
x, (2)
where
i
> 0 are bounding parameters and
H
i
are constant
i
n
matrices, i = 1, . . . , N (see e.g. [10,12]).
The entire system can be represented as
S : x = Ax + Bu + h(t, x), y = Cx, (3)
where u = (u
T
1
, . . . , u
T
N
)
T
and y = (y
T
1
, . . . , y
T
N
)
T
are the
global input and output vectors, respectively (
N
i=1
m
i
= m,
N
i=1
p
i
= p), A = diag{A
1
, . . . , A
N
}, B = diag{B
1
, . . . , B
N
}, C =
diag{C
1
, . . . , C
N
}, and h(t, x) = (h
1
(t, x)
T
, . . . , h
N
(t, x)
T
)
T
is the
global interconnection function. Let
H
T
=
_
H
T
1
. . .
H
T
N
_
, where
H
i
,
i = 1, . . . , N, are defined in (2), and
= diag{
1
I
1
, . . . ,
N
I
N
},
with
i
=
2
i
(I
i
represents the
i
i
identity matrix); then, it
is always possible to find matrices H and such that
h(t, x)
T
h(t, x) x
T
H
T
1
Hx x
T
H
T
1
Hx, (4)
where H = diag{H
1
, . . . , H
N
}, with
i
n
i
matrices H
i
, and =
diag{
1
I
1
, . . . ,
N
I
N
},
i
> 0, i = 1, . . . , N. Matrices H and
satisfying
max
(
H
T
H) min
i
i
max
i
i
min
i
min
(H
i
H
T
i
)
represent a possible choice; different structures can be chosen in
accordance with the problem under consideration.
We shall be looking for a general linear time-invariant dynamic
controller F for S which obeys the decentralized information
structure constraint requiring that each subsystemis controlled using
only its own local output. Therefore,
F : w = Fw + Ly, u = Kw + Gy, (5)
where w R
s
is the global observer state, w = (w
1
, . . . , w
N
)
T
,
w
i
R
s
i
,
N
i=1
s
i
= s, F = diag{F
1
, . . . , F
N
}, L = diag{L
1
, . . . , L
N
},
K = diag{K
1
, . . . , K
N
} and G = diag{G
1
, . . . , G
N
}. Denote by J
i
=
_
F
i
L
i
K
i
G
i
_
the (s
i
+m
i
)(s
i
+p
i
) local controller parameter matrices,
and by J = diag{J
1
, . . . , J
N
} the global controller parameter matrix.
The resulting closed-loop system S
f
= (S, F) can be, therefore,
represented by
S
f
: z = A
f
z + h
f
(t, z), y = C
f
z, (6)
where z = (x
T
1
, w
T
1
, . . . , x
T
N
, w
T
N
)
T
, A
f
= diag{A
f
1
, . . . , A
f
N
}, C
f
=
diag{C
f
1
, . . . , C
f
N
}, h
f
(t, z)
T
= (h
f
1
(t, z)
T
, . . . , h
f
N
(t, z)
T
)
T
,
A
f
i
=
_
A
i
+ B
i
G
i
C
i
B
i
K
i
L
i
C
i
F
i
_
, C
f
i
=
_
C
i
0
_
,
h
f
i
(t, z) =
_
h
i
(t, x)
T
0
_
T
.
Also, as a consequence of (4),
h
f
(t, z)
T
h
f
(t, z) z
T
H
fT
1
H
f
z z
T
H
T
1
Hz, (7)
where
H
f
=
_
H
fT
1
. . .
H
fT
N
_
T
,
H
f
i
=
_
H
1
i
0
H
2
i
0 . . .
H
N
i
0
_
,
in which
i
n
j
matrices
H
j
i
(i, j = 1, . . . , N) follow from the
decomposition
H
i
=
_
H
1
i
. . .
H
N
i
_
, while
H = diag{
H
1
, . . . ,
H
N
}
with
H
i
=
_
H
i
0
_
.
