A SEMINAR REPORT ON LINEAR MATRIX INEQUALITY IN CONTROL SYSTEM Submitted In partial fulfillment of the requirement for the award

of the degree Of MASTER OF TECHNOLOGY In ELECTRICAL ENGINEERING (With the specialization SYSTEM & CONTROL) Submitted by Lokesh Kumar Dewangan (12530014) Under the guidance of Dr. G. N. Pillai

DEPARTMENT OF ELECTRICAL ENGINEERING INDIAN INSTITUTE OF TECHNOLOGY, ROORKEE JULY, 2013

DECLARATION
I hereby certify that this report which is being presented in the seminar entitled Linear Matrix Inequality in Control System in partial fulfilment of the requirement of award of Degree of Master of Technology in Electrical Engineering with specialization in System & Control, submitted to the Department of Electrical Engineering, Indian Institute of Technology, Roorkee, India is an authentic record of the work carried out during a period from May 2013 to September 2013 under the supervision of Dr. G. N. Pillai, Associate Professor, Department of Electrical Engineering, Indian Institute of Technology, Roorkee. The matter presented in this seminar has not been submitted by me for the award of any other degree of this institute or any other institute.

Date: Place: Roorkee (Lokesh kumar Dewangan)

CERTIFICATE
This is to certify that the above statement made by the candidate is correct to best of my knowledge.

(Dr. G. N. Pillai) Associate Professor Department of Electrical Engineering Indian Institute of Technology Roorkee-247667, India i

ACKNOWLEDGEMENT
I wish to express my deep regards and sincere gratitude to my respected supervisor Dr. G. N. Pillai, Associate Professor, Department of Electrical Engineering, Indian Institute of Technology Roorkee for being helpful and a great source of inspiration. His keen interest and constant encouragement gave me the confidence to complete my work. I wish to extend my sincere thanks for his excellent guidance and suggestion for the successful completion of my work.

LOKESH KUMAR DEWANGAN

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ABSTRACT
This report gives a brief overview of Linear Matrix Inequality (LMI) and various types of problem related to this. Synthesis of linear output feedback controller using LMI approach done to get robust performance. For better response, LMI regions (half plane, circular and conical sector) are defined for closed loop poles. The H constraint is formulated with the help of LMI to improve robustness of the controller. LMI region and H constraints are combined to design state feedback controller and output feedback controller of order k. Also the concept of solvability of controller which gives the feasibility of LMI formulation is discussed.

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TABLE OF CONTENTS
DECLARATION ...................................................................................................................... i ACKNOWLEDGEMENT ....................................................................................................... ii ABSTRACT ........................................................................................................................... iii 1 2 INTRODUCTION ............................................................................................................ 1 LINEAR MATRIX INEQUALITY ................................................................................. 3 2.1 2.2 2.3 2.4 3 INTRODUCTION .................................................................................................... 3 LINEAR MATRIX INEQUALITY FORMULATION............................................ 3 SOME STANDARD PROBLEMS .......................................................................... 5 SOLVING THESE PROBLEM ................................................................................ 6

POLE PLACEMENT IN LMI REGIONS ....................................................................... 8 3.1 3.2 3.3 3.4 3.5 LYAPUNOV CONDITIONS FOR POLE CLUSTERING ..................................... 8 KRONECKER PRODUCTS .................................................................................... 8 LMI REGION ........................................................................................................... 9 DIFFERENT LMI REGIONS DEFINED IN LMI ................................................. 10 INTERSECTION OF LMI REGIONS ................................................................... 13

H DESIGN VIA LMI OPTIMIZATION ..................................................................... 14

4.1 4.2 5

Schur Complements ................................................................................................ 14 LMI FORMULATION FOR H PERFORMANCE ............................................. 15

FEEDBACK CONTROLLER DESIGN ........................................................................ 18 5.1 5.2 5.3 STATE FEEDBACK H DESIGN WITH POLE PLACEMENT ........................ 18 OUTPUT FEEDBACK H DESIGN WITH POLE PLACEMENT ..................... 20 LINEARIZING CHANGE OF VARIABLE .......................................................... 25

CONCLUSION .............................................................................................................. 28 iv

7 8

REFERENCES ............................................................................................................... 29 APPENDIX .................................................................................................................... 30

LIST OF FIGURE Figure 3-1 Intersection of different LMI regions [3] ............................................................. 12 Figure 5-1 Augmented block diagram plant [10] .................................................................. 20

