652 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 46, NO.

4, APRIL 2001

3) Example: Let us now use a PID controller to stabilize the same
plant considered in Example 4.2. Fig. 2 shows the stabilizing regions
in the space of (kp , kd , ks ), where ks = kp + ki . After linear transfor-
mation as in (3.10), we obtained the stabilizing regions in the space of
(kp , ki , kd ). These regions are sketched in Fig.3.
V. CONCLUDING REMARKS
In this note, we have provided a complete solution to the problem
of characterizing all PID gains that stabilize a given discrete-time plant
of arbitrary order. The solution was obtained by applying our earlier
continuous-time results to a bilinearly transformed system. This rep-
resents a significant advance over our earlier work [2] where, for the
discrete-time case, only the constant gain problem could be tackled. It
is our belief that the results of this note will facilitate robust and op-
timal discrete-time designs using P, PI, and PID controllers.
REFERENCES
[1] K. J. Astrom and T. Hagglund, PID Controllers: Theory, Design and
Tuning. Research Triangle Park, NC: Instrument Society of America,
1995.
[2] A. Datta, M. T. Ho, and S.P. Bhattacharyya, Structure and Synthesis of
PID Controllers. New York: Springer-Verlag, 2000.
[3] K. Ogata, Discrete-time Control Systems. Englewood Cliffs, NJ: Pren-
tice-Hall, 1995.
> 0, we define the performance index
Improved LMI Representations for the Analysis
2 wT w)d: (2)
and the Design of Continuous-Time Systems
with Polytopic Type Uncertainty
U. Shaked
restriction imposed by the use of a single Lyapunov function. The latter
improvement seems to be confined to the discrete-time case due to the
special structure of the linear matrix inequalities (LMIs) involved.
In this note, we introduce simple modifications to the standard
LMI which appears in the continuous-time bounded real lemma
(BRL). These modifications lead to an improvement in the design
with uncertainty that parallels, but is somewhat smaller than, the one
encountered in the discrete-time case.
We demonstrate the applicability of the new method on two ex-
amples. The first one compares our result with that obtained by the
standard quadratically stable BRL formulation [1]. The solution to the
H1 -state-feedback control of a satellite system with a polytopic un-
certainty is presented in the second example.
II. PROBLEM FORMULATION
Given the following system, S (A; B; C ):
x_ = Ax + Bw; z = Cx; x0 =0 (1)
where
x 2 Rqn system state vector;
w 2 L2m[0; 1) exogenous disturbance signal;
2 R state combination (objective function signal) to be
z
attenuated.
The matrices A, B , and C are constant matrices of appropriate dimen-
sions. For a prescribed scalar
to be
1
J (w) = (z
T
z 0
0
It follows from the BRL [1] that a necessary and sufficient condition
for J (w) < 0, for all nonzero w 2 Lq2 [0; 1), is the existence of a
positive definite solution P 2 Rn2n to the following LMI:

