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[14] H. Kimura, “Geometric structure of observers for linear feedback Hajiie Akashi (M’ 78) received the B.S. degree.
control laws,” IEEE Trans.Automat. Contr., vol. AC-22, pp. 846- in engineering from the Department of
855, Oct. 1977. Aeronautics Engineering, Kyoto University,
Kyoto, Japan, in 1944, and the Ph.D. degree in
engineering from Kyoto University in 1960.
He spent one year from 1953 to 1954 at Brown
I-Eroyuki Imai (M’ 79) was born in Kyoto, Japan, University, Providence, RI, in the Graduate
on March 21,1939. He received the B.S. and School of Applied Mathematics as a Fulbright
M.S. degrees in mechanicalengineering from exchange student. He taught at Ritsumeikan
Doshisha University, Kyoto,Japan, in 1962 and University,Kyoto, Japan, as aLecturer and
1964, respectively and the Doctor of Engineer- Professor from 1955 to 1%1, and at Doshisha
ing degree from Kyoto University, Kyoto, Japan, University, Japan, as a Professor from 1961 to 1968. He was a Visiting
in 1978. Professor at the University of Kansas, Lawrence, from 1963 to 1965.
From 1964 to 1966hewas employed by Since 1968he has been a Professor with Kyoto University. His main
Toshiba ElectricCompany, Ltd. as a Design field of interest has been the theory of control, especiallynonlinear
Engineer. From 1966 to 1%8 he was a graduate control, optimal control, identification, and estimation.
student at DoshishaUniversity.Since 1968he Dr. Akashi is amember of the Japan Association of Automatic
has been a Research Associate in the Department of Precision Mecha- Control Engineers,the Japan Society of MechanicalEngineers,and
nics, Kyoto University. During the academic year of 1974- 1975 he was other societies. Heis the author of a book on control engineering, and is
with the Department ofCivil Engineering and Engineering Mechanics, involved in the administrativework of IFAC, for which he is now a Vice
ColumbiaUniversity, New York, N Y . His fields of interests include Chairman of the Advisory Committee and the Chairman of the IPC for
multivariable system theory and system identification. IFAC 81 Congress.
AlmostInvariantSubspaces: An Approach to
HighGainFeedbackDesign-Part I:
AlmostControlledInvariantSubspaces
J A N C. WILLEMS
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236 E E E TRANSACTIONS ON AUTOMATIC CONTROL, NO.
VOL. AC-26, 1, FEBRUARY 1981
very convincing control system synthesis problems as, for Let EX, L c X , with X a normed vector space. Then
example, the disturbance decoupling problem, tracking, d( x , L): = inf,.El 11 x - x’ll. Let I: R+X be measurable then
regulation, the synthesis of noninteracting controllers, etc. we will say that I E Cp if /I111 cp < 00 where 111 11 is defined
In a recent paper [ 11 we have introduced a new concept by
which fits very nicely into this geometric circle of ideas.
The concept is that of “almost” A(modB)-invariant sub-
spaces which in a sense (see Section IV) is the high gain
feedback generalization of a n A(modB)-invariant sub-
forp=co.
space. Here we w i call these subspaces almost controlled
l
invariantsubspaces. In [l] the basic definition of these
subspaces has been given together with an explicit feed- This notation will also be used for functions defined on
back representation for them. In the present paper further an interval. The codomain willalwaysbeobviousfrom
properties of these subspaces will be studied together with the context. Wewilluse the notation 1€Cw if 1 is in-
some extensions of these ideas and explicit applications to finitely differentiable, and 1EC:” if 1 restricted to any
a number of control theoretic synthesis problems. In Part finite interval belongs to C,. The abbreviation a.c. stands
I1of the paper we will treat the duals, i.e., almost condi- for ‘absolutely continuous’ and a.e. stands for ‘almost
tional&incariantsubspaces or, as one maylike to call everywhere’ and is here always used in connection with
them, almost Alker C-invariant subspaces. In there the Lebesgue measure.
synthesis problems willbe mainlyconcernedwith ob- Most of the paper deals with the system Z: I = A x + Bu
servers. We finally mention a recent manuscript [4] where with xEX:= R“, u E U : = R” and ( A , B ) matrices of ap-
a more restricted but somewhatanalogous idea called propriate dimensions.Wewilluse as standard notation
asymptotic holdability has been introduced. However, B:=im B and A,:=A + B E Thus i = A , x is the flow
since all asymptotically holdable subspaces as introduced obtained by using the feedback law u= Fx on 2. Finally,
there need to be subspaces of B: =im B, these constitute a ( A l e ) denotes the reachable subspace of Z givenby
small subset of our almost controlled invariant subspaces. -
B + A B + . . +A”-’B, i.e., the smallest A-invariant sub-
We will denote throughout vectors by lower case italic space containing B.
letters, time functions and distributions by boldface italic
lowercase letters, matrices (linear operators) by italic 11. ALMOST CONTROLLED SUSSPACES
INVARZANT
capitals, and subspaces by sans serif capitals. As usual, R
will denote the real line, R := [0,co),R - :=( - co,01, C
+
In this section wewill introduce the “almost” versions
denotes the complex plane, and, for a positive integer n, of controlled invariant subspaces. In Part I1 we will dual-
A:= { 1,2,. . ,n } . The spectrum (i.e., the set of eigenval- ize the ideas to almost conditionally invariant subspaces.
ues, counting multiplicity) of the square matrix M will be However,since the present paper deals with controlled
denoted by a( M ) . Re a ( M )< K means that all points of invariant subspaces we wil most of thetime delete the
a ( M ) have real part less than K . adjective “controlled.”
We will sometimes use the notation L1 c L to indicate We will take as a starting point that an almost invariant
that L, is a linear subspace of L when its linear structure is subspace is asubspace of the state space of a linear
apparent from the context. We will often consider families system to which one can stay arbitrarily close by choosing
of subspaces of a given vector space. Thesewillbede- the input properly. However, we will see that there exist a
noted by underlined sans serif capitals. Let l= be such a number of appealing equivalent defining properties.
family of subspaces of X. Wewillsay that isclosed Among others, they are those subspaces inside which one
under addition if {Ll,LzE_L}*{L, + L z El-}. We will de- canremain byusingimpulsive type controls or those
note by L*:= supLEL L the smallest subspace of X such subspaces which can be approximated arbitrarily closely
that 1) L* II L V L E LI Thus L* is defined by1) and 2): by ordinary controlled invariant subspaces.
{ L 1 > L VLE_L}*{GCL,}. It iseasilyseen that this Section I1 of the paper is mainly a reexposition, without
uniquelydefines the subspace L*. Of course, L* may or proofs, of the results in [l].
may not belong to _L.It obviously does if _L is closed under
addition. In fact, L* =ELELL.This trivial fact is rather A. BasicDe3nitions
important to us: we record it as follows.
Lemma 0: If _L is closed under addition, then supLELL Consider the linear system
-
=:L*EL.
