Computa tion

Visua liza tion

Progra mming
For Use w ith MATLAB

Users Guide
Version 2
Robust Control
Toolbox
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i
Contents
1
Tutori al
Opti onal System Data Structure . . . . . . . . . . . . . . . . . . . . . . . 1-4
Si ngular Values, H
2
and H Norms . . . . . . . . . . . . . . . . . . . . . 1-8
The Robust Control Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 1-10
St r uct ur ed and Unst r uct ur ed Uncer t aint y . . . . . . . . . . . . . . . 1-12
Posit ive Real and Sect or Uncer t aint y . . . . . . . . . . . . . . . . . . . 1-14
Robust Cont r ol Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-15
Robust Analysis Classical Appr oach . . . . . . . . . . . . . . . . . . 1-21
Example: [11] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-24
Robust Analysis Moder n Appr oach . . . . . . . . . . . . . . . . . . . 1-25
Pr oper t ies of K
M
and . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-27
Diagonal Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-27
Robust Cont r ol Synt hesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-31
LQG and Loop Tr ansfer Recover y . . . . . . . . . . . . . . . . . . . . 1-32
H
2
and H Synt hesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-33
Pr oper t ies of H Cont r oller s . . . . . . . . . . . . . . . . . . . . . . . . 1-34
Exist ence of H Cont r oller s . . . . . . . . . . . . . . . . . . . . . . . . . 1-35
Singular -Value Loop-Shaping: Mixed-Sensit ivit y Appr oach 1-36
Guar ant eed Gain/Phase Mar gins in MIMO Syst ems . . . . . 1-40
Significance of t he Mixed-Sensit ivit y Appr oach . . . . . . . . . 1-42
Synt hesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-45
Bilinear Tr ansfor m and Robust Cont r ol Synt hesis . . . . . . . 1-48
Robust ness wit h Mixed Real and Complex Uncer t aint ies . . . 1-50
Real K
M
Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-51
Pr oper t ies of t he Gener alized Popov Mult iplier . . . . . . . . . 1-53
Real K
M
Synt hesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-54
Case Studi es . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-57
Classical Loop-Shaping vs. H Synt hesis . . . . . . . . . . . . . . . . 1-57
H Pr oblem For mulat ion . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-59
Fight er H
2
& H Design Example . . . . . . . . . . . . . . . . . . . . . . 1-63
Plant Descr ipt ion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-63
Design Specificat ions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-65
i i Contents
Design Pr ocedur e . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-65
Result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-67
Lar ge Space St r uct ur e H Design Example . . . . . . . . . . . . . . 1-68
Plant Descr ipt ion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-68
Design Specificat ions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-69
Cont r ol Act ions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-71
Model Reduct ion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-72
Result s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-72
H Synt hesis for a Double-Int egr at or Plant . . . . . . . . . . . . . . 1-74
Bilinear Tr ansfor m + H on ACC Benchmar k Pr oblem . . . . . 1-78
Synt hesis Design on ACC Benchmar k Pr oblem
ACC Benchmar k Pr oblem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-81
Model Reducti on for Robust Control . . . . . . . . . . . . . . . . . . . 1-85
Achievable Bandwidt h vs. H Modeling Er r or . . . . . . . . . . . . 1-85
Addit ive Model Reduct ion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-86
Addit ive Model Reduct ion Met hods . . . . . . . . . . . . . . . . . . . 1-87
Mult iplicat ive Model Reduct ion . . . . . . . . . . . . . . . . . . . . . . . . 1-88
Mult iplicat ive Model Reduct ion Met hod . . . . . . . . . . . . . . . 1-90
Sampled-Data Robust Control . . . . . . . . . . . . . . . . . . . . . . . . . 1-93
Robust Cont r ol Synt hesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-93
Discr et e H
2
-nor m . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-94
Discr et e H-nor m . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-94
Mi scellaneous Algori thms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-96
Or der ed Schur Decomposit ion . . . . . . . . . . . . . . . . . . . . . . . . . . 1-96
Descr ipt or Syst em . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-97
Sect or Tr ansfor m . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-97
SVD Syst em Realizat ion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-98
Closi ng Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-99
Refer ences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-99
i i i
2
Reference
Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-2
i v Contents

1
Tut or ial
Opti onal System Data Structure . . . . . . . . . . . 1-4
Si ngular Values, H
2
and H Norms . . . . . . . . . . 1-8
The Robust Control Problem . . . . . . . . . . . . 1-10
Case Studi es . . . . . . . . . . . . . . . . . . . . 1-58
Model Reducti on for Robust Control . . . . . . . . . 1-86
Sampled-Data Robust Control . . . . . . . . . . . . 1-94
Mi scellaneous Algori thms . . . . . . . . . . . . . . 1-97
Closi ng Remarks . . . . . . . . . . . . . . . . . 1-100
1 Tu to r i a l
1-2
MATLABs collect ion of mat r ix manipulat ion r out ines has pr oved t o be
ext r emely useful t o cont r ol engineer s and syst em r esear cher s in developing t he
soft war e t ools t o do cont r ol syst em design in many differ ent fields.
The Robust Cont r ol Toolbox is wr it t en in M-files using t he mat r ix funct ions of
t he Cont r ol Syst em Toolbox and MATLAB. It enables you t o do r obust
mult ivar iable feedback cont r ol syst em modeling, analysis and design based on
t he singular -value Bode plot . Many of t he funct ions descr ibed in t he Robust
Control Toolbox Users Guide incor por at e t heor y or iginally developed at USC
by t he aut hor s. The ear ly ver sion of t he Robust Cont r ol Toolbox called LINF
was dist r ibut ed widely [2].
The Robust Cont r ol Toolbox includes t ools which facilit at e t he following:
Robust Analysi s
Singular Values [12, 29].
Char act er ist ic Gain Loci [25].
St r uct ur ed Singular Values [31, 32, 13].
Robust Synthesi s
synt hesis [33, 15].
LQG/LTR, Fr equency-Weight ed LQG [12, 29].
H
2
, H

[16, 34, 18, 36, 37, 28, 24, 19].

Robust Model Reducti on
Opt imal Descr ipt or Hankel (wit h Addit ive Er r or Bound) [37].
Schur Balanced Tr uncat ion (wit h Addit ive Er r or Bound) [39].
Schur Balanced St ochast ic Tr uncat ion (wit h Mult iplicat ive Er r or Bound)
[40].
Sampled-Data Robust Control [35, 38]
Useful feat ur es of t he Robust Cont r ol Toolbox include t he st r uct ur ed singular
value (perron, psv, osborne, ssv), synt hesis t ools (fitd, augd) and an
opt ional syst em dat a st r uct ur e (mksys, branch, tree) t hat simplifies user
int er act ion and saves t yping by enabling a syst em and r elat ed mat r ices t o be
r epr esent ed by a single MATLAB var iable. The funct ion hinf has been
impr oved in a number of ways, including mor e infor mat ive displays and mor e
r eliable algor it hms. The funct ion hinfopt aut omat ically comput es opt imal H

cont r ol laws via t he so-called gamma-it er at ion.
1-3
A demonst r at ion M-file called rctdemo r uns t hr ough t he above feat ur es of t he
Robust Cont r ol Toolbox wit h a moder n fight er air cr aft and a lar ge space
st r uct ur e design example. To st ar t t he demo, execut e rctdemo fr om inside
MATLAB.
1 Tu to r i a l
1-4
Optional System Data Structure
This sect ion int r oduces a useful feat ur e of t he Robust Cont r ol Toolbox a
hier ar chical dat a st r uct ur e t hat can simplify t he user int er act ion wit h t he
t oolbox. If t his is your fir st t ime r eading, you may skip t his sect ion and come
back t o it lat er .
Among t he feat ur es of t he Robust Cont r ol Toolbox is a set of M-files which
per mit dat a descr ibing a syst em or collect ion of syst ems t o be incor por at ed in,
and ext r act ed fr om, a single MATLAB var iable called a t r ee, which can be
cr eat ed by t he MATLAB funct ion tree. The t r ee dat a st r uct ur e simplifies
MATLAB oper at ions t r emendously by allowing you t o r epr esent syst ems of
mat r ices (and even syst ems of syst ems, ... of syst ems of mat r ices) by a single
MATLAB var iable. In par t icular , a single var iable can be used t o r epr esent t he
mat r ices descr ibing a plant , a cont r oller or bot h, t her eby vast ly simplifying
user int er act ion wit h MATLAB.
The following M-files have been developed t o endow MATLAB wit h t he
hier ar chical t r ee dat a st r uct ur e. They ar e
These funct ions enable many mat r ices, along wit h t heir names and
r elat ionships t o each ot her t o be r epr esent ed by a single t r ee var iable. For
example, a st at e-space syst em r epr esent at ion (A,B,C,D) is a special kind of
t r ee. The following elabor at e t he use of t his dat a st r uct ur e.
mksys: This funct ion can pack mat r ices descr ibing a syst em int o a single
MATLAB var iable. For example,
ssg = mksys(ag,bg,cg,dg);
TSS = mksys(A,B1,B2,C1,C2,D11,D12,D21,D22,'tss');
allows t he four st at e-space syst em mat r ices (ag,bg,cg,dg) t o be r epr esent ed by
ssg, and t he t wo-por t st at e-space syst em (A,B1,B2,...) t o be packed int o TSS. A
var iet y of syst em t ypes can be similar ly handled via an ident ificat ion var iable
at t he end of t he input ar gument s of t he funct ion mksys. For example, t he
mksys branch tree graft
O p ti o n a l Sy ste m D a ta Str u c tu r e
1-5
command desg = mksys(ag,bg,cg,dg,eg,'des'); packs a descr ipt or syst em
int o desg, et c.
branch: This funct ion r ecover s t he mat r ices packed in a syst em or t r ee var iable
select ively. For example,
[D11,C2] = branch(TSS,'d11,c2');
r ecover s t he mat r ices D11 and C2 fr om t he syst em TSS and
ag = branch(ssg,'a');
r ecover s t he mat r ix ag fr om t he st at e-space syst em ssg.
To r ecover all t he mat r ices fr om ssg at once, you may t ype
[ag,bg,cg,dg] = branch(ssg);
Table 1-1:
Type V1, V2, V3,, Vn Description
'ss' (a,b,c,d,ty) St andar d St at e-Space
(default )
'des' (a,b,c,d,e,ty) Descr ipt or Syst em
'tss' (a,b1,b2,c1,c2,d11,d12,d21,d2
2,e,ty)
Two-Por t St at e-Space
'tdes' (a,b1,b2,c1,c2,d11,d12,d21,d2
2,e,ty)
Two-Por t Descr ipt or
'gssv (sm,dimx,dimu,dimy,ty) Gener al St at e-Space
'gdes' (e,sim,dimx,dimu,dimy,ty) Gener al Descr ipt or
'gpsm' (psm,deg,dimx,dimu,dimy,ty) Gener al Polynomial
Syst em Mat r ix
'tf' (num,den,ty) Tr ansfer Funct ion
'tfm' (num,den,m,n,ty) Tr ansfer Funct ion Mat r ix
'imp' (y,ts,nu,ny) Impulse Response
1 Tu to r i a l
1-6
tree: This funct ion pr ovides a gener al t ool for cr eat ing hier ar chical dat a
st r uct ur es cont aining mat r ices, st r ings and even ot her t r ees. It is used as a
subr out ine by mksys. For example, if you wish t o keep t r ack of t he t wo-por t
plant (A,B1,B2,...), along wit h t he cont r oller (af,bf,cf,df), t he fr equency
r esponse [w;sv] along wit h t he name Aircraft Design Data, you simply do t he
following
fr = tree('w,sv',w,sv);
DesignData = ...
tree('plant,controller,freq,name',TSS,ssf,fr,...
'Aircraft Design Data');
Figur e 1-1, Br anch St r uct ur e of t he t r ee Var iable shows t he br anch st r uct ur e
of t he t r ee var iable DesignData. This t r ee var iable has t wo levels, since t he
br anches named plant, controller, and freq ar e t hemselves t r ees. However ,
t her e is in gener al no limit t o t he number of levels a t r ee can have.
To r ecover t he var iable name fr om t he fir st level of t he t r ee DesignDat a, we
t ype
name = branch(DesignData,'name')
ans =
Aircraft Design Data
The list of names of r oot br anches of t he t r ee is always st or ed in t he t r ee as
br anch 0. For example, t o find t he names of t he r oot br anches in t he t r ee
var iable DesignData, t ype t he following
branch(DesignData,0)
ans =
plant,controller,freq,name
To r ecover t he value of t he mat r ix c1 in t he br anch plant of t he second level of
t he t r ee DesignData, we t ype
C1 = branch(DesignData,'plant/c1');
O p ti o n a l Sy ste m D a ta Str u c tu r e
1-7
Figure 1-1: Branch Structure of the tree Variable
The M-files in t he Robust Cont r ol Toolbox have been r einfor ced t o opt ionally
accept t he syst em dat a st r uct ur e t o simplify user int er act ion and t o r educe t he
amount of t yping r equir ed. Whenever a Robust Cont r ol Toolbox funct ion
encount er s a t r ee var iable r epr esent ing a syst em among it input ar gument s, it
aut omat ically checks t o see if t he var iable is in fact a syst em. If it is a syst em,
t hen t he funct ion aut omat ically expands t he input ar gument list , r eplacing t he
syst em var iable by t he mat r ices st or ed in it . For example, t he following t wo
commands per for m t he same comput at ion.
hinf(TSS);
hinf(A,B1,B2,C1,C2,D11,D12,D21,D22);
The lat t er , longer for m illust r at es t he fact t hat t he use of syst em var iables is
ent ir ely opt ional in t he Robust Cont r ol Toolbox. The t r adit ional but
cumber some met hod of passing syst em mat r ices one at a t ime as mult iple
ar gument s t o a funct ion is st ill accept able, t hus ensur ing compat ibilit y wit h
ot her MATLAB t oolboxes and ear lier ver sions of t he Robust Cont r ol Toolbox.
See t he Refer ence chapt er for det ails on mksys, branch, and tree.
AircraftDesignData w,sv af,bf,cf,df a,b1,b2,...
name freq controller plant
DesignData
1 Tu to r i a l
1-8
Singular Values, H
2
and H

Norms
The singular values of a r ank r mat r ix , denot ed ar e t he
non-negat ive squar e-r oot s of t he eigenvalues of or der ed such t hat
If r < p t hen t her e ar e p r zer o singular values, i.e.,
Ther e exist t wo unit ar y mat r ices and a diagonal
mat r ix such t hat
wher e ; t his is called t he singular-value decomposition
(SVD) of mat r ix A. The gr eat est singular value is somet imes denot ed
If A is a squar e mat r ix, t hen t he n-t h singular value (i.e., t he least
singular value) is denot ed
Some useful pr oper t ies of singular values ar e
1
2
3 , wher e denot es t he i-t h eigenvalue of A.
A C
m n

i
A
*
A

1

2

p
, p min m n , { }

r 1 +

r 2 +

p
0 = = = =
U C
m m
, V C
m n

R
m n

A U = V

U =

r
0
0
0
V

r
d i ag =
1

2
, ,
r
, ( )

1
A ( ) =
1
n n
A ( )

=
n
A ( ) max =
Ax
x
------------
x C
n
A ( ) min =
Ax
x
------------
x C
n
A ( )
i
A ( ) A ( )
i
Si n g u l a r Va l u e s, H 2 a n d H N o r m s
1-9
4 If exist s,
5 If exist s,
6
7
8
9
10
11
12
Pr oper t y 1 is especially impor t ant because it est ablishes t he gr eat est singular
value of a mat r ix A as t he maximal gain of t he mat r ix as t he input vect or x
var ies over all possible dir ect ions.
For st able Laplace t r ansfor m mat r ices , define
t he H
2
-nor m and t he H

-nor m t er ms of t he fr equency-dependent singular

values of :
H
2
-nor m:
H

-nor m:
A
1
A ( )
1
A
1
( )
------------------ =
A
1
A ( )
1
A
1
( )
------------------ =
A ( ) = A ( )
A B + ( ) A ( ) + B ( )
AB ( ) A ( ) B ( )
A ( ) E ( ) A E + ( ) A ( ) + E ( )
max A ( ) , B ( ) { } AB [ ] ( ) 2 max A ( ) , B ( ) { }
max
i j ,
a
i j ,
A ( ) n max
i j ,
a
i j ,

i
2
i 1 =
n

= Tr ace A
*
A ( )
G s ( ) C
m n
, p min m n , { } =
G j ( )
G
2

=
i
G j ( ) ( ) ( )
i 1 =
p

d
2

1
2
---
G

= sup G j ( ) ( ) sup: t he least upper bound ( )

1 Tu to r i a l
1-10
The Robust Control Problem
In t he past t wo decades t her e have been gr eat advances in t he t heor y for t he
design of r obust ly uncer t aint y-t oler ant mult ivar iable feedback cont r ol syst ems
[8, 9]. Many of t he quest ions t hat cr eat ed t he much lament ed gap of t he
1970s bet ween t he t heor y and pr act ice of cont r ol design have been r esolved, at
least par t ially, in t he wake of t he r enewed concer n of cont r ol t heor ist s wit h
such feedback issues such as st abilit y mar gin, sensit ivit y, dist ur bance
at t enuat ion and so for t h. Out of t his r enewed concer n has emer ged t he singular
value Bode plot as a key indicat or of mult ivar iable feedback syst em
per for mance (e.g., [12, 29]). The singular value t hus joins such pr eviously used
measur es of mult ivar iable feedback syst em per for mance as dominant pole
locat ions (r elat ed t o dist ur bance r eject ion bandwidt h and t r ansient r esponse),
t r ansmission zer os (r elat ed t o st eady-st at e r esponse and int er nal models)
and r ms er r or of cont r ol signals (fr om t he L
2
Wiener -Hopf/LQG opt imal cont r ol
t heor y, [1, 45, 46]).
The r eal pr oblem in r obust mult ivar iable feedback cont r ol syst em design is t o
synt hesize a cont r ol law which maint ains syst em r esponse and er r or signals t o
wit hin pr especified t oler ances despit e t he effect s of uncer t aint y on t he syst em.
Uncer t aint y may t ake many for ms but among t he most significant ar e noise/
dist ur bance signals and t r ansfer funct ion modeling er r or s. Anot her sour ce of
uncer t aint y is unmodeled nonlinear dist or t ion. Uncer t aint y in any for m is no
doubt t he major issue in most cont r ol syst em designs. Consequent ly people
have adopt ed a st andar d quant it at ive measur e for t he size of t he uncer t aint y,
viz., t he H

nor m.
The gener al robust control problem is descr ibed mat hemat ically as follows (See
Figur e 1-2, Canonical Robust Cont r ol Pr oblem):
Given a multivariable plant P(s), find a stabilizing controller F(s) such that the
closed-loop transfer function satisfies
where
T
y
1
u
1
1
K
M
T
y
1
u
1
j ( ) ( )
-------------------------------------- 1 <
K
M
T
y
1
u
1
( )
d ef
inf

( ) det I T
y
1
u
1
( ) ( ) 0 = { } =
Th e Ro b u st C o n tr o l Pr o b l e m
1-11
with
Figure 1-2: Canonical Robust Control Problem
The condit ion is r obust ness cr it er ion. The quant it y
is size of t he smallest uncer t aint y , as measur ed by t he singular value at
each fr equency, t hat can dest abilize t he closed-loop syst em. The funct ion
is t he so-called diagonally perturbed multivariable stability margin (MSM)
int r oduced by Safonov and At hans [30, 32], t he r ecipr ocal of which is known as
, t he structured singular value (SSV) [13] . i.e., . Mor e pr ecisely,
when is not pr esent , t his pr oblem is called t he robust stability problem.
Doyle, Wall and St ein [14] int r oduced t he ext r a uncer t aint y t o r epr esent
t he per for mance specificat ion which, accor ding t o t heir robust
performance theorem, is sat isfied if and only if . Thus, t he
pr oblem set -up in Figur e 1-2, Canonical Robust Cont r ol Pr oblem complet ely
addr esses t he issues in r obust cont r ol syst em design, i.e., r obust ness and
per for mance.
d i ag =
1
,
n
, ( )
UNCERTAINTY
1
.
.
.
n-1
2
u
1
u
2
y
1
y
CONTROLLER
F(s)
n
FICTITIOUS
UNCERTAINTY
22
P P
P P
11 12
21
PLANT
1 K
M
T
y
1
u
1
j ( ) ( ) 1 < K
M

