Systems & Control Letters 14 (1990) 325-331
North-Holland
Robust stabilization of delay systems
by approximation of coprime factors
J o n a t h a n R. P A R T I N G T O N
Department of Pure Mathematics, University of Leeds, Leeds
LS2 9JT, U.K.
Keith GLOVER
Department of Engineering, University of Cambridge, Trumping-
ton St., Cambridge CB2 1PZ, U.K.
Received 10 October 1989
Revised 27 December 1989
Abstract: Given a delay system with transfer function G(s)=
h2(s)/hl(S), where hl(S)='~glpi(s ) e -v,s, and h2(s ) =
Y"~2qi(s)e-~'S'withO=)'o<Va< "'" < ' & e 0~<flo< "'" <fl~2'
the Pi being polynomials of degree 6i, and 8i < 8o for i ~ 0,
and the qi polynomials of degree d i < 80 for each i, the robust
stabilization of a class of perturbed coprime factors of this
system is considered. Asymptotic estimates are obtained based
on recent results on the approximation and stabilization of
normalized coprime factors. An explicit formula is given for
the normalized coprime factor stability margin for the case of a
multivariable transfer function of the form G(s)= e-~rR(s),
with R rational.
Keywords: Delay system; robust stabilization; coprime factors;
graph metric; gap metric; rational approximation.
1. Introduction
Given a nominal system model with transfer
function G ( s ) = M - l ( s ) N ( s ) , where M, N ~
R H ~ are left coprime, it has been demonstrated
in [18] that a suitable class of perturbed models is
given by
Ga = ( M + A , ) - I ( N + A 2 ) ,
where A = [A1, A2] E R H ~ and I[ AII ~ < e. In the
case when coprime factors are normalized, that is
MM* = N N * =I, then [12,13] have shown that
the largest family of A that is stabilizable by a
single controller is given by the formula
Emax= ~1 - II[N, MIll 2
0167-6911/90/$3.50 1990 - Elsevier Science Publishers B.V. (North-Holland)
325
This robust stabilization result has in fact been
used to generate an effective design scheme. The
derivation of this result in [12] involved state-space
manipulations and is not readily extended to in-
finite-dimensional systems. The derivation in [13]
is an i n p u t / o u t p u t argument and can be modified
for a suitable class of infinite-dimensional sys-
tems; alternatively an operator theory derivation
is given in [8] together with a number of results on
the gap and graph metrics.
It is the purpose of the present paper to show
how an effective approximation scheme can be
derived for delay systems. Optimal convergence
rates will be established, based on recent ap-
proximation results given in [9,10,11]. These are
then applied to construct robust finite-dimen-
sional controllers which approach optimality.
2. Retarded delay systems
We shall consider the class of retarded delay
systems with scalar transfer function given by
G(s) = hE(s)/hl(s), (2.1)
where
nl
hl(s ) = ~'.pi(s) e -v's, (2.2)
0
and
/12
h2(s ) = Eqi(s) e -a's, (2.3)
0
with 0=~/0<3,1 < . . . <'t,,, 0 < / 3 0 < "'" <ft,2,
the Pi being polynomials of degree 8i and 8 t < 80
for i 4: 0, and the q, polynomials of degree di < 80
for each i. These systems were first analysed by
Bellman and Cooke [1] and have the property that
they possess only finitely many poles in any right
half plane. Asymptotic results on the Hankel sin-
gular values and errors in the approximation of G
326 J.R. Partington, K. Glover / Robust stabilization of coprime factors

were given in [10,11], where it was shown that sional systems, and rational approximations are
there exist constants A, B > 0 and an integer required. In Section 4 we show how this can be
r > 0 such that the Hankel singular values (o k) of done, and estimate the convergence rates of such
G decay as k -r and normalized coprime factors.

Ak - r ~ inf( [1Gstable-- G II~: deg G = k } < Bk -r.