IfL,,_L2are families of subspaces of X, then +L2:=
{LCXIL=L1+L2, L1 ELI, L z EL2}. A sequence of sub-
1-
spaces {L,}, i E n , w i be called a chain in L if L 2 L 1 3
l We wil denote by Z , ( A , B ) all possible state trajectories
L23.. * - >L,. If L is a subspace of X then X(modL) is the generated by E. Formally, Z , ( A , B ) : = {x: R+XIx is a.c.
vector space { x + Llx EX}. In a suitable basis this corre- and 3u: R+U such that x ( t ) = A x ( t ) + B u ( t ) a.e.}. Equiv-
sponds to ignoring some of the coordinates of x . alently, Z,( A , B ) = {x: R+XI x is a.c.and x( t ) - A x ( t ) E 6
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WILLEMS: HIGHGAIN FEEDBACK DESIGN-I 237
The same sort of proof applies to _V,5, and E,. For the
last two it is convenient to proceed by first showingthat it
suffices to consider only the situation with x, or x1 equal
0. This in order to be able to choose the T appearing in
the definition of 5, the same for the two trajectories. The
second part of the theorem followsfrom the closure under
addition and Lemma 0 of the introduction.
B. Feedback Characterizations
Fig. 1. (a) A controlled invariant subspace. (b) An almost controlled The following “feedback” characterizations of invariant
invariant subspace. (c) A controllabilitysubspace. (d) An almost
controllability subspace. and controllability subspacesare wellknown and are
often taken as the definitions [2].
Proposition I :
1) { V E _ V ) H { ~ Fsuch that A , V c V } - { A V c V + B } .
(This last characterization justifies the “A(mod 6)-
a.e.}.If there is no chance for confusion wewill denote invariant” nomenclature.)
E,( A , B ) by E,. Furthermore, since E,( A , B ) depends 2) {RER}@{3Fand B , C B such that R = ( A , I B I ) } .
only on A and B, we will of ten denote it by E,( A ,B). Analogous feedback characterizations may be found for
Definition I : A subspace V C X issaidto be a (con- almost invariant and almost controllability subspaces.
trolled) invariant subspace if V x , E V , 3xEE, such that Theorem 2:
x(O)=x, and x ( t ) E V , V tA . subspace VuC X is said to be 1) =_V+l3,, i.e., {Vu E_V,}~{3VE_VandR,Ef3,such
an almost (controlled) invariant subspace if Vx, EV, and that Vu=V+R,};
e>O, ~ x E Z , such that x(0)=xo and d(x(t),V,)<e, V t . 2) {R, E R-, } * { 3 F and a chain { B i } in B such that
In the controllability version of these notions one actu- R, =B1 +A,B2 +
+A;-’B,}
ally requires to steer between any two given points of the Theabovetheoremisthe main result of [l]: conse-
subspace while staying in or arbitrarily close to it. Form- quently, it need not be reproven here. Note that itfollows
ally, we have the following. immediately from the above theorem that for scalar input
Definition 2: A subspace R C X is said to be a controlla- systems there are a finite number of almost controllability
bility subspace if Vx,, x, ER, 3T> 0 and xEZ, such that subspacesgivenby R,:=B+AB+ +A’-%; i En. It ---
x(0)=xo, x ( T ) = x , , and x ( t ) E R , V t A . subspace R, C X also follows from this theorem that {V, E_V,and VunB =
is said to be an almost controllability subspace if Vx,, x1E
{ O > > ~ { V€9.
a
R a y 3T>O such that VE>O, 3xEZ, with the properties
that x(O)=x,, x ( T ) = x I , and d ( x ( t ) , R ) < e , Vt. C. Almost Controllability Subspace Algorithm
These notions are visualized in Fig. 1.
e,
Let y, y,, 5, denote the sets of all invariant, etc. In applications it is very important to have algorithms
subspaces, and _V(K), FI(K),_V,(K), and FI,(K) those con- for computing V,*, V z K ,RZ, R*,,.. It turns out, however,
tained in a givensubspace K of X. Note that Ec_Vc_V,that very little new needs to be done in order to set these
and FER, cy,. up. Indeed, such algorithms may be obtained by suitably
The following property, essentially trivial, is crucial in combining the invariant subspace algorithm (ISA) [2, p.
applications. 911 and the almost controllability subspace algorithm
Theorem I : y, E, y,, and E, are closed under subspace (ACSA) [2, p.1081. (In [2] this algorithm is calledthe
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238 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26, NO. I, FEBRUARY 1981
controllability subspace algorithm (CSA); in view of the comment later on some of the mathematical difficulties
theorem which follows, we propose the more appropriate involved.
name (ACSA).) We will denote the space of (finite dimensional valued)
Proposition 2: Consider the algorithms distributions by D', by D'+ those with support on R +,and
by D.; those with support on [0, TI (the dimension of the
I V,k+l=KnA-l(V,"+B); V$=X I (ISA) vector space involved will always be clear from the con-
I Rft+l=Kn(ARFf+B); RE={O} I (ACSA)
')
text); &(- denotes the Heaviside step, & Dirac's delta,
its ith (distributional) derivative, etc.
Take again the systems f = A x +Bu, but now withu E D',
and consider the state "trajectories" then obtained. Form-
Then V," is monotone nonincreasing; moreover, ally, Z,:={x~D'13uED'such that i = A x + B u } with de-
'-
V I P K + -VF:=lim,,,V,k, and {V,"" =V,"}*{V," =VF}. rivatives, of course, to be understood in the sense of
Similarly R ft is monotone nondecreasing; moreover, distributions. In trying to generalizethe concept of in-
~ d h =Rm:-
K
K K - h ~ k + ~ R f t and
, {Ri+'=Rft}*{Rft=RF}. variant subspaces to the situation at hand we need to give
In terms of these algorithmic definitions we obtain the a meaning to the condition x(0) = x o which is not possible
following. as such in the context of distributions. We therefore have
Theorem 3: to introduce the following subclasses of E,:
v,*= v g , 1) Z , + : = { x ~ Z , I x = f - + x + with x + € D + a n d f - a
map R+X with support on R - and a.c. there}; and
R+n,K = RE, 2) for T > 0, ZE:={ x E Z , l x = f - +f' with
Vz,-K=VF Rg, and + ED; and f -, f maps R-tX with support on Iw -
+
(ISA) and (ACSA) may be viewed in terms of time rever- is said to be a distributionall,, controllability subspace if in
sal in discrete-time systems where, if Z ( A , B ) describes addition Vx,, x1€ RD there exists T 2 0 and x EZg such
the forwardtimeevolution, then Z ( A A -'B) describes that x(O-)=xo, x ( T + ) = x , , and lies in R.,
the backwardtimeevolution. This shows that (ACSA) Let !,,Eo denote the sets of all distributionally in-
becomes (ISA) under timereversal. Unfortunately, be- variant and controllability subspaces, and _V,(K), ED(K)
cause of space limitations we cannot elaborate these points those contained in K.
further at this time. The following theorem is an immediate consequence of
the definitions.
Theorem 4: _V, and E, are closed under subspace addi-
WITH DISTRIEWIIONS
111. SYSTEMS AS INPUTS
tion. Consequently
In this section we will prove the equivalence of almost sup_V,(K)=:V;,, E_V,
invariant or controllability subspaces with what would be
"ordinary" invariant or controllable subspaces when and
distributions are also allowed as inputs. However natural supFID(K)=:R*,,K€ED.
this point of view may be, it is a bit awkward to set up a
completely satisfactary mathematical framework to treat Note also that Ft,CY,. (This may be seen by taking
this. We w i take a somewhat pragmatic approach and
l x l = O on the definition of dstributionally controllability
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WILLEMS: HIGH GAIN FEEDBACK DESIGN-I 239
subspaces.) Our goalis to prove that _V, =_V,and ED= Eu. belongsto ED. Let x o , x I E R i . Hence, x1- x o may be
In order to do this it is convenient to introduce a special written as ZjZiqA'b. Apply now the "input" Zj&r8(i).
class of distributions. Then, with T=O, we obtain ~ ( O + ) = x ( o - ) + Z ~ ~ ~ ~ ~ l l i A ' B r .