AT P + P A PB CT
Abstract—Simple modifications to the representation of the bounded
real lemma (BRL) in the linear continuous time-invariant case are BTP 0 2 Iq 0 < 0: (3)
introduced. These modifications reduce the overdesign that occurs in C 0 0Im
the analysis and the design of systems with polytopic-type uncertainties.
A different Lyapunov function accompanies each of the vertices of the In this LMI, the variable matrix P multiplies the system matrices A
uncertainty polytope, thus eliminating the need for quadratic stability
or stabilizability. The advantages of these new representations are
and B . When the matrix A is an affine function of another variable
demonstrated by way of two examples. (for example the gain matrix K in the state-feedback case), LMI (3)
can be easily solved if the system state space matrices are perfectly
Index Terms—Improved linear matrix inequality (LMI), quadratic sta-
bilization, robust control.
known. However, when these matrices are known to reside within a
given polytope, one could solve the problem (say, in the state-feedback
case) by seeking a single solution P for all the LMIs associated with the
I. INTRODUCTION vertices of the polytope [1]. This restriction to a single matrix variable
P stems from the special structure of (3).
Application of a single Lyapunov function to the analysis and the
In the following lemma, we propose a sufficient condition for
J (w) < 0, for all nonzero w 2 Lq2 [0; 1). The resulting inequality
design of controllers for continuous-time systems with polytopic type
uncertainty leads to an overdesign[1]. The requirement for a single Lya-
will posses a structure that is more amenable to dealing with parameter
punov function stems from the need for a single compensator to con-
uncertainty.
trol all of the plants within the uncertainty polytope. A similar overde-
Lemma 2.1: Given the system of (1), the performance index J of
(2) is negative for all nonzero w 2 Lq2 [0; 1) if there exist a positive
sign also occurs in the discrete-time case. Recently, however, a simple
definite matrix P 2 Rn2n and a positive scalar  that satisfy the fol-
method has been introduced [2] and [3] which partially eliminated the
lowing inequality:
Manuscript received July 12, 2000; revised October 24, 2000. Recommended
by Associate Editor T. Iwasaki. This work was supported by the C and M Maus 0P 01 In + A 0 0
Chair, Tel Aviv University, Tel Aviv, Israel.
In + AT 0P PB CT
0 2 01 Iq < 0:
The author is with the Department of Electrical Engineering-Systems, Tel (4)
Aviv University, Tel Aviv 69978, Israel. 0 BTP 0
Publisher Item Identifier S 0018-9286(01)03436-5. 0 C 0 0 01 Im
0018–9286/01$10.00 ©2001 IEEE
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 46, NO. 4, APRIL 2001 653

Proof: Applying Schur’s formula [4], we readily find that (4) is without requiring the robust stability of these systems in the quadratic
equivalent to 0
stability sense[7]. This can be done by taking <  and by solving for
Pi and Z such that
(
 AT P + P A) +  A 2 T
PA PB CT
B P T
0 2 01 Iq 0 0
< : (5) Pi 0 Z 0 Z T ZT + Z T
Ai 0 0
C 0 001 Im +
Z AT iZ 0Pi Pi B CiT
0
0 B T Pi 0 2 01 Iq 0 < ;
Multiplying the latter inequality, from both sides, by 0 Ci 0 00 Im
1
diagf 0 = ( 1 2)
In ; (1=2) Iq ; (1=2) Im g we obtain i = 1; . . . N: (8)
A PT
+ P A + A T
PA PB C T

BTP 0
2
Iq 0 < :0 (6)
We demonstrate the improvement of (8) over the quadratic stability
C 0 0Im results by the following example.
Example 1: We consider the system of (1) with

= 010+ g 0110 g = 01
Comparing LMI (6) with LMI (3), it is clear that any solution to the
former will also satisfy the latter due to the fact that AT P A > . 0 A B C = [ 1 02]
Remark 1: Since the only difference between (6) and (3) is in the
term AT P A, the overdesign entailed in LMI (6) (represented as the
difference between the smallest ’s achievable by each of the respec- where g is an uncertain parameter that is known to reside in the interval
tive inequalities), is a monotonically decreasing function of AT P A. [0g1 g1 . ]
0
It is readily found that the system is stable for  g1 < . It is, 1
The latter can be made as small as possible while still complying with
however, quadratically stable only for g1 < : 681
. Applying the method
the accuracy requirements of the LMI solver used. More rigorously, as-
0
sume that (3) possesses a solution < P1 . This solution satisfies the of [1], for say =5
; a maximum value of g1 : = 3777
still satisfies the
required attenuation level. By the method of Lemma 2.2, we obtain for
following equation:
the latter value of g1 a minimum value of : = 4 488
(for, say,  : ). = 03
A P1 + P1 A + 02 P1 BB T P1 + C T C + 1 = 0
T Using the same approach, the stability of the system is verified for a
maximum value of g1 : = 746for the same value of .
1
for some positive definite . It then follows that for all  < 1 , where
The relation between  and the maximum value of g1 ; for which
1
1 AT P1 A < , the inequality of (4) is satisfied by P P1 . = stability can be verified, is depicted in Fig. 1. The figure shows that
the maximum value of g1 = 681
: , obtained by the method of [1],
The structure of inequality (4) is used in the next lemma to obtain an
equivalent LMI that is more suitable for systems with uncertainties.
corresponds to  = 168
: .
Lemma 2.2: The inequality of (4) is satisfied for some P and < 0 Remark 2: Fig. 1 shows that the improvement achieved by applying
i  =  0
 9P P T > and Z 2 Rn2n that satisfy the result of Lemma 2.2 (which is expressed in our example by a larger
g1 ) is not a monotonously decreasing function of  at the neighborhood
P 0 Z 0 Z Z + Z T T T
A 0 0 of  =0 . This phenomenon stems from the fact that at this neighbor-
Z + A Z 0P T
P B C T
0
hood the term 2 AT P A in (5) is no longer decreasing as a function of
0 B P T
0 0 Iq
2 1
0 < : (7) 01 due to the behavior of P  . It should be emphasized, however,
()
0 0 001 Im 0
that a solution to (7), for any < , will guarantee the prescribed H1
C