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1 INTRODUCTION
Stability is a minimum requirement for control systems. In most practical situations, however, a good controller should also deliver sufficiently fast and well-damped time responses. Different problems in control system can be formulated into Linear Matrix Inequality problem and these LMI problems can be solved by using higher mathematics method like interior point method [1]. A customary way to guarantee satisfactory transients is to place the closed-loop poles in a suitable region of the complex plane. We refer to this technique as regional pole placement, where the poles are assigned to specific locations in the complex plane. In case of direct pole placement technique, the poles are kept in particular location and it gives better performance because the location of poles decide performance of system (Rise time, Peak time, Damping ratio, Settling time etc) . But it is not sure that the controller gain calculated by this method is robust when changes the system parameter or disturbance on the system [2]. For robust Performance of the controller H performance must be added into controller. But both simultaneously not possible in direct pole placement method [2]. In Linear Matrix Inequality both better time response and frequency response can be obtained. Linear Matrix Inequality first time used in control system by Lyapunov to check the stability of the system. Different convex problem and convex optimization problem can be formulated in Linear Matrix Inequality and it can be solved by using different method like interior point method, ellipsoid method and newton method. Since development of fast interior point method for solving LMI, controller design by this method become very easy and different tools available in Matlab to solve LMI [2]. In pole Eigenvalue problem poles are restricted to lies in a region. In this report we designed half plane, circular region and conic convex region. By putting constraints on the closed loop poles the performance of the system can be improved, because it depends on location of the poles. For example, fast decay, good damping, and reasonable controller dynamics can be imposed by confining the poles in the intersection of a shifted half-plane, a sector, and a disk [2]. Since in real time systems always involve some amount of uncertainty, so it is natural to worry about the robustness of pole clustering, i.e. whether the pole remain in the prescribed region when the nominal model is perturbed. Robustness is the characteristic of the system or 1

controller that maintain the system stable and performance of the system remain same after system subjected to some disturbance and changes in parameter. Different type of uncertainty may be present in the system and their H value is calculated in this report. H Performance is formulated into LMI problem and solvability condition for the general suboptimal H problem are derived. Then the controller is designed with putting both pole placement constraints and H Performance constraint.

2 LINEAR MATRIX INEQUALITY

2.1 INTRODUCTION
The different convex problem can be formulated into Linear Matrix Inequality Problem. When the Linear Matrix Inequality is in the of diagonal matrix, then it is called linear optimization problem. The problems arising in system and control theory can be reduced to a few standard convex or quasi-convex optimization problems involving linear matrix inequalities (LMIs). Since these resulting optimization problems can be solved numerically very efficiently using recently developed interior-point methods, our reduction constitutes a solution to the original problem. In comparison, the more conventional approach is to seek an analytic or frequency-domain solution to the matrix inequalities. The LMI technique is first time used by Lyapunov in control system to check the stability of the system. There are many advantage of LMI which attract the researcher to do work in this field. One of the most important reason is that many LMIs can be converted into single LMI i.e. a number of constraint on variable can be put simultaneously [1].

2.2

LINEAR MATRIX INEQUALITY FORMULATION

A linear matrix inequality (LMI) has the form
m

F(x) F0 + xi Fi > 0
i=0

(2.1)

where x Rm is the variable and the symmetric matrices Fi = FiT Rnn , i = 0,1,2..,m. are given. The inequality symbol in (2.1) means that F(x) is positive-definite, i.e., uT F(x) u > 0 for all nonzero u Rm . The LMI (2.1) is equivalent to a set of n polynomial inequalities in x, i.e., the leading principal minors of F(x) must be positive. LMI can be written in non-strict form like [1], F(x) 0 (2.2)

The LMI (2.1) is a convex constraint on x, i.e., the set {x| F(x)> 0} is convex. The LMI (2.1) is a standard form, it can represent a wide variety of convex constraints on x. In particular, linear inequalities, (convex) quadratic inequalities, matrix norm inequalities, and constraints that 3

arise in control theory, such as Lyapunov and convex quadratic matrix inequalities, can all be cast in the form of an LMI. When the matrices Fi are diagonal matrix, the LMI F(x) > 0 is a set of linear inequalities, then this convex optimization problem convert in linear optimization problem. Nonlinear (convex) inequalities are converted to LMI form using Schur complements. The basic idea is as follows [1]: Q(x) [ S(x)T S(x) ]>0 R(x) (2.3)

where Q(x) = Q(x)T , R(x) = R(x)T , and S(x) depend affinity on x, is equivalent to R(x) > 0, Q(x) S(x)R(x)1 S(x )T > 0 (2.4)

In other words, the set of nonlinear inequalities (2.4) can be represented as the LMI (2.3). Multiple LMIs (1) (), . , () () > 0 can be expressed as the single LMI by keeping all LMIs into diagonal of matrix and can be expressed as ( (1) (), . , () ()) > 0 [1]. 2.2.1 MATRICES AS VARIABLES In some problems where the variables are in the form of matrix, e.g., the Lyapunov inequality PA + AT P < 0 (2.5)

where A Rnn is given and P T = P Rnn is the variable. In this case it will not write out the LMI explicitly in the form F(x) > 0. As another related example, consider the quadratic matrix inequality AT P + PA + PBR1 BT P + Q < 0 where A, B, Q = QT, R = RT > 0 are given matrices of appropriate sizes, and P = PT (2.6) is the

variable. Note that this is a quadratic matrix inequality in the variable P. It can be expressed as the linear matrix inequality [1].