K
M
K
M
1

--- =

n
T
ed
j ( ) ( ) 1
1 K
M
T
y
1
u
1
j ( ) ( ) 1
1 Tu to r i a l
1-12
Unfor t unat ely t he comput at ion of involves a nonconvex
opt imizat ion over and so cannot , in gener al, be solved by t he st andar d
gr adient -descent nonlinear pr ogr amming t echniques for which convexit y of
const r aint s and cost is r equir ed t o assur e conver gence. For t unat ely,
comput able upper bounds on do exist and have pr ovided simple
alt er nat ives for comput ing :
wher e denot es t he Per r on opt imal scaling mat r ix [32], and :=
. Clear ly, is also an upper bound on
, albeit possibly a ver y conser vat ive one. If any of t he upper bounds
sat isfies t he r obust per for mance const r aint s, it is sufficient t o guar ant ee t hat
, or , sat isfies t hem as well.
Ther efor e, fr om a r obust cont r ol synthesis point of view, t he pr oblem is t o find
a st abilizing F(s) t o shape t he funct ion (or it s upper bounds) in t he
fr equency domain. On t he ot her hand, fr om a r obust cont r ol analysis point of
view, t he pr oblem is t o comput e t he MSM , (or it s bounds).
Structured and Unstructured Uncertainty
Pr act ically, each of t he s (i = 1, , n) may it self be a mat r ix and r epr esent a
differ ent kind of physical uncer t aint y. Two t ypes of uncer t aint y ar e defined in
r obust cont r ol unstructured and structured.
Unstructured uncertainty usually r epr esent s fr equency-dependent element s
such as act uat or sat ur at ions and unmodeled st r uct ur al modes in t he high
fr equency r ange or plant dist ur bances in t he low fr equency r ange. Their
r elat ions t o t he nominal plant can be eit her additive
or multiplicative
Bot h can be consider ed as nor m bounded quant it ies, i.e., using H

nor m
. wher e r is a given posit ive number .
K
M
T
y
1
u
1
( )

1 K
M

K
M
1
K
m
T
y
1
u
1
( )
-------------------------- T
y
1
u
1
( ) = = inf
D D
DT
y
1
u
1
D
1

= D
p
T
y
1
u
1
D
1
p

D
p
D
D
diag d
1
I , d
n
I , ( ) d
i
0 > { } T
y
1
u
1
1 K
M

K
M
T
y
1
u
1
( )
K
m
T
y
1
u
1
( )

i
G G =
A
+
G I
M
+ ( )G =

r <
Th e Ro b u st C o n tr o l Pr o b l e m
1-13
Figur e 1-3, Addit ive and Mult iplicat ive Unst r uct ur ed Uncer t aint y shows t he
block diagr ams of t hese t wo unst r uct ur ed uncer t aint ies.
Figure 1-3: Additive and Multiplicative Unstructured Uncertainty
S tructured Uncertainty r epr esent s par amet r ic var iat ions in t he plant
dynamics, for example:
1 Uncer t aint ies in cer t ain ent r ies of st at e-space mat r ices (A, B, C, D), e.g., t he
uncer t ain var iat ions in an air cr aft s st abilit y and cont r ol der ivat ives.
2 Uncer t aint ies in specific poles and/or zer os of t he plant t r ansfer funct ion.
3 Uncer t aint ies in specific loop gains/phases.
M(s)
M(s)
+
+
+
+ +
-
F G
TRUE PLANT G
TRUE PLANT G
M
A
G F
-
+
1 Tu to r i a l
1-14
The ver y gener al set up in Figur e 1-2, Canonical Robust Cont r ol Pr oblem
allows a cont r ol syst em designer t o capt ur e all t hese uncer t aint ies, bot h
st r uct ur ed and unst r uct ur ed, and for mulat e t hem int o t he design. The pr ovides
soft war e t ools for r obust ness analysis and r obust cont r ol law synt hesis wit hin
t his ver y gener al fr amewor k.
Positive Real and Sector Uncertainty
The set up of t he robust control problem in Figur e 1-2, Canonical Robust
Cont r ol Pr oblem handles much mor e t han just t he case of sat isfying
. Using t he sector transform [50, 28], t his set up r eadily ext ends t o
admit t r ansfer funct ion mat r ix (s)s and even nonlinear s sat isfying a
gener al, possibly fr equency-dependent sect or condit ion.
Defi ni ti on: Given matrices A(s) and B(s) and let (s) be a stable transfer
function matrix. If
for all and , then we say
More generally, if A
11
(s), S
12
(s), S
21
(s), S
22
(s) are stable transfer function
matrices and if
for all and all , then we say
For example, physically-dissipat ive for ce-velocit y t r ansfer funct ion mat r ices
such as t hose associat ed wit h mechanical st r uct ur es having collocat ed
act uat or s and sensor s ar e posit ive r eal, i.e., inside sector[0, ], and t he
t r ansfor mat ion

i
j ( )

i

1

i

i

R e y Ax ( )

y Bx ( ) [ ] 0
s j = y = j ( )x
s ( ) A B , [ ] sect or
R e S
11
s ( )x S
12
+ s ( )y ( )

S
21
s ( )x S
22
+ s ( )y ( ) [ ] 0
s j = y = j ( )x
s ( ) S s ( ) [ ] sect or
y y = u +
u y = u +
Th e Ro b u st C o n tr o l Pr o b l e m
1-15
t r ansfor ms a posit ive-r eal r elat ion int o an equivalent r elat ion
sat isfying
The case of gener al A(s), B(s) mat r ices may be handled similar ly.
The funct ion sectf.m in t he Robust Cont r ol Toolbox allows you t o per for m t he
sect or t r ansfor m in t he st at e-space fr amewor k. See t he Refer ence sect ion for
det ails.
Robust Control Analysis
The goal of r obust analysis is t o measur e t he Multivariable S tability Margin
(MSM) seen by t he uncer t aint ies using a pr oper , nonconser vat ive analyt ical
t ool. In ot her wor ds, we ar e int er est ed in finding out how big can be before
instability occurs.
Two t asks ar e involved in comput ing t he MSM:
Task 1: Define t he uncer t aint y model
Task 2: Pull out t he uncer t aint y channels (st r uct ur ed or unst r uct ur ed) int o a
M- for m as shown in Figur e 1-4, Robust Analysis M- Diagr am.
Figure 1-4: Robust Analysis M- Diagram
u = y u

y =

1 <

M(s)
.
.
.
1
4 3
2
1
...
SENSORS, CONTROLLER,...
SYSTEM WITH ACTUATORS,

1 Tu to r i a l
1-16
Following ar e examples of modeling differ ent t ypes of uncer t aint ies in t he M-
block diagr am for m.
Exa mple 1 : Modeling Unstructured Uncer ta inty. The following plant t r ansfer funct ion
t hat r epr esent s a spacecr aft s r igid body dynamics and one boom st r uct ur al
mode (see t he Case S tudies sect ion for mor e det ails).
If t he nominal model is , t hen (see Figur e 1-5, Bode Plot s of Addit ive
and Mult iplicat ive Uncer t aint y)
Figure 1-5: Bode Plots of Additive and Multiplicative Uncertainty

G s ( )
1
s
2
s
2
2 + ( )
-------------------------- =
G
1
s
2
----- =

A
G = G
s
2
1 +
s
2
s
2
2 + ( )
-------------------------- = ; M s ( ) F = I FG + ( )
1
-200
-100
0
100
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
G(s)
-100
-50
0
50
100
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
Gbar(s)
-100
-50
0
50
100
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
Additive Unc.
-40
-20
0
20
40
60
10
-2
10
-1
10
0
10
1
10
2
Rad/Sec
D
B
Multiplicative Unc.
Th e Ro b u st C o n tr o l Pr o b l e m
1-17
Exa mple 2 . Modeling Structured Uncer ta inty . This example shows how t o pull out
st r uct ur ed uncer t aint ies fr om st at e-space A and B mat r ices.
The st at e-space model of t he lat er al-dir ect ional dynamics of a fight er air cr aft
is shown below [5].
wher e t he pr imed der ivat ives wit h r espect t o ar e defined as
The air cr aft is t r immed at degr ees angle of at t ack, flying at sea level wit h a
t ot al velocit y of 334.9 ft /sec. The st at es t o be st abilized ar e body-axis r oll
r at e (p), yaw r at e (r) and t he velocit y component along t he y-axis (v). The
var iables t o be cont r olled (t r acked) ar e t he r oll-r at e about t he velocit y vect or
and t he sideslip angle (). The cont r ol act uat or s whose dynamics ar e
ignor ed in t his analysis ar e ailer on (
a
)and r udder (
r
).

M
G G ( ) = G
1
s
2
1 +
s
2
2 +
---------------; = M s ( ) G = F I GF + ( )
1

L
p
L
r
L

V
T

N
p
N
r
N

V
T

Y
p
Y
r
Y

V
T

p
r
v
L

a
L

r
N

a
N

r
Y

a
Y

r
+

a

r
=

a p p
180

---------- =
0 0 1 V
T

cos sin 0
p
r
v
p r , ,
a
,
r
, ( )
L L
I
xz
I
x x
------- + N
,
_
=
I
xx
I
z z
I
x x
I
z z
I
x z
2

-----------------------------------
N N
I
xz
I
x x
------- + L
,
_
=
I
xx
I
z z
I
x x
I
z z
I
x z
2

-----------------------------------
V
T

( )
1 Tu to r i a l
1-18
The plant dat a is
: =
The st at e-space set -up for t he r obust ness evaluat ion can be for mulat ed using
t he block diagr am in Figur e 1-6, Pulling Out Par amet r ic Uncer t aint ies.
Figure 1-6: Pulling Out Parametric Uncertainties
A B
1
C
1
D
1
1 9953 0 7513 0.0299 0.0906 0.0298
1 0093 0 1518 0.0060 0.0024 0.0204
39 8500
0
------------------------
331 90
0
------------------------
0.1673
0.1711
---------------------
0.0204
0
------------------
0.2284
0
------------------
56 8927 6 7840 0 0 0
Y
U
+ +
+
+
+
+
+
A
1
C
1
B
1
D
2
C
2
D
2
B
Th e Ro b u st C o n tr o l Pr o b l e m
1-19
The equat ions associat ed wit h t he block diagr am ar e
which lead t o t he per t ur bed st at e-space syst em
wher e mat r ices B
2
, C
2
and D
2
play t he r oles of put t ing t he par amet r ic
uncer t aint y block int o a diagonal st r uct ur e.
If and ar e t he per t ur bat ions for
t he A and B
1
mat r ices r espect ively, t hen t he associat ed , B
2
and C
2
will have
t he following st r uct ur e
x

Ax = B
1
+ u
1
B
2
y
2
+
y
1
C
1
x = D
1
u
1
+
y
2
C
2
x = D
2
u
1
+
x

=

( A +

B
2
C
2

A
)x +

( B
1
+

B
2
D
2

B
) u
1

' '
L
p
N
p
, L
r
, N
r
, L

, N

, L

a
L

r
, N

a
, N

r
d i ag =
L
p

N
p
,
L
r
,
N
r
,
L

,
N

,
L

a
,
N

a
,
L

r
,
N

r
, ( )
B
2
1 0 1 0 1 0 1 0 1 0
0 1 0 1 0 1 0 1 0 1
0 0 0 0 0 0 0 0 0 0
=
C
2
1 1 0 0 0 0 0 0 0 0
0 0 1 1 0 0 0 0 0 0
0 0 0 0 1 1 0 0 0 0
T
=
D
2
0 0 0 0 0 0 1 1 0 0
0 0 0 0 0 0 0 0 1 1
T
=
1 Tu to r i a l
1-20
The over all augment ed plant becomes
The linear fr act ional t r ansfor mat ion lftf can be used t o close t he cont r oller
feedback loop F(s) ar ound t he plant fr om u
1
t o y
1
. Then, t he t r ansfer funct ion
M(s) seen by t he uncer t aint y blocks is t he t r ansfer funct ion fr om u
2
t o y
2
.
Exa mple 3 . Modeling N onlinea r Uncer ta inty. A sat ur at ion nonlinear element can be
modeled as unst r uct ur ed uncer t aint y sect or bounded element inside
sector [0, 1]which, accor ding t o t he nonlinear st abilit y r esult s of Sandber g and
Zames [26, 50], may be effect ively modeled as an uncer t ain linear
t ime-invar iant element whose Nyquist locus lies inside a complex disk of
r adius 0.5 cent er ed on t he r eal axis at 0.5 (See Figur e 1-7, Modeling
Nonlinear it y as Unst r uct ur ed Uncer t aint y). This uncer t ain linear
t ime-invar iant element may t hus be decomposed as wher e t he
P s ( )
A B
1
B
2
C
1
D
1
0
C
2
D
2
0
=
0.5
A
+
Th e Ro b u st C o n tr o l Pr o b l e m
1-21
addit ive uncer t aint y
A
is bounded by . For r obust st abilit y
.
Figure 1-7: Modeling Nonlinearity as Unstructured Uncertainty
Robust Analysis Classical Approach
Fir st , let s r ecall classical definit ions of SISO st abilit y mar gin (r obust ness).
Consider t he following block diagr am (Figur e 1-8, Classical Gain/Phase
Mar gins). The gain margin can be defined as t he var iat ion of r eal(), and t he
phase margin can be defined as t he var iat ion of imag(). On t he Nyquist plot
t hey ar e simply t he int er sect ions of loop t r ansfer funct ion on unit cir cle (phase
mar gin) and r eal-axis (gain mar gin).

A
0.5 <
M 1 < , M 2 <
-2 -1
Infinity Norm = 0.5
A
Y X
Y X
2 1
-0.5
0.5
+
+
0.5
1
1
1 Tu to r i a l
1-22
Figure 1-8: Classical Gain/ Phase Margins
A simple example shown in Figur e 1-9, Gain/Phase Mar gins Robust ness
r eveals immediat ely t hat classical SISO gain/phase mar gins DO NOT
r epr esent syst em r obust ness. This is because you can have infinit e gain mar gin
and 90 degr ee phase mar gin as shown in Figur e 1-9, Gain/Phase Mar gins
Robust ness but st ill be ver y close t o inst abilit y (-1 cr it ical point ). In ot her
wor ds, classical gain/phase mar gins cannot capt ur e simult aneous var iat ions in
bot h quant it ies.
: PHASE MARGIN
: GAIN MARGIN
PHASE MARGIN: IMAGINARY
GAIN MARGIN: REAL -
+
Th e Ro b u st C o n tr o l Pr o b l e m
1-23
Figure 1-9: Gain/ Phase Margins Robustness
For MIMO syst ems, classical gain/phase mar gins comput ed one-loop-at -a-t ime
obviously ignor e t he effect s of simult aneous var iat ions in sever al loops and t he
cr oss coupling bet ween t hem. In 1978, Doyle [11] descr ibed an int er est ing
example showing how classical gain/phase mar gins can be danger ously
opt imist ic in pr edict ing syst em st abilit y (r obust ness). Figur e 1-10, MIMO
Robust ness vs. Gain/Phase Mar gin shows t he syst em block diagr am and
st abilit y hyper planes in 2-D par amet er space. Clear ly, when ,
t hen t he loop t r ansfer funct ion in each of t he t wo feedback loops is . So
each individual loop has gain-mar gin and phase-mar gin
. But simult aneous var iat ions in
1
and
2
quickly lead t o
syst em inst abilit y.
Br it ish cont r ol t heor ist A. G. J . MacFar lane int r oduced a sophist icat ed
analysis t ool called Characteristic Gain Loci t o measur e t he syst em r obust ness
(e.g., [25]). The idea was t o comput e t he gain/phase mar gins of each eigenvalue
of t he loop t r ansfer funct ion L(s), t hen det er mine t he MIMO syst em r obust
st abilit y based on t he Generalized Nyquist S tability Theorem:
A system is stable if and only if the Nyquist loci of the eigenvalues of the loop
transfer function encircle -1once counterclockwise for each unstable pole of
L(s).
However , char act er ist ic gain loci may give t oo opt imist ic a r esult as shown in
t he following example.
NOT ROBUST !
PHASE MARGIN: 90 DEG
GAIN MARGIN: INFINITY
-1

1

2
0 = =
1 s
G
M
t =

M
90 deg t =
1 Tu to r i a l
1-24
Figure 1-10: MIMO Robustness vs. Gain/ Phase Margin
Ex a mple: [1 1 ]
Let s consider t he plant t r ansfer funct ion mat r ix
wit h modal decomposit ion
u e
2
1
1 +
1 +
s-100 10(s+1)
10(s+1) s-100
2
s + 100
1
2
UNSTABLE
UNSTABLE
UNSTABLE
LOOP
OPEN
STABLE
STABLE
-1
-1
-1
1
2 2
G s ( )
47s 2 +
s 1 + ( ) s 2 + ( )
----------------------------------
56s
s 1 + ( ) s 2 + ( )
----------------------------------
42s
s 1 + ( ) s 2 + ( )
----------------------------------
50s 2 +
s 1 + ( ) s 2 + ( )
----------------------------------
=
G s ( ) X = s ( )X
1
7 8
6 7
=
1
s 1 +
------------ 0
0
2
s 2 +
------------
7 8
6 7
Th e Ro b u st C o n tr o l Pr o b l e m
1-25
A st abilizing feedback cont r oller is
The char act er ist ic gain loci cont aining in seem t o imply t hat t he syst em
has infinit e gain mar gin and degr ee phase mar gin in each feedback loop.
However , if you slight ly per t ur b t he gains K
1
and K
2
t o and
simult aneously, t he syst em becomes unst able.
This is not sur pr ising fr om a numer ical linear algebr a viewpoint , because
comput ing eigenvect or s is a numer ically sensit ive pr ocess in t hat a small
var iat ion in one mat r ix element can r esult huge changes in t he eigenvect or s.
Robust Analysis Modern Approach
In t he lat e 1970s, people st ar t ed t o r ealize [29, 12] t hat , by using t he singular
value and it s r elat ed r obust ness t est s, it would be possible t o subst ant ially
over come t he difficult ies associat ed wit h t he classical met hods.
A st andar d Singular -Value St abilit y Robust ness Theor em was est ablished
based on t he Sandber g-Zames Small Gain Theor em [26, 50]:
The M- system is stable for any stable (s) satisfying
for all
Sever al impor t ant pr act ical consider at ions in applying t he Theor em follow:
1 A small change in never pr oduces a lar ge change in or vice ver sa (i.e.,
singular values ar e bet t er t han eigenvalues for r obust analysis).
2 Alt hough t he t heor em gives only, sufficient condit ion for r obust st abilit y,
t hese condit ions ar e also necessar y for st abilit y in t he weakened sense t hat
K
K
1
0
0 K
2
=
1 0
0 1
=
s ( )
180 t
K
1
0.13 +
K
2
0.12
j ( ) ( )
1
M j ( ) [ ]
-------------------------- <
R or

1
M

-------------- <
,
_
( )
1 Tu to r i a l
1-26
t her e exist s some wit h such t hat t he closed-loop syst em is
not asympt ot ically st able.
Figure 1-11: Singular Value vs. Characteristic Gain Loci
Revisit ing t he Char act er ist ic Gain Loci example, you can pr edict syst em
r obust ness accur at ely using t his Singular Value St abilit y Robust ness
Theor em. See Figur e 1-11, Singular Value vs. Char act er ist ic Gain Loci.
Applying t he Small Gain Theor em, t he r esonance peak of t he maximum
singular value ( ) pr edict s accur at ely t hat t he mult iplicat ive
uncer t aint y can only be as lar ge as = 6.15% befor e inst abilit y occur s.
Now we can for mally int r oduce t he concept of Multivariable S tability Margin
(MSM). Recall MSM is defined as
wher e .