-norm bound over . In order to obtain the minimum possible in (7),

Proof: If (4) is satisfied, one can choose P P Z in order to = = or the maximum value of g1 in our example for a given , one should
solve (7). On the other hand, if (7) is satisfied, it is clear that P > and,  0 solve (7) by iterating over .
+ 
consequently, from Z Z T > P , that Z is nonsingular. Considering, The LMI representation of Lemma 2.2 can be applied when stability
therefore, the matrix T ( )  ( )
Z T 0 P P 01 Z 0 P , it follows from the verification or the search for the maximum H1 -norm of the set of
+
fact that T  that 0Z 0 Z T P  0Z T P 01 Z and, thus:
0 

systems within the polytope are required. It cannot, however, deal

with the situation where the matrix B in (1) is also uncertain. Due to
0Z P 0 Z
T 1
ZT + Z A T
0 0 the particular location of the matrix C in the LMI of (7), the result of
Z + A T
Z 0P P B C T
0
Lemma 2.2 cannot be used to improve upon the results of [1] when a
0 B PT
0 0 Iq 0
2 1 < : state-feedback controller is sought which guarantees J < , for all 0
0 C 0 00 Im 1 nonzero w 2 Lq2 and for all the matrices in the uncertainty polytope.
In order to solve the uncertain state-feedback problem, we derive an-
Multiplying the above inequality, on the right by other version of LMI (3). It is first realized that (3) possesses a positive
diag fZ 01 ; In ; Iq ; Im g and on the left by fZ 0T ; In ; Iq ; Im g, (4)
diag definite solution iff there exist < Q 2 Rn2n and <
0 2 Rn2n0 1
is obtained for P P = that satisfy
The advantage of (7) is clear in case the matrices A and C of (1) are
known to lie within the uncertainty polytope where
QAT + AQ + QC T
CQ + 0 BB + 1 = 0:
2 T
(9)

N

f(A; C ) j (A; C ) = (
i Ai ; Ci ); The latter equation leads to the following.
0
Lemma 2.3: Given > , (9) has a solution iff there exists 0<
Q 2 Rn2n that satisfies the following inequality:
i=1
N
i 0; i = 1g: 0Q0 1
In + A T
0 CT
i=1
In + A 0Q B 0 0
We want to ensure that all the systems of the type of (1) corresponding 0 BT 0 0 Iq
2 1
0 < (10)

to are stable and of H1 -norm less than a prescribed value of , C 0 0 00 Im 1

654 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 46, NO. 4, APRIL 2001

Fig. 1. The relation between  and the maximum value of g that still allows stability verification.