AT P PA Q BP ] BT P R

(2.7)

2.3 SOME STANDARD PROBLEMS

2.3.1 LMI PROBLEMS Suppose we have an LMI F(x) > 0, the corresponding LMI Problem (LMIP) means to find xfeas such that it satisfy above condition F(xfeas) > 0 or determine that the LMI is infeasible. This is a convex feasibility problem where the above LMI is checked whether it is feasible or not. It means solving the LMI F(x) > 0 means solving the corresponding LMIP. For example we consider the simultaneous Lyapunov stability problem, here given that have to find the optimal value of P such that it satisfy the constraints [1], P>0 AT P + PA < 0 2.3.2 EIGENVALUE PROBLEMS In eigenvalue problem (EVP) the maximum eigenvalue of a matrix is minimize and the matrix depends on a variable, subject to an LMI constraint (or determine that the constraint is infeasible), Minimize Subject to I A(x) > 0; B(x) > 0 where A and B are symmetric matrices that depend on the optimization variable x. This is a convex optimization problem. EVPs can be written in other form like minimizing a linear function subject to an LMI, i.e. Minimize cT x Subject to F(x) > 0 (2.8) (2.9) A Rnn and we

where F a function of x. In the special case when the matrices Fi are all diagonal, this problem reduces to the general linear programming problem: minimizing the linear function cT x subject to a set of linear inequalities on x [1]. 2.3.3 GENERALISED EIGENVALUE PROBLEM The generalized eigenvalue problem (GEVP) is to minimize the maximum generalized eigenvalue of a pair of matrices that depend on a variable, subject to an LMI constraint. The general form of a GEVP is [2]: Minimize Subject to B(x) A(x) > 0; B(x) > 0; C(x) > 0 where A, B and C are symmetric matrices that are functions of x. We can express this as Minimize max(A(x), B(x)) Subject to () > 0; () > 0 2.3.4 CONVEX OPTIMIZATION PROBLEM Mostly we prefer LMIP, EVP and GEVP. There is another form of problem in LMI that is called convex optimization problem. It can be written as Minimize logdetA(x)1 Subject to A(x) > 0; B(x) > 0 where A and B are symmetric matrices that depend on x [1].

2.4 SOLVING THESE PROBLEM

2.4.1 INTERIOR POINT METHOD Consider the LMI
m

F(x) F0 + xi Fi > 0
i=0

(2.10 )

where Fi = FiT Rnn , i = 0, 1, 2... m. This LMI can rewritten as 6

1 F(x) > 0 (x) {log detF(x) otherwise

(2.11)

This function is finite if and only if F(x) > 0, and as x approaches the boundary of the feasible set{x|F(x) > 0} it became infeasible, i.e., it is a barrier function for the feasible set, It can be shown that (x) is strictly convex on the feasible set, so it has a unique minimizer, which we denote x. Now turn to the problem of computing the analytic center of an LMI. (This is a special form of our problem CP.) Newton's method, with appropriate step length selection, can be used to efficiently compute x, starting from a feasible initial point. We consider the algorithm: x (K+1) = x K aK H(x K )1 g(x K ) (2.12)

where aK is the damping factor of the kth iteration, and g(x K ) and H(x K ) denote the gradient and Hessian of (x), respectively, at x K . Their damping factor is: 1 aK = { 1 1 + (x K ) if (x K ) 1/4 otherwise (2.13)

where (x) = g(x)T H(x)1 g(x) is called the Newton decrement of at x. Nesterov and Nemirovskii show that this step length always results in x (K+1) feasible, i.e., F(x (K+1) )) > 0, and convergence of xK to x [1].

3 POLE PLACEMENT IN LMI REGIONS

3.1 LYAPUNOV CONDITIONS FOR POLE CLUSTERING
Let us consider D be a sub region of the complex left-half plane. A dynamical system x = Ax is called D stable only if all its poles lie in D (that is, all eigenvalues of the matrix A lie in D). When D is the entire left-half plane, which is characterized in LMI terms by the Lyapunov theorem. Specifically, A is stable if and only if there exists a symmetric matrix X satisfying [3], PA + AT P < 0, P > 0 (3.1)

This Lyapunov characterization of stability has been extended to a variety of regions by Gutman [4]. The regions considered there are polynomial regions of the form D = {z C: ckl z k z l < 0
k0,lm

(3.2)

Where the coefficients ckl are real and satisfy ckl =clk .The polynomial regions are not fully general since, e.g., the region S(, r, ) cannot be represented in this form. For polynomial regions, Gutman's fundamental result states that a matrix A is D-stable if and only if there exists a symmetric matrix X such that [3] D = {z C: k0,lm ckl Ak P(AT )l < 0}, X > 0 (3.3)

By replacing z k z l with Ak X(AT )l in equation (3.2) we get equation (3.3). From above result it is clear that the Lyapunov theorem is a particular case of this result [3].

3.2 KRONECKER PRODUCTS

The Kronecker product is an important tool for the subsequent analysis. Recall the Kronecker product of two matrices A and B is a block matrix C with generic block entry Cij = Aij B, that is, B = [Aij B]ij (3.4)

The following properties of the Kronecker product are easily established 1A = A ( + ) C = AC + BC (B)(CD) = AC BD (B)T = AT BT (B)1 = A1 B1 The eigenvalues of (AB) are the pairwise products i (A)j (B) of the eigenvalues of A and B . As a result, the Kronecker product of two positive-definite matrices is a positive-definite matrix. Finally, the singular values of (AB) consist of all pairwise products i (A)j (B) of singular values of A and B [2].