1 M

=
-120
-100
-80
-60
-40
-20
0
20
40
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Solid: Singular Values
Dashed: Characteristic Gain Loci
M

16.2695
1
16.2695
---------------------
K
M
M ( ) 1 = M ( ) inf

= ( ) det I M ( ) 0 = { }
diag =
1
,
n
, ( )
Th e Ro b u st C o n tr o l Pr o b l e m
1-27
Proper ties of K
M
a nd
1 K
M
is t he smallest which can dest abilize t he syst em .
2 If no exist s such t hat .
3 K
M
is a funct ion of M and t he st r uct ur e of .
4 , for any scalar .
5 , wher e is t he spect r al r adius.
6 If , t hen .
7 If full mat r ix, .
8 , wher e is U t he set of all unit ar y mat r ices wit h
t he same (block) diagonal st r uct ur e as . This is a nonconvex opt imizat ion
pr oblem, which is impr act ical t o solve exact ly as ment ioned ear lier .
9 Gener alized Small-Gain Theor em: If nominal M(s) is st able, t hen t he
per t ur bed syst em is st able for all st able if
and only if for all .
Dia gona l Sca ling
In 1981, Safonov [31] int r oduced t he concept of diagonal scaling t o comput e t he
upper bounds of MSM. See Figur e 1-12, The Concept of Diagonal Scaling
( ) I M ( )
1
det I M ( ) 0 = , K
m
=
M ( ) = M ( )
M ( ) M ( ) M ( )
= I for some C M ( ) = M ( )
C
n n
M ( ) = M ( )
max
U U
MU ( ) = M ( )
I M ( )
1

i
for which
i
1
K
m
M j ( ) ( ) 1 > R
1 Tu to r i a l
1-28
Figure 1-12: The Concept of Diagonal Scaling
The idea is as follows: If and D ar e diagonal mat r ices, , but
can be much smaller t han . This fact leads t o t he following
K
M
upper bounds which much mor e accur at ely pr edict MIMO syst em
r obust ness
wher e denot es t he Per r on opt imal scaling mat r ix [31, 32] and
. Clear ly, t he unscaled Singular Value
St abilit y Robust ness Theor em uses t he most conser vat ive upper bound on K
M

t o pr edict syst em MSM, wher eas t he scaled singular value can be much mor e
accur at e.
In t he Robust Cont r ol Toolbox, sever al funct ions ar e pr ovided t o comput e
var ious upper bounds on a mult ivar iable syst ems St r uct ur ed Singular Value
(SSV) :
Singular value: sigma.m, dsigma.m
NEW M --> DMD
-1
SAME UNCERTAINTY
-1
-1
D D
M
D
D
.
.
2
1

D
1
D

=
DMD
1

1
K
M
--------- = M ( ) inf
D D
DMD
1
D
p
MD
1
p

D
p
D
D: diag d
1
I , , d
n
I , ( ) d
i
0 > { } =
1 K
M
T
y
1
u
1
( )
Th e Ro b u st C o n tr o l Pr o b l e m
1-29
Per r on diagonal scaling: psv.m, ssv.m
Osbor ne diagonal scaling: osborne.m, ssv.m
Mult iplier scaling: muopt.m, ssv.m
Char act er ist ic gain loci: cgloci.m dcgloci.m
A compar ison of t he available upper bounds on t he st r uct ur ed singular value
r eveals t hat some ar e much easier t o comput e t han ot her s and some can be
mor e conser vat ive t han ot her s. See Table 1-2, and t he example.
The following example r eveals t hat singular values can be excessively
conser vat ive in pr edict ing t he MSM when you know mor e about .
Example: Given a syst em having nominal loop t r ansfer funct ion
Table 1-2:
Method Property Computation Reference
Opt imal Diagonal
Scaling
n = 3, exact K
M
n > 3, 15 % gap
demanding Doyle [11]
Safonov [31}
Diagonal Scaling
psv.m,
osborne.m, ssv.m
ver y close t o
opt imal
diagonal scaling
easy Safonov
[31,32]
Singular Value
sigma.m,
dsigma.m
can be ver y
conser vat ive
easy Safonov [28]
Doyle [11]
Mult iplier Scaling
muopt.m, ssv.m
allow mixed r eal
and complex
uncer t aint ies
demanding Safonov et al.
[44]
G s ( )
1
s
2
12s 32 + +
---------------------------------- =
4s 32 + 0
12s
2
64s + 8s 32 +
1 Tu to r i a l
1-30
wit h mult iplicat ive uncer t aint y at it s input , find t he SSV of t he t r ansfer
funct ion seen by as a feedback wr apped ar ound it .
To comput e t he r esult shown in Figur e 1-13, SSV (Per r on Upper Bound) vs.
Singular Value, simply execut e t he following commands.
num = [0 4 32; 12 64 0; 0 0 0; 0 8 32];
den = [1 12 32]; m = 2; n = 2;
tfm = mksys(num,den,m,n,'tfm');
ssg = tfm2ss(tfm);
w = logspace(-3,3);
perron = 20*log10(ssv(ssg,w));
svmax=10*log10(max(sigma(ssg,w)));
semilogx(w,svmax,'k:',w,perron,'k-')
ylabel('DB'); xlabel('Rad/Sec');
legend('Singular Value','Perron',3)
Mor e det ails about t he algor it hm associat ed wit h each met hod can be found in
t he Refer ence sect ion under psv, osborne and ssv.
Figure 1-13: SSV (Perron Upper Bound) vs. Singular Value
G I G + ( )
1
10
3
10
2
10
1
10
0
10
1
10
2
10
3
50
40
30
20
10
0
10
20
D
B
Rad/Sec
Singular Value
Perron
Th e Ro b u st C o n tr o l Pr o b l e m
1-31
Robust Control Synthesis
The r ecent ly developed H

, fr equency-weight ed LQG, LQG loop t r ansfer

r ecover y (LQG/LTR) and synt hesis t heor ies have made mult ivar iable loop
shaping a r out ine mat t er . The H

t heor y pr ovides a dir ect , r eliable pr ocedur e

for synt hesizing a cont r oller which opt imally sat isfies singular value loop
shaping specificat ions. The fr equency-weight ed LQG opt imal synt hesis t heor y
(also known as t he H
2
t heor y and Wiener -Hopf Theor y) and LQG/LTR lead
t o somewhat less dir ect , but nonet heless highly effect ive it er at ive pr ocedur es
for massaging singular value Bode plot s t o sat isfy singular value loop shaping
specificat ions. On t he ot her hand, t he synt hesis t echnique put s bot h r obust
analysis and r obust synt hesis pr oblems in a single fr amewor k in which you
shape t he funct ion (or K
M
); t his offer s t he maximum flexibilit y as a gener al
r obust cont r ol syst em design t ool. Table 1-3, summar izes t he t echniques
available in t he as well as t he advant ages and shor t comings of each
Table 1-3:
Methods Advantages Disadvantages
LQR
(lqr.m)
Guar ant eed st abilit y mar gin
Pur e gain cont r oller
Need full-st at e feedback
Need accur at e model
Possibly many it er at ions
LQG
(lqg.m)
Uses available noise dat a No st abilit y mar gin guar ant eed
Need accur at e model
Possibly many it er at ions
LQG/LTR
(ltru.m,
ltry.m)
Guar ant eed st abilit y mar gin
Syst emat ic design pr ocedur e
High gain cont r oller
Possibly many it er at ions
Design focus on one point
H
2
(h2lqg.m)
Addr esses st abilit y and
sensit ivit y
Almost exact loop shaping
Closed-loop always st able
Possibly many it er at ions
1 Tu to r i a l
1-32
Figure 1-14: Small Gain Problem
A number of met hods ar e available in t he Robust Cont r ol Toolbox t o design a
r obust st abilizing feedback cont r ol law such t hat t he r obust ness inequalit y
is sat isfied:
LQG loop transfer recovery (use lqr, t hen ltru or ltry).
H
2
opt imal cont r ol synt hesis (use h2lqg).
H

opt imal cont r ol synt hesis (use hinf, hinfopt or linf).

Figur e 1-14, Small Gain Pr oblem shows a gener al set -up, and t he pr oblem of
making is also called t he small-gain problem.
LQ G a nd Loop Tra nsfer Recover y
The r egular LQG-based design pr oblem can be solved via t he M-file lqg based
on t he separation principle, which is explained in t he Refer ence sect ion of t his
t oolbox.
H

Addr esses st abilit y and

sensit ivit y
Exact loop shaping
Dir ect one-st ep pr ocedur e
Requir es special at t ent ion
t o t he plant par amet r ic
r obust ness
synt hesis
(musyn.m)
Combines st r uct ur ed/
unst r uct ur ed uncer t aint y in
design
Pr oblem is nonconvex.
Cont r oller size is huge (2n t o 3n).
Table 1-3:
Methods Advantages Disadvantages
F(s)
2
1
P(s)
u
1
y
1
y
u
2
T
y
1
u
1
1 <
T
y
1
u
1

1
Th e Ro b u st C o n tr o l Pr o b l e m
1-33
The loop t r ansfer r ecover y pr ocedur e (ltru, ltry) developed by Doyle and St ein
is document ed in t he Refer ence sect ion. A mult ivar iable fight er example is also
included.
H
2
a nd H

Synthesis
The met hods of H
2
and H

synt hesis ar e especially power ful t ools for designing

r obust mult ivar iable feedback cont r ol syst ems t o achieve singular value loop
shaping specificat ions. The Robust Cont r ol Toolbox funct ions h2lqg, hinf and
hinfopt comput e cont inuous-t ime H
2
and H

cont r ol laws; t heir discr et e-t ime

count er par t s ar e dh2lqg, dhinf and dhinfopt.
The H
2
or H

design pr oblem can be for mulat ed as follows: Given a st at e-space

r ealizat ion of an augment ed plant P(s) (e.g., as in Figur e 1-14, Small Gain
Pr oblem)
find a st abilizing feedback cont r ol law
such t hat t he nor m of t he closed-loop t r ansfer funct ion mat r ix
is small. Thr ee such pr oblems addr essed by t he Robust Cont r ol Toolbox ar e
H
2
Opt imal Cont r ol:
H

Opt imal Cont r ol:

St andar d H

Cont r ol:
The standard H

control problem is somet imes also called t he H

small gain
problem. Bot h H
2
and H

synt hesis ar e oft en used t oget her , wit h H

2
synt hesis
being used as a fir st cut t o get a sense for what level of per for mance is
achievable. Then, an H

per for mance cr it er ion is select ed based on t he out come

P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
, =
u
2
s ( ) F = s ( )y2 s ( )
T
y 1u 1
P
11
= s ( ) P
12
+ s ( ) I F s ( )P
22
s ( ) ( )
1
F s ( )P
21
s ( )
min T
y
1
u
1 2
min T
y
1
u
1
min T
y
1
u
1 2
1 ( )
1 Tu to r i a l
1-34
of t he fir st cut H
2
design, and t he H

synt hesis t heor y is used t o do t he final

design wor k.
The ent ir e design pr ocedur e is simple and r equir es only one-par amet er
-it er at ion following pat h I t hen pat h II of t he flow-char t in Figur e 1-15, H2/
H g-It er at ion.
Figure 1-15: H
2
/ H

-Iteration
Proper ties of H

Controllers
Ther e ar e sever al impor t ant pr oper t ies of H

cont r oller s wor t h ment ioning

(see, for example, [3]):
Property 1: The H

opt imal cont r ol cost funct ion is all-pass, i.e.,

for all R.

Path II
"Gam" "Gam"
OK ?
of Ty1u1
Bode plot
sigma
augment
3 2 1
W , W , W
Choose Specs
STOP
YES
NO
START
hinf
or linf
h2lqg
Adjust Adjust
Path I
NO
Set "Gam" = 1
T
y
1
u
1
T
y
1
u
1
( ) 1 =
Th e Ro b u st C o n tr o l Pr o b l e m
1-35
Property 2: An H

sub-opt imal cont r oller pr oduced by t he st andar d

st at e-space algor it hm hinf.m has t he same number of st at e var iables as t he
augment ed plant (n-st at es). An optimal H

l cont r oller such as pr oduced by

hinfopt.m has at most (n 1) st at es at least one of t he st at es goes away (e.g.,
[20]).
Property 3: In t he weighted mixed sensitivity pr oblem for mulat ion, t he H

cont r oller always cancels t he st able poles of t he plant wit h it s t r ansmission
zer os [4].
Property 4: In t he weighted mixed sensitivity pr oblem for mulat ion [34], any
unst able pole of t he plant inside t he specified cont r ol bandwidt h will be shift ed
appr oximat ely t o it s -axis mir r or image once t he feedback loop is closed wit h
an H

(or H
2
) cont r oller . The H

mixed-sensit ivit y pr oblem is descr ibed in t he

next sect ion.
Pr oper t y 1 means t hat designer s can ult imat ely achieve ver y pr ecise
fr equency-domain loop-shaping via suit able weight ing st r at egies. For example,
you may augment t he plant wit h fr equency dependent weight s W
1
, and W
3
as
shown in Figur e 1-19. Then, if t her e exist s a feasible cont r oller t hat meet s t he
fr equency domain const r aint s, t he soft war e hinf will find one t hat ult imat ely
shapes t he signals t o t he inver se of t he weight s. This r emar kable pr oper t y
enables H

t o achieve t he best r esult s allowing much mor e pr ecise

manipulat ion of singular -value Bode plot s t han ot her loop-shaping t ools such
as LQG/LTR or H
2
.
Sever al design case st udies ar e pr ovided in t he next sect ion.
Ex istence of H

Controllers
If you impose over ly demanding design r equir ement s t hen t he minimal
achievable H

nor m may be gr eat er t han one, in which case no solut ion exist s
t o t he st andar d H

cont r ol pr oblem. The H

t heor y gives t he following four

necessary and sufficient condit ions for t he exist ence of a solut ion t o t he
st andar d H

cont r ol pr oblem [42]:

1 D
11
Small Enough. Ther e must exist a const ant feedback cont r ol law F(s) =
const ant mat r ix such t hat t he closed-loop D mat r ix sat isfies .
2 Cont r ol Riccat i P 0. The H

full-st at e feedback cont r ol Riccat i equat ion

must have a r eal, posit ive semidefinit e solut ion P. The soft war e ascer t ains
exist ence of t he Riccat i solut ion by checking t hat t he associat ed
j
D ( ) 1 <
1 Tu to r i a l
1-36
Hamilt onian mat r ix does not have any -axis eigenvalues. Posit ive
semidefinit eness of t he solut ion is ver ified by checking, equivalent ly, t hat
t he H

full-st at e feedback cont r ol-law is asympt ot ically st abilizing [42]; t his

cir cumvent s numer ical inst abilit ies inher ent in dir ect ly checking posit ive
semidefinit eness.
3 Obser ver Riccat i S 0. The Riccat i equat ion associat ed wit h t he obser ver
dual of t he H

full-st at e feedback cont r ol pr oblem must have a r eal, posit ive

semidefinit e solut ion S . Again t he r esult s of [42] ar e used t o avoid numer ical
inst abilit ies.
4 The gr eat est eigenvalue of t he pr oduct of t he t wo Riccat i
equat ion solut ions must be less t han one.
All four condit ions must hold for t her e t o exist a feedback cont r ol law which
solves t he st andar d H

cont r ol pr oblem. The funct ions hinf and hinfopt

aut omat ically check each of t hese four condit ions and pr oduce displays
indicat ing which, if any, of t he condit ions fail. Typical out put displays for hinf
and hinfopt are shown in Table 1-2, and Table 1-3, in t he Case S tudies
sect ion.
Singula r - Va lue Loop- Sha ping: M ix ed- Sensitivity Approa ch
Consider t he mult ivar iable feedback cont r ol syst em shown in Figur e 1-16,
Block Diagr am of t he Mult ivar iable Feedback Cont r ol Syst em. In or der t o
quant ify t he mult ivar iable st abilit y mar gins and per for mance of such syst ems,
you can use t he singular values of t he closed-loop t r ansfer funct ion mat r ices
fr om r t o each of t he t hr ee out put s e, u and y, viz.
j

m a x
PS ( ) 1 <
S s ( )
d ef
I L s ( ) + ( )
1
=
R s ( )
d ef
F s ( ) I L s ( ) + ( )
1
=
T s ( )
d ef
L s ( ) I L s ( ) + ( )
1
I S s ( ) = =
Th e Ro b u st C o n tr o l Pr o b l e m
1-37
wher e .
Figure 1-16: Block Diagram of the Multivariable Feedback Control System
The t wo mat r ices S (s) and T(s) ar e known as t he sensitivity function and
complementary sensitivity function, r espect ively. The mat r ix R(s) has no
common name. The singular value Bode plot s of each of t he t hr ee t r ansfer
funct ion mat r ices S (s), R(s), and T(s) play an impor t ant r ole in r obust
mult ivar iable cont r ol syst em design. The singular values of t he loop t r ansfer
funct ion mat r ix L(s) ar e impor t ant because L(s) det er mines t he mat r ices S (s)
and T(s).
The singular values of S (j) det er mine t he dist ur bance at t enuat ion since S (s)
is in fact t he closed-loop t r ansfer funct ion fr om dist ur bance d t o plant out put y
see Figure 1-16, Block Diagram of the Multivariable Feedback Control
S ystem. Thus a dist ur bance at t enuat ion per for mance specificat ion may be
wr it t en as
wher e is t he desir ed dist ur bance at t enuat ion fact or . Allowing
t o depend on fr equency enables you t o specify a differ ent
at t enuat ion fact or for each fr equency .
The singular value Bode plot s of R(s) and of T(s) ar e used t o measur e t he
st abilit y mar gins of mult ivar iable feedback designs in t he face of addit ive plant
per t ur bat ions and mult iplicat ive plant per t ur bat ions , r espect ively. See
Figur e 1-17, Addit ive/Mult iplicat ive Uncer t aint y.
Let us consider how t he singular value Bode plot of complement ar y sensit ivit y
T(s) det er mines t he st abilit y mar gin for mult iplicat ive per t ur bat ions . The
L s ( ) G = s ( )F s ( )
output
y
r
command
+
-
+
+
F(s) G(s)
d
plant
disturbance
"plant"
"controller"
e
error
u
control
effects
S j ( ) ( ) W
1
1
j ( )
W
1
1
j ( )
W
1
j ( )

A

M

M
1 Tu to r i a l
1-38
mult iplicat ive st abilit y mar gin is, by definit ion, t he size of t he smallest st able
(s) which dest abilizes t he syst em in Figur e 1-17, Addit ive/Mult iplicat ive
Uncer t aint y wit h .
Figure 1-17: Additive/ Multiplicative Uncertainty
Taking t o be t he definit ion of t he size of , you have t he
following st abilit y t heor em:
Robustness Theorem 1 : S uppose the system in Figure 1-17, Additive/
Multiplicative Uncertainty is stable with both and being zero. Let
. Then the size of the smallest stable (s) for which the system becomes
unstable is
(2-1)
The smaller is , t he gr eat er will be t he size of t he smallest
dest abilizing mult iplicat ive per t ur bat ion, and hence t he gr eat er will be t he
st abilit y mar gin.
A similar r esult is available for r elat ing t he st abilit y mar gin in t he face of
addit ive plant per t ur bat ions (s) t o R(s). Let us t ake t o be our
definit ion of t he size of at fr equency . Then, you have t he following
st abilit y t heor em.
Robustness Theorem 2 : S uppose the system in Figure 1-17, Additive/
Multiplicative Uncertainty is stable when and are both zero. Let
. Then the size of the smallest stable (s) for which the system becomes
unstable is

A
0 =
PERTURBED PLANT
-
+
I + (s) F(s) G(s)
+
+
(s)
A
M

M
j ( ) ( )
M
j ( )

A

M

A
0 =
M

M
j ( ) ( )
1
T j ( ) ( )
------------------------ =
T j ( ) ( )

A

A
j ( ) ( )

A
j ( ) ( )

A

M

A
0 =
A
Th e Ro b u st C o n tr o l Pr o b l e m
1-39
As a consequence of Theor ems 1 and 2, it is common t o specify t he st abilit y
mar gins of cont r ol syst ems via singular value inequalit ies such as
(1-1)
(1-2)
wher e and ar e t he r espect ive sizes of t he lar gest
ant icipat ed addit ive and mult iplicat ive plant per t ur bat ions.
It is common pr act ice t o lump t he effect s of all plant uncer t aint y int o a single
fict it ious mult iplicat ive per t ur bat ion , so t hat t he cont r ol design
r equir ement s may be wr it t en
as shown in Figur e 1-18, Singular Value Specificat ions on S and T.
It is int er est ing t o not e t hat in t he upper half of Figur e 1-18, Singular Value
Specificat ions on S and T (above t he zer o db line)
while in t he lower half of Figur e 1-18, Singular Value Specificat ions on S and
T below t he zer o db line
This r esult s fr om t he fact t hat

A
j ( ) ( )
1
R j ( ) ( )
------------------------ =
R j { } ( ) W
2
1
j ( )
T j { } ( ) W
3
1
j ( )
W
2
j ( ) W
3
j ( )