(2.4)
3. Explicit analytic solutions
Further related results are given in [16].
In general we restrict our analysis to SISO For the special case G(s) = e-SrR(s), with T >
systems as above, except that in Section 3 we 0 and R(s) rational and matrix-valued, a normal-
consider the class of matrix-valued transfer func- ized coprime factorization R = M - 1 N gives a nor-
tions G(s)= e-SrR(s), where R is rational and malized coprime factorization of G:
T > 0: for these an explicit solution to the normal-
ized coprime factorization problem can be given. G(s) = M(s)-l(e-STN(s)),
We recall the following definition, due to Cal-
and the stability margin can be calculated ex-
lier and Desoer [2] of a class of functions admit-
plicitly.
ting coprime factorizations (see also [3,18]).
Let us suppose that G(oo) = 0 and write
The algebra ~ comprises all distributions on
(0, ~ ) of the form [N, M ] = [0, I ] + C ( s I - A ) - I [ B , H].

f ( t ) = L ( t ) + ~_,fiS(t- ti), (2.5) In order to calculate the singular values of the

o Hankel operator corresponding to [e-~rN, M] we
set up a two-point boundary-value problem as in
with f~ ~ LI(O, aa), (fi) ~ ll and t > 0 for each i.
[5,6,9,10,191.
We write aacc H~ for the algebra of Laplace
Note that for h(t) a function with Laplace
transforms of elements of ag. The ring aff_(a)
transform G(s), the Hankel operator with kernel
consists of all f(t) as in (2.5) with e-l~tfa(t ) ~ L 1
h is the operator F from L2(0, o) to L2(0, oo)
and (e ~'~) ~ 11 for some/3 < a. Then its ring of
given by
Laplace transform is denoted ~ _ ( a ) , and the
subset of functions bounded away from zero in
Re s >__a will be written ~_~(a). Finally 5~(a) is
the ring (a~_(a))(~_~(a)) -1.
(Fu)(t)=
f0 Ch (t + r ) u ( r ) d r ,

It is easily seen that transfer functions satisfy- or, taking Laplace transforms,
ing the conditions above are in the class ~ = ~ ( 0 )
and hence possess coprime factorizations G(s)= PU= P ( O ( s ) U ( - s ) ) ,
E(s)-lF(s). One such is given by
with P the orthogonal projection from L20R )
hi(s) h2(s) onto the Hardy space H2(C+) on the right half
E(s) and F(s) plane. In general h will be matrix-valued, and u
( s + l ) a ( s + l ) 8'
and Fu vector-valued.
since E(s) is certainly bounded away from zero The following result can be obtained as a spe-
near infinity. More details may be found in [18, cial case of Theorem 2.1 in [10] (after further
Chapter 8]. calculations), but is in fact more simply derived
A discussion of the existence of normalized directly.
coprime factorizations, which is sufficient for our
purposes, is given by Curtain [3], making use of Theorem 3.1. Consider the Hankel operator Fh with
the Pritchard-Salomon class [17] to construct nor- kernel
malized coprime factorizations from the solutions
of Riccati equations.
In general however, coprime factorizations can-
h(t) = { C eA'[0, /-/] ifO<t<T,
not be calculated explicitly for infinite-dimen- CeA/[e-aTB, H] if t > T.
 J.R. Partington, K. Glover / Robust stabilization of coprimefactors 327

Then o is a singular value of Fh, or equivalently of Fh applied to v, is given by u constructed as

the Hankel operator with symbol [e-SrN(s), M(s)], follows:
if and only if .oo

z ( T ) .'= JT eA*(~-T)C*v('r) d~',

d(t)=-A*z(t)-C*v(t) for0_<t<T,
where ul(t ) = B * z ( T - t ) for0<t<T,

K:=[ A o-aBB ' ] (3.2) u2(t) = eA*'z() for t > O.

-o-aC'C -A'
and P and Q satisfy the Lyapounov equations Suppose that u and v are Schmidt pairs corre-
sponding to a singular value a; then there must be
AP + PA' + BB' + HH' = 0 a nonzero solution to the equations
and V=Fh(o-lu), u=r~(o-1)v.
A'Q+QA+C'C=O. The differential equation above becomes