3.3 LMI REGION

Definition 3.1 (LMI Regions): A subset D of the complex plane is called an LMI region if there exist a symmetric matrix LT = L =Lkl Rnn and matrix M = Mkl Rnn such that D = {z C FD (z) < 0} FD (z) = L + z M + z M T D = {z C: L + z M + z M T < 0} (3.5) (3.6) (3.7)

In other words, an LMI region define above is a subset of the complex plane that can be represented in terms of LMI, or equivalently, an LMI in x = Re(z) and y = Im(z). As a result, LMI regions are convex. Moreover, LMI regions are symmetric with respect to the real axis for any value of z D, Interestingly, there is a complete counterpart of Gutman's theorem for LMI regions. Specifically, pole location in a given LMI region can be characterized in terms of the m m block matrix [3], MD (A, P) = LP + M (PA) + M T (AT P) (3.8)

Theorem 3.2: The matrix A is D-stable if and only if there exists a symmetric matrix X such that MD (A, P) < 0 and P > 0 (3.9)

3.4 DIFFERENT LMI REGIONS DEFINED IN LMI

3.4.1 HALF-PLANE: Suppose we have to design half-plane in left hand side, means all poles lies in left hand side R (z) < - : Now this expression can be written in terms of LMI region like that, F(x )D = z + z + 2 < 0 where z = + j and z = j, From Gutmans expression F(x)D = L + z M + z M T < 0 Comparing equation (3.11) and (3.12), we get L = 2, M = 1, M T = 1 Put these value in given equation (3.8), we get MD (A, P) = LP + M (PA) + M T (AT P) MD (A, P) = PA + AT P + 2P (3.13) (3.14) (3.12) (3.11) (3.10)

Above expression represent the LMI formulation of the half plane in complex plane and by varying the value of half plane can be shifted either left side or right side. If is zero then this result is equivalent to lyapunov stability condition [3].

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3.4.2 DISK CENTERED AT (-Q, 0) WITH RADIUS R: The equation of circle of radius r with center at (-q, 0) in real axis is given as, ( + ) + () = This equation can be written in matrix form like as F(x)D = [ r q+z ] q+ z r (3.16) (3.17) (3.15)

F(x)D = L + z M + z M T < 0 Comparing above equation (4.7) and (4.9), we get r q 0 1 0 L = [ q r] , M = [ ] , MT = [ 0 0 1 Put these value in given below equation (4.5), we get MD (A, P) = [ rP qP + AT P qP + PA ] rP 0 ] 0

(3.18)

Above expression represent the LMI formulation of the circular plane of radius r and center at (-q, 0) in complex plane and by varying the value of q circular plane can be shifted either left side or right side and by r radius can be changed [3] [5]. 3.4.3 CONIC SECTOR WITH APEX AT THE - AND INNER ANGLE 2: Its characteristic function is F(x)D = 2 cos + zei + z ei < 0, This equation can be written in matrix form like as 2cos + cos(z + z ) = [ sin(z z ) sin(z z ) ]>0 2cos + cos(z + z ) (3.20) (3.19)

F(x)D

Comparing above equation (3.17) and (3.20), we get

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L=[

2cos 0 ]; 0 2cos

cos sin M=[ ] sin cos

Put these value in given below equation (3.13), we get 2cos + sin(AP + PAT ) MD (A, P) = [ cos(PAT AP) cos(AP PAT ) ]>0 2cos + sin(AP + PAT )

(3.21)

Equation (3.21) shows a conical sector having angle and the origin of the conic is at [2]. After combining above all regions we get a intersectional region which is shown in fig.3.1

FIGURE 3-1 INTERSECTION OF DIFFERENT LMI REGIONS [3]

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3.5 INTERSECTION OF LMI REGIONS

In LMI one of the important advantage is that the many LMIs can be combined into single LMI. LMI regions are often specified as the intersection of elementary regions, such as conic sectors, disks, or vertical half-planes. Given LMI regions D1, D2,..DN, the intersection of these region is D D = D1 D2 . . DN (3.22)

has characteristic function

N

FD (z) = diagFDi (z)

i=0

(3.23)

Corollary 3.1: Given two LMI regions D1 and D2, a matrix A is both D1-stable and D2-stable if and only if there exists a positive definite matrix X such that MD1 (A, X) < 0 and MD2 (A, X) < 0 [3].