M
1

i
S j ( ) ( )
-------------------------- W
1
j ( ) ;
i
T j [ ] ( ) W
3
1
j ( )
L j ( ) ( )
1
S j ( ) ( )
------------------------
L j ( ) ( ) T j ( ) ( )
1 Tu to r i a l
1-40
Figure 1-18: Singular Value Specifications on S and T
Thus, it is not uncommon t o see specificat ions on dist ur bance at t enuat ion and
mult iplicat ive st abilit y mar gin expr essed dir ect ly in t er ms of for bidden r egions
for t he Bode plot s of as singular value loop shaping r equir ement s.
See Figur e 1-18, Singular Value Specificat ions on S and T.
An impor t ant point t o not e in choosing design specificat ions W
1
and W
3
is t hat
t he 0 db cr ossover fr equency t he Bode plot of W
1
must be sufficient ly below t he
0 db cr ossover fr equency of or t he per for mance r equir ement s (2-1) and
(1-2) will not be achievable; mor e pr ecisely, we r equir e
(1-3)
Gua ra nteed Ga in/ Pha se M a rgins in M IM O Systems
For t hose who ar e mor e comfor t able wit h classical single-loop concept s, t her e
ar e t he impor t ant connect ions bet ween t he mult iplicat ive st abilit y mar gins
S s ( )
d ef
I L s ( ) + ( )
1
= L s ( )
1
, if L s ( ) ( ) 1
T s ( )
d ef
L = s ( ) I L s ( ) + ( )
1
L s ( ), if L s ( ) ( ) 1
1
-1
|W |
3
|W |
w
o(L)
o(T)
1
o(S)
o(L)
PERFORMANCE
BOUND
ROBUSTNESS
BOUND
0 db

i
L j ( ) ( )
W
3
1
W
1
1
j ( ) ( ) + W
3
1
j ( ) ( ) 1 >
Th e Ro b u st C o n tr o l Pr o b l e m
1-41
pr edict ed by and t hose pr edict ed by classical M-cir cles, as found on t he
Nichols char t . Indeed in t he single-input -single-out put case
which is pr ecisely t he quant it y you obt ain fr om Nichols char t M-cir cles. Thus,
is a mult iloop gener alizat ion of t he closed-loop r esonant peak magnit ude
which, as classical cont r ol exper t s will r ecognize, is closely r elat ed t o t he
damping r at io of t he dominant closed-loop poles. Also, it t ur ns out t hat you may
r elat e , t o t he classical gain mar gin G
M
and phase mar gin in each
feedback loop of t he mult ivar iable feedback syst em of Figur e 1-16, Block
Diagr am of t he Mult ivar iable Feedback Cont r ol Syst em via t he for mulae [22]:
1
2
3
4
These for mula ar e valid pr ovided and ar e lar ger t han one, as is
nor mally t he case. The mar gins apply even when t he gain per t ur bat ions or
phase per t ur bat ions occur simult aneously in sever al feedback channels.
The infinit y nor ms of S and T also yield gain r educt ion t oler ances. The gain
reduction tolerance g
m
is defined t o be t he minimal amount by which t he gains
in each loop would have t o be decreased in or der t o dest abilize t he syst em.
Upper bounds on g
m
ar e:
5
6
T ( )
T j ( ) ( )
L j ( )
1 L j ( ) +
-------------------------
=
T

M
G
M
1
1
T

------------ +
G
M
1
1
1 1 S

---------------------------- - +

M
2
1
2 T

----------------
,
_
1
sin

M
2
1
2 S

----------------
,
_
1
sin
S

g
m
1
1
T

------------
g
m
1
1 1 + S

-----------------------------
1 Tu to r i a l
1-42
For t he Char act er ist ic Gain Loci Example, you can comput e t he guaranteed
stability margins using t he for mulae given above
which clear ly pr edict t he poor r obust ness of t he syst em. These guar ant eed
st abilit y mar gins pr ovide a t oler ance such t hat you can var y bot h gain and
phase simult aneously in all t he feedback loops.
Significa nce of the M ix ed- Sensitivity Approa ch
The Mixed-S ensitivity appr oach of t he r obust cont r ol syst em design is a dir ect
and effect ive way of achieving mult ivar iable loop shaping, alt hough it is a
special case of t he canonical robust control problem set -up descr ibed ear lier .
In t he mixed-sensit ivit y pr oblem for mulat ion, nominal dist ur bance
at t enuat ion specificat ions and st abilit y mar gin specificat ions equat ions (2-1)
and (1-2) ar e combined int o a single infinit y nor m specificat ion of t he for m
(1-4)
wher e
(1-5)
The left side of equat ion (1-4) is t he mixed-sensitivity cost function, so called
because it penalizes bot h sensit ivit y S (s) and complement ar y sensit ivit y T(s).
Not e t hat if you augment t he plant G(s) wit h t he weight s W
1
(s) and W
3
(s) as
shown in Figur e 1-19, Weight ed Mixed Sensit ivit y Pr oblem, t hen wr ap t he
feedback F(s) fr om out put channel y
2
back t o input channel u
2
, t he r esult ing
nominal (i.e., ) closed-loop t r ansfer funct ion is pr ecisely t he T
y1u1
(s)

given by (1-5). The Robust Cont r ol Toolbox funct ions augtf and augss per for m
t his plant augment at ion.
Gu aran t eed GM 1 =
1
T

------------ t 0.94 = t o 1.062

Gu aran t eed PM 2
1 1
2 T

---------------- 3.52 d eg t = sin t =

T
y 1u 1

1
T
y
1
u
1
d ef W
1
S
W
3
T
=

M
0 =
Th e Ro b u st C o n tr o l Pr o b l e m
1-43
Figure 1-19: Weighted Mixed Sensitivity Problem
Figure 1-20: Robust Sensitivity Problem
The mixed sensit ivit y cost funct ion has t he at t r act ive pr oper t y t hat , it pr ovides
a much simplified, and near ly equivalent , alt er nat ive t o t he canonical r obust
cont r ol pr oblem for t he case of t he r obust sensit ivit y pr oblem (cf. Figur e 1-20,
Robust Sensit ivit y Pr oblem). It t ur ns out t hat if (1-4) is st r engt hened ver y
slight ly t o
t hen r obust sensit ivit y per for mance can be guar ant eed; t hat is,
for ever y mult iplicat ive uncer t aint y
M
sat isfying
y u e
AUGMENTED PLANT P(s)
W
1
W
3
G
F(s)
-
+
u
1
u
2
y
1a
y
y
CONTROLLER
2
1b
y
1
y
1
mult perf
G(s) F(s)
PLANT CONTROLLER
-
+ +
+
b
y
y
2
1
u u
u
1
1 2
a
a
b
T
y 1u 1

1 2
1

i
S j ( ) ( )
-------------------------- W
1
j ( )

M
j ( ) ( ) W
3
j ( )
1 Tu to r i a l
1-44
This is because in t his case t he T
y1u1
associat ed wit h t he cor r esponding
canonical r obust cont r ol pr oblem (cf. Figur e 1-2, Canonical Robust Cont r ol
Pr oblem) becomes simply
For any S (s) and T(s), it may be shown t hat [3]
This relationship guarantees that H

synthesis for the mixed sensitivity setup

depicted in Figure 1-19, Weighted Mixed S ensitivity Problem is to within 3
db the same as the K
M
synthesis (or synthesis) for the system in
Figure 1-20, Robust S ensitivity Problem. This is a major simplificat ion since, in
gener al, H

synt hesis is much easier and mor e t r anspar ent t o t he designer

t han K
M
synt hesis. The numer ical comput at ions for H

synt hesis ar e much

mor e st r aight for war d t oo, so t hat t he design comput at ions can be car r ied out
significant ly mor e quickly t han wit h synt hesis K
M
.
This r elat ionship t r emendously simplifies t he r obust cont r ol (K
M
or )
synt hesis pr oblem. Inst ead, it r eplaces it wit h an easy-t o-solve,
easy-t o-under st and mixed sensitivity synthesis problem. By achieving a mixed
sensit ivit y design wit h t he t r ansfer funct ion mat r ix
having it s L

-nor m less t han , you have achieved , i.e., t he r eal

r obust per for mance.
T
y1u 1
W
1
S
W
3
T
= I , I [ ]
W
1
S
W
3
T

W
1
S
W
3
T
I , I [ ]
,


_
2
W
1
S
W
3
T

2 ( )
T
y
1
u
1
W
1
S
W
3
T
=
1
2
------- K
m
1 >
Th e Ro b u st C o n tr o l Pr o b l e m
1-45
Synthesis
The object ive of synthesis is t o find a st abilizing cont r oller F(s) and a diagonal
scaling mat r ix D(s) such t hat
wher e T
y1u1
is as shown in Figur e 1-2, Canonical Robust Cont r ol Pr oblem.
Since as an upper bound of t he
st r uct ur ed singular value, , having t he infinit y nor m of T
y1u1
less
t han one is sufficient t o ensur e r obust st abilit y and/or r obust per for mance.
A concept ual pr ocedur e for synt hesis descr ibed in [33, 15] goes as follows (see
Figur e 1-21, m Synt hesis D-K It er at ion):
1 Let D(s) = I and use t he H

cont r ol met hod (hinf.m) t o find a F(s) which

minimizes t he cost funct ion .
2 Fix F(s), t hen use ssv.m t o find a cost -minimizing diagonal mat r ix D(s).
3 Using a cur ve fit t ing met hod (fitd.m), find a low or der r at ional
appr oximat ion t o t he opt imal D(s) obt ained in st ep 2.
4 If t he cost funct ion is less t han one, st op; ot her wise, go t o st ep 1.
DT
y 1u 1
D
1

1 <
T
y 1u 1

d ef 1
K
m
-------- =
DT
y1u 1
D
1

1 Tu to r i a l
1-46
Figure 1-21: Synthesis D-K Iteration
This met hod essent ially int egr at es t wo opt imizat ion pr oblems and solves t hem
by alt er nat ely fixing eit her t he var iable F(s) or t he var iable D(s), and
minimizing over t he ot her var iable unt il t he bound (i.e., cost funct ion)
is sufficient ly small. For a fixed D, it becomes t he st andar d
MUSYN.M
-1
M <-- DMD
CURVE FIT "D"
AUGD.M
FITD.M
NO
STOP
YES
ENOUGH ?
SSV SMALL
-1
| D M D |
SSV.M
HINF.M
| M | < 1
K
min
START
DT
y 1u 1
F ( )d
1

Th e Ro b u st C o n tr o l Pr o b l e m
1-47
H

synt hesis pr oblem solved by hinfopt. And, for a fixed F(s), it becomes t he
pr oblem subopt imally addr essed by ssv, psv, perron, and muopt of finding a
st able and minimum phase D(s) t hat minimizes t he cost funct ion at each
fr equency. This met hod has t he pot ent ial of solving t he over all Robust Cont r ol
Pr oblem.
Following is t he input for a simple synt hesis pr oblem.
PLANT DATA:
a=2; b1=[.1,-1]; b2=-1;
c1=[1;.01]; d11=[.1,.2;.01,.01]; d 12=[1; 0];
c2=1; d21=[0,1]; d22=3;
tss=mksys(a,b1,b2,c1,c2,d11,d12,d21,d22,'tss');
w=logspace(-2,1);
H-INFINITY OPTIMAL DESIGN:
[gam0,sscp0,sscl0]=hinfopt(tss);
[mu0,logd0]=ssv(sscl0,w);
MU SYNTHESIS ITERATION NO. 1 (CONSTANT D):
[ssd1,logd1]=fitd(logd0,w);
[gam1,sscp1,sscl1]=hinfopt(augd(tss,ssd1));
[mu1,deltalogd]=ssv(sscl1,w);
MU SYNTHESIS ITERATION NO. 2 (FIRST ORDER D):
[ssd2,logd2]=fitd(logd1+deltalogd,w,1);
[gam2,sscp2,sscl2]=hinfopt(augd(tss,ssd2));
DISPLAY OPTIMAL SIGMA AND SSV PLOTS:
loglog(w,max(sigma(sscl2,w))/gam2,w,..
ssv(sscl2,w)/gam2);
The for egoing example illust r at es t he basic synt hesis it er at ion. In pr act ice,
you will gener ally pr efer t o use a const ant , zer ot h or der diagonal scaling mat r ix
D(s) because it leads t o a much lower or der cont r ol law. It may also be
necessar y t o exper iment wit h t he fr equency r ange , adjust ing it so t hat it
coincides r oughly wit h t he fr equency r ange over which t he value of mu r et ur ned
by ssv is unaccept ably lar ge.
A mor e det ailed synt hesis example is pr ovided in t he Case St udies sect ion.
1 Tu to r i a l
1-48
Bilinea r Tra nsfor m a nd Robust Control Synthesis
A simple bilinear t r ansfor m bilin.m has been found t o be ext r emely useful
when used wit h r obust cont r ol synt hesis t echniques. It can:
1 Remove t he ill-condit ioning inher ent in some augment plant s.
2 Pr ovide dir ect cont r ol of t he locat ion of dominant closed-loop poles.
In t he H

mixed-sensit ivit y pr oblem for mulat ion, if t he augment ed plant has

-axis poles or zer os, t he H

cont r oller , if it could be r eliably comput ed, would

have mar ginally st able closed-loop poles at t he cor r esponding -axis locat ions
[35]. A similar pr oblem ar ises in mor e gener al sit uat ions in which eit her P
12
(s)
or P
21
(s) have -axis zer os, including zer os at t hat occur when you have a
r ank deficient mat r ix D
12
or D21 in t he st at e-space r ealizat ion of P(s). In
pr act ice, t he for egoing sit uat ions lead t o singular it ies in t he equat ions which
det er mine t he st at e-space r ealizat ion of t he H

cont r ol law. The Robust

Cont r ol Toolbox r out ines hinf and dhinf pr oduce war ning messages in t hese
sit uat ions.
Using t he bilinear t r ansfor m changes t his sit uat ion immediat ely. Pr oblems
wit h -axis poles and zer os or wit h r ank-deficiency D
12
or D
21
can be r emoved
by t he t r ansfor mat ion. Then, aft er t he comput at ion, you can t r ansfor m back
t he cont r oller using t he inver se t r ansfor m. The r esult ant cont r ol law will t hen
be a suboptimal solut ion t o t he or iginal H

cont r ol pr oblem. Combining

t hebilinear t r ansfor m and H

synt hesis is also a dir ect and power ful way of

cont r olling closed-loop syst em per for mance (in t er ms of r ise t ime, damping
r at io, set t ling t ime, et c.) [5, 6]. This will become clear aft er we discuss some
det ails of t he bilinear t r ansfor m.
The bilinear t r ansfor m can be for mulat ed as a -axis pole shift ing
t r ansfor mat ion
(1-6)
wher e t he number s p
1
and p
2
ar e t he end-point s of t he diamet er of a cir cle in
t he left s-plane (see Figur e 1-22, Bilinear Tr ansfor m for Axis Pole Shift ing)
t hat is mapped by (1-6) ont o t he -axis in t he -plane. The inver se of such a
bilinear t r ansfor m is
j
j
j
j
j
s
s p + 1
s
p2
------ 1 +
---------------- =
j

s
Th e Ro b u st C o n tr o l Pr o b l e m
1-49
(1-7)
Figur e 1-22, Bilinear Tr ansfor m for Axis Pole Shift ing also shows how t he
var ious r egions designat ed A, B and C in -planes ar e t r ansfor med by
t he mappings (1-6) and (1-7):
The boundar y of t he s-plane cir cle is mapped ont o -axis in t he -plane.
The s-plane -axis is mapped ont o a cir cle in t he r ight -plane, which is
an exact ly mir r or image of t he s-plane cir cle .
Ar eas A, B and C ar e mapped t o t heir -plane count er par t s.
Figure 1-22: Bilinear Transform for Axis Pole Shifting
Bot h for war d and inver se mult ivar iable bilinear t r ansfor ms ar e special cases
of t he t r ansfor m and can be r ealized by t he st at e-space for mula [3]
Ot her impor t ant t r ansfor ms t hat map cont inuous t r ansfer funct ions t o t he
discr et e domain such as Tust in, pr ewar ped Tust in, backwar d/for war d
r ect angular t r ansfor ms, et c. can also be handled wit h t his st at e-space for mula.
They ar e discussed in t he Refer ence sect ion under bilin.
s
s p1 +
s
p2
------ 1
-------------------- =
s s
j

s
j

s
2
1
s~-plane s-plane
2
-p
1
-p
1
p
2
p
B
C
A C
A
B
s
z +
z +
---------------- =
A
b
C
b
B
b
D
b
A I ( ) I A ( )
1
C I A ( )
1
------------------------------------------------------
( ) I A ( )
1
B
D + C I A ( )
1
B
----------------------------------------------------------- =
1 Tu to r i a l
1-50
Now, if a plant has poles on t he j-axis in s-plane, t he bilinear t r ansfor m will
map t hese poles ont o a cir cle in -plane cent er ed at
Pr oper t y 4 of H

cont r oller s will ensur e t he closed-loop poles ar e placed inside

t he cir cle A in -plane of Figur e 1-22, Bilinear Tr ansfor m for Axis Pole Shift ing
at posit ions which ar e t he shift ed RHP mir r or images of t he open-loop poles
out side t he r egion A in -plane. Ther efor e, t he par amet er p
1
in bilinear
t r ansfor m t ur ns out t o be t he key par amet er in placing t he dominant
closed-loop poles at t he desir ed locat ions in s-plane, t her eby sat isfying t he
per for mance specificat ion.
A simple design pr ocedur e can be for mulat ed as follows:
1 Pull out t he uncer t aint y blocks fr om t he syst em block diagr am t o for mulat e
an H

r obust cont r ol pr oblem.

2 Map t he plant fr om s-plane t o -plane via t he bilinear pole shift ing
t r ansfor m (1-6).
3 Comput e t he H

opt imal cont r oller for t he t r ansfor med plant (i.e., solve
)
4 Map t he cont r oller back t o s-plane via t he inver se bilinear pole shift ing
t r ansfor m (1-7).
5 Go back t o st ep 1 and it er at e t he par amet er p
1
of t he bilinear t r ansfor m unt il
t he design specificat ions ar e met .
A benchmar k pr oblem pr oposed by Wie and Ber nst ein [49] has been solved
successfully via t his met hod. See t he Case S tudies sect ion for det ails.
Robustness w ith Mix ed Real and Complex
Uncertainties
One of t he dr awbacks associat ed wit h t he complex K
M
(or ) analysis/synt hesis
is t hat it t r eat s each uncer t aint y as being bounded by a complex disc, which can
lead t o conser vat iveness if t he par amet er is r eal. A gener alized Popov
mult iplier t heor y over comes t his conser vat iveness and pr ovides a pr ecise
analysis and synt hesis t r eat ment of t he r obust cont r ol pr oblem. In t his

s
p
1
p
2
+ ( )
2
----------------------------
s
s

s
min
F

s ( )
T

( )

1
F

s ( )
Th e Ro b u st C o n tr o l Pr o b l e m
1-51
sect ion, we will int r oduce t his concept on t he design and analysis of syst ems
wit h mixed r eal and complex uncer t aint ies.
Rea l K
M
Ana lysis
In r obust analysis, t he idea of diagonal scaling int r oduced in t he ear lier sect ion
is t o find a diagonal D mat r ix t o scale t he size of t he t r ansfer funct ions seen
by t he (block) diagonal complex st r uct ur ed uncer t aint ies such t hat a much less
conser vat ive measur e of t he mult ivar iable st abilit y mar gin of t he syst em can
be pr edict ed as compar ed t o t he wor st -case t ool singular values t hat assumes
a complet e complex uncer t aint y mat r ix wit h no st r uct ur e at all. Wit h t he r eal
uncer t aint y embedded inside t he diagonal st r uct ur e, one can build a
shift -and-enlar ge pr ocess on t op of t he exist ing diagonal scaling st r uct ur e (as
shown in Figur e 1-23, Shift -and-Enlar ge Pr ocess of Real Uncer t aint y Analysis)
t o capt ur e t he r eal par amet r ic uncer t aint y. The idea of shift -and-enlar ge is
t he following: If t he r eal uncer t aint y is bounded inside a complex unit cir cle,
evident ly t he unit cir cle is t oo conser vat ive for a par amet er t hat only var ies on
t he r eal line. Shift ing t he cir cle along t he imaginar y axis and enlar ging t he unit
cir cle r adius t o st ill cover s t he same r eal par amet r ic var iat ion on
t he r eal line, but t he new mult ivar iable st abilit y mar gin seen by t his lar ger
uncer t aint y cir cle can be much smaller . By using convex nonlinear
pr ogr amming met hods, t he shift may be opt imized t o obt ain less conser vat ive
bounds on t he r eal st r uct ur ed singular value.
1 C
2
+ ( )
1 2
1 Tu to r i a l
1-52
Figure 1-23: Shift-and-Enlarge Process of Real Uncertainty Analysis
Mat hemat ically, we have t he following opt imizat ion pr oblem t o solve
This opt imizat ion pr oblem can be solved via a special bilinear t r ansfor m t he
sect or t r ansfor m (sectf.m) t hat maps t he cir cles shown in Figur e 1-23,
Shift -and-Enlar ge Pr ocess of Real Uncer t aint y Analysis t o halfplanes t hat ar e
bounded on left by lines passing t hr ough t he or igin in t he new domain (also,
). The pr oblem is t hen shift ed t o t he following (see Figur e 1-24,
Real Analysis):
(-1,1) --> (0,inf)
SECTOR TRANSFORM
~
M
+
+
+
+
-jC
jC
D
-1
D
-1/2
(I+C^2)
1/2
(I+C^2)
-1
D
M D
IDEA:
1/2
(1+C^2)
+1 -1
jC
inf
D D
inf
C C
j C I C
2
+ ( ) + DT
1 2
D
1
( )