Definition 4: A distribution f E D'+ is said to be of Bohi Hence, with x(0 -) =xo7 x(0 +) equals xl. Moreover, the
type if there exists vectors A and matrices F, G , and H restriction given
isby Z/:;Zi= laiA'-kBrc3(k-1),
such that f=ZE0J8(') +f- with f- 1: twHeF'G. Equiva- which clearly lies in R,.
lently, iff the Laplace transform off is rational. 2) Next, we prove that _V, >Yu. This is easy. Indeed, by
Bohl type distributions have an important property. Theorem 2, _V, =!+E, which,since and E a c
,! c
Indeed, while the scalar distributions in D'+ form a con- yD,establishes the desired inclusion.
volution algebra without zero divisors, theydo not form a 3) We will now show the inclusion_V, >yD.Here we use
field. However, the subalgebra of Bohl type distributions Lemma 1 in a crucial way. Let V , ,E ! and x. EV,. We
in 9: does form a field. This is easily seen by considering +
need to show that x. EVGD R*,,vn, sincethisimplies
Laplacetransforms:theinverse of a nonzero scalar ra- V, =V2vD E_V,. By Lemma 1 there exists a Bohl type
tional function exists and is rational. This field is actually distribution u E D'+ such that the corresponding solution x
isomorphic to the field of rational functions over R. It is with x(0 -) = x o has a restriction x+, as given in Lemma 1,
easily seen that Bohl type inputs have the special property whichlies in V,. This implies that x(0 +)EV$D and it
in linear systems that they lead to Bohl type state trajecto- suffices to show' that x(0 +)-x(0 -) E R&. Since x and +
ries when restricted to R +.What may be more surprising, x(O +)-x(O -) lie in V, it follows that
however, is that for motions in distributionally invariant N
subspaces it suffices to consider this special class of in- 2 A'-~Bu,Ev,, v k - o , ~ , . . .N, (e)
puts. i=k
Lemma 1: Assume V , E !
, and x 0 EV,. Then for all
x. EV, there exists an "input" u E D + ofBohl type u= We w i show that this implies that Z E k A ' - k B ~ ER*,,,
l i
+
ZE0ui8(') u - I such that the corresponding x € 2 : with and hence that Z ~ o A i B u j = x ( O + ) - x ( O - ) E R * , , v DThe
proof goes by induction. For k =N , ( * ) implies BuN E
.
x(0 -) = x o has restriction x + which lies in V, and is Bohl.
In fact, X + = Z ~ ~ Z ~ = ~ A ' - ~ B U with =VX, rn- B~s:R&, as defined by (ACSA). Assume now
~ ~ (~~ - ~~)
+ that
+ h * u - , where r: t E 88 ' b e A ' x ( 0 +), x(0 +)=x(O -) +
Z i N _ k A i - k B ~Ej Rtn-"+'. Then, Z E k - l A i - k + l B u i=
- I n(AR~n-k+1+B)=:R~D-k+2
A ( Z L k A i - k B ~ i ) + B ~ kEV,
ZEoAiBui, h: t E R + H e A ' B , and * denotes convolution.
Proofi Let C be a matrix such that V , =ker C. Since which yields the inductive step and finally, ZL0A'Bui E
V , E_V,, there exists u E D'+ such that R&, as desired.
This conclusion could also have been obtained by ap-
f+g*u=O proximating the distribution u by smooth functions, but
the above proof requires less analysis.
where8 t E R + H C e A ' x o , g: t€BB+HCeA'B, and * de- 4) A slight adaptation of the proof of 3). (Take VFD=
notes convolution. Consider now this equation as a vec- {0));yields
tor-matrix equation intheconvolutionalgebra D'+ of
this E II-R . , 0
scalar distributions with f, g known (respectively, vector Comments
and matrix-valued) and u the unknown (vectorvalued).
This equation may be viewed as a finite system of linear 1) It is a consequence of Lemma 1 and the proof of the
equations. These equations are by assumption solvable for abovetheorem that in a controllability subspace it is
u inthealgebra D'+ and wewish to demonstrate its possible to transfer x. at 0 - to x1 at T + for any T>O
solvability in the classof Bohl type elements of D'+ . Now, with an input that is the sum of a Bohl distribution plus
since the elements off and g are obviously Bohl and since the translate to T of a Bohl distribution.
the equation is solvable over the algebra D'+ , it is actually 2) The definitionsof _V, and E, are formulated in
solvable over the field of Bohl distributions in D'+, which terms of elements of Z, whose restrictions to R + or [0, TI
yields the first part of the lemma. The expression for x wereonlytolie +
in a givensubspace. This mayseem
may be found in most books on distribution theory (see, awkward, but it is not possible, at least as far as we see
e.& F1). 0 thingsnow,toreformulate this condition interms of
The above lemma provides one of the key steps in the elements of 2 , which lie in the subspaces on all of R. For
following. example,consider the almost controllability subspace B.
Theorem 5: yD= ,! and E = E u. For an initial state x. EB, the obvious candidate for a
Proofi trajectory x which lies totally in B would be x ( t ) = 0 for
1) We w i first prove that 5, 3 BU.Assume that R, = t # O and x(0) =xo. However, even in the sense of distribu-
l
B 1 +A,B, + - +A$-.-'B, with { B i } a chain in B : by tions,thisisequivalentto the zerotrajectory and the
Theorem 2 every R, €Eu can be written this way. Since condition x(0) = x o doesnot mean anything. What we
X,(A,, B)=Z,(A, B ) we may as well think F=O. Hence, need is to be able to distinguish between 8-functions at
using the result of Theorem 4, it suffices to show that for t = O + and t = O - such that the input u = ( 9 + - 9 - ) x o
any B r = : b E B and j E n , Ri:=span{b,Ab,...,A~-'b} wouldbeadmissible and unequal tozero.However, a
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240 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO. I , FEBRUARY 1981
theory of distributions which achievesthis distinction does this invariant subspace a closed-loop invariant subspace
not seem to be available at present. goes to infinity in this approximation process. Hence, the
3) It is possible in principle to generate the distribu- direct connection with high gain feedback. Conversely,we
tional inputs which hold x(0 -) in a subspace V DEyDby a will show that if a given subspace can be approximated
feedback law. In order to see this, consider the system X: arbitrarily closelyby an invariant subspace, then it is
+
1=A x + Bu with the feedback law u: XWFX ZEoi3(i)&x. actually an almost invariant subspace. Before stating the
Intuitively, one should interpret this expression as stating relevanttheorem,let us recall the topological structure
that if thesystemis in state x . then the input "value" which one usually puts on the space of subspaces of a
+
Fxo Z ~ o i 3 ( i ) l ; ; xshould
o be applied, whatever be the finite dimensionalvectorspace. Let (3 (W
l
l denote, ) as
instant of time at which this occurs (hence, a(') does not usual, the set of all q-dimensional subspaces of R". It is
sigmfy a distribution at t = O since it is assumed that this possible to provide Gl(lW) with a topology by taking the
feedback acts always). Pluggtng this feedback law into the €-neighborhood of the element P = Im
system equations yields the autonomous (it contains no
to be [ i]
external inputs) time-invariant (the right-hand side does
not depend explicitly on t ) linear system: 1= ( A F
{ im
+ [ 21
111 2 11 < E} (by suitably choosing the basis, any
) x x(O)=a. What would we mean by the element P E C ~ ~ ( Rmay
X ~ o B l ' ; , S c i )with ) thus be expressed). Hence, P, + P
solution of this? One possible approach is to identify the in G,"(R) sigrufies that if P = span [r,, * * * ,rq] then €+O there
solution with that of the system i = A , X + Z ~ ~ B F , G " ) ~exist , vectors r:,. i E q , such that PC= span[r;; * ,r,E] and -
x(0 -) =a, with distributional inputs: we knowhow to r; + q. This way G; actually becomes a q(n - 4)-
solvethis. In particular, this leads to x(O +)= ( I + €4
dimensional analytic manifold called a Grassmnniun.