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4 DESIGN VIA LMI OPTIMIZATION

4.1 Schur Complements
The equivalence between the Riccati inequality and the LMI can be seen by the following well-known fact: Lemma 1 (Schur Complement). Suppose R and S are Hermitian, i.e. R = R and S = S Then, the following conditions are equivalent: R < 0 , S GT R1 G < 0 And
T [S G ] < 0 G R

I 0 Proof. Post-multiply (29) by the nonsingular [ 1 ] and pre-multiply by its transpose: R G I [

T 1 I 0 T S GT I 0 ] [ ] [ 1 ] = [ S G R G 0] 1 R G I G R R G I 0 R

(4.1)

Using Schur complements we can infer that if a matrix is positive definite then an arbitrary diagonal square sub-block is also positive definite. For instance, if any diagonal element Pij of a matrix P is negative or zero the matrix P is not positive definite [1] [5]. Lemma 2. Let Q, U and V be given matrices. Then Q + V T KU + U T K T V < 0 has a solution K if and only if
T WU QWU < 0 T WV QWV < 0

(4.2)

Where WU and WV are the null spaces of U and V respectively. Detail of Q, V and U matrices are given below [5].

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4.2 LMI FORMULATION FOR PERFORMANCE

Assume we have plant transfer function H(s) with impulse response h(t), input to plant is u(t) and output is y(t),

y(t) = hu(t) = h(t) u(t) = h(t )u()d

(4.3)

Norm-2 of y(t) can be written as from appendix [6]

1 2

y(t)2 = ( |y(t)|2 dt)

(4.4)

y2 2

1 = |y(jw)|2 dw 2

(4.5)

y2 2 =

1 |H(jw)|2 |u(jw)|2 dw 2

(4.6)

According to the Cauchy-Schwartz inequality y2 2 = 1 1 2 |H(jw)|2 |u(jw)|2 dw H2 |u(jw)|2 dw = H2 u2 2 2

(4.7)

Now we now the H condition for robust stability is H < Now comparing equation (5.3) and (5.4), we get y2 2 < 2 u2 2
2 2 y2 2 u2 < 0 2 2 y2 2 u2 dt > 0

(4.8)

(4.9)

(4.10)

(4.11)

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Lyapunov functions is define as [7]

v(x(t)) = x

T (t)Px(t)

2 2 + y2 2 u2 dt > 0

(4.12)

Now differentiating above energy function with respect to time and after differentiating it must be less zero, which show that the system releasing the energy and state comes into equilibrium state. v (x(t)) = x T (AT P + PA)x + u T (BT P)x + x T (PB)u + y T y 2 uT u < 0 + x T (PB)u + x T CT Du + uT DT Cx v (x(t)) = x T (AT P + PA)x + uT (BT P)x +x T CT Cx 2 uT DT Du < 0 (4.13)

(4.14)

v (x(t)) = x T (AT P + PA + CT C)x + x T (PB + CT D)u + uT (DT C + BT P)x 2 uT DT Du < 0 (4.15) This equation is called Riccati equation and this can be formulated into LMI by schur lemma [2],[5],[7], we get AT P + PA + CT C PB + CT D (()) = [ ] [ ][ ] < 0 DT C + BT P 2 DT D AT P + PA + CT C + (PB + CT D)(2 DT D)1 (DT C + BT P) < 0 (4.16) (4.17)

It can be further simplified using the Schur lemma again, Multiplying by 1 and taking = 1 , we obtain: AT P + PA + 1 CT C + 1(PB + CT D)(2 DT D)1 (DT C + BT P) < 0 [ AT P + PA + 1 CT C PB + 1 CT D AT P + PA PB CT ] 1 [C D] ] = [ ] + [ T B P 1 DT C + BT P DT D DT AT P + PA PB CT v (x(t)) = [ BT P I DT ] < 0 C D I Generalized form of the H performance with pole placement constraint is given as [6], 16 (4.18)

(4.19)

(4.20)

T T MD (A, P) M1 (PB) (M2 X)CT BD (X, P) = [ M1 (BT P) XI XDT ] < 0 (XM2 )C PD PI

(4.21)

P > 0, X > 0 where, MD (A, P) = LP + M (PA) + M T (AT P) (4.22)

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5 FEEDBACK CONTROLLER DESIGN

5.1 STATE FEEDBACK H DESIGN WITH POLE PLACEMENT
In this section, the gain of the controller is designed via Linear Matrix Inequality with H performance and restricting the closed loop poles in LMI regions for better performance. Suppose K is controller gain, then according to control law = The state space model of system is x = Ax + B1 w + B2 u z = C1 x + D11 w + D12 u y = C2 x + D21 w + D22 u Where A is system matrix, B2 is input matrix, C2 is output matrix and D22 is transfer matrix. Now, put u = -Kx in above equation, closed loop state space will be x = Ax B2 Kx = (A B2 K)x = Acl x + B1 w y = C2 x D22 Kx = (C2 D22 K)x = Ccl x + D21 w Now put the value of closed loop state space matrices in equation given below AT cl P + PAcl v (x(t)) = [ BT P Ccl PB Ccl T I DT ] < 0 D I (5.3) (5.2) (5.1)

(5.4)

(A B2 K)T P + P(A B2 K) PB (C2 D22 K)T v (x(t)) = [ ]<0 BT P I D11 T C(C2 D22 K) D11 I

(5.5)

Above equation gives robust performance and for better performance add pole placement constraints on this LMI. Different pole placement region is derived in last section are given as

