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Singular Control Systems
Singular Control Systems
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Article in Dynamics of Continuous, Discrete and Impulsive Systems Series A: Mathematical Analysis · October 2004
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D. Lj. Debeljkovic1
1
University of Belgrade, Faculty of Mechanical Eng,
Department of Control Engineering, 11000 Belgrade, Yugoslavia
Abstract. Singular systems are those the dynamics of which are governed by a mixture of
algebraic and differential equations. The complex nature of singular systems causes many
difficulties in the analytical and numerical treatment of such systems, particularly when
there is a need for their control. In that sense the question of their stability deserves great
attention. A brief survey of the results concerning the Lyapunov and finite time stability
of a particular class of these systems, are presented as the basis for their high quality
dynamical investigation.
Keywords. Singular systems, Lyapunov stability, Lyapunov matrix equation, Finite
and practical stability
1 Introduction
Singular systems are those the dynamics of which are governed by a mix-
ture of algebraic and differential equations.In that sense the algebrac equa-
tions represent the constraints to the solution of the differential part.
These systems are also known as descriptor, semi-state and generalized
systems arise naturally as a linear approximation of systems models, or lin-
ear system models in many applications such as electrical networks, aircraft
dynamics, neutral delay systems, chemical, thermal and diffusion processes,
large-scale systems, interconnected systems, economics, optimization prob-
lems, feedback systems, robotics, biology, etc..Although singular systems are
mostly present in electric and electro-magnetic circuits, in the sequel, will be
shown their application in chemical and process technology.
with the matrix E possibly singular, where x(t) ∈ <n is a generalized state-
space vector and u(t) ∈ <m is a control variable.
Matrices A, B and C are of the appropriate dimensions and are defined
over the field of real numbers. System given by eq. (2.1) is operatinig in a
free and system given by eq. (2.2) is operating in a forced regime, i.e. some
external force is applied on it. It should be stressed that, in the general case,
the initial conditions for an autonomus and a system operating in the forced
regime need not be the same.
System models of this form have some important advantages in compar-
ison with models in the normal form, e.g. when E = I and an appropriate
discussion can be found in [1].
The complex nature of singular systems causes many difficultes in an-
alytical and numerical treatment that do not appear when systems in the
normal form are considered. In this sense questions of existence, solvability,
uniqueness, and smothness are present which must be solved in satisfactory
manner.
The survey of updated results for singular systems and a broad bibliog-
raphy can be found in [1], [4], [5], [15], [16], and in the two special issues of
the [8], [9].
Stability definitions
Definition 3.1 Eq. (2.1) is exponentially stable if one can find two positive
constants α, β such that
Definition 3.2 The system given by Eq. (2.1) will be termed asymptotically
stable iff, for all consistent initial conditions x0 , x(t) → 0 as t → ∞, [19].
Singular control systems 693
Definition 3.3 We call system given by Eq. (2.1) asymptotically stable if all
roots of det(sE −A), i.e. all finite eigenvalues of this matrix pencil, are in the
open left - half complex plane, and system under consideration is impulsive
free if there is no x0 such that x(t) exibits discontinuous behavior in the free
regime, [15].
Definition 3.4 The system given by Eq. (2.1) is called asymptotically stable
iff all finite eigenvalues λi , i = 1,...,n1 , of the matrix pencil (λE − A) have
negative parts, [18].
Stability theorems
Theorem 3.1 Eq. (2.1), with A = I, I being the identity matrix, is expo-
nentially stable if and only if the eigenvalues of E have nonpositive real parts,
[21].
Theorem 3.2 Let IΩ be the matrix which represents the operator on <n
which is the identity on Ω and the zero operator on Λ. Eq. (2.1), with
A = I, is stable if an n × n matrix P exist, which is the solution of the
matrix equation
E T P + P E = −IΩ (3.2)
with the following properties
P = PT (3.3)
694 D. Lj. Debeljkovic
P q = 0, q∈Λ (3.4)
qT P q > 0, q 6= 0, q ∈ Ω (3.5)
where
Ω = Wk = ℵ(I − EE D ) (3.6)
Λ = ℵ(EE D ) (3.7)
Theorem 3.3 The system given by Eq. (2.1) is asymptotically stable if and
only if
• A is invertible
AT P E + E T P A = −Q (3.8)
[19].