Z z 0AkBI.;)a=: La (it is logical to require L2 = L in this
The primary purpose of this sectionis to prove the
setting; otherwise the distributional input should act again
following.
at t = O + , etc.), and x(t)=eAFrLafor r > O .
Theorem 6: V u =_vC'Osute. Explicitly, {V, E_Vu}-s{3VC E
Applyingnowthese ideas to the situation at hand,
-
assume that V D = V @ B 1 @ - @A",-'B,, = V @ R , with V E
V such that V,-+ Vu}, where this convergence should be
-
€-to
V (as is easily seen, V , may always be written as such a understood in the Grassmannian sense.
-
direct sum). Because of the assumed independence F can Beforeproving the theorem we note that, in general,
be chosen such that A F V c V . Consider now the feedback E # ~ C ' O S W . (I
law X H ( F + E Y L ~ B & ~ ( ~where) ) X the 4 ' s are such that Proo$ (+): We need to construct V, E_Vsuch that
imBE=Bi, B F o + A F B F , + . - - + A ~ - . - ' B F , , - , - - I o n R , , V, E-&+ Vu. Sincey, =!+Eu and since every REE, may be
and 4 = 0 on V @ L where L is any complement of V,. The written as R u = B 1+ A , B , + +AF-'B,, with { B i } a
closed-loop systemis then defined by 1 = ( A F +
chain in B, it suffices to construct such a sequence for a
ZY:,,'BF,G('))x, which yields, as explained above ( L 2= L subspace of the form b+AFb+ . . +A';-'b with b CB
in this case), a well-defined solution process x having the one-dimensional. This reduces the problem to the scalar
property {x(O-) €VD}*{x+ lies in VDand x(O+)=x(O-) input case and wemay further obviously restrict our
+XY:JA$?F,x(O-)EV}. Hence, x(t)=eAF'x(O+)EV for attention to reachable systems. Now, using feedback in-
t >o. variance of _V we may as well assume that the scalar input
From a mathematical point of view this procedure system consists of a bank of integrators and is in control
worksfine.However,what one would We to set up is canonical form. We thus have to show that R,:=
some type of convergence when the F,6(i)'s are approxi- span[e,,-,+,,- e,,], with ej thejth standard basis vector,
a ,
mated by high gain feedback elements. This remains to be may be approximated by invariant subspaces of 1,=
worked out. x2;--,xn-,=x,,, x,=u.
The mathematical problems addressed in Comments 2) Every one- dimensional subspace of theform
and 3) are, in our opinion, worthwhile questions and span[ 1, X; ' , is an invariant subspace; we w l
i
relevant to the understanding of high gain feedback de- now show that by letting X,, ' ,X, 4a0 in a suitable way -
signproblems. Just as we have a theory of modeling Li:=span{[l, A , , - . - , k E i } approaches R i .
distribution like time functions as distributions, we need a We proceed recursively. Obviously, for i = 1 and A+m,
theoryinwhichhighgain feedback signals could be L, =span[h-"+l; A-', 1IT + R,. Assumenow that
e - ,
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WILLEMS: HIGH GAIN FEEDBACK DESIGN-I 24 1
V. DECOMPOSITION
AND BEHAVIORUNDER
APPROXIMATIONOF
ALMOST INVARIANT %JBSPACES
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242 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO. 1, FEBRUARY 1981
COASTING
IX I = :min Ius,,I +
minXEBS,c 00. Corresponding&, there ex-
€-0
ists V, + Vu with V, =Rto@C@S, and u, =uR,, UU, UU,,,
CONTROLLABLE €4
with uR,,arbitray forall e (modulo, of course, the symmetry
with respect to the real axis), uc = u(A, IC) with F any
matrix such that A,C c C (it Ls well known that uc is then
fixed by Vu itself and is giuen by u((AF)V$a)(modRcm))-
these eigenvalues are, in one possible definition of zeros, the
+
zeros of f =A x Bu, y =x(mod K)), and us,,as above.
CONTROLLABLE
ProoJ The desired subspaces S, havebeen con-
structed in the proof of Theorem 6 ; this construction
Fig. 2. Decomposition of V,.
shows as a side result the claim about the spectrum us,€as
e+O. We only need to prove that min I us,, I + 00 always
E+O
holds. In order to see this, assume the contrary. Then
the representation R, = B l @ A , B 2 @ . . @A",-'B,. We there exists a subsequence E' and X,. Eo,,. such that
may obviously choosethis F such that R ,; = ( A , lB nR , ) .
X,. 4 X. Let u,, be a (unit magnitude) eigenvector corre-
€,-0
Letting now B:. be a chain in B such that Bn R,@B: = Bi sponding to X,,. The u,.'s have an accumulation point
yields R, = R*,a@(B',@A,B2@ * @A;-IB',) as desired. u # 0. We claim that spanu E ! which, since obviouslyalso
0 u E_S, willyield the desired contradiction. T o seethis,
The lattice diagram suggested by the above theorem is observe that Au,. - X , m c , E B . Taking limits along the ac-
shown in Fig. 2. cumulation subsequence yields AG-Xu E B, hence span u
Notethat V:e(mod RCo) = V,(mod R+,,,J and .€
! 0
V,(modV$a)= R*,,va(modRQ. Note finally that the construction in the proof of Theo-
The next results concern the behavior of the approxima- rem 6 actually shows that one may let us,, go to infinity
tions of almost invariant subspaces by invariant sub- along any a priori given asymptotic root locus directions
spaces. According to Theorem 6, given any Vu €_Vu there (but not at arbitrary independent rates).
exists V, E_V and a feedback gain F, such that ACV, cV,
and V, + Vu. Denoteby u,:=u(AC IV,). An interesting VI. T H EE-DISTANCE
TO A SUBSPACEAND
c-0
question concerns the behavior of F,, u,, A,, and its L, -ALMOST INVARIANTSUBSPACES
invariant subspaces as €40.In the next theorem we will
prove an expected result in this direction: it illustrates the We have seen how the system E : f =Ax Bu defines a +
high gain behavior of F, as e+O. A complete theory of this family of trajectories X,. This family of trajectories pro-
limit behavior is not yet available. In particular, if V, = R vides in a natural way a notion of distance from a point to
@C@S with S = B , @ A , B 2 @ - . . $A;-'B, then the limit a subspace by defining this to be the smallest (integrated)
behavior of 4, u, and A , is surely related to this decom- pointwise distance to the subspace while traveling along a
position. Undoubtlythislimit behavior is also closely trajectory through the point. This is illustrated in the Fig.
related to singular perturbations, infinite zeros, and the 3. This natural and appealing concept will turn out to
like. However, the situation appears to be rather involved, provide a very direct approach to the almost disturbance
and we limit ourselves to the following two theorems. decoupling problem which will be treated in Section VIII.