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Half plane MD (A, P) = PA + AT P + 2P < 0 Disk at centered (-q, 0) and radius r rP MD (A, P) = [ qP + AT P Conical sector starting at and angle MD (A, P) = [ 2cos + sin(AP + PAT ) cos(AP PAT ) ] < 0 cos(PAT AP) 2cos + sin(AP + PAT ) qP + PA ]<0 rP (5.7) (5.6)

(5.8)

Now combining above two constraints H and half plane constraints, combine expression will be (A BK)T P + P(A BK) + 2P [ BT P C PB CT I DT ] < 0 D I

(5.9)

And to obtain better robustness of the controller has to be minimize. So optimization problem is formulated as Objective function = min (A BK)T P + P(A BK) + 2P [ BT P C PB CT I DT ] < 0 D I

(5.10)

By solving interior point method or any other optimization method the value of K can be obtain

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5.2 OUTPUT FEEDBACK H DESIGN WITH POLE PLACEMENT

The LTI plant can be represented in state-space form as x = Ax + B1 w + B2 u z = C1 x + D11 w + D12 u y = C2 x + D21 w + D22 u (5.11)

where u is control input, w is a vector of exogenous inputs (such as reference signals, disturbance signals, sensor noise), y is the measured output, and z is a vector of output signals related to the performance of the control system. Fig 5.1 shows augmented block diagram plant with controller is in feedback path.

FIGURE 5-1 AUGMENTED BLOCK DIAGRAM PLANT [10] Let T denote the closed-loop transfer functions from w to z. the output-feedback control law u = -Ky such that, closed loop poles lies in LMI region and T < . The controller can be represented in state space form by x k = AK xK + BK y u = CK xK + DK y Then the closed-loop transfer functionTwz (S) from w to z is given by [3] [6] [5] Twz (S) = Dcl + Ccl (SI Acl )Bcl where (5.13) (5.12)

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Acl = [

A + B2 DK CK Bk C2

B2 CK ] AK

Bcl = [

B1 + B2 DK D21 ] BK D21 D12 Ck ]

Ccl = [C1 + D12 DK C2

Dcl = [D11 + D12 DK D21 ] From equation (4.20), the closed loop H design is derived as P Acl + AT cl P T [ Bcl P Ccl P Bcl I Dcl
T Ccl ]<0 DT cl I

(5.14)

The conical region derived for closed loop pole in LMI with cone at origin and angle as
T sin(Acl PD + PD AT cl ) cos(Acl PD PD Acl ) MD (Acl , PD ) = [ ] < 0 cos(PD AT sin(Acl PD + PD AT cl Acl PD ) cl )

(5.15)

These two LMIs can be solved using optimization method, but before solving check whether above given condition is feasible nor not, equation (4.20) is feasible only when P is positive definite and satisfy following solvability condition as derived below P Acl + AT cl P T [ Bcl P Ccl Let P and P-1 be partitioned as [2] [3] [7]: P =[ R MT M S ], P 1 = [ T U N N ] V (5.17) P Bcl I Dcl
T Ccl ]<0 DT cl I

(5.16)

Where R Rnn and S Rnn . Put value of P and closed loop state space matrices in equation (5.16)

21

R [ T M

M A + B2 DK CK ][ Bk C2 U

B2 CK A + B2 DK CK ] +[ AK 1 Bk C2

B2 CK T R ] [ T AK M

M ] U

R [ T M

M B1 + B2 DK D21 ][ ] BK D21 U 1 0 ] 0 1 [D11 + D12 DK D21 ] [

[C1 + D12 DK C2

D12 Ck ]T

[ <0

B + B2 DK D21 T R M [ 1 ] [ T ] BK D21 M U [C1 + D12 DK C2 D12 Ck ]

[D11 + D12 DK D21 ]T I ]

(5.18) Rearranging above matrix and expresses in the form of lemma 2 [5], Q + Y T K T Z + Z T KY < 0 RA + AT R AM MTA 0 Q= T T B1 R B1 M [ C1 0 Y = [B2 M R
T

(5.19)
T C1 0 T D11 I]

RB1 M T B1 I D11 0 0 ] 0 D12 0 ] 0

(5.20)

B2 U M

(5.21)

0 Z=[ C2 K=[

I 0 0 D21 AK CK BK ] DK

(5.22)

(5.23)

According to lemma 2 above expression will solvable if and only if

T WY QWY < 0 T WZ QWZ < 0

Where WY and WZ are null space of Y and Z, W1 0 WY = [ 0 W2 0 0 I] 0

(5.24)

One difficulty in LMI in output feedback case is that it include product of controller matrix and P which make LMI non-linear. In case of state feedback new variable L = KP is defined that

22

makes LMI linear. But in output feedback it is not possible. To make LMI linear proper change of variable is derived in below Theorem 6.1 Consider a proper plant P(s) of minimal realization and assume (A, B2 , C2 ) is stabilizable and detectable and D22 = 0 with Y=[ 0 B2 I 0 0 0 0 ] D12 0 ] 0 (5.25)

0 Z=[ C2

I 0 0 D21

(5.26)