Theorem 3.4 The system given by Eq. (2.1) is asymptotically stable if and
only if
• A is invertible
[19].
AT P E + E T P A + E T C T CE = 0 (3.11)
AT P E + E T P A = −Q (3.12)
and if
xT E T P Ex > 0, ∀x = S1 y1 6= 0 (3.13)
T
x Qx > 0, ∀x = S1 y1 (3.14)
then the system described by Eq. (2.1) is asymptotically stable if
· ¸
sE − A
rank = n, ∀s ∈ C (3.15)
S1T Q
and marginally stable if the condition given by Eq. (3.15) does not hold, [18].
AT P + H T A + C T C = 0 (3.16)
H T E = ET P > 0 (3.17)
in [22].
The system, given by Eq. (2.1), is equivalent to
Lemma 3.3 The system, given by Eq. (2.1), is asymptotically stable if and
only if the ”slow” sub - system, Eq. (3.18) is asymptotically stable, [25].
For the sake of breavity all proofs are ommited here and can be found in
cited papers.
It should be noted that the results of the preceeding theorems are very
similar in some way and are derived only for regular linear singular systems.
In order to investigate the stability of irregular singular systems, the fol-
lowing results can be used, [2].
For this case, the linear singular system is used in the suitable canonical
form, i.e.
ẋ1 (t) = A1 x1 (t) + A2 x2 (t) (3.21)
0 = A3 x1 (t) + A4 x2 (t) (3.22)
Herewith, we examine the problem of the existence of solutions which
converge toward the origin of the systems phase-space for regular and ir-
regular singular linear systems. By a suitable nonsingular transformation,
the original system is transformed to a convenient form. This form of sys-
tem equations enables development and easy application of Lyapunov’s direct
method (LDM ) for the intended existence analysis for a subclass of solutions.
In the case when the existence of such solutions is established, an understi-
mation of the weak domain of the attraction of the origin is obtained on
the basis of symmetric positive definite solutions of a reduced order matrix
Lyapunov equation.
The estimated weak domain of attraction consists of points of the phase
space, which generate at least one solution convergent to the origin.
Let, the set of the consistent initial values of Eqs. (3.21-3.22) be denoted
by Wk∗ .
n×n
Also,
¡£ consider the
¤¢ manifold M ⊆ < , determined by Eq. 3.22 as
M=ℵ A3 A4 .
For the system governed by Eq. (3.21-3.22) the set Wk∗ of the consistent
initial values is equal to the manifold M, that is Wk∗ = M.
It is easy to see, that the convergence of the solutions of system given
by Eq. (2.1) and system, given by Eqs. (3.21-3.22), toward the origin is an
equivalent problem, since the proposed transformation is nonsingular.
Singular control systems 697
Thus, for the null solution of Eqs. (3.21-3.22), the weak domain of at-
traction is going to be estimated.
The weak domain of attraction of the null solution x(t) ≡ 0 of system
given by Eqs. (3.21-3.22), is defined by
½ ¾
S , x0 ∈ <n : x0 ∈ M, ∃x(t, x0 ), lim kx(t, x0 )k → 0 (3.23)
t→∞
The term weak is used because solutions of Eqs. (3.21-3.22), need not to
be unique, and thus for every x0 ∈ S there may also exist solutions which do
not converge toward the origin.
In our case S = M = Wk∗ , and the weak domain of attraction may be
thought of as the weak global domain of attraction.
Note that this concept of global domain of attraction used in the paper,
differs considerably with respect to the global attraction concept known for
state variable systems, [2].
Our task is to estimate the set S.
We will use LDM to obtain the underestimate Se of the set S (i.e.Se ⊆ S).
Our development will not require the regularity condition of the matrix
pencil(sE − A).