Theorem 8: Assume Vu E y,, V, Ey, V, + V,, and This notion does not define a distance function in the
c-0 mathematicalsense of the term. It is not unlike the
ACV, CV,. Then ( 4 + F}*{V,EV andAFV,~V,} and
€-to traveling distance between two points in a city taking into
{vaeYl*{e c+o + co}. consideration permitted traffic patterns as one-way streets.
ProoJ The first part is proven as follows. Let { x i } be Moreover,since there are manyways to measure(in-
a basis for V, and { x : } for V,, such that x: + x i . Then tegrated) trajectories, we arrive at a number of such
€+O measures.
A x i + AFxI', hence, A,x' €Vu, and thus Vu ,E ! as
L c 4 Definition 6: The E-distance in the fp-sense from a point
claimed. Consider now the second part of the theorem. If x. E X to a subspace K C X is defined by
4 tr co, then it has a convergent subsequence which, by
€+O
the first part of the theorem, implies V, E_Vand yields the d,(x,,K):= inf Ild(x,K)ll%, 1< p < 00,
desired contradiction. 0 XEZ,
x(0) = x g
Thefollowingtheorem illustrates the behavior of the
spectrum a, under a particular choice of the V,'s. where
Theorem 9: Let V, ,E ! be giuen. Write Vu = R:a03C @ S
with C €c and S E 3. Then there exist S , E suchthat ( ~ t m d P ( x ( t ) , K ) d t ) l ' p , for 1 < p < m
I l d ( x , K ) l ~ E p : =--m
S, + S . Moreover, one may choosethe S,'s suchthat
C-tO
us,,: =u( A , IS,) is real and max us,, + - 00.In any case,
6-0 and
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WILLEMS: HIGH GAIN FEEDBACK DESIGN-I 243
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244 IEEE TRANSACTIONS ON ALTOMATIC CONTROL,VOL. AC-26,NO. 1, FEBRUARY 1981
this implies eA"z0E K for t sufficiently small and hence Hence,with X sufficiently large, B may be written as
zo EV,* = {0}, and x. E B, as claimed. The expression for B=u,+u', with c,EV, and ul,EV. Also, t', + B and
A-aJ
R;,K followsimmediately from its definition and the vl, + 0. Let FAbe such that FAIV = F IV and AFAu=Av,.
expression of V,; which we have just calculated. 0
ThkT
Theorem 10 was concerned with open-loop control laws
in order to generate dp(xo,K) = 0. In analogy with the eAFx'B=eAF'V; +eAFAtv),=eAF*ci+ehrv,.
analysis in Section IV, this may also be stated in feedback
form. In the next theorem we formulate such a result and Now letting A+co and estimating the $-norms inthis
we will phrase it in a form which will makeit immediately decomposition yields the desired result, including the uni-
applicable to the disturbance decoupling problem which formity inp.
will be discussed in Section VIII. We now return to the case of arbitrary n and i. In terms
Theorem 12: Assume that in addition to Z: i=Ax +Bu of higher order differential equations, we start withthe
there are matrices H and G given. Consider the closed-loop system y ( " ) = u and 1 < i < n given, and the problem is to
impulse response W t E R++HeAF'G. Denote K: =ker H . show that Ve>O there exist ai's (definingthefeedback
Then control law) such that the differential equation y ( " )+
1) {Vc>03F such that IIWIIe,<E)~{imGcV~,.};and a,y("-') + . * + a n y = O has the property that the solution
2) ( V E > 0 , M E R , 3 F such that ~ ~ W < ~E ~ and f , with a fixed initial condition satisfying y(k)(O)= O for
Rea(A,)>M)w{imGCR,*,, andz is controllable} k < n- i, is such that 11 t p ( O , 00) < E for k < n- i. We
I n fact, 1) and 2) hold uniform& in p in the sense that proceed by induction on n. We have already shown that
{ V E > O ~ such
F that ~ ~ F V ~ ~ e p < ~ , l < p < c o } w { ithe
mG claim
c is true for n = 1. Assume that the claim istrue up
v:K}; and to n - 1. In the previous paragraph we have proven the
{Vc>O, l<po<co, 3Fsuch that ~ ~ W ~ ~ e < pco,} case i = 1 for all n. Assume now i > 1, define z : =
l <pp<
w{imGcV$,K}. Y ( n - i + l )+ b, y("-')+ . +bn-'+ y and consider the dif- - ,
Similar refinements hold for 2). ferential equation z('- ')+p1z('-2) + . +pi- 1z=0. To- -
Proof: gether these differential equations define one of the form
1) (a) In a suitable norm, there holds 11 Hxll =d(x,K) y ( n ) + a l y ( n - l ) + - - -
+a,y=O.
and we may-as well assume this to be the case. Consider- We will consider the first of these differential equations
ing now the solution of i=Ax + BFx with x(0) EimG, it is as a system with input z and output y , 3,. . . , y("-').Its
seen that there exists a feedback-and thus an open-loop initial conditions are AO),j(0); . . , ycnPi)(0). We will
control for Z such that 11 Hxll e,(o,m, < E . The same obvi- show that the b,'s may be chosen in such a way that this
ously holds fort < 0 which yields the mclusion im G cV,; K . systemhas an impulseresponsewith arbitrarily s m a l l
2) (e) is the most involved proof of the paper. In this E,-norm and an initial condition response with arbitrarily
part we are required to construct a feedback control law. small $-norm. This claim actually follows from the case
Consider the case 1 < p < m. Now V?, =AR*,, + B + V,*. i = 1, because for the initial condition only y("-')(O)#O
This may be written, for some F and some chain { B;} in and the impulse response also corresponds to such an
B, as V K $ B @ A F B I @ -- with B1@ initial condition response.
A,B,$. . . @A;-'Bn-, c K . Using this direct sum decom- Consider now the differential equation governing z . Its
position and feedback invariance of 2, it follows that it initial conditions ~('-~)(0), - - . ,z(0) are computable from
suffices to consider the scalar input case i, -
= y("-l)(0),. , y(0) in terms of the hi's. Now, by the induc-
x2, -- ,i n -=xn, i n= u where we are, in effect required tion hypothesis(applied for n' = i' =i - l), one may choose,
to show that for all E > 0 there exists F such that once one has the hi's, the pi's such that the E,-norm of z
is arbitrarily small.
Together this yields the claim. Indeed, assume that we
L 'il
want the fp-norm of y , 3,. , y("-')to be < E. Choose the --
bi's such that for the first differential equation the initial
has $(O, co) norm less than E. The proof of this fact is condition response is < ~ / 2in $-norm, and the impulse
rather indirect: we will first show that the claim is valid response is < ~ / 2in e,-norm. Adjust now the pi's such
for i = 1. This obviously also yields the result for n = 1. We that z has ;norm < 1. Together this yields an E, -norm
will then proceed by induction on n. y, 9, ---
,y("-') which is < E , as desired.