Proof. Firstly we shall construct a differential

d x] __K[x],
equation that 'simulates' the Hankel operator.
Given u = [~'2] ~ L2 we claim that Fhu is given by and hence
v, where v is constructed as follows:

oo
x(r) . Ix(0)
[ z(0)
]
x(O):=fo ea~( Bu'('r + T) + Huz('r)} d'r,
Furthermore, substituting for u(t) into the x(0)
Ac(t)=Ax(t)+Bu,(T-t) for0<t< T, equation gives x ( 0 ) = o-lPz(O), and substituting
for v(t) in the z(T) equation gives z ( T ) =
Cx(t) if 0 < t < T, o-IQx(T). Hence it is necessary that the given
v(t)= CeA(t_r)x(T) ift>T. determinant be zero for a nontrivial solution to
exist.
This is readily verified; for example, for 0 < t < T, Conversely, the condition is also sufficient, since
we have one may work backwards, starting with z ( 0 ) ~ 0,
defining x(O)=o-lPz(O), and computing x(t),
v( t ) = C eAtx(O) + C for eA(t-')Bu,( T - "r) d'r z(t) on [0, T]. Then z ( T ) = o - I Q x ( T ) . Finally
one may compute u(t) and v(t) and verify that
the remaining identities hold. []
= eA(t+"-T)Bul('r ') dr'
Hence the maximum normalized coprime factor
stability margin for G(s) as above is given by
+ foC eA(t+r)Hu2('r) dr Emax = ~'1- (I?, where o 1 is the largest solution to
(3.1).
+ C eA('+/-r)Bul('d) dr'
--

= 4. Convergenceof coprimefactors
Similarly for t > T. Let G(s)=h2(s)//hl(S), with hi and h 2 a s
Now suppose that some v ~ L 2 is given; then a given in (2.2) and (2.3), be the transfer function of
similar calculation shows that F~v, the adjoint of a retarded delay system, and suppose that G(s) =
328 J.R. Partington, K. Glover / Robust stabilization of coprime factory
E ( s ) - l F ( s ) is a coprime factorization. Then G
possesses a normalized coprime factorization
G(s)=M(s) 1N(s)
where
M(s) = E(s)/R(s), N(s) = F(s)/R(s)
and R*R = E * E + F *F (see [18, Chapter 7]). This
cannot in general be calculated explicitly, but we
can choose rational approximations Ek(S ) and
Fk(s ) converging to E, F respectively in the H~
norm and normalize these. The following result
guarantees that such a procedure converges.
Theorem 4.1. Let G( s ) = E ( s )- ~F( s ) be a coprime
factorization of a system G( s ) ~ ~ , and suppose
that (Ek(S)) and (Fk(S)) are sequences of rational
H~ functions of degree at most k such that E k --* E
and Fk ~ F in H~. Then E k and Fk are coprime for
k sufficiently large. Now let G ( s ) = M ( s ) - l N ( s )
be a normalized coprime factorization of G, and
Ek(S ) 1Fk(S ) = M k ( S ) - 1 N k ( s ) be normalized
coprime factorizations of the rational approximants.
I f r > 0 is such that II E - E k II ~ and II F - Fk II
are both O ( k - r), then the distance from [N, M ] to
[Nk, Mk] in the graph and gap metrics is O ( k - r )
and hence there exist invertible functions Uk such
that
II[N, M ] U k - - [ N k , Mk] I1~-----O ( k - r )
as k ~ ~z. Moreover Uk*Uk= l + O(k ~) a s k
Proof. To show that E k and F k are eventually
coprime, we observe that since E and F are
coprime they satisfy a Bezout identity
E(s)X(s) + F(s)Y(s) = 1
over H~. Hence
E k ( S ) X ( s ) Z ( s ) + F k ( S ) Y ( s ) Z ( s ) = 1,
where
Z ( s ) = (1 + ( e k - E ) X + ( F k - F ) Y ) -1,
which exists in Ho~ provided that
I I E k - E I I [ I X ] l + l l F k - F I I IIYll < 1 ,
which is true for sufficiently large k. Thus E k and
F k are coprime over H~ and thus have no com-
mon zero in C + u { ~ } . Hence they are also
coprime over the ring of rational H< functions, by
[18, Chapter 2].
Now there exist a, f l > 0 such that 0 < a _ <
JR(s) I -</3 for s on the imaginary axis, so that
II[N, M] - [ F k / R , E k / R ] I[
< ( 1 / a ) ll[F--Fk, E - Ek] [[
= ~/k, say.
It follows from [18, Lemma 7.3.2], that the dis-
tance from IN, M] to [Nk, Mk] in the graph met-
ric can be bounded, namely
2*/k O(k r).
d ( [ N , M ] , [Nk, Mk] ) < 1--_~ k
The existence of (Uk) as required follows from
Section 7.3 of [18]. Similarly the gap metric esti-
mate follows from [7]. Moreover
Uk* Uk = ( NUk ) * ( NUk ) + ( MUk )* ( MUk )
= N ~ N k + M ~ M k + O ( k -r)
= 1 + O(k-r). []
Thus a normalised approximant to the original
system is close to being a normalisation of the
system. We now identify r as the optimal conver-
gence index of any sequence of approximate
coprime factorizations of G.
(4.1)
Theorem 4.2. Let G(s) be as in (2.1)-(2.3) and let
r be the index given in (2.4). Then for any coprime
factorization G= E - 1 F and functions Ek, Fk in
RH~ of degree at most k there exists C > 0 such
that
II[F, E ] - [ F k , Ek]l[>--Ck -r.
(4.2) Moreover there exists a coprime factorization G =
E - 1F and rational functions E k, Fk of degree k such
that
II[F, E ] - [ F k, Ek]ll =O(k-r) .
Proof. We can choose L > 0 such that G(s + L ) is
stable; if G = E - 1 F is any coprime factorization,
then there exist X and Y such that (4.2) holds,
and so we have
1= I E ( s ) X ( s ) + F ( s ) r ( s ) l
~< I E ( s ) I IX( s ) + r ( s ) F ( s ) / E ( s ) l ,
 J.R. Partington, K. Glover / Robust stabilization of coprimefactors 329