For the systems in the form of Eqs. (3.21-3.22) the Lyapunov-like function
can be selected as
The main question is if the relation Eq. (3.26) can be established in a way
so as not to contradict the constraints. Since it is not possible for irregular
singular linear system, then we have to reformulate our task to establish
the relation Eq. (3.26) so that it does not pose to many additional novel
constraints to Eq. (3.22).
In order to efficiently use this fact for the analysis of the attraction prob-
lem, we introduce the following consideration that also proposes a construc-
tion of the matrix L.
698 D. Lj. Debeljkovic
is satisfied.
Then a matrix L exist, [23], being any solution of the matrix equation
0 = A3 + A4 L (3.28)
ΩT P + P Ω = −Q, Ω = A1 + A2 L (3.32)
Theorem 3.13 Let the rank condition Eq. (3.27) hold and let rank F < n,
where the matrix F is defined in Eq. (3.29). Then, the underestimate Se of
the weak domain S of the attraction of the null solution of system given by
Eqs. (3.21-3.22), is determinated by Eq. (3.30), providing (A1 + A2 L) is a
Hurwitz matrix, [2].
If Se is not a singleton, then there are solutions of Eq. (3.21-3.22) different
form null solution, x(t) ≡ 0, which converge toward the origin as time t → ∞.
Stability definitions
Definition 4.1 System 4.1 is finite time stable w.r.t. (T, i, a, G) if and only
if x0 ∈ Wk∗ , satisfying ||x0 ||2G < i, implies, [11].
and ||x20 ||2 < ia2 /a1 , implies ||x1 (t∗, x0 )||2 > a1 or ||x2 (t∗, x0 )||2 > a2 ,
[12], [13].
Stability theorems
Theorem 4.1 The system governed by (4.1) is finite time stable w.r.t. x(t, x0 )
if the following condition is satisfied
a
ln > Λmax (G)t , ∀t ∈ T (4.5)
i
where
¡ ¢
Λmax (G) = max xT G x: x ∈ Wk \ {0} , xT E T P Ex = 1 . (4.6)
G = AT P E + E T P A (4.7)
in [11].
For the systems in the form (4.2 - 4.3) the Lyapunov-like function can be
selected as
V (x(t)) = xT1 (t)P x1 (t) , P = P T > 0, (4.9)
where P will be assumed to be a symmetric, positive definite real matrix.
The total time derivative of V (x(t)) along the solutions of (4.2 - 4.3) is
then
For all solutions for which the following connection between x1 (t) and
x2 (t) holds
x2 (t) = Lx1 (t), ∀t ∈ T (4.11)
we will show the specific boundedness characteristics.
In order to efficiently use the relation (4.11) for the boundedness analysis,
we introduce again the rank condition, given (3.27).
On the basis of (3.27), (4.11) and (4.3) it becomes evident that whenever
solution x(t) fulfills (4.11) then it has to fulfill (4.3).
When rank condition holds then all solutions of system (4.2 - 4.3), which
satisfy (4.11) are subjected to algebraic constraints given with (3.29).
But, now, another discussion can be given. (i) These solutions of (4.2 -
4.3) have to belong to the set M ∩ ℵ([L − I]); (ii) If rank F < n then the
potential (weak) domain of (T, i, a1 , a2 ) - practical stability of (4.2 - 4.3) is
underestimated as
½ ¾
x(t) ∈ <n :
Su (e) = ⊆ Se (4.12)
x(t) ∈ M ∩ SG (i) ∩ ℵ([L − I])
The last fact will be shown in Theorem 4.4 for the case of (T, i, a1 , a2 )
- boundedness and the associated practical stability. Employing (4.10) and
(4.11) one obtains
¡ ¢
V̇ (x(t)) = xT1 (t) (A1 + A2 L)T P + P (A1 + A2 L) x1 (t)
= xT1 (t)Z x1 (t) (4.13)
Theorem 4.2 Suppose the rank condition (3.27) holds and let rank F 6 n,
where the matrix F is defined in (3.29). Then, the system governed by (4.2
- 4.3) has solutions which are (T, i, a1 , a2 ) - bounded, i 6 a1 , if the following
conditions are satisfied
a1
(i) ln > Λmax t, ∀t ∈ T (4.14)
i
Singular control systems 703
a22
(ii) kLk 6 (4.15)
a1
where Λmax = Λmax (Z), and where the matrix Z is defined in (4.13), [12],
[13].