We shall be looking for a dynamic controller F which robustly
stabilizes S. According to [1012], S is robustly stabilized with vector
degree = (
1
, . . . ,
N
)
T
= (1/
1
, . . . , 1/
N
)
T
if the
equilibrium x = 0 of the closed-loop systemS
f
= (S, F) is globally
asymptotically stable for all h(t, z) satisfying (4) for some given
H
and , according to the first (left hand side) inequalities in (4) and
(7). Maximizing the controller stabilizes the linear part of S and,
at the same time, maximizes its tolerance to uncertain nonlinear
interconnections and perturbations. However, in this formulation,
the nonlinear interconnections bound is described, in general, by
a full matrix
H. Having in mind that the system model sparsity
implied by (1) and (3) and the adopted controller structure defined
in (5) correspond to the perfectly decentralized control (see [27,
28]), the corresponding controller subspace is not quadratically
invariant, leading to the conclusion that the related optimization
problem is not convex. In order to overcome this difficulty, we
introduce further decompositions by applying the second (right-
hand side) inequalities in (4) and (7), and formulate the following
modified robust stabilization problem as a basis for our further
elaborations:
S
f
= (S, F) is robustly stable with vector degree =
(
1
, . . . ,
N
)
T
= (1/
1
, . . . , 1/
N
)
T
if the following problem
is feasible:
Minimize
N
i=1
i
subject to
X > 0,
_
_
XA
f
+ A
fT
X
X
H
T
X I 0
H 0
_
_
< 0,
(8)
where
X is the global Lyapunov matrix [10]; notice that the matrix
H
is block-diagonal in accordance with the assumed systemsparsity,
i.e. with the subsystem dimensions. However, the second matrix
inequality in (8) is still not an LMI in both
X and the controller
parameter matrix. In the case of static state feedback, the problem
can be transformed into an LMI problem by a simple change of
variables [10]. In the case of dynamic output feedback, structures
involving decentralized observers of Luenberger type have been
considered in [12,25,26], and in [24] using algebraic Riccati
equations. Very successful solutions based on LMIs have been
presented in [25,26], efficiently exploiting the specific controller
structure introduced by the observer choice. In the next section,
we shall show that the above general robust stabilization problem
can also be formulated as an LMI problem.
3. Robust decentralized controller design
Having in mind the assumed system structure, together with
the a priori knowledge about the interconnection bounds supposed
to be available to the designer, we shall consider global Lyapunov
matrices
X structurally adapted to S and F:
Assumption A. Matrix
X in (8) possesses the block-diagonal
structure, that is,
X = diag{
X
1
, . . .
X
N
}, where
X
i
are (n
i
+ s
i
)
(n
i
+ s
i
) local Lyapunov matrices, i = 1, . . . , N.
This choice does not represent a significant restriction, having
in mind that the original problem has been already decomposed
in (8) into N independent robust dynamic output feedback design
problems (which still remain to be solved).
Let
A = diag{
A
1
, . . . ,
A
N
},
B = diag{
B
1
, . . . ,
B
N
} and
C =
diag{
C
1
, . . . ,
C
N
}, where
A
i
=
_
A
i
0
0 0
_
,
B
i
=
_
0 B
i
I 0
_
and
C
i
=
_
0 I
C
i
0
_
, so that we can write
A =
A +
BJ
R +
B
x
J
C +
C
T
J
T
B
xT
< 0, (9)
where
R = diag{
R
1
, . . . ,
R
N
},
B
x
= diag{
B
x
1
, . . . ,
B
x
N
},
C =
diag{
C
1
, . . . ,
C
N
},
R
i
=
_
_
X
i
A
i
+
A
T
i
X
i
X
i
H
T
i
X
i
I 0
H
i
0
i
I
_
_
,
B
x
i
=
_
_
X
i
B
i
0
0
_
_
,
C
T
i
=
_
_
C
T
i
0
0
_
_
.
The problem (9) can remind of a compact formulation of a set
of N local classical H
B
T
< 0,
C
T
C
TT
< 0, (10)
where
T = diag{
T
1
, . . . ,
T
N
},
T
i
=
_
X
1
i
A
T
i
+
A
i
X
1
i
I
X
1
i
H
T
i
I I 0
H
i
X
1
i
0
i
I
_
,
= diag{
1
, . . . ,
B
N
} and
B
T
i
=
_
B
T
i
0 0
_
(A
denotes a matrix
with the properties N(A
) = R(A) and A
A
T
> 0, where N(.) and
R(.) denote the null space and the range space of an indicated matrix).
Proof. The assumed structure of
X and J implies that (9) decouples
into N independent inequalities
R
i
+
B
x
i
J
i
C
i
+
C
T
i
J
T
i
B
xT
i
< 0 with
general (s
i
+m
i
)(s
i
+p
i
) matrices J
i
. According to the elimination
lemma [1,3,5], the necessary and sufficient conditions for these
inequalities are
B
x
i
R
i
B
xT
i
< 0,
C
T
i
R
i
C
TT
i
< 0, (11)
i = 1, . . . , N.