T s ( ) T

s ( )
Th e Ro b u st C o n tr o l Pr o b l e m
1-53
Find the optimal multiplier to maximize such that
where the multipliers are chosen to be in the class M defined to be the set of all
diagonal transfer function matrices
satisfying and or .
If such a mult iplier exist s, t he value is a lower bound on t he size of t he
smallest dest abilizing r eal uncer t aint ies.
Figure 1-24: Real Analysis
Now, wit hout loss of gener alit y, we may r est r ict at t ent ion t o polynomial
mult iplier s; such mult iplier s ; may be convexly par amet r ized as
wher e X, Y ar e diagonal polynomial mat r ices and .
We call t he mult iplier s in t he class M generalized Popov multipliers. They
have t he following special pr oper t ies.
Proper ties of the Genera lized Popov M ultiplier
1 Posit ive Real: .
2 For r eal , if and only if .
R e M j ( )T

j ( ) ( ) 0 > , , i.e., M sect or 0 , ( ) posit ive r eal ; ( )

M s ( ) diag = m
1
s ( ) m
2
, s ( ) , m
n
, s ( ) ( )
1
2
--- M j ( ) M

j ( ) + ( ) 0 , m
i
j ( ) r
i
= j + p
i

2
------ m
i

2
--- < <
T
2 1
(-1,1)-->(0,INF)
Gamma-Iteration
~
1
Y
~
1
U
1
Y
1
U
M M
Sectf
M s ( ) M
M s ( ) X = s
2
( ) s + Y s
2
( )
X
2
( ) X
*
+
2
( ) 0 ,
her mit ian M s ( ) ( )
1
2
--- = M s ( ) M
*
+ s ( ) ( ) 0 s , j =
de
M 0 , ( ) 0 , ( )
1 Tu to r i a l
1-54
3 , wher e and ar e st able and
minimum phase (i.e., no poles or zer os in t he r ight -half complex s-plane).
Not e t hat t he classical Popov mult iplier is in M. It can be shown
t hat t he diagonal scaling D(s) used in evaluat ing t he complex st r uct ur ed
singular value is equivalent t o using real diagonal mult iplier s
; t hat is, . Thus, t he
case of mixed r eal and complex uncer t aint y is handled in t he mult iplier
opt imizat ion fr amewor k by simply imposing t he addit ional r est r ict ion t hat t he
mult iplier s cor r esponding t o each complex uncer t aint y be r eal. The funct ions
muopt and ssv invoke a simple nonlinear pr ogr amming r out ine t o comput e t he
opt imal mult iplier . The opt imizat ion is bot h smoot h and convex, so global
conver gence of t he algor it hm is assur ed.
To find such a mult iplier , one needs t o invoke a nonlinear pr ogr amming
t echnique, which is beyond t his t ut or ial (see muopt in t he r efer ence sect ion for
mor e det ails).
Rea l K
M
Synthesis
Aft er under st anding t he analysis appr oach, one can for mulat e and solve t he
r eal K
M
synt hesis pr oblem as follows (see Figur e 1-25, Real KM Synt hesis):
Find the greatest real number such that for some optimal generalized Popov
multiplier M(s) the infinity norm of the cost function is less than or equal
to one, i.e.
M s ( ) M
2
= s ( )
T
M
1
s ( ) M
2
T
s ( ) M
1
, s ( ) M
1
*
s ( )
1 qs + 0 =
M j ( ) M

= j ( ) D

= j ( )D j ( ) M
1
j ( ) M
2
= j ( ) D = j ( )
T
y
1

u
1

max
M

2
( )
1
M
1
M ,
T
y
1

u
1

1
Th e Ro b u st C o n tr o l Pr o b l e m
1-55
Figure 1-25: Real K
M
Synthesis
A possible it er at ive pr ocedur e for solving t he r eal K
M
cont r ol synt hesis pr oblem
is list ed as follows (see Figur e 1-25, Real KM Synt hesis):
1 Solve t he convent ional H

opt imal cont r ol pr oblem of finding t he maximal

such t hat .
2 Comput e SSV t o get t he r egular diagonal scaling D(s). Init ialize
.
3 Apply t he sectf funct ion t o t r ansfor m t he or iginal sect or (1, 1) t o sect or (0,
).
4 Solve t he convex opt imizat ion pr oblem of comput ing an impr oved X(s
2
) and
Y(s
2
) t o maximize t he mar gin of posit ive definit eness of t he
Her mit ian par t of, t her eby ensur ing t hat t he inver se t r ansfor med is
st r ict ly less t han one wit h some mar gin so t hat can be fur t her incr eased.
5 Remove F(s) fr om and let wit h t he opt imal mult iplier
absor bed in, go back t o st ep 1 for a lar ger .
2 1
(0,INF)-->(-1,1)
(-1,1)-->(0,INF)
Gamma-Iteration
~
~
~
~
~
1
Y
~
1
U
1
Y
1
U
1
Y
1
U
M M
F
P
Sectf
Inv. Sectf
min
F
T
y
1
u
1
1 ( )
M s ( ) D
T
= s ( )D s ( )
MT
y
1
u
1
T
y
1

u
1

T
y
1

u
1

T
y
1
u
1
T
y
1

u
1

1 Tu to r i a l
1-56
The for egoing r eal K
M
synt hesis pr ocedur e is not opt imal and has not been
aut omat ed in t he Robust Cont r ol Toolbox. Of cour se, like complex synt hesis,
it is only a subopt imal pr ocedur e, and many possibly mor e effect ive var iant s of
t he pr ocedur e can be conceived. We only ment ion t his t o pr ovide some
indicat ion of what is possibleand of what fut ur e development s ar e likely t o
emer ge as t he t heor y of r obust cont r ol advances.
C a se Stu d i e s
1-57
Case Studies
In t his sect ion, sever al design case st udies using H
2
, H

and synt hesis

t echniques ar e illust r at ed. Most of t he designs ar e also included in a demo
pr ogr am rctdemo.
Classical Loop-Shaping vs. H

Synthesis
Given a plant G(s) which is 2nd or der wit h damping 0.05 at 20 r ad/sec, find a
cont r oller t o meet fr equency r esponse Bode plot specificat ion depict ed by t he
solid line in Figur e 1-26, Second Or der Open-Loop Plant (z: 0.05, 0.5) and t he
L (s) Spec: Below 50 r ad/sec we wish t o have t he compensat ed loop t r ansfer
funct ion singular values above t he solid line for good dist ur bance at t enuat ion.
Above 200 r ad/sec we wish t o have t he singualar values below t he solid line for
good st abilit y mar gin.
Figure 1-26: Second Order Open-Loop Plant (: 0.05, 0.5) and the L (s) Spec
A classical design might be decomposed int o t he following (see Figur e 1-27,
Classical Loop-Shaping Block Diagr am):
-80
-60
-40
-20
0
20
40
10
0
10
1
10
2
10
3
Rad/Sec
D
B
Plant Open Loop & Loop-Shaping Specification
1 Tu to r i a l
1-58
1 Rat e feedback t o impr ove damping.
2 Design high fr equency (phase mar gin, BW, r oll-off, et c.).
3 Design low fr equency (DC gain, dist ur bance r eject ion, et c.).
Figure 1-27: Classical Loop-Shaping Block Diagram
The classical r esult is shown in Figur e 1-28, Classical Loop Shaping. Now, let s
see how H

appr oaches t he pr oblem.

PLANT LEAD-LAG
(s+2)(s+599)
235(s+20)(s+40)
K s
RATE FEEDBACK: K = 28
(0.05 @ 20 r/s)
G(s) F(s)
C a se Stu d i e s
1-59
Figure 1-28: Classical Loop Shaping
H

Problem For mula tion

We solve t he so-called H

small-gain pr oblem using t he numer ically r obust

descr ipt or 2-Riccat i for mulae of [42]. In our example, t he fr equency domain
specificat ion can be r epr esent ed by t he t wo weight s
as shown (for =1) in Figur e 1-29, H Weight ing St r at egy for Second Or der
Pr oblem.
The r esult s ar e shown in Figur e 1-30, H Result s for Second Or der Syst em for
sever al differ ent s. Clear ly, in t he limit (as incr eases t o t he opt imal value
3.16) t he cost funct ion becomes all-pass. The par amet er of W
1
is t he only
par amet er on which we it er at e for design; t he Robust Cont r ol Toolbox
scr ipt -file hinfopt.m aut omat es t his it er at ion.
-80
-60
-40
-20
0
20
40
60
10
0
10
1
10
2
10
3
LAG EFFECT
LEAD EFFECT
LOW-DAMPED PLANT WITH
RATE FEEDBACK
Rad/Sec
D
B
Classical Loop-Shaping
W
1
1

1
=
0.2s 1 + ( )
2
100 0.005s 1 + ( )
2
---------------------------------------------; W
3
1 40000
s
2
---------------- =
1 Tu to r i a l
1-60
Figure 1-29: H

Weighting Strategy for Second Order Problem

-40
-20
0
20
40
60
80
100
10
0
10
1
10
2
10
3
SPECIFICATION ---> WEIGHTING STRATEGY
Rad/Sec
D
B
C a se Stu d i e s
1-61
Figure 1-30: H

Results for Second Order System

To do such an H

cont r ol design wit h t he Robust Cont r ol Toolbox is r elat ively

simple:
nug = 400; dng = [1 2 400];
[ag,bg,cg,dg] = tf2ss(nug,dng);
ssg = mksys(ag,bg,cg,dg);
w1 = [2.5e-5 1.e-2 1;0.01*[4.e-2 4.e-1 1]];
w2 = [ ]; w3 = [1 0 0;0 0 40000];
TSS = augtf(ssg,w1,w2,w3);
[ssf,sscl] = hinf(TSS);
-50
0
50
10
0
10
1
10
2
10
3
Rad/Sec
D
B
DESIGN # 1
-50
0
50
10
0
10
1
10
2
10
3
Rad/Sec
D
B
DESIGN # 2
-50
0
50
10
0
10
1
10
2
10
3
Rad/Sec
D
B
COST: # 1 vs # 2
Gammaopt = 3.16
1 Tu to r i a l
1-62
Table 1-4, shows t he out put which appear s on t he scr een for a successful r un
of hinf.m. This cor r esponds t o t he comput at ion of t he H

cont r ol law for 1.

To comput e t hat opt imal H

cont r ol law, you would r eplace

[ssf,sscl] = hinf(TSS); wit h
[rhoopt,ssf,sscl] = hinfopt(TSS,1);
Table 1-4:
<< H-inf Optimal Control Synthesis >>

Computing the 4-block H-inf optimal controller
using the S-L-C loop-shifting/descriptor formulae

Solving for the H-inf controller F(s) using U(s) = 0 (default)
Solving Riccati equations and performing H-infinity
existence tests:
1. Is D11 small enough? OK
2. Solving state-feedback (P) Riccati ...
a. No Hamiltonian jw-axis roots? OK
b. A-B2*F stable (P >= 0)? OK
3. Solving output-injection (S) Riccati ...
a. No Hamiltonian jw-axis roots? OK
b. A-G*C2 stable (S >= 0)? OK
4. max eig(P*S) < 1 ? OK
-------------------------------------------------------
all tests passed -- computing H-inf controller ...
DONE!!!
-------------------------------------------------------
C a se Stu d i e s
1-63
Table 1-5, shows t he out put which appear s on t he scr een for t he r esult of
-it er at ion.
Fighter H
2
& H

Design Ex ample
Pla nt Description
The longit udinal dynamics of an air cr aft t r immed at 25000 ft and 0.9 Mach ar e
unst able and have t wo r ight half plane phugoid modes. The linear model has
st at e-space r ealizat ion wher e
Table 1-5:

<< H-Infinity Optimal Control Synthesis >>

No Gamma D11<=1 P-Exist P>=0 S-Exist S>=0 lam(PS)<1 C.L.
------------------------------------------------------------------------------
1 1.0000e+000 OK OK OK OK OK OK STAB
2 2.0000e+000 OK OK OK OK OK OK STAB
3 4.0000e+000 OK OK FAIL OK OK OK UNST
4 3.0000e+000 OK OK OK OK OK OK STAB
5 3.5000e+000 OK OK FAIL OK OK OK UNST
6 3.2500e+000 OK OK FAIL OK OK OK UNST
7 3.1250e+000 OK OK OK OK OK OK STAB
8 3.1875e+000 OK OK FAIL OK OK OK UNST
9 3.1562e+000 OK OK OK OK OK OK STAB

Iteration no. 9 is your best answer under the tolerance: 0.0100 .
G s ( ) C I s A ( )
1
B =
1 Tu to r i a l
1-64
:=
The cont r ol var iables ar e elevon and canar d act uat or s (
e
and
c
). The out put
var iables ar e angle of at t ack () and at t it ude angle ().
A
C

B
D
0.0226 36.6170 18.8970 32.0900 3.2509 0.7626 0 0
0.0001 1.8997 0.9831 0.0007 0.1708 0.0050 0 0
0.0123 11.7200 2.6316 0.0009 31.6040 22.3960 0 0
0 0 1.0000 0 0 0 0 0
0 0 0 0 30.0000 0 30 0
0 0 0 0 0 30.0000 0 30
0 1 0 0 0 0 0 0
0 0 0 1 0 0 0 0
C a se Stu d i e s
1-65
This fight er model is t he same as t hat in [29, 34] (see Figur e 1-31, Air cr aft
Configur at ion and Ver t ical Plane Geomet r y).
Figure 1-31: Aircraft Configuration and Vertical Plane Geometry
Design Specifica tions
The singular value design specificat ions ar e:
1 Robustness Spec.: 40 db/decade r oll-off and at least 20 db at 100 r ad/sec
2 Performance Spec.: Minimize t he sensit ivit y funct ion as much as possible.
Design Procedure
1 Augment t he plant G(s) wit h weight ing funct ions W
1
(s) and W
3
(s) (design
specificat ions) t o for m an augment ed plant P(s) as shown in Figur e 1-19,
Weight ed Mixed Sensit ivit y Pr oblem. Then, find a st at e-space r ealizat ion of
P(s):
Velocity
0
x-axis
Horizontal
Elevon
Elevator
Rudder
Aileron
Flap
Canard
1 Tu to r i a l
1-66
a Sensit ivit y funct ion S (s) specificat ion:
is 1 for t he fir st t r y, t hen can be incr eased or decr eased accor dingly lat er .
b Complement ar y sensit ivit y funct ion (I S ) specificat ion:
wher e r = 0.5msec is select ed such t hat bot h channels ar e penalized
equally up t o r ad/sec. Not e t hat because W
3
(s) is an impr oper
t r ansfer funct ion (i.e., has mor e zer os t han poles), it cannot be r ealized in
st at e-space for m. But , W
3
(s)G(s) is pr oper and, hence, W
3
(s)G(s) has a
st at e-space r ealizat ion. This ensur es t hat t he D
12
mat r ix of t he
augment ed plant P(s) is full r ank as r equir ed by hinf and linf [35].
(Anot her way t o ensur e a full r ank would be t o include a small t hir d
weight see t he document at ion for augtf). Because W
3
(s)
has no st at e-space r ealizat ion, t he M-file augtf can be dir ect ly employed
her e [34].
2 Find a st abilizing cont r oller F(s) such t hat t he infinit y nor m of t r ansfer
funct ion is minimized and is less t han or equal t o one (see Figur e 1-19,
Weight ed Mixed Sensit ivit y Pr oblem). We will st ar t wit h H
2
synt hesis fir st
t hen apply H

t o see t he act ual design limit (use h2lqg, hinf).

3 The singular value Bode plot associat ed wit h each design will indicat e
how close t he design is t o t he specificat ions. For most design pr oblems, you
need t o it er at e on t he par amet er in st ep 1 sever al t imes unt il a suit able
design is obt ained. The Robust Cont r ol Toolbox funct ion hinfopt aut omat es
t his it er at ion.
W
1
s ( ): =
s 100 + ( )
100s 1 + ( )
---------------------------
0
0
s 100 + ( )
100s 1 + ( )
---------------------------
W
3
s ( )
s
2
1000
-------------
0
0
s
2
r s 1 + ( )
1000
--------------------------
=
1 r
W
2
s ( ) I =
T
y
1
u
1
T
y
1
u
1
C a se Stu d i e s
1-67
Result
The r esult s ar e summar ized in Figur es 1-32 t hr ough 1-34.
Figure 1-32: Cost Function
As shown in Figur e 1-32, Cost Funct ion, t he cost funct ion get s pushed t o t he
all-pass limit (i.e., t o 0 db), t he sensit ivit y funct ion S get s pushed down mor e
and mor e, consequent ly t he complement ar y sensit ivit y funct ion T appr oaches
t o it s associat ed weight ing funct ion .
The final H

cont r oller is st able and has 8 st at es which is t he same as t he

augment ed plant .
A complet e flight cont r ol design case st udy for a super maneuver able fight er
flying t he Her bst maneuver has been document ed in [7]. A fixed 8-st at e
H

cont r oller not only st abilizes t he ent ir e maneuver , but also maint ains
r obust per for mance t hr oughout in t he pr esence of all t he ant icipat ed
st r uct ur ed, unst r uct ur ed cer t aint ies, nonlinear it ies.
-100
-90
-80
-70
-60
-50
-40
-30
-20
-10
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H2 & H-Inf Fighter Design -- Cost function Ty1u1
Frequency - Rad/Sec
S
V

-

d
b
H2 (Gam = 1) ---> H2 (Gam = 8.4) ---> H-Inf (Gam = 16.8)
T
y
1
u
1
s ( )
W
3
1
1 Tu to r i a l
1-68
Large Space Structure H

Design Ex ample
This design example is t aken fr om [38, 43].
Figure 1-33: Sensitivity Function and W
1
-1
Weighting
Pla nt Description
The lar ge space st r uct ur e (LSS) model was gener at ed by t he NASTRAN finit e
element pr ogr am by TRW Space Technology Gr oup. The model consist s of 58
vibr at ional modes wit h fr equencies r anging fr om 0.4 Hz t o 477 Hz. The
damping r at io is 0.3 for t he fir st t wo modes and 0.002 for t he r est of t he modes.
The st r uct ur e is cont r olled by 18 act uat or s commanded by one cent r al
comput er wit h a sampling fr equency of 3000 Hz. The act uat or s ar e gr ouped in
t hr ee locat ions: 6 ar e at t he pr imar y mir r or , 6 at t he secondar y mir r or , and 6
on st r uct ur al member s as shown in Figur e 1-35, Lar ge space st r uct ur e..
Twelve dist ur bances ar e act ing on t he t op and t he bot t om of t he st r uct ur e t o
simulat e t he r eal envir onment al vibr at ion sour ce. Ther e ar e 20 sensor s locat ed
at var ious locat ions in t he st r uct ur e. The most impor t ant sensor s ar e t he t wo
Line-Of-S ight (LOS) sensor s as indicat ed on t he singular value Bode plot of t he
-80
-60
-40
-20
0
20
40
60
80
100
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H2 & H-Inf Fighter Design -- 1/W1 & Sensitivity Func.
Frequency - Rad/Sec
S
V

-

d
b
H2 (Gam = 1) ---> H2 (Gam = 8.4) ---> H-Inf (Gam = 16.8)
C a se Stu d i e s
1-69
open-loop plant shown in t he Refer ence sect ion. The r emaining 18 sensor s ar e
collocat ed wit h t he 18 cont r ol act uat or s.
Figure 1-34: Complementary Sensitivity Function and W
3
-1

This leads t o a st at e-space r epr esent at ion of t he for m
wher e , and
Design Specifica tions
The LSS design specificat ion r equir es t he LOS er r or t o be at t enuat ed at least
100:1 at fr equencies fr om 0 t o 15 Hz aft er t he feedback cont r ol loop is closed.
Allowing for a 30 db per decade r oll-off beyond 15 Hz places t he cont r ol loop
bandwidt h of r oughly 300 Hz ( r ad/sec). In t er ms of inequalit ies t o be
sat isfied by t he open-loop singular value Bode plot , t hese specificat ions ar e as
depict ed in Figur e 1-36, Singular Value Specificat ions (Weight ing Funct ions).
-300
-250
-200
-150
-100
-50
0
50
100
150
200
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H2 & H-Inf Fighter Design -- 1/W3 & Comp. Sens. Func.
Frequency - Rad/Sec
S
V