implying that I E(s) I is bounded away from zero, Referring to Theorem 5.3 of [10], we see that
i.e. I E ( s ) I > 3, say, in Re s > L. Thus if 1 1 F - the dominant term which influences the ap-
fk II < ek and II E - E , II < E,, then proximation of IF, E] is
e-S
EO+L) Fk(s+Z) I l f l l e k + IIEII~,
lE ( s + L) + L) -<

in Re s > 0. But, by [10, Theorem 5.3],

6(6- (s + c) 2 [1, - d .

For a lower bound in degree-k H~ approximation

of [F, E] we may take its Hankel singular value
O k ( a ( s + L))/Ok(Gstable ) --'* 1 as k --~ o0,
Ok+1, which is given by
and hence there exists C > 0 such that ek > Ck -r
~/1 + c 2
for all k. O'k+l = ~2k2 + O(k-3),
Conversely, suppose that G = E - IF + astable,
where E, F are rational, coprime and stable. Then
and we have an upper H~ bound, using Pad6
G = E - I ( F + EGstable) is a coprime factorization approximation, of
of G. Choosing suitable rational approximants Gk
to G~table as in [11], we have ev/1 + c 2
+ O(k-3), (4.3)
2~-k 2
II ( F + Eastable ) -- ( F + EGk)II
~< II E II II Gstable -- G, II, by Theorem 3.4 of [11].
(For delay systems of the form e-SrR(s), as in
achieving the optimal convergence rate. [] Section 3, explicit formulae are available without
an error term.)
Remark 4.3. If a rational approximation INk, Mk] In this case the 'obvious' coprime factorization,
of degree k is found with

II[N, M ] - [ N k , Mk] I1~ < & s+l'