Let WY and WZ be two matrices whose column span the null spaces of Y and Z respectively, Then the set of -suboptimal controller of order k is non empty if and only if there exists some (n+k)*(n+k) positive definite matrix Pcl such that [5]:
T WY QWY < 0 T WZ Q1WZ < 0

where P A0 + AT 0 P T Q=[ B0 P C0
1 1 T A0 P + P A0 T Q1 = [ B0 1 C0 P

P B0 I D11

T C0 T ] D11 I

1 T B0 P C0 T ] I D11 D11 I

A0 = [

A 0 ] 0 0

B B0 = [ 1 ] 0 C0 = [C1 0]

P matrix and inverse of P are replaced by its partisan value then new Q and Q1 will be as

23

RA + AT R AM MTA 0 Q= T T B1 R B1 M [ C1 0 AS + SAT NT AT Q1 = T B1 [C1 S

RB1 M T B1 I D11

T C1 0 T D11 I] T SC1 T NT C1 T D11 I]

(5.27)

B1 AN 0 0 0 I C1 N D11

(5.28)

Null space of the matrix Y and Z are calculated using eigenvalue of Y and Z matrix or other method. W1 0 WY = [ 0 W2 0 0 WY = [ I 0 0 0 I] 0 W3 0 0] W4

(5.29)

(5.30)

In null space second row is zero hence second row and second column can be removed from equations (5.27) and (5.28) RA + AT R T Q = [ B1 R C1 AS + SAT T Q1 = [ B1 C1 S RB1 I D11 B1 I D11
T C1 T ] D11 I T SC1 T ] D11 I

(5.31)

(5.32)

From equations (5.31) and (5.32) it is clear if R and S are symmetric and positive definite then the controller will be non-empty. Now we have to transform P matrix into terms of R and S [5].

24

5.3 LINEARIZING CHANGE OF VARIABLE

The controller variables are implicitly defined in terms of the (unknown) matrix P. Let P and P-1 be partitioned as [2] [6] [7]: P =[ Where R Rnn and S Rnn + MN P1 = I = [ RS T M S + UNT
1 P = 1 2 T

R MT

M S ], P 1 = [ T U N

N ] V

(5.33)

RN + MV ] M T N + UV

(5.34)

P2 = 1 1 = [ R MT I I S ] , 2 = [ ] 0 0 NT

T Pre and post-multiplying the variable matrix P by 2 and2 , respectively; and carrying out

appropriate change of variables, the following LMI is obtained. [ R I ]>0 I S (5.35)

T Similarly, pre- and post-multiplying the inequality (5.15) by diag (2 , I, I) and diag (2 , I, I),

respectively; and carrying out appropriate change of variables, the following LMI is obtained.
T T 2 Acl P2 = 2 Acl 1 =

(5.36)

= [

AR + B2 (CK M T + DK C2 R) A + B2 DK C2 ] (5.37) T T NAK M + NBK C2 R + SB2 CK M + S(A + B2 DK C2 )R SA + (NBK + B2 DK )C2

T T T T T T T 2 PAT cl 2 = 2 P Acl 2 = 1 Acl 2 =

(5.38)

T RT AT + (CK M T + DK C2 R)T B2 T = [ T T T AT + C2 DK B2

(NAK M T + NBK C2 R + SB2 CK M T + S(A + B2 DK C2 )R)T ] (5.39) T AT ST + C2 (NBK + B2 DK )T

25

T T 2 Acl P2 = 2 Acl 1 = [

AR + B2 Chat Ahat

A + B2 DhatC2 ] SA + BhatC2

(5.40)

T RT AT + chat T B2 T T T T T T 2 PAT cl 2 = 2 P Acl 2 = 1 Acl 2 = [ T T T A + C2 Dhat T B2

Ahat ] (5.41) T A S + C2 (Bhat)T

T T

Where, Ahat = NAK M T + NBK C2 R + SB2 CK M T + S(A + B2 DK C2 )R Bhat = NBK + SB2 DK Chat = CK M T + DK C2 R Dhat = DK
T sin(Acl PD + PD AT cl ) cos(Acl PD PD Acl ) T MD (Acl , PD ) = diag (2 , I, I) [ ] diag (2 , I, I) < 0 T cos(PD AT cl Acl PD ) sin(Acl PD + PD Acl )

(5.42) (5.43)

MD (Acl , PD ) =
T AR + B2 Chat + RT AT + Chat T B2 A + B2 DhatC2 + Ahat T T T T T Ahat + A + C2 Dhat B2 SA + BhatC2 + AT ST + C2 (Bhat)T T RT AT + chat T B2 AR B2 Chat Ahat A B2 DhatC2 T T T AT + C2 Dhat T B2 Ahat AT ST + C2 (Bhat)T SA BhatC2 [ T RT AT chat T B2 + AR + Chat Ahat + A + DhatC2 T T T T (Bhat)T A C2 Dhat T B2 + Ahat AT S T C2 + SA + BhatC2 T AR + B2 Chat + RT AT + Chat T B2 A + B2 DhatC2 + Ahat T T T Ahat + AT + C2 Dhat T B2 SA + BhatC2 + AT ST + C2 (Bhat)T ]

