Proceedings of the 33rd Conference on Decision and Control Lake Buena Vista, FL - December 1994

WM-1 1130

H , Design with Pole Placement Constraints: an LMI Approach

MAHMOUD CHILALI and PASCAL GAHINET INRIA Rocquencourt. BP 105 , 78153 Le Cliesnay Cedex, France. e-inail:
gahinetOcolorado. inria.fr

Abstract
This paper addresses tlie design of H , controllers that satisfy an additional constraint on the closed-loop pole location. I n the state-feedback case, suflicient conditions for feasibility are derived for a general class of stability rcgioirs. Tliese coriditions are expressed as a systeiii of linear matrix illequalities (LMI). Mixed H z / i l , design witli root clustering coilstrailits is also discussed. In the output-feedback case, siinilar results are obtained when the stability region is either a disk or the shifted lefthalf plane. Tlic validity and tractability of tlris approach are illustrated by a few examples.

appealing from a practical standpoint. Indeed, LMIs can be solved by eflicient interior-point optimization algorithms such as those described in [27, 28, 7, 33, 26, 81. I n particular, a MATLAB-based software package called LMI-LABis now available to solve such LMls [lG] in an efficient and user-friendly
iiiaiiiicr.

Introduction

hlaiiy classical design problems such as disturbance attenuation, robust stabilization of uncertain systeius, or loop sliapiiig design can be formulated as H , syiithesis problems [13, 141. In turn, H , synthesis has low complexity since it only iiivolves solving two Riccati equations [12]. Yet, H , desigil is iiiainly concerned witli frequency-domain perforniaiice and does not guarantee good transient behaviors for the closed-loop systeni. In contrast, satisfactory time response and closed-loop damping can be enforced by constraining the closed-loop poles to lie in a suitable subregioas of tlie left-half plane (see for instance the discussion in [l]). One way of simultaneously guaranteeing robust performance and adequate transient behaviors is therefore to combine the H , and pole placement objectives. While many authors deal with root clustering in the context of linear-quadratic regulation [15, 21, 25, 321, only few papers consider the design of H , controllers that satisfy additional constraints on the closed-loop poles. Moreover, most papers on this topic are restricted to the state-feedback case [5, 341. This can be explained by the difficulty of incorporating pole placement constraints in DGKF's state-space approach. In particular, there is no obvious way of modifying the two algebraic Riccati equations to enforce root clustering in some prescribed region. An attempt in this direction is made in [34]. There the H , and pole placement constraints are turned into a system of coupled Riccati/Lyapunov equations and a Lagrange multipliers formulation is used to solve this system numerically. Global convergence is not guaranteed and the method is restricted to the state-feedback case. It has been noticed recently that H , synthesis can be formulated as a convex optimization problem involving linear matrix inequalities (LMI) [17, 24, 301. These LMls correspond to the inequality counterpart of the usual H , Riccati equations. Because LMIs intrinsically reflect constraints rather than optimality, they tend to offer more flexibility for combining various constraints on the closed-loop system [8]. This important advantage of the LMI formalism has been exploited in [9] to handle H , design with pole clustering in the region Re(s) < --a where -a is a positive scalar. The present paper extends these earlier results to a wide variety of stability regions in the statefeedback case, and to circular regions of the left-half plane in the output-feedback case. Note that the LMI formulation of constrained H , design is

'lie paper is organized as follows. Section 2 proposes a new L M I-based characterization of root clustering for a class of regions called LMI regions. Section 3 discusses the statefeedback H 2 / H , problem with pole clustering in arbitrary LMI regioiis. 111 Section 4, these results are extended to the output-feedback problem for two types of LMI regions: shifted left-half planes and disks centered on the real axis. Sufficient conditions for feasibility are expressed in terms of LMls involvirig suhhlocks of the closed-loop Lyapunov matrix and an additional coupliiig matrix. I n turn, the solutions of these LMls (if any) determine adequate controllers via another system of two LMls. The validity and practicality of this approach are deliionstrated by a few examples drawn from the literature in Section 5.