Furthermore,
B
x
i
R
i
B
xT
i
< 0 if and only if
B
i
T
i
B
T
i
< 0, since
B
x
i
= S
i
_
B
T
i
0 0
_
T
, where S
i
= diag{
X
i
, I, I}, so that we have
B
x
i
=
B
i
S
1
i
, having in mind that S
1
i
R
i
S
1
i
=
T
i
, and that
X > 0.
Hence the result.
The first inequality in (10) is nowan LMI in
X
1
, and the second
in
X. Following the standard approach, e.g. [5], we introduce the
following decompositions:
X
i
=
_
X
i
X
2i
X
T
2i
X
3i
_
,
Y
i
=
X
1
i
=
_
Y
i
Y
2i
Y
T
2i
Y
3i
_
, (12)
where X
i
andY
i
are n
i
n
i
real symmetric positive definite matrices,
i = 1, . . . , N.
Lemma 2. Let Assumption A hold, let
X > 0, and let X
i
, Y
i
and X
2i
be
given by (12), i = 1, . . . , N. Then inequalities (10) hold if and only if
E
c
VE
cT
< 0, E
b
WE
bT
< 0, (13)
where V = diag{V
1
, . . . , V
N
}, W = diag{W
1
, . . . , W
N
}, E
c
=
diag{E
c
1
, . . . , E
c
N
}, E
b
= diag{E
b
1
, . . . , E
b
N
}, E
c
i
=
_
C
T
i
0
0 I
_
, E
b
i
=
_
B
i
0
0 I
_
,
V
i
=
_
_
_
X
i
A
i
+ A
T
i
X
i
X
i
X
2i
H
T
i
X
i
I 0 0
X
T
2i
0 I 0
H
i
0 0
i
I
_
_,
W
i
=
_
_
Y
i
A
T
i
+ A
i
Y
i
I Y
i
H
T
i
I I 0
H
i
Y
i
0
i
I
_
_
.
Proof. By definition, we have
R
i
=
_
_
_
_
_
_
_
_
_
_
X
i
A
i
+ A
T
i
X
i
A
T
i
X
2i
X
T
2i
A
i
0
X
i
X
2i
X
T
2i
X
3i
H
T
i
0
X
i
X
2i
X
T
2i
X
3i
I 0
H
i
0 0
i
I
_
_
.
On the other hand, we have
C
T
i
=
_
C
T
i
0 0
0 0 I
_
, having in mind
the structure of
C
i
and
C
i
. As the second block-column in
C
T
i
contains only zero matrices, the second inequality in (10) gives the
first inequality in (13).
The second inequality in (13) is obtained analogously starting
from
T
i
=
_
_
_
_
_
_
_
_
_
A
i
Y
i
+ Y
i
A
T
i
A
i
Y
2i
Y
2i
A
T
i
0
I 0
0 I
Y
i
H
T
i
Y
T
2i
H
T
i
I 0
0 I
I 0
H
i
Y
i
H
i
Y
2i
0
i
I
_
_
and deleting the unnecessary block-rows and block-columns.
Hence the result.
It can be clearly seen now that the matrices X
i
, Y
i
and X
2i
are
constrained by (13), while in the standard H
X
i
> 0 satisfying (12), i = 1, . . . N.
Lemma 3. Assume: (a) s
i
= n
i
, (b) X
2i
in (12) is nonsingular,
and (c) Q
i
=
_
X
i
I
I Y
i
_
> 0. Then,
X
3i
= X
T
2i
(X
i
Y
1
i
)
1
X
2i
, (14)
implying
X
i
> 0, i = 1, . . . N.
Proof. From (12), we obtain Y
T
2i
= X
1
2i
(I X
i
Y
i
), giving directly
(14). Obviously,
X
i
> 0, since X
i
> 0 and X
i
X
2i
X
1
2i
(X
i
Y
1
i
)(X
T
2i
)
1
X
T
2i
= Y
1
i
> 0. Hence the result.