Theorem 4.3 Suppose rank condition (3.27) holds and let rank F 6 n,
where the matrix F is defined in (3.29). Then, the system governed by
(4.2 - 4.3) has solutions which are (T, i, a1 , a2 ) - unbounded, i 6 a1 if ∃∆,
0 < ∆ < i ∧ ∃τ ∈ T, τ 6 +∞ and ln ai1 6 λmin τ , where λmin = λmin (Z)
and where the matrix Z is defined in (4.13), [12], [13].
Before we give next Theorem on the underestimate of the potential do-
main of (T, i, a1 , a2 ) - practical stability, we use the notation s = (i, a1 , a2 ),
and a slightly modified definition of S and Su as
½ ¾
x0¡∈ <n : x0 ∈ M ∩ Ss , (∃x(t, x0 )) (∀t ∈¢T )
S(T, s) = (4.16)
||x1 (t, x0 )||2 < a1 , ||x2 (t, x0 )||2 < a2
Su (T, s) = {x(t) ∈ <n : x(t) ∈ M ∩ Ss ∩ ℵ ([L − I])} (4.17)
where Ss is defined by
© ª
SS = x(t) ∈ <n : ||x1 (t)||2 < i, ||x2 (t)||2 < i a2 /a1 , (4.18)
s = (i, a1 , a2 ) (4.19)
Theorem 4.4 Suppose rank condition (3.27) hold and let rank F < n, where
the matrix F is defined in (3.29). Then, providing the conditions of Theorem
4.2 hold, the underestimate Su (T, s) of the potential (weak) domain S (T, s)
of (T, i, a1 , a2 ) - practical stability of (4.2 - 4.3) is determined by (4.16),
where Ss is defined by (4.19), [12], [13].
The proofs and other details can be found in cited references and are
omitted for the sake of brevity.
5 Conclusion
Some linear systems not possessing a state variable representation of such
kind can admit a semi state (descriptor) equations of the form (2.1), where
E and A are constant matrices, with E possibly singular. In mathematical
sense, these models are presented in the form of mixture of differential and
algebraic equations. These systems are also known as semi state, descriptor,
singular as well as generalized state-space systems. They naturally arise
in many practical engineering disciplines and applications such as feedback
control systems, optimization problems, large scale systems, and generally as
linear approximation of system models.
Central part of this paper is devoted to some stability questions from the
viewpoint of Lyapunov and non-Lyapunov stability theory. Some original
results, derived earlier by the authors, have been presented.
Identical results, but for linear discrete-time singular systems, have been
derived in [14] and [3].
704 D. Lj. Debeljkovic
6 References
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[7] Chen,C., Y. Liu, ”Lyapunov Stability Analysis of Linear Singular Dynamical Sys-
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[8] Circuits, Systems and Signal Processing, Special Issue on Semistate Systems, 5 (1)
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[9] Circuits, Systems and Signal Processing, Special Issue: Recent Advances in Singular
Systems, 8 (3) (1989).
[10] Dai, L., Singular Control Systems, Springer Verlag, Berlin, 1989.
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[18] Muller, P. C., ”Stability of Linear Mechanical Systems with Holonomic Constraints”,
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[19] Owens, D. H., D. Lj. Debeljkovic, ”Consistency and Liapunov Stability of Linear
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[21] Pandolfi, L., ”Controllability and Stabilization for Linear Systems of Algebraic and
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[24] Wu, H., K. Muzukami, ”Lyapunov Stability Theory and Robust Control of Uncer-
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[25] Zhang, Q., G. Dai, J. Lam, L .Q. Zhang, M. De La Sen, ”Asymptotical Stability and
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Email: ddebeijikovic@alfa.mas.ac.yu