then a controller of degree k stabilizing a ball
around [Nk, Mk] will have maximum stability
radius ek > emax- 3 and hence when applied to
[N, M] will have stability radius at least em~x - 26.
A similar argument in the case that (4.1) holds
shows that rational controllers can be derived for
delay systems, whose performance approaches op-
timality as k ~ oo.
Using the more explicit error bounds given in
[11], it is possible to give more precise upper
bounds for the distances in the graph and gap
metrics than those in Theorem 4.1. We illustrate
this by an example.
Example 4.4. We consider
1
G(s) s_e_~.
A suitable coprime factorization for this is given
by
s - e -s
e(s)
S-- e-" + C ' F(s) s--e-S+c
for any c > 1.
s-eS]
s+l '
if unnormalized would lead to a suboptimal H~
convergence rate of O ( k - ~).
As in the proof of Theorem 4.1, we have that
the distance in the graph metric is bounded above
by 2~k/(1 --~k) where ~k is ( l / a ) times the H~
error given in (4.3), and I E * E + F * F I >- a2 on
the imaginary axis.
Choosing c to be slightly greater than 1, and
calculating a directly, we obtain 1.5/k 2 + O(k -3)
as an upper bound for the error in the graph
metric. Finally the gap metric is known to be less
than or equal to the graph metric [7], so the same
error bound is valid.
Note that this does not give a lower bound for
the convergence rate in the graph and gap metrics,
only in the H~ norm.
5. Examples
Consider the delay system G(s) = e-sr/s. This
1
can be analysed using the techniques of Section 3,
'
and a normalized coprime factorization is given by
G(s) = M(s)-lN(s), with M(s) = s/(s + 1) and
330 J.R. Partington, K. Glover / Robust stabilization of coprimefactors

Table 1 tion given by L a m [14]. This gives

T
o]
0.5
0.819
1
0.874
2
0.928
5
0.976
10
0.992
- 30.00 17.55
- 17.55 0 8.14
o oo] 0 0
e 0.573 0.486 0.374 0.220 0.130 A= 0 - 8.14 0 5.53 0 ,
0 0 - 5.53 0 3.90
0 0 0 -3.90 0
B ' = C = [7.75 0 0 0 0],

N ( s ) = e - S r / ( s + 1). The singular values of the and D = [ - 1 ] .

Hankel operator with symbol [N, M ] are given by
o k = 1 / ~ 1 + ?t2 , where (?t k) are the positive roots
of tan AT = (1 - ~2)/2)t, and a Schmidt vector in
L2(0, oo) is given by
= f 2 A cos At if t < T,
U(I)
2Acos~Te T-t ift>T,
where A is a fixed constant. It follows that o k is
asymptotic to T/k~r. The robust stability margin
is given by e = ( 1 - o 2 ; this is asymptotic to
v ~ - ( 1 - T) as T ~ 0 , and to I r / 2 T as T ~ oo.
Some typical values are shown in Table 1.
Approximation of the coprime factors m a y be
achieved by the technique used in [11], which
consists of replacing e - s t by its (k, k) Pad6 ap-
proximant. This is guaranteed to converge at the
optimal rate (O(k-~)). In practice the stability
margins (ek) converge m u c h faster than the
coprime factors themselves. F o r the hardest case
to control above, T = 10, one finds that e~na=
0.130, even for a 5th order approximation.
Recall that, for a stabilizing controller, we have
e '= [KI](I+GK)-I[G,I ] o~"
The best constant controller for T = 10, namely
K = 0.065, gives e = 0.056, whereas higher order
controllers can be produced which approach opti-
mality.
Similarly for G (s) = 2 e - 2'3/(1 - s 2), considered
in [4], emax = 0.032 (and the coprime factors con-
verge with error O ( k - 2 ) ) ; for 1 / ( s - e - s ) (Exam-
ple 4.4), one obtains emax = 0.434.
AS a final example we consider G ( s ) =
2e-*/(2s2+e-~), a system which cannot be
stabilized by a constant controller and for which
an analytical normalised coprime factorization is
not known. This time e = 0.221 and the conver-
gence rate O ( k - 2 ).
One m a y construct a 5-state Pad6 approxima-
tion to e - " with the (balanced) state-space realiza-
This yields a seven-state approximation G ( s ) to
G(s).
One m a y now construct normalized coprime
factors for G ( s ) and derive a suboptimal con-
troller of degree 7 using the methods of [12]. The
Hankel singular values of the controller are
0.488, 0.173, 0.029, 0.008, 0.003, 0.001, 0.0002,
and it is appropriate to perform model reduction
on the controller (by truncating a balanced reali-
zation) as in [15], with a slight loss of perfor-
mance.
One thus obtains an order six controller
robustly stabilizing G ( s ) and giving a stability
margin of 0.212, over 95% of the optimal.
Thus in general satisfactory low-order con-
trollers can be p r o d u c e d by combining the ap-
proximation techniques of [11] and the methods of
[12,13,151.
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