The results obtained so far can be assembled in the following
way:
Theorem 1. Assuming A, the system S in (3) is robustly stabilized by
the dynamic controller F in (5) with s
i
= n
i
if the following problem
274 S.S. Stankovi, D.D. iljak / Systems & Control Letters 58 (2009) 271275
is feasible:
minimize
N
i=1
i
subject to X > 0, Y > 0, Q > 0, Z > 0,
E
c
V
E
cT
< 0,
E
b
WE
bT
< 0,
(15)
where X = diag{X
1
, . . . , X
N
}, Y = diag{Y
1
, . . . , Y
N
}, Q =
diag{Q
1
, . . . , Q
N
}, Z = diag{Z
1
, . . . , Z
N
},
V = diag{
V
1
, . . . ,
V
N
},
V
i
=
_
_
X
i
A
i
+ A
T
i
X
i
+ Z
i
X
i
H
T
i
X
i
I 0
H
i
0
i
I
_
_
,
while matrix
E
c
is a matrix having the same structure as E
c
in (13),
but with the elements
E
c
i
obtained from E
c
i
=
_
C
T
i
0
0 I
_
in such a way
that the dimension of the identity matrix ensures compatibility of the
product with
V
i
(instead of V
i
), i = 1, . . . , N.
Proof. The proof is entirely basedonthe presentedlemmas. Notice
only that the inequality
E
c
V
E
cT
< 0 fromthe problem(15) follows
immediately from the first inequality in (13) in Lemma 2 after
applying the Schurs complement formula and replacing X
2i
X
T
2i
by
Z
i
(see the expression for
V
i
). Condition Z > 0 results from the
requirement that the matrices X
2i
are nonsingular, i = 1, . . . , N.
The inequality E
b
WE
bT
< 0 is identical to the second inequality in
(13). Thus, the result.
Solving (15), one gets X > 0, Y > 0 and Z > 0. Nonsingular
matrices X
2i
can always be constructed from any given Z
i
> 0;
one gets X
3i
from (14), and, consequently,
X
i
> 0 from (12),
i = 1, . . . , N. Then, we come back to the original inequality
(9), which represents then a system of N independent LMIs with
unconstrained matrix variables J
i
, i = 1, . . . , N. Any solution to
these LMIs gives the required block-diagonal parameter matrix
J = diag{J
1
, . . . , J
N
}, that is, a robustly stabilizing decentralized
dynamic controller F for S.
Assumptions (a) and (b) in Lemma 3 are important for the
formulation of Theorem 1 in terms of LMIs. In general, in the case
of reduced order observers (when s
i
< n
i
), one is faced with the
problem of the existence of solutions for Y
2i
, Y
3i
and X
3i
satisfying
(12); notice that in the case of H
= A + A
h
as a new state
matrix in (3), instead of (9) we have now
R +
B
x
J
C +
C
T
J
T
B
xT
< 0, (16)
where
R
ij
=
_
X
i
A
h
ij
+
A
hT
ji
X
j
0 0
0 0 0
0 0 0
_
,
A
h
ij
=
_
A
h
ij
0
0 0
_
, i, j = 1, . . . , N, i = j,
R
kk
=
0, k = 1, . . . , N, and
R
is obtained from
R in (9) by replacing A
i
by
A
ii
= A
i
+ A
h
ii
. Having in mind that
R
R is not block-diagonal,
Theorem 1 cannot be directly applied to (16). However, (16) can
have a solution satisfying Assumption A; it is reasonable to expect
that the resulting controller provides better performance than the
one obtained in the absence of the assumed a priori knowledge
about linear interconnections.
4. Numerical example
Consider the motion of two inverted pendulums connected by
a spring which can slide up and down the rods of the pendulums
in sudden jumps of unpredictable size and direction between the
support and the height equal to 1 [10]. Alinearized and normalized
model of this system is given by
S : x =
_
_
_
0 1 0 0
1 0 0 0
0 0 0 1
0 0 1 0
_
_x +
_
_
_
0 0
1 0
0 0
0 1
_
_u + h(t, x),
y =
_
1 0 0 0
0 0 1 0
_
x, (17)
where h(t, x) =
_
_
_
0 0 0 0
1 0 1 0
0 0 0 0
1 0 1 0
_
=
1
=
2
= 4.4950, with the local gain
matrix K =
_
725.9085 40.4346
_
and the local closed-loop
poles {20 j17.8093}. It easy to see that the system is not
stabilizable by any linear static output feedback.
The local dynamic output feedback controller parameters
obtained on the basis of Theorem 1, with H
i
= I are
F
i
= 10
4
_
0.4670 1.4182
1.0131 3.1931
_
, L
i
= 10
4
_
3.3926
1.5118
_
, K
i
=
_
243.5166 767.0817
_
, G
i
= 333.7029, i = 1, 2, with the local
closed-loop poles {3.6543 10
4
, 0.0390 10
4
, 0.7455
j0.5605} and
H =
_
0 0 0 0
1 0 1 0
0 0 0 0
1 0 1 0
_
(see the Remark). In this case the
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