for all  < 1 , where 0 < 1  1 satisfies where

1 (A + QC T C )Q(AT + C T CQ) < 1: (11)
6 = 1 0 (A + QC TC )Q(AT + C TCQ) + O(2 ): (14)
Proof: We have that
(
 AQ + QAT ) = 0Q + (In + A)Q(In + AT ) 0 2 AQAT : The inequality of (10) follows from (13) using Schur’s formula.
Remark 3: It follows from (11) that the range of , for which (10) is
Thus, equation (9) becomes equivalent to (3), is proportional to the overdesign entailed in of (9). 1
0 Q + (In + A)Q(In + A ) 0  AQA + 02 BBT
T 2 T If there exists a solution to (9) (and therefore to (3)) the corresponding
1 and Q dictate the value of 1 for which (10) possesses a solution. On
+ QC T CQ + 1 = 0: (12) the other hand, if a solution is obtained for (10) for   (so that the 1
( ) 6
term O 2 in the expression for is negligible in comparison to the
( + ) ( + )
Since
term  A QC T C Q AT C T CQ there), this solution solves (9) for
QC T CQ = QC T (Im 0 CQC T)01 CQ + 1 1 ( +
any which is less than or equal to  A QC T C Q AT C T CQ . ) ( + )
where Applying the arguments that lead to Lemma 2.2 to the result of
Lemma 2.3, we obtain the following.
1 = 0QC T CQC TCQ + O(2 )  0 Corollary 2.4: Equation (9) has a solution iff there exist < Q 2 0
Rn2n and Z 2 Rn2n that, for  < 1 , satisfy the following in-
we obtain that equality:
(In + A)Q(In + AT ) + QC TCQ Q 0 ZT 0 Z ZT + Z T AT 0 Z TC T
= (In + A)[Q + QC T (Im 0 CQC T)01 CQ + 1 ] +
Z AZ 0Q B 0
2 (In + AT ) 0 2 AQC TCQ 0 2 QC TCQAT 0 BT 0 2 01 Iq 0 0
< :
0  AQC
3 T T
CQA : CZ 0 0 001 Im
(15)
Equation (12) then becomes Analogous with (8), the results of (15) can be used to verify the sta-
0 Q + (In + A)[Q + QC T (Im 0 CQC T)01 CQ + 1 ] bility and to obtain the H1 -norm of the system (1), where the matrices
A, B and C lie within the following polytope:
2 (In + AT ) 0 2 AQC T CQ 0 2 QC T CQAT
0 3 AQC TCQAT 0 2 AQAT + 02 BBT + 1 = 0 N

1 (A; B; C )j(A; B; C ) = (
i Ai ; Bi ; Ci );
or i=1
0 Q + (In + A)[Q + QC T(Im 0 CQC T)01 CQ] N
i  0; i =1 :
2 (In + AT ) + 02 BBT + 6 = 0
(16)
(13) i=1
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 46, NO. 4, APRIL 2001 655

The H1 -norm of the system will be less than if the following set of R2n n
; i = 1; . . . N , Z 2 Rn2n and Y 2 Rr2n that satisfy (20),
i ; i = 1; . . . N and Z for 0 <   1.
LMIs has a solution Qi = QT shown at the bottom of the page. If the existence is affirmative, the
state-feedback gain K is given by
Qi 0 Z T 0 Z Z T + Z T AT
i 0 Z T CiT
Z + Ai Z 0Qi Bi 0 K = Y Z 01 : (21)
0 BiT 0 2 01 Iq 0
Ci Z 0 0 001 I m We demonstrate the application of Lemma 3.1 in the following ex-
< 0; i = 1; . . . N: (17) ample.
Example 2: We consider the problem of controlling the yaw angles
Remark 5: The LMI of (17) is different from the one of (8), and of a satellite system that appears in [5] and [6]. The satellite system
one may yield less conservative results than the other depending on the consists of two rigid bodies joined by a flexible link. This link is mod-
system considered. The LMI of (8) is restricted to the case where B is eled as a spring with torque constant k and viscous damping f . A finite
constant over
. Applying it on the adjoint of (1), uncertainty in B can element analysis gives the following uncertainty ranges:
be handled assuming then that C is perfectly known. On the other hand,
(17) can cope with uncertainty in both B and C , where the fact that in k 2 [ :09 :4 ] and f 2 [ :0038 :04 ]:
the latter LMI the matrix Ci is multiplied by a constant Z introduces
some conservatism that resembles the one obtained in the quadratically Denoting the yaw angles for the two bodies (the main body and the
stable design. instrumentation module) by 1 and 2 , the control torque by T , the
torque disturbance by w and the moments of inertia of the two bodies
III. STATE-FEEDBACK CONTROL by J1 and J2 , the dynamical equations are:

J1 1 + f (_1 0 _2 ) + k(1 0 2 ) =T

The last corollary is suitable for the solution of the state-feedback
control problem in the uncertain case where the system matrices lie
within a polytope. J2 2 + f (_2 0 _1 ) + k(2 0 1 ) =w:
Consider the following time-invariant system:
It is desired to attenuate the effect on the angular position 2 of a distur-
x_ = Ax + B1 w + B2 u; z = Cx + Du; x0 = 0; (18) bance that act on the instrumentation module for all the possible values
of k and f .
where x, z and w are as in (1) and where u 2 Rr is the control input. The state-space representation of of the above equations is:

1 0 0 0 _1 0 0 1 0
Assuming that the system matrices lie within the polytope
1
0 1 0 0 _2
0 0 J1 0 1
= 00k k0 00f 1 2
_1

2 (A; B1 ; B2 ; C; D ) j (A; B1 ; B2 ; C; D ) f
2 0k 0f _2
i i
0 0 0 J2 k f
N 0 0
= i (Ai ; B1;i ; B2;i ; Ci ; D);
+ 00 w+
0 T
=1
i 1 (22)
N
1 0
i  0; i =1 (19)
i=1 and the objective vector z is given by

the state-feedback control problem is then to find, for a prescribed

scalar 0 < , the state-feedback gain K such that the control law of
z = :012T : (23)

u = Kx As in [6], we choose J1 = J2 = 1. The uncertainty polytope includes

N = 4 vertices. Applying the quadratically stabilizing method of [1]
guarantees an upper bound of to we find that a minimum guaranteed level of attenuation of = 1:557
can be achieved with

sup sup kkwzkk2 K = 01010 [ 0:7391 5:3273 0:1337 9:8088] :

w 2

where k 1 k denotes the standard L2 -norm. The solution to the problem Applying, on the other hand, Lemma 3.1, we obtain for   :01 a
is given by the following. guaranteed level of attenuation of = 1:478 for
Lemma 3.1: For a prescribed 0 < , the H1 -norm of the system
(18) is less then over
2 if, for 0 <   1, there exist Qi = QiT 2 K = 0 [ 579:3 4480:6 116:2 7697:2] :

Qi 0 Z T 0 Z Z T + (Z T ATi + Y
TBT )
2;i 0 Z T CiT + Y T DiT
Z + (Ai Z + B2;i Y ) 0Qi B1;i 0 < 0; i = 1; . . . N:
0 B1T;i 0 2 01 Iq 0 (20)