Consider the case i = 1. We then need to show that for This ends the proof for 1 < p < 03. The case p = co is
the scalar input controllable system i=Ax+ Bu there entirelyanalogous. To prove2) it suffices to keep also
exists, VE>0, F such that the Ep-normof t E W+weAFrB is Theorem 9 in mind while repeating the above arguments.
less than E. By [2, Lemma 3.51 there exists V€_V and F 0
with A,VcV such that V@B=X and Rea(A,IV)<O. Comment 4: It is perhaps worthwhile to point out that
Now, with ( A , B ) in control canonical form the problem treated in Theorem 12 promised to be a great
deal harder in the "almost" case than we knew it to be
v,: =im[ X-+,, X--n+2,- * ,X-,, 11%_V - true in the "exact"case. Indeed that {VZerH3 imG}w
for all A Z O . { 3F: HeAFrG=0, t E R} is a direct consequence of the
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WILLEMS: HIGH GAIN FEEDBACK DESIGN-I 245
definitions. However, if imGcV&,,, then we know that achieve this with smooth inputs. The subspace RX,kerHon
3V, in the neighborhood of V&& and F, such that the other hand consists of those points in X (not neces-
AeV, cV,. Hence imG is almost contained in the A,; sarily in kerH!) which can be driven to 0 by distributional
invariant subspace V, which, in turn, is almost contained inputs while remaining in kerH. (Do not let the fact that
in kerH. However, this does not yet guarantee that HeAFc'G this may be possible with x ( O - ) 65 kerH worry you; an
will be small because of the unboundedness of F, as E+O! impulse will generate the "solution" x=O for t>O for
The above theorem thus makes sure that things can be set i = u, x(0 -) = - 1 and shows, for example, that B c RZ, (o)).
up in such a way that HeAFz'Gremains indeed small. Comment 6: There is another possible and particularly
As demonstrated in Theorem 10 there are only two instructive approach to many of the issues discussed in
types of $-almost invariant subspaces, i.e., those with our paper, i.e., what mostpeople would callthe "frequency
p = a o and those with 1 Q p < m . We think of V, as almost domain" approach. Consider the system i =Ax Bu; y = +
invariant subspaces of the first kind, i.e., in the fm-sense Hx, and assume that we ask ourselves whether all initial
and Of Rb =AR, + B and v b Rb +v as ahlost hVaIiaIlt conditions in i m G can be held in kerH by choosing the
subspaces of the second kind, i.e., in the e,-sense. control properly. Taking Laplace transforms yields the
Aswewillsee in Section VIII, Theorem 12 has an equation
immediate application in control theoretic termsin the
sense of making the 12p-norm of a closed-loopimpulse H(z~-A>-'Bu(~)=H(zs-A)-'G (* *)
response arbitrarily small. Of course, there are other mea- which one should solve for U(s).
sures for the "size" of an impulse response which are of In the class of transfonns of functions with exponential
interest in applications. One such result which is relevant growth, this equation is solvable iff imGcVzerH in which
in this context is the following. case it isalwayssolvablein the class of strictly proper
Theorem 13: Assume that in adlition to E:i = A x + Bu rational functions of McMillan degree < codimV*ke,H.
there are matrices H, and G given. Consider the closed-loop
One can also consider this equation in the class of
+
transfer function W(s):= H( IS AF)- 'G. Denote K: = Laplace transformable distributions. In this case ( * *) is
kerH. Then solvable iff i m G cv;,kaH, which actually implies solvabil-
1) { VE>03F such that +(s) has all its poles in Re s <0 ity in the class of rational functions. The reason why
and ~ ~ ~ ? ( i w<) El Vl ~ E R } - { ~ ~ G C V ; , . } ; and V*b,kerH and not VZkerHis relevant here is connected with
2) {Ve>O, M E R , 3 F such that R e a ( A , ) < M and what has been mentioned in the last sentence on Com-
II6'(iw)ll < E , V U E R } H { ~ ~ G C R * , , K } .
ment 5. The condition i m G 3 Va*,kerH is the solvability
Proof: We w i only outline the proof of 1); 2) is
l
condition for ( * * )&HG= 0 simultaneously. The point is
proven analogously. To see1)(*) notice that, since W(s) that the solvability of ( * * ) implies approximate solvabil-
=J,,YV(t)e -" dt (with W as defined in Theorem 12), ity (inthetime domain) only in the e,-nom, while
there exists, VE>O, an F such tkat IIWIILiQE, whence 6' ( * * )&HG = 0 implies approximate solvability of ( * *) in
is analytic in Res 2 0 and )I W(io)ll< 11 W(t)ll dt < E. the fm-sense as well.
The proof of 1)(=.) may be transformed, by an argument
It is also interesting to remark that solvability of ( * * )
identical to the analogous step in the proof of Theorem with regular inputs leads to an equation over the ring of
12, from a closed-loop to an open-loop question, which strictly proper rational functions while the solvability of
requires showing that if for a given x . there exists, VE> 0,
( * * )with distributional inputs leads to an equation over
x € E, such that its Fourier 2 ( i w ) satisfies 11 H i ( i w ) l l < E, the field of rational functions. From a pure mathematical
Vw E R, then x. E V ~K., By a reasoning analogous to the
point of view, the latter should be easier to treat but, as
last part of the proof of Theorem 10, it suffices to show
we have seen, this was certainly not the case in the time
this for the case V: = (0) and K n B = {0} for which we domain.
need to prove that this implies x. EB. Using the same
notation as in the relevant part of the proof of Theorem
10, we obtain
VII. SUPREMAL SUBSPACES
ALMOST INVARIANT
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246 EEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO. 1, FEBRUARY 1981
VIII. APPLICATIONS
This immediatelyyields 1) since V2K, R z , K contain R;.
Usingtheseinclusions it suffices to show in 2) that In this section we will illustrate the use of the concepts
of almost invariant subspaces in a number of control
Rz, = (0). Since m = I implies,byLemma 4, that
(g) synthesis applications.
B n K = {0}, we immediately obtain the resultby the
(g)
algorithm in Theorem 4. In 3) we only need to show that A. Disturbance D e c q l i n g
Vz = (0). This, however,followssince V,+ = { 0) and
Consider the signal flow graph diagram shown in Fig. 4,
where the plant Z is controlled by the feedback processor
The above theorem is disappointing in the sense that it Z, whichyields a closed loop system 2,‘ with the dis-
shows that generically nothing is gained by the “almost” turbances as inputs and the controlled variables as out-
qualification in the extremely restricted genericity setting puts. One of the most easily motivated control synthesis
considered here where all the parameters of ( A , B, H ) are questions is the problem of designing a feedback processor
considered “random.” It maybe expected that in more such that in the closed-loop system the controlled varia-
realistic situations, e.g., starting fromsystemparameters bles are insensitive to the disturbances.
belonging to an algebraic variety, there w ill bemany Here, we w li assume that all the states are measured
situations where the “almost” solvability conditions hold and hence that we may use state feedback (output feed-
generically,while the “exact” conditions wouldgeneri- back will be considered in Part I1 of this paper). The plant
cally be unachievable. is assumed to be a linear time-invariant finite dimensional
Ifwe ask for exact conditions then we are able to show system given by 2 : f = A x + B u + G d , z = H x with x E X =
the following very concrete result. R”, U E U = R ” , d E D = R g , and zEZ=R’. The feedback
Theorem 15: Assume dim B > codim K ( I t is assumed that processor is taken to be linear time-invariant and mem-
effectiwly there are at least as many inputs as outputs in the oryless (it may be shown that in the disturbance decou-
system f =A x + Bu, z = H x with K = kerH). Then pling problems considered here and in [ 1, Ch. 4 and 51,
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241
tfFb
WILLEMS: HIGH GAIN FEEDBACK DESIGN-1
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248 IEEE TRANSACTIONSON AUTOMATIC CONTROL, AC-26,NO. 1, FEBRUARY
VOL. 1981
PUNT
c Theorem I 7: { (RRP) is soluable} -{ imG c V&er c } .