-

d
b
H2 (Gam = 1) ---> H2 (Gam = 8.4) ---> H-Inf (Gam = 16.8)
x

Ax = Bu + ; y Cx =
A
116 116
, B
116 30
C
20 116

2000
1 Tu to r i a l
1-70
For our H

synt hesis, t hese specificat ion lead t o t he following weight ing

funct ions (not e t hat t hey sat isfy inequalit y (5)):
1 Robustness Spec.: 20 db/decade r oll-off 2000 above r ad/sec:
Figure 1-35: Large space structure.
2 Performance Spec.: Minimize t he sensit ivit y funct ion.
W
3
s ( )
s
2000
-------------
0
0
s
2000
-------------
=
Disturbances
Mirror
Primary
Mirror
Secondary
7.4 m
Lens
W
1
s ( ) =
1
s
5000
------------- + ( )
2
0.01 1
s
100
---------- +
,
_
2
------------------------------------
0
0
1
s
5000
------------- +
,
_
2
0.01 1
s
100
---------- +
,
_
2
--------------------------------
C a se Stu d i e s
1-71
wher e in our design goes fr om one t o 1.5. As wit h t he fight er example, we use
t he t r ick of absor bing t he impr oper weight W
3
int o t he st r ict ly pr oper plant
G(s) so t hat t he augment ed plant has a non-zer o D
12
mat r ix, so t hat t he
r esult ant cont r ol law will be r ealizable in t he r equir ed st at e-space for m.
Figure 1-36: Singular Value Specifications (Weighting Functions)
Control Actions
Our design st r at egy for t he LSSs LOS loops is as follows:
1 Use collocat ed r at e feedback t o damp out t he st r uct ur al modes (inner loops)
and t o make it possible t o use t he six pr imar y mir r or act uat or s t o cont r ol t he
t wo LOS out put s (out er loops).
2 Use model r educt ion (aiming at a 4-st at e r educed or der model fr om t he
116-st at e or iginal plant model).
3 Augment t he plant wit h W
1
and W
3
as above, t hen use t he H

cont r ol design
met hod t o incr ease t he syst em bandwidt h and t o push down t he sensit ivit y.
-40
-30
-20
-10
0
10
20
30
40
10
0
10
1
10
2
10
3
10
4
10
5
MIMO LSS Design Example -- Design Specifications
Frequency - Rad/Sec
1
/
W
1

&

1
/
W
3

-

d
b
Sensitivity Spec.-- 1/W1(s)
Robustness Spec.-- 1/W3(s)
1 Tu to r i a l
1-72
4 Digit ize t he MIMO cont r ol law for implement at ion using bilin t o comput e
t he shift ed Tust in t r ansfor m of t he cont r oller .
M odel Reduction
The model r educt ion algor it hms in t he t oolbox (bstschmr, slowfast, ohklmr,
obalreal) wer e used t o find a r educed 4-st at e model t hat sat isfies t he
r obust ness cr it er ion (see The Robust Cont r ol Pr oblem on page 1-10). The
4-st at e appr oximat ion of t he plant wit h squar e-down filt er is
wher e
Aft er augment at ion wit h W
1
and W
3
, t he r educed plant model has eight st at es.
Results
The H

cont r oller achieves t he specificat ions in 2 it er at ions on t he par amet er

(Gam). The r esult s ar e shown in Figur es 1-37 t o 1-39.
G s ( ) C I s A ( )
1
B =
A
0.990 0.0005 0.4899 1.9219
0.0009 0.9876 1.9010 0.4918
04.961 1.9005 311.7030 4.9716
1.9215 0.4907 7.7879 398.3118
= ; B
0.7827 0.6140
0.6130 0.7826
0.7835 0.5960
0.6069 0.7878
=
C
0.7829 0.6128 0.7816 0.6061
0.6144 0.7820 0.5984 0.7884
=
C a se Stu d i e s
1-73
Figure 1-37: Cost Function
-30
-25
-20
-15
-10
-5
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H-Inf LSS Design -- Cost function Ty1u1
Frequency - Rad/Sec
S
V

-

d
b
H-Inf (Gam = 1) ---> H-Inf (Gam = 1.5)
1 Tu to r i a l
1-74
The final H

cont r oller is st able and has 8 st at es.

Figure 1-38: Sensitivity Function and Weighting
H

Synthesis for a Double-Integrator Plant

A class of plant s t hat is oft en encount er ed in moder n cont r ol applicat ions
consist s of t hose cont aining a double-int egr at or , for example:
Rigid body dynamics of a spacecr aft ignor ing st r uct ur al effect s.
Laser point ing device mount ed on a shaft cont r olled by mot or .
Regar dless of t he specific applicat ion, a double-int egr at or plant can be
st abilized wit h a r obust mixed sensitivity H

cont r oller . However , one special

feat ur e of t he H

mixed sensitivity appr oach pr event s us fr om meet ing our goal
easily:
The plant is not allowed to have j-axis poles and/ or zeros!
But t his does not mean we can not deal wit h t he sit uat ion. The following design
pr ocedur e cir cumvent s t he difficult y nicely:
-50
-40
-30
-20
-10
0
10
20
30
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H-Inf LSS Design -- 1/W1 & Sensitivity Func.
Frequency - Rad/Sec
S
V

-

d
b
H-Inf (Gam = 1) ---> H-Inf (Gam = 1.5)
C a se Stu d i e s
1-75
1 Tr ansfor m t he double-int egr at or plant via a
Figure 1-39: Complementary Sensitivity Function and W
3
1

special bilinear t r ansfor m
wher e t he cir cle point s p
2
= , and p
1
< 0. This is equivalent t o simply shift ing
t he -axis by p
1
unit s t o t he left
2 Find a st andar d mixed-sensit ivit y H

cont r oller for t he shift ed

pr oblem.
G s ( ) ag bg , cg , d g , ( ) =
-100
-50
0
50
100
150
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
10
5
H-Inf LSS Design -- 1/W3 & Comp. Sens. Func.
Frequency - Rad/Sec
S
V

-

d
b
H-Inf (Gam = 1) ---> H-Inf (Gam = 1.5)
s
s p
1
+
s
p
2
------ 1 +
---------------- =
j
ag ag p
1*
I .
F s ( )
1 Tu to r i a l
1-76
3 Shift back t he cont r oller t o F(s)
This -axis shift ing also guar ant ees t hat t he cont r oller is pr oper .
Example: The r ot at ional dynamics of a spacecr aft r igid body can be modeled
as
wher e J = 5700 denot es t he polar moment of iner t ia. The design goal is t o find
a st abilizing cont r oller F(s) t hat has a cont r ol loop bandwidt h 10 r ad/sec.
A mixed sensit ivit y pr oblem can be for mulat ed as follows
and t he pr oblem of -axis plant poles can be solved via axis shift ing
t echnique. But t her e ar e st ill t wo plant zer os at infinit y, which ar e also on t he
-axis. This can be t aken car e via a clever W
3
weight ing
wher e t he double-differ ent iat or makes t he plant full r ank at infinit y, but also
ser ves as t he complement ar y sensit ivit y weight ing funct ion and limit s t he
cont r ol t he syst em bandwidt h t o 10 r ad/sec. The nonpr oper weight W
3
can be
absor bed int o t he plant via r out ine augtf.m.
The par amet er s of a second or der W
1
weight ing ser ve as our design knobs
Suit able values for t he par amet er s ar e
: DC gain of t he filt er (cont r ols t he dist ur bance r eject ion)
F s ( ) acp bcp , ccp , d cp , ( ) =
acp acp p
1*
I . +
j
G s ( )
1
J s
2
--------- =
min
F s ( )
W
1
I GF + ( )
1
W
3
GF I GF + ( )
1

1 <
j
j
W
3
s ( )
s
2
100
---------- =
W
1
s ( )
s
2
2
1
+
c
s
c
2
+ ( )
s
2
2 +
2

c
s
c
2
+ ( )
----------------------------------------------------------------- =
100 =
C a se Stu d i e s
1-77
: high fr equency gain (cont r ols t he r esponse peak over shoot )
: filt er cr oss-over fr equency
: damping r at ios of t he cor ner fr equencies.
The following commands lead t o a r obust mixed-sensit ivit y cont r oller for t he
double int egr at or plant (or t r y dintdemo.m).
[ag,bg,cg,dg] = tf2ss(1/5700,[1 0 0]);
% Shift the JW-Axis to the left by 0.1 unit:
ag0 = ag + 0.1*eye(size(ag));
w2 = []; w3 = [1 0 0;0 0 100];
beta = 100; alfa = 2/3; w1c = 3;
zeta1=0.7; zeta2=0.7;
w1 =[beta*[alfa 2*zeta1*w1c*sqrt(alfa) w1c*w1c];
[beta 2*zeta2*w1c*sqrt(beta) w1c*w1c]];
ssg = mksys(ag0,bg,cg,dg);
TSS = augtf(ssg,w1,w2,w3);
[sscp,sscl,hinfo] = hinf(TSS);
[acp,bcp,ccp,dcp] = branch(sscp);
[acl,bcl,ccl,dcl] = branch(sscl);
% Shift the JW-Axis to the right by 0.1 unit:
acp = acp - 0.1*eye(size(acp));
dinteva % computing the time and frequency responses
dintplt % plotting
The r esult ing plot shown in Figur e 1-40, Result s of H Synt hesis for
Double-Int egr at or Plant

2
3
--- =

c
3 =

1

2
, 0.7 =
1 Tu to r i a l
1-78
Figure 1-40: Results of H

Synthesis for Double-Integrator Plant

Bilinear Transform + H

on ACC Benchmark
Problem
The benchmar k pr oblem descr ibed by Wie and Ber nst ein [49] (see Figur e 1-41,
The Benchmar k Pr oblem) was solved via t he bilinear t r ansfor m and
H

t echnique.
Figure 1-41: The Benchmark Problem
This undamped spr ing-mass syst em has t he following t r ansfer funct ion
10
5
10
0
10
5
3.5
3
2.5
2
1.5
1
0.5
0
Cost Function: Ty1u1
Rad/Sec
d
b
10
5
10
0
10
5
150
100
50
0
50
1/W1 & S
Rad/Sec
d
b
10
5
10
0
10
5
150
100
50
0
50
100
150
200
1/W3 & T
Rad/Sec
d
b
0 1 2 3 4 5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
Step Response
sec
k
Disturbance
Measurement
Control 2
x
1
x
W U
2
M
1
M
C a se Stu d i e s
1-79
wher e t he masses m
1
, m
2
, and t he spr ing const ant k t ake t he value 1.0 as
nominal, but can be uncer t ain. In addit ion, t he measur ement var iable z (picked
up by t he sensor ) is not collocat ed wit h t he act uat or signal u, which int r oduces
ext r a phase lag int o t he syst em and makes it much har der t o cont r ol. If we wer e
for t unat e enough t o have a collocat ed act uat or /sensor set -up, t he syst em would
have been passive (i.e., not mor e t han phase shift at any fr equency)
and t her efor e guar ant eed st able wit h at least 90deg phase mar gin for any pur e
gain negat ive feedback. However , t his is not t he case and t he plant act ually has
ver y lar ge phase lagst his is why t he pr oblem is challenging.
Figure 1-42: The Robust Control Problem Formulation
The design r equir ement is t o find a cont r oller t hat :
1 St abilizes t he syst em wit h an uncer t ain spr ing const ant k var ying bet ween
0.5 and 2, and
z
u
---
k
m
1
s
2
m
2
s
2
1
m
2
m
1
-------- +
,
_
+ k
------------------------------------------------------------------- =
90d eg t
V
1
u
1
y
2
u
W
Z R
gam
rho
2
G
0
k
1
G F
1 Tu to r i a l
1-80
2 Has an impulse r esponse set t ling t ime (T
s
) of t he second mass
appr oximat ely 15 sec, and
3 Has r easonable cont r ol ener gy.
We for m t he pr oblem as shown in Figur e 1-42, The Robust Cont r ol Pr oblem
For mulat ion. The nominal value of t he spr ing const ant k was set t o 1.25 and
t he uncer t aint y is scaled by a par amet er . In par allel, we penalize
t he cont r ol signal by anot her par amet er . Then, we for mulat e an H

small-gain pr oblem.
The object ive her e is t o maximum t he r obust ness level wit h minimum cont r ol
ener gy 1/. As cont r ol ener gy is allowed t o incr ease by decr easing 1/, t he
maximal achievable r obust ness level incr eases. The t r ade-off is shown
inFigur e 1-43, Tr ade-off Bet ween Robust ness and Cont r ol Ener gy
Figure 1-43: Trade-off Between Robustness and Control Energy

1 ( )
T
y1u 1
T
u 2u 1

1 <
0
0.2
0.4
0.6
0.8
1
1.2
0 0.05 0.1 0.15 0.2 0.25 0.3
Trade-off between "Robustness" and "Control Energy"
Less Control Energy (Rho: ---->)
M
o
r
e

R
o
b
u
s
t
n
e
s
s

(
G
a
m
m
a
:

-
-
-
-
-
>
)
Ts = 15 sec
Ts = 20 sec
C a se Stu d i e s
1-81
The syst em set t ling t ime T
s
was cont r olled nat ur ally by t he bilinear t r ansfor m
par amet er p
1
. For t his design, t he par amet er p
1
of bilinear t r ansfor m was
select ed via a simple r ule-of-t humb in classical cont r ol [8]
wher e T
settling
= 15 sec and t he r eal par t of t he dominant closed-loop poles is
. Par amet er p
2
= 100 was select ed t o have lar ge magnit ude
(i.e., much gr eat er t han t he cont r ol bandwidt h).
Figur es 1-44 t hr ough 1-46 show a design wit h and
. As indicat ed, t his design has met all t hr ee r equir ement s.
Not ice t hat 0 in t his case is all we need t o sat isfy t he r obust ness r equir e
r eal par amet er uncer t aint y.
Figure 1-44: Impulse Response (Settling Time Seconds)
Synthesis Design on ACC Benchmark Problem
ACC Benchmark Problem
The benchmar k pr oblem pr oposed by Wie and Ber nst ein [49] was solved for a
differ ent r equir ement , viz., t o maximize t he MSM on simult aneous (M
1
, M
2
, k)
T
s et t l i n g
4

n
----------
p
1

n
0.3 =
p
2
p
1
0.35 = , p
2
= , 0 =
0.01 =
-0.5
0
0.5
1
1.5
2
0 10 20 30
x1
Sec
-2
0
2
4
0 10 20 30
x2 (z)
Sec
-1
-0.5
0
0.5
1
0 10 20 30
Control (u)
Sec
Impulse Response @ M1
Sensor Noise: 0.001*sin(100t)
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
15
1 Tu to r i a l
1-82
var iat ions subject t o a set t ling t ime const r aint T
settling
= 15 sec. This falls
nat ur ally int o t he fr amewor k of synt hesis.
Fir st , a dir ect H

design was for mulat ed wit h addit ive uncer t aint ies in M
1
, M
2
and k pulled out and penalized as an H

Small-Gain pr oblem. Using t he

-it er at ion pr ocedur e hinfopt, an opt imal H

cont r oller was found. The

st r uct ur ed-singular -value r out ine ssv t hen comput ed t he cost funct ion (MSM)
in -plane as well as t he 3 3 diagonal scaling D(s) (see Figur es 1-47 and
1-48). The second st ep is t o cur ve-fit t he diagonal scaling D(s) using t he t oolbox
funct ion fitd and absor b it int o t he plant for anot her H

design it er at ion (see

Figur e 1-48, Diagonal Scaling D(s) and Cur ve Fit t ing for t he cur ve-fit t ing). The
design was pushed t o t he limit aft er one cycle of synt hesis, i.e., no mor e
impr ovement can be squeezed out of t he pr oblem for mulat ion.
Figure 1-45: Impulse Response (Settling Time Seconds)
Figur e 1-49, Impulse Response (Set t ling Time Seconds) shows t he impulse
r esponse excit ed at Mass 1. The design par amet er s wer e chosen t o be p
1
= 0.4
and p
2
= 100. The set t ling t ime specificat ion of Mass 2 is met ( 15 sec). The
syst em is r obust against t23% simult aneous plant var iat ions in (M
1
, M
2
, k) as
well as high fr equency sensor noise (0.001sin(100t)).
s s
-0.5
0
0.5
1
1.5
2
0 10 20 30
x1
Sec
-0.5
0
0.5
1
1.5
2
0 10 20 30
x2 (z)
Sec
-0.5
0
0.5
1
0 10 20 30
Control (u)
Sec
Impulse Response @ M2
Sensor Noise: 0.001*sin(100t)
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
15
C a se Stu d i e s
1-83
Figure 1-46: Controller and Loop Transfer Function
Figure 1-47: Structured Singular Values (2 iterations)
-0.2
0
0.2
0.4
0.6
0 10 20 30
x1
Sec
-0.2
0
0.2
0.4
0.6
0.8
0 10 20 30
x2 (z)
Sec
-6
-4
-2
0
2
4
0 10 20 30
Control (u)
Sec
Impulse Response @ M1
Sensor Noise: 0.001*sin(100t)
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
-20
-15
-10
-5
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
Ty1u1 in "s~" and "s"
Rad/Sec
P
E
R
R
O
N

S
S
V

(
d
b
)
MSM in s~: +-10.94 %
MSM in s : +-22.96 %
-15
-10
-5
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
Ty1u1 in "s~" and "s"
Rad/Sec
P
E
R
R
O
N

S
S
V

(
d
b
)
MSM in s~: +-23.21 %
MSM in s : +-31.12 %
1 Tu to r i a l
1-84
Figure 1-48: Diagonal Scaling D(s) and Curve Fitting
Figure 1-49: Impulse Response (Settling Time Seconds)
10
-1
10
0
10
1
10
2
10
-3
10
0
10
3
Diagonal Scaling D(s)
Rad/Sec
l
o
g
d
10
-1
10
0
10
1
10
2
10
-3
10
0
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
x
x
xxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxxx
D11(s)
R/S (x: data; solid: fit)
l
o
g
d
10
-1
10
0
10
1
10
-3
10
0
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
D22(s)
R/S (x: data; solid: fit)
l
o
g
d
10
-1
10
0
10
1
10
-3
10
0
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
xx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
D33(s)
R/S (x: data; solid: fit)
l
o
g
d
-0.2
0
0.2
0.4
0.6
0 10 20 30
x1
Sec
-0.2
0
0.2
0.4
0.6
0.8
0 10 20 30
x2 (z)
Sec
-4
-2
0
2
4
0 10 20 30
Control (u)
Sec
Impulse Response @ M1
Sensor Noise: 0.001*sin(100t)
Dashed: k = 0.5
Solid: k = 1.0
Dotted: k = 2.0
15
M o d e l Re d u c ti o n f o r Ro b u st C o n tr o l
1-85
Model Reduction for Robust Control
In t he design of cont r oller s for complicat ed syst ems, model r educt ion ar ises in
sever al places:
1 It is desir able t o simplify t he best available model in light of t he pur pose t o
which t he model is t o be used namely, t o design a cont r ol syst em t o meet
cer t ain specificat ions.
2 In using cer t ain design met hods (including t he H

met hod implement ed in

linf), fict it ious unobser vable/uncont r ollable st at es ar e gener at ed by t he
algor it hms which must be st r ipped away by a r eliable model r educt ion
algor it hm.
3 Finally, if a moder n cont r ol met hod such as LQG or H

(see h2lqg or hinf)

is employed for which t he complexit y of t he cont r ol law is not explicit ly
const r ained, t he or der of t he r esult ant cont r ol law is likely t o be consider ably
gr eat er t han is t r uly needed. A good model r educt ion algor it hm applied t o
t he cont r ol law can somet imes significant ly r educe cont r ol law complexit y
wit h lit t le change in cont r ol syst em per for mance.
However , a good model r educt ion r out ine has t o be bot h numer ically r obust and
be able t o addr ess t he closed-loop r obust ness issues.
The Robust Cont r ol Toolbox model r educt ion r out ines schmr, ohklmr and
reschmr all possess t he following special feat ur es:
1 They bypass t he ill-condit ioned balancing t r ansfor mat ion balreal, hence,
t hey can easily deal wit h t he nonminimal syst ems.
2 They employ Schur decomposit ion t o r obust ly comput e t he or t hogonal bases
for eigenspaces r equir ed in int er mediat e st eps.
3 They have an H