LMI Characterization of Clustering Regions

This section discusses a new Lyapunov characterization of pole clustering regioirs in terms of LMls. Recall that a satisfactory transient response of a system can be guaranteed by confining its poles in a prescribed region [ l , 231. After reviewing existing Lyapunov-based characterizations of pole clustering in subregions of the complex left-half plane, the notion of LMI region is introduced and various illustrations of its usefulness are given. Let V be a subregion of the complex left-half plane. A dynamical system z = Ax is called 'D-siable if all its poles lie in V . That is, if all eigenvalues of the matrix A lie in 'D. By extension, A is then called 'D-stable. When 'D is the entire left-half plane, this notion reduces to classical stability which is characterized in LMI terms by the Lyapunov theorem. More generally, when 2, is the polynomial region
2)

={2 Ec:
k,lzO

Ckl

7' %

< o},

Chl

= CIk E w, (2.1)

Gutman showed that a matrix A is 'D-stable if and only if there exists a symmetric matrix X such that [20, 341:

A drawback of Gutman's characterization is its polynomial nature which prevents systematic use for linear controller synthesis. Recall that the closed-loop state-space matrices depend affinely on the controller state-space data 18,171. To keep the synthesis problem tractable in the Lhll framework, it is necessary to use a characterization of pole clustering that preserves this affine dependence. In other words, to use conditions that are affine in A . Apart from some simple regions, there is no natural way of turning (2.2) into a n LMI in A . In fact, polyne mial regions are not always convex. With controller synthesis

0-7803-1 968-0/94$4.0001994 IEEE

553

in mind, this motivates looking for an alternative LMI-based representation of V-stability regions. To this purpose, we introduce the following class of stability regions.

Definition 2 1 (LMI stability regions) . A subsef U of the complez plane is called an LMI region if there ezisf a s y m m e f r i c m a t r i z o = [ a k ~ ]E Wmxm and a m a f r i z

Corollary 2 3 Given t w o regions V I and V2 of characterislac . functions fv, and fp,, a m a t r i z A i s simultaneously V I - s t a b l e and V z - s t a b l e if and only if there ezists a positive definite mat r i z X such f h a f M v , ( A , X ) < 0 and M v , ( A , X ) < 0 .

fi = lo,,]E R m x msuch

that (2.3)

State-Feedback H 2 / H , with Pole Placement

Design

V = { r E @ : fv(z)<O}
where the characteristic function fv(z) is given by:

f d z ) = b k l + PkfZ +Pfkil,,k,,5m (2.4) (fv i s valued i n the space of m x m H e m i f i a n matrices}. H

It is easily seen that LMI regions are convex and symmetric with respect t o the real axis. Interestingly, there is a complete counterpart of Gutman's theorem for LMI regions. Specifically, pole clustering in a given LMI region can be characterized in terms of the m x m block matrix

as follows.
Theorem 2 2 The matriz A as V - s t a b l e if and only if there .
ezists a symmetric m a t r i z X such fhat

We first consider the H z / H , state-feedback synthesis problem with a pole clustering constraint on tlie norniiial closed-loop system. Specifically, the closed-loop poles are required to lie in an LMI region 2) contained in the left-half plane. Pure H J H , synthesis is considered in [22] where an LMI-based synthesis procedure is proposed. These results are extended in [5] to include a pole placeiiient constraint iii a disk. The discussion below refines the results of [5] and extends them to the larger class of LMI stability regions. Consider the linear time-invariant (LTI) system described by: Z(t) = h ( t ) B i w ( t ) Bzu(t), z i ( t ) = c i z ( l ) D i i w ( t ) Dizu(t), (3.1) r z ( f ) = C 2 z ( t ) Dzzu(f).

+ + +

For some prescribed closed-loop performance 7 > 0, the mixed H 2 / H , problem consists of finding a state-feedback law U = K z such that:
the closed-loop poles lie in
IITw.,llm

X > 0,
Proof: See [IO].

M v ( A , X )< 0 .