The proof of this theorem is identical to that of The-
- d2 i orem 16. The relevant parts of Corollary 2 and the above
- I
UNCERTAIN
LOOP
Cd
c
comments (e.g., regarding stability) apply here also.
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WILLEMS: HIGH FEEDBACK DESIGN-1 249
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250 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26,NO. 1, FEBRUARY 1981
come better to gripswith the essential ideas.However, 5’) The feedback representation of Theorem 2.
from the computational point ofview the frequency do- All these characterizations have analogs for (almost)
main approach is likely to have some advantages because controllability subspaces. Other characterizations may be
the relevant algorithms (which for a great deal still need to deduced from Comment 6.
be set up) start with systems which are more parsimoni- The concept of almost controlled invariant subspace pro-
ously parameterized since they are not encumbered with vides, in our opinion, a very natural and direct approach
the intrinsic freedom of the choice of the state space to many high gain feedback synthesis questions. In many
which every state space model always has. Nevertheless, ways it would seem that this notion has been the missing
we feel that it will be possible to develop-as we have done link towards a clean geometric approach to such prob-
in the above example- dictionary whichallows step for lems.Whenall the facts are in, the theory of almost
step to translate any frequency domain calculation into an invariant subspaces is equally tight and “algebraic” than
algorithmic identical calculation in the state space, starting that of ordinary invariant subspaces, but the details of the
from a suitably adapted realization, and hence it will be proofs maybe seen to require much harder analysis
possible to view a frequency domain theory as a special because of the approximations and the limiting processes
case of a state space theory. involved. Perhaps some streamlining of the proofs is still
called for, however.
We have concentrated in this paper on developing the
X. CONCLUSIONS basic ideas and the theory. In order to obtain a practical
design tool from these ideas, it remains to develop algo-
We start this conclusions section by lining up the vari- rithms which are sound from the numerical analysis point
ous (equivalent) definitions of (almost) invariant sub- ofview, in the spirit of [5], taking into consideration
spaces whichhavebeen obtained so far. For ordinary numerical stability and robustness and interactive com-
invariance we have: puter aided design packages. It should be emphasizedthat
1) open loop invariance (Definitionl); we are not suggesting that it is possible to separate the
2) feedback invariance (Proposition 1). (If it would not question of how useful a theory is from its computational
sound so awkward, “invariantable” wouldbe a suitable feasibility. What we mean to say is the following. In our
terminology to describe (1) & (2).) paper we have posed certain designproblems [e.g.,
3) A(mod 6)-invariance: AV cV + B, which is an appeal- (ADDP),] and we haveshownwhen a solution to the
ing notion from a linear algebra or a functional analysis design specifications exists [imGcV&,,] where for the
point of view. Actually one is led to wonder whether this entities entering the conditions [v?,,,,] we havegiven
concept and its applications in multivariable control the- conceptual algorithms in the form of a finite set of linear
ory may not find some nice applications outside of control equations [(ACSA)’]whichwould in principle lead to a
theory. verification of the solvability issue. The design itself would
4) ZIV is a system, in the sense that 3A’, B‘ such that nowinvolve further computation of approximation of
d=A‘v+ B’w generates the elements of Z, contained in some almost invariant subspace [v&,,] by an invariant
the subspace V. one [ v,+v&aH] and finding suitable feedback gains
5) Z(modV) is a system (Theorem A). [AF,VecV,]. Following the constructions in the proofs of
6 ) Consider the linear foliation {x +VI x E X } of X. This ourtheorems this can in principle be camed out by
clearly induces a partition of (and hence an equivalence setting up the familiar decomposition V;,,kerH = V@B,@
relation on) X. We will say that “leaves may be followed” -
AFeB2@. @AFc-’B,. In other words,wherewehave
by trajectories of 2 if for every leaf L there exists a family demonstrated the structure of the solution and the feasi-
of trajectories Z’cZ, covering L at t = O (i.e., Z’(O)= L) bility of the computation (the algorithms are “rational:”
and such that {x;, x; EZ‘}+{x;(t)=x;(t) ( m o d 9 for all they involve linear equations and no algebraic equations
t, i.e., x;(t) and x;(t) belong to the sameleaf}. In the or finite iterations are required!) the theory stdl needs
foliation {x+Vlx E X } leavesmay be followediff VE .! improvement in order to translate t h s intoadequate
Equivalent conditions (in the linear case) are {Vx EX, numerical algorithms and to bring this all together into a
and x1=x(O) (modV), EIx‘EZ, with x’(O)=x, and x‘(t)= computer-aided design tool.
x(t) (modV)Vt} or {Vx,, x, EX, x, =x,(modV), 3x, x’E As already shownin Section VI11 manywell-known
2, with x(O)=x,, x’(O)=x,, and x(t)=x’(t) (modV)Vt}. control questions may be interpreted in terms of almost
7) There exist F such that in i=A,x+ Bu leaves of this invariant subspaces. Many aspects of the results and ideas
foliation are input insensitive,i.e., {x,(O)=x,(O) (modV)} developed here have clear connections with other prob-
*{x,(t)=xz(t) (modV)Vt and V u } lems which has been studied in the control theory litera-
For almost invariance we have ture. Among those we like to mention the root-locus for
1‘) approximate open loop invariance (Definitionl); nearlysingular LQ problems(see, e.g., [2, Ch. 131, [16],
2’) approximate feedback invariance (Theorem 6); [17], and [is]and for general feedback systems [19], [20]);
3’) invariance under distributional inputs (Theorem 5). the related work on cheap control [ 171, [21] and singular
Actuallyall of the above other characterizations of perturbations [22], [23], [24]; definitions and properties of
invariant subspaces may be given a distributional analog. infinite zeros [25]-[28] and, finally, thework on limit
4 ) Z(modV,) is a smooth system (Theorem A). behavior and degeneracy of systems depending on param-
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~
~~ ~- ~
~~~
WILLEMS: HIGH GAIN FEEDBACK DESIGN-I 251
eters [29]. Many of the connections with these problems surprising part is that in this case the smoothness required
seem worthwhile studying in more detail and the fact that of the trajectories does play a role here.
the work presented here seems to have so many points of Proof of Theorem A (Outline): 1) iseasy io prove.
contact with other research areas is obviously one of the The proof of 2)(*) is deleted: the result is not used in the
appealing aspects of it. paper; 2)(+) follows immediately from 1) and the follow-
Oneobvious question is what the discretetime, the ing.
nonlinear, and the dual analogs are of the concept of Lemma A: Let L=B1 +A&, +A:-’B, + -
for some
almostcontrolled invariant subspace. The discretetime F and some chain {Bi} in B. Then there exists (A’,B‘)
analog doesnotexist as suchalthoughthesemay be such that e,(
A’, B) = e,(mod L). In fact, B’ = (AL B) +
connectionswith the synthesis of dead-beat controllers (mod L).