<0

(5.44) + T [ T T ]<0 + T

(5.45)

T Similarly, pre- and post-multiplying the inequality (5.14) by diag (2 , I, I) and diag (2 , I,

I), respectively; and carrying out appropriate change of variables, the following LMI is obtained. P Acl + AT cl P T T (2 , I, I) [ Bcl Ccl P
T Bcl P Ccl ] diag (2 , I, I) < 0 I DT cl Dcl I

(5.46)

26

11 21

T 21 ] < 0 22 B1 + B2 DhatD21 ] rI

(5.47) (5.48)

11 = [

T AR + RAT + B2 Chat + Chat T B2 CB1 + B2 DhatD21

21 = [

Ahat + (A + B2 DhatC2 )T C1 R + D12 Chat

SB1 + BhatD21 ] D11 + D12 DhatD21 (C1 + D12 DhatC2 )T ] rI

(5.49)

22 = [

T AT S + SA + BhatC2 + C2 Bhat T C1 + D12 DhatC2

(5.50)

After changing the variable matrices into new matrix, three LMIs are obtained [ R I ]>0 I S T 21 ] < 0 22 T ]<0 + T (5.51)

11 21

(5.52)

+ T [ T

(5.53)

Now solving above constraints with objective function minimize gamma for increasing the stability margin of the system, the values of R, S, Ahat, Bhat, Chat and Dhat are obtained. From these value controller State space matrix can be calculated as [2] [6], DK = Dhat BK = N1 (Bhat SB2 DK ) (5.54) CK = (Chat DK C2 R)M
T

AK = N 1 (Ahat NBK C2 R + SB2 CK M T + S(A + B2 DK C2 )R)M T

27

6 CONCLUSION
In Linear Matrix Inequality different regions can be derived and closed loop poles can be placed in anywhere in complex plane. By varying the ranges of LMI region the better time response can be obtained. In LMI one or more number of constraints can be put simultaneously and hence both robust and better time response can obtained. Since LMI is solved by optimization method the optimum objective function can be obtained in case of H performance. The value of gamma can be minimized to obtain increased stability margin.

28

7 REFERENCES

[1] S. Boyd, L. El Ghaoui, E. Feron and V. Balakrishnan, Linear Matrix Inequalities in Systems and Control Theory, Philadelphia: SIAM, 1994. [2] Mahmoud chilali, Pascal Gahinet and Pierre Apkarian, "Robust pole placement in LMI regions," IEEE Trans. Automat. Contr., vol. 44, p. 12, DECEMBER 1999. [3] M. Chilali and P. Gahinet, "H_ design with pole placement constraints: An LMI approach," IEEE Trans. Automat. Contr., vol. 44, p. 358367, 1996. [4] S. Gutman and E. I. Jury, "A general theory for matrix root clustering in sub-regions of the complex plan," IEEE Trans. Automat. Contr., Vols. AC-26, pp. 853-863, 1981. [5] G. Garcia and J. Bemussou, "Pole assignment for uncertain systems in a specified disk by state-feedback," IEEE Trans. Automat. Contr., vol. 40, pp. 184-190, 1995. [6] Bikash Pal and Balarko Chaudhuri, Robust Control in Power Systems, New York, NY 10013. USA: Springer Science+Business Media, Inc, 2005. [7] P. Gahinet and P. Apkarian, "A linear matrix inequality approach to H_ control," Int. J. Robust Nonlinear Contr., vol. 40, pp. 184-190, 1994. [8] Kemin Zhou and John C. Doyle, Essentials of Robust Control, Prentice-Hall, 1998. [9] C. Scherer, P. Gahinet and M. Chilali, "Multiobjective output-feedback control via LMI optimization," IEEE Trans. Automat. Contr., vol. 42, p. 896911, 1997. [10] John Doyle, Bruce Francis and Allen Tannenbaum, Feedback Control Theory, Macmillan Publishing Co., 1990.

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8 APPENDIX

Norms for Signals, Matrices and Systems

Norms of a continuous time varying signal is define as
1 p

u(t)p = ( |u(t)|p dt)

By using above definition we can calculate different norms of the signal like, 1-Norm u(t)1 = u(t)dt 2-Norm u(t)2 = (|u(t)|2 dt)2 -Norm u(t) = sup|u(t)|

Suppose we have vector X = [x1 x2 x3 ], then Norms is

1 p

Xp = (|xi |p )
i

1-Norm X1 = (i|xi |1 )1 2-Norm X2 = (i|xi |2 )2 -Norm x1 Matrix A =[x x2 x4 ] Maximum absolute column sum norm A1 = max (i|xij | ) Maximum absolute row sum norm A = max (i|xij | ) A2 = (maximum eigenvalue ofAH A)2 Let we have system G(s)
1 1 1 1 1
1

X = max(xi )

30

2-Norm G(s)2 = -Norm Now according parsvel theorem

2 (2 G (jw)G(jW)dt) 1

G(s) = sup||G(jw)|| = sup [G(jw)]

|u(t)|2 dt =

1 |u(jw)|2 dt 2

This theorem gives relationship between time domain and frequency domain [6] [9].

31