(2.6)

V,

< 7,and

Note that fp(z) in ( 2 . 4 ) and M v ( A , X ) in ( 2 . 5 ) correspond in the substitution ( X ,X A , A T X ) -* (1, z,Z). Theorem ( 2 . 2 ) answers our need for a characterization of stability regions that is affine in the A matrix. The convenience of working with LMI regions in H , and H z / H , synthesis will be illustrated in the next two sections. Yet the usefulriess of LMI regions would be incomplete if this class of regions was insufficiently large. In the remainder of this section, we show that LMI regions not only include a wide variety of typical clustering regions, but also form a dense subset of the convex regions that are symmetric with respect to the real axis. In other words, LMI regions cover most practical needs for control purposes. By considering 2 x 2 characteristic functions, one can easily show that conic sectors az b < - 1 ~ 1 , a-stability regions z < -a, horizontal strips IyI < w , vertical strips -hl < z < -hz, ellipses, parabolas and hyperbolic sectors are all LMI regions. To derive more complex regions, we can use the invariance of the class of LMI regions under set intersection. Specifically, given two LMI regions 'D1 and V2 and their associated characteristic functions and fp,, the intersection 2) = 'D1 n 'D2 is also an LMI region with characteristic function f v , m = diag(fD,, fv,). (2.7) As a result, the class of LMI regions includes all polygonal regions that are convex and symmetric with respect to the real axis. Indeed, any such region can be obtained as the intersection of conic sectors, vertical strips, and/or horizontal strips. Since any convex region can be approximated by a convex polygone to any desired accuracy, we conclude that LMI regions are dense in the set of convex regions that are symmetric with respect to the real axis. Another consequence of the intersection property (2.7) is s that simultaneous clustering constraints can be expressed a a system of LMls in the same variable X without introducing any conservatism. This immediate result is formally stated in the next corollary.

IITwr,llz minimized is
where T,,, and T , denote the closed-loop transfer functions ,, from w to 21 and 2 2 , respectively. When 2) is the open left-half plane, it is proved in [22] h a t the optiiiial iriixed H 2 / / 1 , caiiiiot be iinproved by using dynamical controllers. This result remains valid for LMI regioiis, tlie proof being essentially the same. Hence it suffices to consider static controllers, i.e., state-feedback gains I<. ltealizalioiis ( A c f B C ~ , C c , , aut1 ( A c , ,B,f, E,,, F,,) of , D,f) T,,, and T,,, are then given by
A,) = A

+ Bz K ,

B,l = Bi , CCl= C 1

+ DlzIi,

D,I = D l l ,

E,, = C + D 2 2 l i , z

Fcr = 0

We first exaniine each constraint separately. Assume that 'D is an LMI stability region with characteristic function (2.4). Since A,, and A: have the saiiie eigenvalues, 'D-stability holds if and only if there exists XZ, > 0 such that

[akrXv

+ PkrA,iXv + PII.XVA:] < 0

(3.2)

Similarly, the H , constraint is equivalent to the existence of a solution A > 0 to the LMI ' ,

This result is known as the Bounded Real Lemma (see, e.g. [2, 311). Finally, the H 2 norm of T,,, is finite if and only if Fcr = 0, in which case it is given by [22, 8):

llTwz,ll; Trace(E,rPE$) =

(3.4)

where P solves the Lyapunov equation A,IP+PA:+B,,B: = 0. From this expression, it can be shown that llTwz,ll~ the is minimum of Trace ( Y ) subject to

554

within a disk of the left-half plane. Specifically, we consider the disk hlore details can be found ill [SI. T h e H 2 / H , problein witli pole clustering iii V aiiioui~ts to iiiiiiimizing the H 2 norni of T,,, over all state-feedback gaiiis li that enforce the I I , and pole placelneilt coiistraiilts. coliBecause of the teriiis IiSn, I<X,, liX2 iiivolved ill tl~esc strailits, the resultiiig optiiiiization probleili is iiot C O I I V C X . )et, a customary way of turiiiilg il into a couvex probleiii is to use a coiniiioii Lyapunov iiiatris S = So = S, = Xz for all these coiislraints. I his teclinique of seekiiig a single Lyapunov iiialrix that enforces niultiple constraints lias been used in other prol)leins sucli as tlie quadratic stabilizatioii of a polytope of plai~ts (see [SI for a good survey). 111 tlie present case, tliis 1)roretiurc yields a coiivex suIJoptiiiia1 problein wliose global i l l i i i i i l u l l l J ( Y L Z 2 )is ail upper bouiid 011 tlie optiiiial ll2 perforilialice IITw2,112. \$hen v is tile oi)eii left-half plaiie, this upper bouud is exactly the riiixed f11/11, pcrforiuailce coilsidered i l l [(i] aud successfully used in [22] for I12/11, syutllesis. Siiiiilarly, when reiiioviiig the 11, constraiilt lhis technique yields the auxiliary cost minimizatioii probleiii proposed i i i [Ll] and discussed i n [32] i l l tlie case of pole clusteriiig witliiii a disk. FiiIally, the saiiie technique is used in [5] for l i 2 / l l , syiitliesis with pole placeiiieiit i n a disk. Ilowever, [5] coiiibiiics tlic: resultiiig coiiditioiis iiilo a siiiglc L h l l at t . 1 expense of illcreased ~ will be called tlic iiiixcd coiiservatisni. 111 the sequel, l f 2 / l l m perforniance witli pole clusteriiig i l l D. Note tliat this quantity is iiidepeiideilt of the I J a s i s cl~oseiifor tlie state space. Hie following theorem suniiiiarizes this Lhll-based approach to iiiixed I I 2 / 1 1 , syntllesis witli pole clustering iii arbitrary LMI regioiis.