-nor m er r or bound. The infinit y nor m of eit her t he relative

error or t he absolute error of t he r educed or der model is bounded by a
pr ecomput able posit ive r eal number for all fr equency.
Achievable Bandw idth vs. H

Modeling Error
In modeling, t he validit y of a given model always depends on t he int ended use
for t he model. In doing model r educt ion for cont r ol pur poses, singular value
1 Tu to r i a l
1-86
Bode plot s of t he r educed plant model and t he models er r or pr ovide t he
infor mat ion needed t o assur e a given r educed model is sufficient ly accur at e t o
be used in t he design of a cont r ol syst em wit h a pr escr ibed bandwidt h. Using
t he H

er r or -bound, it is possible t o associat e a r obust fr equency

wit h a r educed model such t hat t he model may be r eliably used for any cont r ol
design whose bandwidt h does not exceed t he r obust fr equency. The r emainder
of t his sect ion elabor at es on t his point .
Additive Model Reduction
Let be a t r ue plant t r ansfer funct ion mat r ix and it s
r educed model, r espect ively. Then, t he additive modeling error is defined as
(see Figur e 1-50, Addit ive Plant Uncer t aint y)
Figure 1-50: Additive Plant Uncertainty
Defi ni ti on: Given G, and as above, t he additive robust frequency is
Loosely speaking, t he bandwidt h of a cont r ol syst em is t he fr equency r ange
wher e t he loop t r ansfer funct ion is big, i.e.,
The bandwidt h is also t he fr equency r ange over which and, hence,
over which t he feedback is effect ive in at t enuat ing dist ur bances. The

r
A
or
r
M
( )
G s ( ), G

s ( ) C
n n

A : G = G

TRUE PLANT G(s)

A
-
+
+
+
F
G
~
~
G

r
A
: m ax = G

j ( ) ( )

A j ( ) ( )

' ;

B
S ( ) 1
M o d e l Re d u c ti o n f o r Ro b u st C o n tr o l
1-87
significance of t he r obust fr equency in t he cont ext of model r educt ion is t hat , if
wer e t he only infor mat ion available about t he modeling er r or , t hen
t he r obust fr equency is an upper bound on t he bandwidt h of any
mult ivar iable cont r ol syst em t hat can be designed wit hout causing t he
sufficient condit ion for st abilit y
(1-8)
t o be violat ed at some fr equency wit hin t he bandwidt h. Not ice t hat for ,
you have
Thus you have t he following Addit ive Er r or r obust ness Cr it er ion: [38]
If for and if is open-loop stable, then the closed-loop
system will not be destabilized by provided that the control bandwidth is
less than . (Note: This is only sufficient, not necessary.)
Of cour se, since t he bandwidt h is only defined in t er ms of t he fuzzy much
gr eat er ( ) inequalit y, t his is not a t heor em in a r igor ous mat hemat ical sense.
The implicat ion is t hat t o achieve t he bandwidt h of, say 2000 r ad/sec, it suffices
t o use any r educed model whose r obust ness fr equency > 2000 r ad/sec. Not e
t hat our r obust ness cr it er ion r equir es t hat G be squar e; t his assumpt ion
cannot be r elaxed. Accor dingly, t he nonsquar e plant must be squar ed down
wit h a suit able pr e-compensat or befor e we can apply t he r obust ness cr it er ion.
Additive M odel Reduction M ethods
Four met hods ar e available t o do t he addit ive er r or model r educt ion:
1 Or der ed balanced r ealizat ion (obalreal).
2 Tr uncat ed balanced model r educt ion (balmr).
3 Schur balanced model r educt ion (schmr).
G

F ( ) 1
B
<

A j ( ) ( )

r
A

A ( )
G

( )
----------------G

F I G

F + ( )
1
1 <

B
<
G

F I G

F + ( )
1
( ) 1

A ( ) G

( )
f
A

r
A

r
A
1 Tu to r i a l
1-88
4 Opt imal Hankel appr oximat ion wit hout balancing (ohklmr).
The r egular balanced r ealizat ion (obalreal) is known t o be ill-condit ioned
when t he model is nonminimal. The popular t r uncat ed ver sion of squar e-r oot
balancing (balmr) can be ill-condit ioned when t he syst em has some modes t hat
ar e st r ongly cont r ollable but weakly obser vable, or vice ver sa. The most
numer ically r obust met hods ar e schmr and ohklmr. All four met hods ar e
discussed fur t her in t he Refer ence sect ion.
Each of t he above met hods possess t he same infinit y-nor m er r or bound for a
k-t h or der r educed or der model of an m-t h or der syst em :
wher e , called t he Hankel singular values, ar e comput ed fr om t he
obser vabilit y-r eachabilit y gr ammians of as descr ibed in t he Refer ence
sect ion under obalreal.
Multiplicative Model Reduction
The quant it y in equat ion (9) is a cr ude measur e of t he relative
(multiplicative) error of a plant G defined as (see Figur e 1-51, Mult iplicat ive
Plant Uncer t aint y)
A slight ly less conser vat ive sufficient condit ion for st abilit y t han (9) is
(1-9)
Defi ni ti on: Given G, and as, t he multiplicative robust frequency is
G

s ( ) G s ( )
G j ( ) G

j ( ) ( ) 2
i
i k = 1 +
m

i
G s ( )

A ( )
G

----------------

M G G

( )G

1
=

M ( ) 1 < GF I GF + ( )
1
( )
G

r
M
: m ax

M ( ) 1

' ;

=
M o d e l Re d u c ti o n f o r Ro b u st C o n tr o l
1-89
Loosely speaking, t he bandwidt h of a cont r ol syst em is t he fr equency r ange
wher e t he loop t r ansfer funct ion is big, i.e.,
Figure 1-51: Multiplicative Plant Uncertainty
The significance of t he r obust fr equency in t he cont ext of model r educt ion is
t hat , if wer e t he only infor mat ion available about t he modeling
er r or , t hen t he r obust fr equency is an upper bound on t he bandwidt h of
any mult ivar iable cont r ol syst em t hat can be designed wit hout causing t he
sufficient condit ion for st abilit y t o be violat ed at any fr equency wit hin t he
bandwidt h. Not ice t hat for wher e t he inequalit y (1-9) is sat isfied, you
have
(1-10)
Thus when a bound on t he r elat ive er r or is available, you can
st r engt hen t he Addit ive Er r or Robust ness Cr it er ion t o t he following
Mult iplicat ive Er r or Robust ness Cr it er ion:
If for and if is open-loop stable, then the closed-loop
system will not be destabilized by provided that the control bandwidth is
less than . (Note: This is only sufficient, not necessary.)
As befor e, since t he bandwidt h is only defined in t er ms of t he fuzzy inequalit y
(1-10), t his is not a t heor em in a r igor ous mat hemat ical sense.

B
G

F ( ) 1
B
<
TRUE PLANT G(s)
A
-
+
+
+
F
G
~
~
M j ( ) ( )

r
M

B
<
G

F I G

F + ( )
1
( ) 1

M
( )

M ( ) 1
r
M

r
M
1 Tu to r i a l
1-90
While (1-10) implies t hat t he size of t he r elat ive er r or (viz., ) must be less
t han one t hr oughout t he specified cont r ol loop bandwidt h (viz., ), it is
int er est ing t o not e t hat it is not ver y impor t ant how much less t han one t he
r elat ive er r or bound is. It makes lit t le differ ence whet her t he size of t he
r elat ive er r or is 0.5 or 0.0005; it only mat t er s t hat t he r elat ive er r or is less t han
one.
Not e t hat you can easily show using t he pr oper t ies of singular values t hat
Hence, you always have t hat ; t hat is, t he mult iplicat ive er r or
r obust ness cr it er ion is always less conser vat ive t han t he addit ive er r or
r obust ness
M ultiplica tive M odel Reduction M ethod
A r elevant r esult of balanced stochastic truncation (BST) combined wit h
relative error bound (REM) has achieved t he opt imal solut ion for r obust
model r educt ion. Reschmr implement s t he Schur ver sion of t he BST-REM
t heor y and enjoys t he following r elat ive-er r or and mult iplicat ive-er r or
bounds [47, 48]:
and
wher e
(1-11)

M ( )

B

M
( )

A
( )
G ( )
----------------

r
M

r
A

G
1
G G

( )

er r
G

1
G G

( ) er r
er r
2
i
1
i

--------------
i k = 1 +
n

=
M o d e l Re d u c ti o n f o r Ro b u st C o n tr o l
1-91
Exa mple: Let s compar e t he model r educt ion met hods via t he plant
If we t r uncat e t he syst em t o t hr ee st at es, t he r esult s show t hat t he Schur -BST
algor it hm (bstschmr) is much super ior t o opt imal Hankel model r educt ion
(ohklmr) and Schur balanced t r uncat ion (balmr, schmr) see Figur e 1-52,
Schur BST-REM vs. Schur BT and Hankel. The r elat ive er r or bound (1-11)
equals 20.781.
G s ( )
0.05 s
7
801s
6
1024 + s
5
599 + s
4
451 + s
3
119 + s
2
49 + s 5.55 + + ( )
s
7
12.6 + s
6
53.48 + s
5
90.94 + s
4
71.83 + s
3
27.22 + s
2
4.75 + s 0.3 +
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ =
1 Tu to r i a l
1-92
Figure 1-52: Schur BST-REM vs. Schur BT and Hankel
-50
-40
-30
-20
-10
0
10
20
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Schur BST-REM vs. Schur BT and Des. Hankel (7-state --> 3-state)
Frequency - Rad/Sec
G
a
i
n

-

d
b
solid : original model
----- : Schur-BT
..... : Optimal Des. Hankel MDA
-.-.-.: Schur BST-REM
-500
-400
-300
-200
-100
0
100
200
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Schur BST-REM vs. Schur BT and Des. Hankel (7-state --> 3-state)
Frequency - Rad/Sec
P
h
a
s
e

-

d
e
g
solid : original model
----- : Schur-BT
..... : Optimal Des. Hankel MDA
-.-.-.: Schur BST-REM
Sa m p l e d -D a ta Ro b u st C o n tr o l
1-93
Sampled-Data Robust Control
Nowadays, sampled-dat a cont r ol syst ems dominat e t he cont r ol indust r y. The
Robust Cont r ol Toolbox includes t he funct ion bilin t o suppor t singular -value
loop shaping and r obust model r educt ion t echniques for sampled-dat a
cont r ol syst ems.
The fr equency-domain bilinear transform
plays a r ole of br idging t he gap bet ween cont inuous H

cont r ol and H

model
r educt ion t heor ies and t heir discr et e count er par t s. The bilinear t r ansfor m,
which includes t he popular Tustin transform
as a special case, can be used t o t r ansfor m discr et e syst ems int o equivalent
cont inuous syst ems and back again. A key pr oper t y of t he Tust in t r ansfor m is
t hat it pr eser ves t he H

nor m.
This t oolbox implement s a mult ivar iable st at e-space ver sion of t he bilinear
t r ansfor m in bilin as [35]
Robust Control Synthesis
For st able discr et e-t ime t r ansfer funct ions mat r ices ,
, t he H
2
-nor m and t he H

-nor m ar e defined in t er ms of t he
fr equency-dependent singular values of :
s
s +
s +
----------------
s
2
T
----
z 1
z 1 +
------------
,
_
=
A
b
B
b
C
b
D
b
A I ( ) I A ( )
1
C I A ( )
1
( ) I A ( )
1
B
D + C I A ( )
1
B
=
G z ( ) C
m n

p min m n , { } =

i
j ( ) G j ( )
1 Tu to r i a l
1-94
Discrete H
2
- nor m
Discrete H

- nor m
To design a digit al H

cont r ol syst em, you can appr oach it in eit her of t he

following t wo ways (see Figur e 1-53, Sample-Dat a Robust Cont r ol Synt hesis):
1 Design a cont r ol law F(s) in t he s-domain using t he synt hesis met hods
suppor t ed by t his t oolbox, t hen map t he cont r oller int o t he z-plane via t he
Tust in t r ansfor m
using bilin. Pr ovided t hat t he sampling fr equency is sever al t imes higher
t han t he design bandwidt h, t he r esult ing sampled-dat a syst em will per for m
about t he same as t he cont inuous s-plane design.
2 Add t he zer o-or der -hold and sampler t o t he sampled plant G(z), t hen map
G(z) int o t he w-plane and pr oceed wit h t he design met hods in t he t oolbox as
if it wer e in t he s-plane (wat ch out for t he ext r a nonminimum phase zer o
added by t he Z.O.H). Aft er t he design is done, map t he cont r oller back int o
t he z-plane via t he inver se w-t r ansfor m (use bilin). Then t he cont r oller can
be implement ed in t he z-domain dir ect ly. The H

nor m r emains invar iant

under t he Tust in t r ansfor m, so no degr adat ion of H

per for mance measur es

r esult s in t his case.
The Robust Cont r ol Toolbox funct ions dhinf and dhinfopt aut omat e t his
pr ocedur e.
A discussion of how t he funct ion bilin was used in t he design of a
sampled-dat a H

cont r oller for a lar ge space st r uct ur e may be found in [38, 43].

G
2

i
e
j
( ) ( )
2
i 1 =
P

d
1
2
---
=

sup

= G e
j
( ) ( ) su p: t h e l east u pper bou n d ( )
F z ( ) F s ( )
s
2
T
---- =
z 1
z 1 +
------------
,
_
Sa m p l e d -D a ta Ro b u st C o n tr o l
1-95
Figure 1-53: Sample-Data Robust Control Synthesis
The bilinear t r ansfor m (bilin) can be used equally well in classical digit al
cont r ol syst ems design, which we will leave t o t he user s.
s-plane
c2d
ZOH equivalence
G(s)
z-plane
implement at ion
G(z)+ZOH
Design Met hods
RCT
1
2
w-plane
1 Tu to r i a l
1-96
Miscellaneous Algorithms
A number of algor it hms ar e wor t h ment ioning her e:
1 Or der ed Schur Decomposit ion (rschur, cschur).
2 Descr ipt or t o st at e-space for m (des2ss) model conver sion.
3 Sect or t r ansfor mat ion (sectf).
Ordered Schur Decomposition
Schur decomposit ion plays a cr ucial r ole in numer ical linear algebr a, because
of it s special way of or t hogonally t r iangular izing a squar e -dimensional r eal
mat r ix as:
On t he main diagonal ar e t he eigenvalues of mat r ix A which may be or der ed,
e.g., by r eal par t or by modulus in ascending or descending or der (six t ypes of
or der ing ar e available in cschur). Mor eover , for any int eger , t he fir st
k columns of t he U mat r ix for m an or t honor mal basis for t he span of t he
eigenvect or s associat ed wit h t he fir st k eigenvalues . Compar ing t o t he
r egular eigenspace decomposit ion (eig), t his met hod is numer ically much mor e
r obust , especially when A is near t o a mat r ix having J or dan blocks of size
gr eat er t han one.
r ed Schur decomposit ion ar ises as a subr out ine used by many of t he funct ions
in t he Robust Cont r ol Toolbox:
1 St able/unst able pr oject ion (stabproj).
2 Slow/fast decomposit ion (slowfast).
3 Algebr aic Riccat i solver (aresolv, lqrc).
4 Model r educt ion via Schur balancing (schmr).
U
T
AU T

11

0

22
0 0

n n
= =
.
.
.
.
.
.
.
.
.
.
.
.
1 k n <
11
,
k
,
M i sc e l l a n e o u s A l g o r i th m s
1-97
5 Model r educt ion via Schur st ochast ic balancing (bstschml).
6 Opt imal cont r ol synt hesis (h2lqg, hinf, hinfopt).
Descriptor System
In moder n r obust cont r ol comput at ions, t he descr ipt or syst em r epr esent at ion
has become incr easingly impor t ant because it enables you t o cir cumvent
numer ical ill-condit ioning pr oblems t hat ar e oft en unavoidable when you
employ t he less flexible st at e-space r epr esent at ion wher e E = I. However , even
t hough t he descr ipt or for m may be pr efer able for numer ical r obust ness inside
algor it hms, most user s st ill pr efer t o have t he final answer in st at e-space for m.
The funct ion des2ss pr ovides t he conver sion fr om descr ipt or for m t o
st at e-space for m. You can say t hat in t he next few year s, descr ipt or syst em t ype
of oper at ions will ar ise mor e and mor e oft en in cont r ol t heor y der ivat ions and
concept ual pr oblem for mulat ions.
Sever al funct ions in t he Robust Cont r ol Toolbox make use of a descr ipt or for m
syst em r epr esent at ion int er nally t hen make use of des2ss as a final st ep t o
r et ur n answer s in t he mor e familiar st at e-space for m. For example:
1 Opt imal Hankel appr oximat ion wit hout balancing (ohklmr).
2 The 2-Riccat i H

cont r ol solut ion (hinf, hinfopt); t hese r out ines use

des2ss t o conver t t he final all-solut ion cont r oller fr om t he descr ipt or given
in [42] t o st at e-space for m.
Sector Transform
In r obust cont r ol t heor y, conic sect or t heor y plays a key r ole in t r ansfor ming
one pr oblem t o anot her [50]. The funct ion sectf enables you t o conver t fr om
sector[a, b] t o sector[0, ], or t o sector[1, 1], et c. These kinds of t r ansfor mat ions
can conver t a positive real problem int o a small-gain problem, or vice ver sa [36].
The small-gain pr oblem can t hen be r eadily solved using t he t oolbox M-files
hinf, linf, or h2lqg, et c.
Ex

Ax = Bu +
y Cx = Du +
1 Tu to r i a l
1-98
SVD System Realization
A syst em ident ificat ion met hod pr oposed by Kung in 1978 [21] is coded in
funct ion imp2ss. This funct ion t akes a discr et e impulse r esponse and for ms t he
Hankel mat r ix . Based on singular value decomposit ion of , a discr et e
st at e-space r ealizat ion can be cr eat ed. Det ails ar e document ed in t he r efer ence
sect ion under imp2ss.
C l o si n g Re m a r k s
1-99
Closing Remarks
This t oolbox is t he r esult of many year s of r esear ch wor k, evolving int o it s
pr esent for m as t he aut hor s wer e involved in sever al aer ospace and indust r ial
design st udies using moder n t heor ies such as H

, synt hesis and balanced

st ochast ic t r uncat ion model r educt ion for which commer cial soft war e did not
pr eviously exist . At t he cor e of t he t oolbox ar e t he r obust model r educt ion
algor it hms, t he st r uct ur ed singular values r out ines and t he singular value loop
shaping synt hesis met hods, e.g., loop t r ansfer r ecover y, H
2
synt hesis and H

synt hesis and cur ve fit t ing r out ines like fitd and fitgain which enable you t o
ext end t he H

met hodology t o do synt hesis.

We have t r ied our best t o ensur e t hat t he algor it hms ar e numer ically r obust
and ar e based on t he best t heor y available. However , as wit h any ot her
soft war e package, mist akes and over sight s ar e possible. We int end t o updat e
t his t oolbox per iodically and welcome user feedback.
Ther e ar e a number of people t o whom we ar e deeply gr at eful. David Limebeer
and Michael Gr een at Imper ial College and Keit h Glover at Cambr idge
Univer sit y, and Wes Wang at Mat hWor ks, Inc., and J . C. (J er r y) J uang at
Nat ional Cheng Kung Univer sit y we t hank for t heir encour agement and
suggest ions. J ack Lit t le at Mat hWor ks, Inc., we t hank for his for esight and
pat ience while wait ing t o see t his t oolbox r eleased.
For t echnical quest ions or suggest ions, we can be r eached at
Univer sit y of Sout her n Califor nia
Dept . of Elect r ical Engineer ing Syst ems
Univer sit y Par k
Los Angeles, CA 90089-2563
E-mail: richiang@ampere.usc.edu, msafonov@usc.edu
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Linear -Quadr at ic-Gaussian Pr oblem in Cont r ol Syst em Design, IEEE Trans.
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[2] R.Y. Chiang and M. G. Safonov, The LINF Comput er Pr ogr am for L

Cont r oller Design, USC r epor t EECG-0785-1, ver . 1.0 2.0, J uly, 1986 and
1987.
1 Tu to r i a l
1-100
[3] R. Y. Chiang, Modern Robust Control Theory. Ph. D. Disser t at ion: USC,
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Flight Cont r ol Design

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synt hesis using a Bilinear Pole

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m
Synt hesis Using Gener alized
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Cont r oller for a Super maneuver able Fight er Per for ming t he Her bst
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1-101
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2
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Cont r ol Pr oblems, IEEE Trans. on Automatic

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2
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Opt imizat ion vs. St abilit y Mar gin, Proc. IEEE Conf.
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Opt imal
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Cont r ol Synt hesis for a

Lar ge Space St r uct ur e, Proc. of American Contr. Conf., At lant a, GA. J une
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Theor y via Loop Shift ing, Mat r ix Pencil and Descr ipt or Concept s, Int. J .
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Cont r ol Synt hesis for a

Lar ge Space St r uct ur e, AIAA J . Guidance, Control and Dynamics, 14, 3, pp.
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on Automatic Control, AC-21, 1, pp. 3-13, 1976.
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Trans. on Automatic Control, AC-21, 3, pp. 319-338, 1976.
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Balanced St ochast ic Tr uncat ion, S ystems and Control Letters, 14, pp. 307-317,
1990.
[48] W. Wang and M. G. Safonov, Mult iplicat ive-Er r or Bound for Balanced
St ochast ic Tr uncat ion, IEEE Trans. on Automatic Control, AC-37 no 8, pp.
1265-1267, August 1992.
1 Tu to r i a l
1-104
[49] B. Wie and D. S. Ber nst ein, A Benchmar k Pr oblem for Robust Cont r oller
Design, Proc. American Control Conf., San Diego, CA May 23-25, 1990; also
Bost on, MA, J une 26-28, 1991.
[50] G. Zames, On t he Input -Out put St abilit y of Time-Var ying Nonlinear
Feedback Syst ems, Par t s I and II, IEEE Trans. on Automatic Control, AC-11,
2 3, pp. 228-238 465-476, 1966.