Ci Z + Di Y 0 0 001 Im
656
IV. CONCLUSION
New representations to the BRL have been derived for the contin-
uous-time case. Similar to recent improvements in the discrete-time
case, the new representations improve the results that have been ob-
tained before in the state-feedback design and the stability analysis of
systems with polytopic-type uncertainties. This improvement depends
upon a scalar parameter  which must be kept small. However, the small
value of this parameter reduces the relative change in the term I + A,
which appears in the corresponding LMIs, when A varies over the un-
certainty polytope. This small change is the reason why the improve-
ment that can be achieved by the new method is not as dramatic as the
one that is encountered in the discrete-time case.
REFERENCES
[1] S. Boyd, L. E. Ghaoui, E. Feron, and V. Balakrishnan, Linear Ma-
trix Inequality in Systems and Control Theory, ser. SIAM Frontier
Series. Philadelphia, PA: SIAM, 1994.
[2] D. J. N. Limebeer, U. Shaked, and I. Yaesh, “Parametric BRL’s for dis-
crete-time linear systems with polytopic uncertainties,” Imperial Col-
lege, EEE Dept., London, U.K., 1999.
[3] M. C. de Oliveira, J. Bernussou, and J. C. Geromel, “A new dis-
crete-time robust stability condition,” Syst. Control Lett., vol. 36, no.
2, pp. 135–141, 1999.
[4] R. A. Horn and C. R. Johnson, Matrix Analysis. Cambridge, U.K.:
Cambridge Univ. Press, 1985.
[5] P. Gahinet, A. Nemirovski, A. Laub, and M. Chilali, The LMI
Tollbox. Natick, MA: Mathworks Inc.
[6] R. M. Biernacki, H. Hwang, and S. P. Battacharyya, “Robust Stability
with Structured Real Parameter Perturbations,” IEEE Trans. Automat.
Contr., vol. AC-32, pp. 495–506, June 1987.
[7] I. R. Petersen, “Quadratic stabilizability of uncertain linear systems con-
taining both constant and time varying uncertain parameters,” J. Optim.
Theory Appl., vol. 57, no. 3, pp. 439–461, 1988.
0018–9286/01$10.00 © 2001 IEEE
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 46, NO. 4, APRIL 2001
Obtaining Accurate Confidence Regions for the Estimated
Zeros and Poles in System Identification Problems
R. Vuerinckx, R. Pintelon, J. Schoukens, and Y. Rolain
Abstract—In this note, a method is proposed to generate improved un-
certainty bounds on the poles and zeros of an identified system. The uncer-
tainty ellipsoids are replaced by dedicated uncertainty regions with a given
probability level. The method can be applied to Markov estimators in the
time or frequency domain.
Index Terms—System identification, confidence regions, uncertainty
bounds, poles/zeros.
I. INTRODUCTION
System identification deals with the generation of a parametric
model starting from a set of noisy measurements. Next, the uncertainty
on the estimates should be described. Although there are many
possibilities to generate confidence bounds [4], the deviation of the
estimated parameters ^ around their mean value is given mostly by
their covariance matrix C . This results in elliptic uncertainty regions
for normally distributed estimates. Practice has shown that this is a
very useable description for realistic signal-to-noise ratios if  are
the coefficients of the numerator and denominator polynomials of the
transfer function model. An approximation of the covariance matrix
for other system characteristics x = f () can be obtained using linear
approximations
H
@ @
Cx = f () C f () : (1)
@ "fg @ "fg
with "fg the expected value of  . In practice, the derivatives are eval-
uated in the estimated parameters since the mean value is unknown.
2
This method works well to calculate for example the variance G ( ) of
the estimated transfer function G() ^ . However, if the user is interested
in the uncertainty of the poles/zeros of the estimated system, it turns
out that this linearization may fail. Even for high signal-to-noise ratios
(SNRs), the uncertainty ellipses calculated for the poles and zeros are
a poor description of reality. This is illustrated on the following simu-
lation example. Consider the system G0 (s) and the model G0 (s; ) =
n k n k T T T T
k=0 bk s = k=0 ak s ;  = [a ; b ] and a0 = 1. A set of
measurements G(k) = G0 (s = j!k ) + nG (k), with nG (k) zero
mean, independently complex normaly distributed noise with variance
"fjnG (k)j g = G (k) is generated. The coefficients of the system
2 2
considered in the simulation are specified in Tables I and II. It has one
dominating pole/zero pair and two pole pairs that have a smaller im-
pact on the system. The transfer function is measured in 101 equidis-
tant points between 0–1.25 rad/s with a signal to noise ration of 40
dB (G (k) = jG0 (j!k )j=100) and the model parameters were esti-
mated as the minimizers of a weighted least squares problem WLS =
arg min (1=101) k=1 jG(j!k ) 0 G(j!k ; )j =G (k). 10 000 real-
101 2 2
izations were considered and for each of them the estimated poles/zeros
Manuscript received November 10, 1998; revised September 1, 1999 and June
16, 2000. Recommended by Associate Editor G. Bastin. This work was sup-
ported by the Belgian National Fund for Scientific Research, the Flemish Gov-
ernment (GOA-IMMI), and the Belgian government as a part of the Belgian
program on Interuniversity Poles of Attraction (IUAP4/2) initiated by the Bel-
gian State, Prime Minister’s Office, Science Policy Programming.
The authors are with the Vrije Universiteit Brussel, Department ELEC, 1050
Brussels, Belgium (e-mail: johan.schoukens@vub.ac.be).
Publisher Item Identifier S 0018-9286(01)03434-1.