D,,,={z+jyEC:

( ~ + q ) ~ + y * < r ~ > r > O . (4.1) q)

centered a t ( - q , 0) and has radius r > 0. If X = -<U,, jwd is a complex pole lying in V q , r with damping ratio <, undamped natural frequency w, = 1x1, and damped natural frequency W d , then [21]

,.

It follows t h a t confining the closed-loop poles in the disk Dq,r can be used to provide a satisfactory transient response. T h e output-feedback case is incrementally more difficult than tlie state-feedback case due to the way the controller state-space matrices enter the LMI conditions. In particular, these conditions can no longer be reduced t o LMIs by the simple change of variable L = I i X , and some preliminary work is needed to derive LMI conditions for solvability. An instrumental tool in this derivation is the Projection Lemma stated i n the Appendix. This lemma was used extensively in [17, 31 and plays a central role here as well. Thronghout this section, we consider an LTI system P ( s ) described by the state-space equations:

i ( t ) = A ~ ( l ) BI ~ ( l ) B2 ~ ( l ) , 41) = Ci 4 t ) + Dii w ( t ) + 0 1 2 u ( t ) , Y(t) = c z(l) + Dzi u ( t ) , 2

(4.3)

Tlieoreiii 3.1 Le1 V be air Lilll subreyioii oJ1Iie opeii leJl-halj plaiie aiid le1 J(T,,,) deiiole the oplziriul I12/11, perJoririaiice willi pole clusleriirg i i i V as dcjiiied above. This perfoririaiice cuii be corripuled by solviiry the jollowiiry L M l yrobleni:
Jlitiiiirix

where UI and z denote the exogenous inputs and controlled outpnts and U and y denote tlie control inputs and measured outputs. T h e dimensioning is summarized by A E Rnx, D l l E R p x m , 0 2 2 E R p l x m a . To ensure the existence of a stabilizing controller, we assume t h a t (A, Ez, Cz) is stabilizable and detectable. A closed-loop H performance y > 0 will be called V , stiboptimal if there exists a n LTI controller K(s) of equations
ir;(l)

Trace(})

over

S = S T , Y = I,-T,

uiid

su6jecl lo lhe followiiig LAlI coirslratiits

[ukrS

u(t) =

= AK r t ( t ) BK ~ ( t ) , CK z k ( t ) + DK ~ ( t ) ,

(4.4)

+ Pkr(AX + & L ) + P i k ( A S + U 2 L ) 7 ] < 0 , + +

(3.7)

such that the closed-loop transfer function F ( P ,I<) from w to z satisfies the following requirements:

A S + O Z L + ( A S + B Z L ) ~ + U I U , ,VCT+LTUTz+U~DT1 T CIX D I Z L DIIIIT -?I D~~DE

(3.8)

11F(P,I a l m < Y,
the closed-loop poles lie in D. This constrained H , synthesis problem is now addressed when 2, is a disk of type (4.1). Let (Act,B,r, C,I,D,r) denote a realization of the closed-loop system F ( P , IC). From the Bounded Real Lemma (see, e.g. [2, SI]), the I, constraint is equivalent t o the existence of a f solution X > 0 t o the inequality

Ctveii a solultoii (S, L ) of this iirtiiiiiii:alioii j~ioblciii, Y, lhc opliiiial slale-feedback gaiii t s oblaiiicd us

Ii = LS-

Note that this optimization problem is readily solved with LhII software such as LAII-LAB [lG]

Output-feedback H , with a Disk Constraint

Synthesis

A;X+XA,i

0:X
Ccf

XB,I -yI
Dcr

C :
D;
-71

< 0.