[30], [311 together with sometype of time-reversal. Another Proof: See the ideas in [l], Proposition 10, and [35],
point of contactisthelimitbehavior of sampled data part 3) ofproof
the of Lemma 7. 0
systems with fast sampling and dead-beat control action. A rather iinmediate consequence of the above theorem
Nonlinear generalizations appear possibleinprinciple and the representations for R ,and y, described in Section
through suitable generalizations of invariant distributions I1 is the following.
and such things [32],[33] and it wouldbe very nice to Coroilay A:
obtain this way a connection with sliding modesas studied
{ L E- V } +-{ V ” ( ~ ~-~ ) = V ~ ( ~ ~ ~ L ) ) ,
in [24],[34]. The dual of the notion of an almostcon-
trolled invariant subspace is that of an almost condition-
ally invariant subspace which wil be the subjectof Part I1
{ L EY,} +[V?crnd L, =@(mod L) 1,
of this paper. { LER}+{R’(modL)=Rx(~odL)}
- - -
APPENDIX
{LEEuI*(Ea S(modL) = R- aL mod^)) *
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252 VOL.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, AC-26,NO. 1, FEBRUARY 1981
M. Athans, R. K y and R. G. Gershwin, ‘The uncertainty threshold [29]M.Hazewinkel, “On families of linear systems:Degeneration
principle. Some fundamental limitations of optimal decision mak- phenomena,” in Algebraic and GeometricMethodcsin Linem Sys-
ing underdynamicuncertainty,’’ IEEE Tram. Automar.Contr., tems Theory, Lecture Notes in Applied Mdh., vol. 18. Providence,
V O ~ .AC-22, pp. 491-495, 1977. RI: h e r . Math. SOC., 1980,pp. 157-190.
J. C.Willems and G. L. Blankenship, “Frequency domain stability [30] H. Akashi and H. Imai, “Output deadbeat controllers with stabil-
criteria for stochastic systems,” IEEE Trans.Automat. Contr., vol. ity for discrete-time multivariable systems,” IEEE Tram. Automat.
AC-16, pp. 292-299,1971.See also, Frequency-ResponseMethorls Contr., vol. AC-23, pp. 1036-1043, 1978.
in Control @ s t e m , A.G. J. MacFarlane, Ed. NewYork: IEEE [31] -, “Disturbance localization and output deadbeat though an
Press, 1979, pp. 269-276. observerindiscrete-time linear multivariablesystems,” IEEE
H.Kwakemaak,“Asymptotic root loci of multivariablelinear Tram. Automat. Contr., vol. AC-24, pp, 621-627, 1979.
optimal regulators,” IEEE Trans. Automat. Contr., vol. AC-21, pp. [32] A. Isidori, A. J. Krener, C. Gori-Giorgi, and S . Monaco, “Nonlin-
378-3~1976. ear decoupling via feedback: A differential geometric approach,”
B. A. Francis,“The optimal linear-quadratic time-invariant regula- Universita di Roma, Istituto di Automatica, Rep. R:79-18, 1979.
tor with cheap control,” IEEE Trans. Automat. Contr., vol. AC-24, [33]R.M. Hirschorn, “(A-B)-invariant distribution and disturbance
pp. 616-621, 1979. decoupling of nonlinear systems,” submitted for publication.
U. Shaked, ‘The asymptotic behavior of the root-loci of multivari- [34] V. I. Utkin, Sliding ModesandtheirAppIicarionin Variabk Struc-
able optimal regulators,” IEEE Trans. Automat. Contr., vol. AC-23, ture Systems. Moscow:MIR, 1978. (RussianEdition 1974.)
pp. 425-430, 1978. [35] J. C. Willems, “Topological classificationand structural stability of
I. Postlethwaite and A. G. J. MacFarlane, A CornpiexVariable linear systems,” J . Diff. Equations, vol. 35, pp. 306-318, 1980.
Approach to the Analysis of Linear MultiwrinbleFeedback @stems,
Lecture Notes in Control and Information Sciences, vol. 12. New
York: Springer-Verlag, 197q.
S.S. Sastry and C.A. Desoer, “Asymptotic unbounded root-loci
by the singular value decomposition,” Electron. Res. Lab., Univ.
California, Berkeley, Memo UCB/ERL M79/63, 1979.
B. A. Francis and K.Glover, “Bounded pealang in the optimal
linear regulator with cheap control,” IEEE Trans. Automat. Contr., Jan C. Willems (S66-W68-SMT9-F80) was
V O ~ .AC-23, pp. 608-617, 1978.
J. H.Chow and P. V. Kokotovic,“Adecomposition of near- born in Brugge, Belgium in 1939. He studied at
optimum regulators for systems with slowand fast modes,” IEEE the University of Gent in Belgium, the Univer-
Tram. Automat. Contr., vol. AC-21, pp. 701-705, 1976. sity of Rhode Island,and the Massachusetts
K.-K.D.Young,P.V. Kokotovic, and V. I. Utkh, “Asingular Institute of Technology, where he received his
perturbation analysis of high-gain feedback systems,”IEEE Tram. Ph.D. degree in electrical engineering in 1968.
Automat. Contr., vol. AC-22, pp. 931-938, 1977. From 1968 he was an Assistant Professor of
K.-K. D. Young, “Analysisand synthesis of high gain and variable electrical engineering at MIT, Cambridge, MA
structure feedback systems,”Ph.D. dissertation,Dep. of Elec. until in 1973when he was appointed to his
Eng., Univ. of Illinois, Urbana-Champaign, 1978. (Also,Coordi- presentposition of Professor of Systems and
nated Sci. Lab. Rep. R-800 (DC-7); UILU-ENG 77-2247, 1977.)
G . C . Verghese, “Infinite frequencybehavior in generalized Control at the Mathematics Institute of the Uni-
dynamical systems,” Ph.D. dissertation, Dep. Elec. Eng., Stanford versity of GroningeninThe Netherlands. He hasheldbriefvisiting
University, Stanford, C& 1978. appointments at theUniversity of Cambridge, Cambridge,England,
P. Van Dooren, “The generalized
eigenstructureproblem- Harvard University, Cambridge, MA, the University of Rome, the ETH,
Applicationsin linear systemtheory,”Ph.D. dissertation, Dep. and Ben Gurion University. His research interests lie in systems theory
Appl. Sci. Katholieke Universiteit Leuven, 1979. and automatic control. His recent work is concerned with the geometric
A. I. G. Vardulakis, “On infinite zeros,” Dep. of Eng.,Univ. theory of linear systems, the synthesis of multivariable controllers, and
Cambridge, Cambridge, England, Rep.CUED/F-CAMS/TR 196,
1979. problems of system representation.
[28] S. Jaffe and N. Karcianas, “Matrix pencil characterisation of Dr. Willems servesas a consulting advisorto the Mathematical Centre
almost (A, B>invariant subspaces: A classification of geometric in Amsterdam and is member of the editorial board of several journals
. Eng. Univ. Cambridge, Cambridge, England, Re- in the fieldof Systems and Control. He is a member of SIAM, the Dutch
z?!!EEF-CAMS/TR-l94, 1979. General Systems Society, and the Dutch ‘Wiskundig Genootschap.”
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