(4.5)

Meanwhile, the Vq,,-stability is equivalent to the existence of

, > 0 satisfying Y

We now turn to output-feedback If, synthesis with clustering constraints on the noniinal closed-loop poles. I n contrast to the state-feedback case, this problem does not seein tractable for arbitrary LA11 regions. Nevertheless, LhlI solvability conditions were derived in [9] when the stability region is a sliirted left-half plane. This result is now extended to pole clustering

since V q , ,has characteristic function

(4.7)

555

As in the previous section, the problem is not tractable unless we require that the same X satisfies both (4.5) and (4.6). With this additional requirement, the H , problem with pole clustering in a disk becomes an LMI problem as shown next. Before stating the main result, we introduce some useful notation.

Notation:

In the sequel, X and X-' are partitioned as:

together with (4.15)forms the set of LMI conditions derived in [17]. Theorem (4.1) provides sufiicient conditions for feasibility of the closed-loop performance 7 subject to D-stability. Yet it does not explicitly address the computation of adequate controllers. Incidentally, D-suboptimal controllers are readily derived from solutions R , S of (4.15)-(4.17). Specifically, their computation amounts to solving the LMI system (4.5)-

(4.6) for the controller data R =

(2 2).

The affine

where R and S are n x n symmetric matrices. These matrices play a central role in the LMI conditions for solvability. Let

denote orthonormal bases of the null spaces of ( E T , Drz) and (CZ,& I ) , respectively. The following shorthands are introduced to simplify the formulas:

dependence on R of (4.5)-(4.6)is clear from the expressions of A,r, Bcrr C,,, D,I in the Appendix. In addition, R, S determine via (4.8)some X > 0 for which the LMI system (4.5)-(4.G)is 1 always solvable for R. This claim is justified in [17,9 and by the proof of Theorem 4.1in the Appendix. Consequently, the controller reconstruction reduces to an LMI feasibility problem of variable R. Note that the remaining degrees of freedom i n the choice of R can be exploited to minimize some auxiliary criterion suclr as r (tlie disk radius) or q - r (the a-stability margin).

5
(4.10)

Examples

P = d p ' ,A

The performance of this LMI approach to constrained H , synthesis is illustrated by two simple examples. Other examples can be found in [9].All LMI-related computations were performed with the MATLAB-based software package LMI-LAB developed by P. Gahiiret, A. Neinirovskii, and A.J. Laub [16].

s = m ,

(4.12) ~
Exaiiiple 5.1 In [II], Crew k Kouvaritakis use the remaining degrees of freedom in DGKF's Q-parametrization of H , controllers [I21 to maximize the stability margin a. They illustrate their approach with the following example. Consider the system G(s) = D C ( s l - A ) - ' E where

Wp = diag ((PI + A T , CT)'Jtp, ( P I - A , - S I ) ~ Q ) (4.13)

With this notation, the sufficient conditions (4.5)-(4.6) for 'Dsuboptimality are equivalent to the following LMI problem.

Theorem 4.1 Let 'D be a disk defined by (4.1) with q > r > 0. The H , performance y is V-suboptimal if there exist two symmetric mafrices R and S and a matriz L such that

\ 3 4 1

0 0

(4.15) (4.16)

and the probleiii of liiidiiig a stabilizing controller Ii(s) such tlial Illi(s)(l- G(S)lt*(S))-lllm < 1 and the closed-ioop stability degree a is inaxiinal. By exploiting some degrees of freedom in the Q-parametrization, they obtain 0.6832 as "best" value of a for 7 = I , with -0.6832, -1 and -2 as closed-loop poles. In [9], treated this exaniple and obtained slightly better we results with the suficient LMI conditions for a-stability deduced from Theorem 4.1. For the same problem set-up, we now consider pole placement inside the disk of center (-q, 0) and radius r for q = 10 and r = 9. Our sulhcient coiiditioris yield a perrortllallce y = 0.9787 aiitl lhe followiug coiltroller:
l<(s)=

Proof: See Appendix . w Note that optimizing the H , performance 7 subject to these LMI constraints is also an LMI problem since (4.15)-(4.17) depend affinely on 7. Interestingly, the LMI conditions derived in [9] for ustability regions can be recovered from the conditions (4.15)(4.17)by letting r tend to +CO subject to q - r = a > 0. Clearly the disk Dq,rthen tends to the shifted left-half plane Re (s) < -a. Straightforward calculations show that the counterpart of (4.15)-(4.17)for the a-stability is obtained by setting AR = A S = 1, W , = & pi , W S = & w Q ~ . The resulting LMI conditions coincide with those of [9].Note also that we recover the necessary and sufficient LMI-based solvability conditions for the classical suboptimal H , problem [17]when a + 0. Indeed, WE and Ws are then zero follows from (4.16).In turn, the existence of L satand (4.17) is isfying (4.16) then equivalent to O ( R ) < 0, rlr(S) < 0 which

)~ *(

-4.6366 -0.1451

0.2202 0.5168

- I .0247 0.3920

The correspondilly closed-loop systeiii has an H , norm of 0.8594 and all its poles lie in the prescribed disk. More precisely, these poles are -2.1346 1.2265j , -2.1346 - I.2265j and -3.5393. Note that the resulting a-stability margin is greater thaii that obtained in [ll]. Note also that tlie H , gain y is less than the optimal value 0.9787produced by the LMI optimization. This discrepancy stems from the conservatism inherent to our sufficient conditions.

556

Example 5.2 This example is borrowed from [5] and deals with mixed H z / H , state-feedback synthesis with a disk cow straint. Our approach is applied t o the system described by (3.1) with

C1 =

0.1 0

) , Cz = (

0.5 0.5

),

Dll

= Dzl = 0.

T h e 2)-stability region is a disk of center (-9, 0) and radius r and the LMI synthesis is performed for the two sets of values:
( q , r ) = (6,5.7),

arbitrary LMI stability regions. As for the output-feedback case, the design of If, coiitrollers t h a t place the closed-loop in a disk or a shifted half-plane was turned into a n LMI optimization problem and a complete synthesis procedure was presented. Though somewhat conservative, this approach oflers tractable means of computing controllers t h a t incorporate pole placement objectives. T h e method has been tested on simple problems with encouraging results. A more systematic evaluation of its performance is underway.

( q , r )= (1.8,1.5)

Appendix
The following lemma is instrumental to the proof of Theorem 4.1. The proof appears, e.g., in [17]. L e m m a 7.1 (Projection L e m m a ) Consider a syninietrtc niatriz M and niotrices P, Q of compatible dimensions, and let Np a n d N Q denote any niotrices whose colunins jorni lases of the null spaces of P and Q , respectively. With this notation, the niatriz inequality M + Q T X P + P T X T Q < 0 is solvable for X if and only if the tnequalitres M NQ < 0 hold. M N p < 0 and Proof of Theorem 4.1: In the sequel, the controller data will be gathered in the matrix

Tables 1 and 2 list the results of [5] for ( q , r ) = (6,6.7) and ( q , r ) = (1.8,1.5) respectively. In coinparison, Tables 3 and 4 show the results obtained with our approach. In these tables, the first column lists the prescribed H , performance y, and the remaining columns display the noriiinal closed-loop characteristics for the synthesized feedback gain. Our approach compares favorably in light of these results. Note that when the H, constraint is nearly removed ( y = lOOO), our H 2 norm is almost zero. Note also t h a t since the conditions used in the two approaches are only suflicient, the closed-loop H, norm is not equal to the required y and its poles are strictly contained in the prescribed disk. In Tables 3 and 4, the last line of each table correspond t o the optimal H performance subject to 2)-stability. T h a t is, the smallest , -y for which the LMI conditions (3.7)-(3.8) remain feasible. Conditions of reference [6]

" = ( ; 2). ;

(7.1)

With this notation, a realization of the closed-loop transfer function is given by:

Table 1: q = 6 and r = 5.7

7

1000

2.1

I IITwriIIm I I P ' w z ~ l l ~ I I 0.9244 I 1.38 x I I 0.5463 I 1.03 X IO-' I

J(Twz2)

1.1 x

0.1018

I I I

poles -0.3751, -2.5990 -1.23484 0.22153'

Table 2: q = 1.8 and r = 1.5 LMI conditions in this paper

In virtue of the Projection Lemma, inequalities (4.5)-(4.6) are such satisfied if and only if there exists a matrix 0 = (er, that

(7.2)

Using the realization given above, this inequality can be written

Ox(0)

+ PSOQ + Q T n T P x < 0

(7.3)

with Table 3: q = 6 and r = 5.7

7

IITwz,Ilm
0.9 0.5461 0.4192

I l ~ w z ~ 1 1 ~

J(Twz2)

1000

- 0.46
6

0.6

6.4 X 1.03 x IO-' 2.72 X IO-'

9.6 x IO-" 1.57 x IO-' 4.01 X IO-'

poles -0.3820, -2.6180 -0.8300, -2.1494 -1.4201 f 6.23733

From the Projection Lemma, there exists f2 satisfying (7.2) if and only if

JV$~QX(O)J/P~< 0

and

~S'X(O)NQ <0

(7.6)

Conclusions

where Npx and NQ denote bases of the null spaces of Px and Q, respectively. Suitable choices for NQ and Npx can be calculated
as:

A new LMI characterization of general convex subregions of

the complex left-half plane has been introduced and its use, fulness for H synthesis with closed-loop pole clustering constraints has been demonstrated. I n the state-feedback case, we proposed a systematic LMI approach for mixed H z / H , synthesis with pole placement in

557

with WPI, W P , , WQI, WQ, as in (4.9). With the notation (4.8)-(4.14), a straightforward but tedious evaluation of the matrix products (7.6) yields the equivalent conditions

[I21 Doyle, J.C., Glover, K., Khargonekar, P., and Francis, B.,

State-Space Solutions to Standard HZ and H m Control P r o b lenis, IEEE Trans. Aut. Contr., AG34 (1989), pp. 831-847.
[I31 Doyle, J. C. and G. Stein, Multivariable Feedback Design: Concepts lor a Classical/Modern Synthesis, IEEE Trans. Aut. Contr., AC-26 (1981), pp. 4 1 6 .

where W R = ( P I + A T ,CF)Tlnp and Ws = (PI - A , -&)%Q. Note that because of the dependence between X and S, conditions (7.8)(7.9) do not constitute an LMI problem yet. We now apply the Projection Lemma once more, this time to eliminate (3. While introducing an auxiliary matrix L , this reduces the inequalities (7.8))-(7.9) to an LMI system of matrix variables R, S and L. From the Projection Lemma, inequalities (7.8)-(7.9) hold if and only if there exists a matrix L such that

(*

* ( S ) X ~ 1 ( ~ ~ ) X + A ~ I l ) (9 ) ~<Z 0 (7.9) 0 ~ 0

-X

H Control Theory, Lecture Notes , in Control and Information Sciences No. 88, Springer Verlag, Berlin-New York, 1987. [I51 Furuta, K. and S. B. Kim, Pole Assignment in a Specified Disk, IEEE Trans. Aut. Confr., 32 (1987), pp. 423-427. [IS] Gahinet, P., and A. Nemirovskii, General-Purpose LMI Solvers with Benchmarks, Proc. CDC, 1993, pp. 3162-3165. [17] Gahinet, P. and P. Apkarian, A Linear Matrix Inequality A p proach to H , Control, Int. 3. Robust and Nonlinear Contr., 4 (1994), pp. 421-448. Also in Proc. CDC, 1993, pp. 656-661.
[14] Francis, B., A course in

[I81 Glover, K. and J.C. Doyle, State-space Formulae for all Sta-

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(7.10)

The variable (3 can now be eliminated by the Projection Lemma to obtain the conditions of Theorem 4.1. The proof is complete upon remarking that X > 0 is equivalent to (4.15) with the partitioning (4.8) (see [17] for details).

[21] Haddad, W. M. and D. S. Bernstein, Controller Design with Regional Pole Constraints, IEEE Trans. Aut. Contr., AC-37 (1992), pp. 54-61.
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558