2
Refer ence
2 Re f e r e n c e
2-2
Reference
This sect ion cont ains det ailed descr ipt ions of t he main funct ions in t he Robust
Cont r ol Toolbox. It begins wit h a list ing of ent r ies gr ouped by subject ar ea and
cont inues wit h t he r efer ence ent r ies in alphabet ical or der . Infor mat ion is also
available t hr ough t he on-line help facilit y.
For easy use, most funct ions have sever al default ar gument s. In a r efer ence
ent r y under Synopsis, we fir st list t he funct ion wit h all necessar y input
ar gument s and t hen wit h all possible input ar gument s. The funct ions can be
used wit h any number of ar gument s bet ween t hese ext r emes, t he r ule being
t hat missing, t r ailing ar gument s ar e given default values, as defined in t he
manual.
As always in MATLAB, all out put ar gument s of funct ions do not have t o be
specified, and ar e t hen not r et ur ned t o t he user . For funct ions wit h sever al
out put ar gument s, missing ar gument s ar e as a r ule not comput ed in or der t o
save t ime.
Re f e r e n c e
2-3
Optional System Data Structure
branch Ext r act br anches fr om a t r ee
graft Add a br anch t o a t r ee
issystem Ident ify a syst em var iable
istree Ident ify a t r ee var iable
mksys Build t r ee var iable for syst em
tree Build a t r ee var iable
vrsys Ret ur ns st andar d syst em var iable names
Model Building
augss, augtf Plant augment at ion (weight s on e, u and y)
interc Gener al mult ivar iable int er connect ed syst em
2 Re f e r e n c e
2-4
Model Conversions
bilin Mult ivar iable bilinear t r ansfor m of fr equency
(s or z) 7 opt ions
des2ss Conver t descr ipt or syst em t o st at e-space via
SVD
lftf Linear fr act ional t r ansfor mat ion
sectf Sect or t r ansfor mat ion
stabproj St able/ant ist able pr oject ion
slowfast Slow/fast decomposit ion
tfm2ss Conver t t r ansfer funct ion mat r ix (MIMO) int o
st at e-space block-cont r oller for m
Utility
aresolv, daresolv Gener alized cont inuous./discr et e Riccat i solver
riccond, driccond Cont inuous/discr et e Riccat i condit ion number
blkrsch Block or der ed r eal Schur for m via cschur
cschur Or der ed complex Schur for m via complex Givens
r ot at ion
Re f e r e n c e
2-5
Multivariable Bode Plots
cgloci Cont inuous char act er ist ic gain loci
dcgloci Discr et e char act er ist ic gain loci
dsigma Discr et e singular -value Bode plot
muopt Mult iplier scaling
osborne SSV upper bound via Osbor ne met hod
perron, psv Per r on eigenst r uct ur e SSV
sigma Cont inuous singular -value Bode plot
ssv st r uct ur ed singular value Bode plot
Factorization Techniques
iofc Inner -out er fact or izat ion (column t ype)
iofr Inner -out er fact or izat ion (r ow t ype)
sfl Left spect r al fact or izat ion
sfr Right spect r al fact or izat ion
2 Re f e r e n c e
2-6
Model Reduction Methods
balmr Tr uncat ed balanced model r educt ion
bstschml,
bstschmr
Relat ive er r or Schur model r educt ion
imp2ss Impulse r esponse t o st at e-space r ealizat ion
obalreal Or der ed balanced r ealizat ion
ohkapp,
ohklmr
Opt imal Hankel minimum degr ee appr oximat ion
schmr Schur model r educt ion
Robust Control Synthesis Methods
h2lqg, dh2lqg Cont inuous/discr et e H
2
synt hesis
hinf, dhinf, linf Cont inuous/discr et e H

synt hesis
hinfopt -it er at ion of H

synt hesis
normhinf, normh2 H

and H
2
nor m
lqg LQG opt imal cont r ol synt hesis
ltru, ltry LQG loop t r ansfer r ecover y
musyn, fitd, augd -synt hesis
youla Youla par amet r izat ion
Re f e r e n c e
2-7
Demonstration
accdemo Spr ing-mass benchmar k pr oblem
dintdemo H

design for double-int egr at or plant
hinfdemo H

& H
2
design examples fight er and lar ge space
st r uct ur e
ltrdemo LQG/LTR design examples fight er
mudemo, mudemo1 -synt hesis examples
mrdemo Robust model r educt ion examples
rctdemo Robust Cont r ol Toolbox demo main menu
aresolv
2-8
2ar esolv
Purpose Gener alized cont inuous algebr aic Riccat i Solver .
Syntax [p1,p2,lamp,perr,wellposed,p] = aresolv(a,q,r)
[p1,p2,lamp,perr,wellposed,p] = aresolv(a,q,r,Type)
Description aresolv solves t he cont inuous algebr aic Riccat i equat ion
wher e P=p=p1/p2 is t he solut ion for which t he eigenvalues of A RP have
negat ive r eal par t s. This solut ion exist s and is unique pr ovided t hat t he
associat ed Hamilt onian mat r ix has no -axis eigenvalues; ot her wise, t he flag
wellposed is set t o t he st r ing value FALSE.
Two algor it hms ar e available:
Type = 'eigen' eigenvect or appr oach
Type = 'Schur' Schur vect or appr oach
Type 'eigen' is select ed by default , when t he input ar gument Type is missing,
pr ovided t hat t he associat ed Hamilt onian mat r ix is not defect ive (i.e., does not
have a full set eigenvect or s); ot her wise t he algor it hm default s t o Type 'Schur'.
If Type = 'Schur', t hen t he Schur appr oach is t aken dir ect ly.
The r esidual and closed loop eigenvalues ar e also r et ur ned in var iables perr
and lamp.
In game t heor y and H

applicat ions, t he weight ing mat r ix R is usually

indefinit e. The pr ogr am is coded t o per mit such cases.
Algorithm The eigenvect or appr oach (Type = 'eigen') uses reig t o find a r eal basis V
1
for
t he st able eigenspace of t he Hamilt onian H [1]
A
T
P P + A PR P Q + 0 =
j
H
A R
Q A
T

V = =
0
0
V
1
aresolv
2-9
wher e and
The fir st n columns (V
1
) of t he mat r ix V t hat for m t he st able eigenspace of H
also pr ovide t he desir ed solut ion of ARE:
wher e V
21
= p2 and V
11
= p1 r espect ively. This algor it hm r equir es about 120n
3

flops.
The eigenvect or appr oach can be numer ically unst able when t he Hamilt onian
mat r ix is close t o defective, as can occur some cases in which H is close t o a
mat r ix whose J or dan for m has ones above it s main diagonal. In t his case, t he
mat r ix V
11
will be ill-condit ioned. However , t he ill-condit ioning of V
11
is
independent of t he condit ioning of t he Riccat i equat ion (r ef. riccond, wher e six
t ypes of Riccat i condit ion number s ar e pr ovided).
To cir cumvent t he ill-condit ioning pr oblems associat ed wit h a defect ive
Hamilt onian mat r ix, you can span t he same st able eigenspace of Hamilt onian
wit h Schur vect or s [2]. In t his appr oach t he Hamilt onian H is or t hogonally
t r ansfor med int o t he or der ed Schur for m inst ead of modal for m:
wher e eigenvalues of T
11
ar e st able and t hose of T
22
ar e unst able.
The or t hogonal mat r ix U can be par t it ioned as
wher e t he fir st n column vect or s span t he same st able eigenspace as V
1
mat r ix.
It is pr oved in [2] t hat t he desir ed solut ion of ARE is .
d i ag =
1

2
, ,
n
, ( )
V
V
1
V
2
V
11
V
12
V
21
V
22
= =
P V
21
= V
11
1
H U =
T
11
T
12
0 T
22
U
T
U
U
11
U
12
U
21
U
22
=
P U
21
U
11
1
=
aresolv
2-10
The Schur algor it hm coded in aresolv fir st put s H in t he or der ed complex
Schur for m using cschur, t hen pr oject s t he complex basis int o a r eal basis
using t he QR algor it hm. The ent ir e or der ed Schur met hod t akes about 75n
3

flops, which is less t han t he eigenvect or appr oach.
However , t he Schur met hod it self can also become numer ically unst able, if t he
nor m of cer t ain mat r ices involved in t he Riccat i equat ion ar e much smaller
t han t he nor ms of ot her s [3]. Our exper ience has been t hat mor e oft en t han not ,
t he eigenvect or met hod per for ms mor e r eliably t han t he Schur met hod, wit h
t he not able except ion of t he case of a defect ive Hamilt onian ment ioned above.
In difficult cases in which bot h eigenvect or and Schur met hods pr oduce a lar ge
r esidual er r or , Newt on met hods may be used t o r efine t he r esult .
If A is st able, and weight ing mat r ix Q is zer o, P2 = 0 and P1 = I ar e r et ur ned
wit hout going t hr ough t he eigenspace comput at ions.
If t he sixt h out put P is not included, aresolv ignor es it s comput at ion as well.
This can avoid some possible singular cases occur r ing in comput ing t he
opt imal H

cont r oller . If P1 is singular or near ly so, t he r ank deficient P1

mat r ix will be used t o for m t he H

cont r oller , but t he null space of t he

descr ipt or is r emoved by des2ss at t he final st age of t he comput at ion (see t he
r efer ence pages des2ss and hinf for det ails).
Limitations The Riccat i equat ion is ill-posed if t he Hamilt onian H has imaginar y axis
eigenvalues. In cases in which Q, R 0, it suffices for t he syst em ((A, R, Q)) t o
be bot h st abilizable and det ect able t o avoid imaginar y axis eigenvalues; in t his
case t he unique st abilizing Riccat i solut ion will be posit ive semidefinit e. In any
case, t he out put var iable wellposed is r et ur ned wit h t he value TRUE or FALSE
t o r eflect t he well-posedness of t he pr oblem.
See Also are, cschur , dar esolv, lqr c, r eig, r iccond
References [1] J . E. Pot t er , Mat r ix Quadr at ic Solut ions, S IAM J . Appl. Math., Vol. 14, pp.
496-501, 1966.
[2] A. J . Laub, A Schur Met hod for Solving Algebr aic Riccat i Equat ions, IEEE
Trans. Autom. Control, AC-24, pp. 913-921, 1979.
[3] P. Hr . Pet kov, N. D. Chr ist ov, and M. M. Konst ant inov, On t he Numer ical
Pr oper t ies of Schur Appr oach for Solving t he Mat r ix Riccat i Equat ion,
S ystems and Control Letters, 9, pp. 197-201, 1987.
augd
2-11
2augd
Purpose Augment t he t wo-por t plant wit h diagonal scaling.
Syntax [AD,BD1,BD2,CD1,CD2,DD11,DD12,DD21,DD22] = ...
augd(a,b1,b2,c1,c2,d11,d12,d21,d22,ad,bd,cd,dd)
[TSSD] = augd(TSS,ssd)
Description Augd augment s t he or iginal t wo-por t plant P(S ) used in H

synt hesis wit h t he

diagonal scaling mat r ix D(s) (see Figur e 2-1, Augment wit h Diagonal Scaling.).
ssd is a st at e-space r ealizat ion of t he opt imal diagonal scaling t hat comput es
t he st r uct ur ed singular value upper bound of P(s)
The t wo-por t plant P(s) aft er scaling becomes
Figure 2-1: Augment with Diagonal Scaling.
See Also fit d, hinf, musyn, ssv
D s ( )P s ( )D s ( )
1
DP
11
D
1
P
21
D
1
DP
12
P
22
=
2
u
2
y
1
y
1
u
-1
D
F
D
P
augss, augtf
2-12
2augss, augt f
Purpose St at e-space or t r ansfer funct ion plant augment at ion for use in weight ed
mixed-sensit ivit y H

and H
2
design.
Syntax [a,b1,b2,c1,c2,d11,d12,d21,d22] = ...
augss(ag,bg,,aw1,bw1,,aw2,bw2,,aw3,bw3,)
[a,b1,b2,c1,c2,d11,d12,d21,d22] = ...
augss(ag,bg,,aw1,bw1,,aw2,bw2,,aw3,bw3,,w3poly)
[a,b1,b2,c1,c2,d11,d12,d21,d22] = ...
augtf(ag,bg,cg,dg,w1,w2,w3)
[tss] = augss(ssg,ssw1,ssw2,ssw3,w3poly)
[tss] = augtf(ssg,w1,w2,w3)
[tss] = augss(ssg,ssw1,ssw2,ssw3)
augss comput es a st at e-space model of an augment ed plant P(s) wit h weight ing
funct ions W
1
(s), W
2
(s), and W
3
(s) penalizing t he er r or signal, cont r ol signal and
out put signal r espect ively (see block diagr am) so t hat t he closed-loop t r ansfer
funct ion mat r ix is t he weight ed mixed sensit ivit y
wher e S , R and T ar e given by
.
The matrices S (s) and T(s) ar e t he sensit ivit y and complement ar y sensit ivit y,
r espect ively
T
y
1
u
1
W
1
S
W
2
R
W
3
T

=
S I GF + ( )
1
=
R F I GF + ( )
1
=
T GF I GF + ( )
1
=
augss, augtf
2-13
Figure 2-2: Plant Augmentation.
The t r ansfer funct ions G(s), W
1
(s) and W
3
(s)G(s) must be pr oper , i.e., bounded
as . However , W
3
(s) may be impr oper . Input dat a of augss ar e t he
st at e-space syst em mat r ices of G(s), W
1
(s), W
2
(s)and W
3
(s):
The possibly impr oper t r ansfer funct ion mat r ix
y
u
e
AUGMENTED PLANT P(s)
W
1
W
2
W
3
G
F(s)
-
+
u
1
u
2
y
y
y
y
CONTROLLER
2
s
ssg :
A
g
C
g
B
g
D
g
= m k sys = ag, bg, cg, d g ( );
ssw1 :
A
W
1
C
W
1
B
W
1
D
W
1
m k sys = = aw1 bw1 cw1 d w1 , , , ( ) ; et c.
W
3
s ( ) C
W
3
= I s A
W
3
( )
1
B
W
3
D
W
3
P
n
+ + s
n
P
1
s P
0
+ + +
augss, augtf
2-14
is input t o augss as
If one of t he weight ing funct ions is absent , e.g., W
2
(s) = 0, t hen simply assign
ssw2 = [ ].
augtf does t he plant augment at ion as well, except t he weight ing funct ions W
1
,
W
2
and W
3
ar e input as diagonal t r ansfer funct ion mat r ices. The numer at or
and denominat or of each diagonal ent r y of t he t r ansfer funct ions ar e ent er ed
as r ows of t he weight ing mat r ix. For example, t he weight ings
used in t he H

fight er design pr esent ed in t he Tutorial chapt er ar e ent er ed as

Algorithm The augment ed plant P(s) pr oduced by augss is
ssw3
A
W
3
C
W
3
B
W
3
D
W
3
m k sys = = aw3 bw3 cw3 d w3 , , , ( );
w3pol y P
n
, P
1
, P
0
, [ ] =
W
1
s ( )
s 100 + ( )
100s 1 + ( )
--------------------------- 0
0
s 100 + ( )
100s 1 + ( )
---------------------------
= ; W
2
[ ] = ; W
3
s ( )
s
3
1000
------------- 0
0
s
3
s 1 + ( )
1000
--------------------------
=
W1
1 100
100 1
1 100
100 1
= ; W2 [ ] = ; W3
1 0 0 0
0 0 0 1000
t au 1 0 0
0 0 0 1000
; =
P s ( )
W
1
W
1
G
0 W
2
0 W
3
G
I G
=
augss, augtf
2-15
wit h st at e-space r ealizat ion
wher e
augtf calls augss int er nally aft er a ser ies of t r ansfer funct ion t o st at e-space
t r ansfor mat ions on W1, W2, and W3.
Limitations Not e t hat if t he augment ed plant is t o be used for H

synt hesis via hinf or

linf, t hen it is essent ial t hat t he weight s W
1
, W
2,
and W
3
be select ed so t hat
t he augment ed plant has a D
12
mat r ix of full column r ank. An easy way t o
ensur e t hat t his is t he case is t o choose a W
2
(s) wit h an inver t ible D-mat r ix,
e.g., wher e is any non-zer o number .
See Also h2lqg, hinf, hinfdemo, linf, linfdemo, dh2lqg, dhinf
P s ( ) :=
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
A
G
0 0 0 0 B
G
B
W
1
C
G
A
W
1
0 0 B
W
1
B
W
1
D
G

0 0 A
W
2
0 0 B
W
2
B
W
3
C
G
0 0 A
W
3
0 B
W
3
D
G
D
W
1
D
G
C
W
1
0 0 D
W
1
D
W
1
D
G

0 0 C
W
2
0 0 D
W
2
C

G
D
W
3
C
G
+ 0 0 C
W
3
0 D

G
D
W
3
D
G
+
C
G
0 0 0 I D
G

G
P
0
= D
G
P
1
+ C
G
A
G
P
n
+ + C
G
A
G
n
B
G
D

G
P
0
= D
G
P
1
+ C
G
B
G
P
n
+ + C
G
A
G
n 1
B
G
W
2
s ( ) = I
balmr, schmr
2-16
2balmr , schmr
Purpose Balanced model r educt ion via t r uncat ed and Schur met hods.
Syntax [am,bm,cm,dm,totbnd,svh] = balmr(a,b,c,d,Type)
[am,bm,cm,dm,totbnd,svh] = balmr(a,b,c,d,Type,aug)
[am,bm,cm,dm,totbnd,svh] = schmr(a,b,c,d,Type)
[am,bm,cm,dm,totbnd,svh] = schmr(a,b,c,d,Type,aug)
[ssm,totbnd,svh] = balmr(ss,Type,aug)
[ssm,totbnd,svh] = schmr(ss,Type,aug)
Description Bot h balmr and schmr comput e a k
th
or der r educed model
of a possibly non-minimal and not necessar ily st able, n
th
or der syst em
such t hat
The n-vect or svh cont ains t he Hankel singular values of t he st able and
ant ist able pr oject ions of G(j), i.e., t he squar e-r oot s of eigenvalues of t heir
r eachabilit y and obser vabilit y gr ammians.
Thr ee opt ions ar e pr ovided for bot h funct ions:
1 Type = 1, aug = k, size of r educed or der model.
2 Type = 2, aug = tol, find a k
th
or der r educed model such t hat t he t ot al
er r or totbnd is less t han tol.
3 Type = 3, display svh and pr ompt for k. In t his case, t her e is no need t o
assign a value for aug.
G
m
s ( ) C
m
= I s A
m
+ ( )
1
B
m
D
m
+
G s ( ) C = I s A ( )
1
B D +
G j ( ) G
m
j ( )

t ot bn d ,
t ot bn d 2 = sv h
i k 1 + =
n

i ( )
balmr, schmr
2-17
Bot h balmr and schmr pr oduce st at e-space r ealizat ions of t he same t r ansfer
funct ion G
m
. The r ealizat ion (A
m
, B
m
, C
m
, D
m
) pr oduced by balmr is balanced
(see balreal or obalreal), wher eas t hat pr oduced by schmr algor it hm is not .
The schmr algor it hm is numer ically more robust t han balmr and is t hus t o be
pr efer r ed when t he r educed model need not be balanced.
Algorithm Balmr and schmr employ t he algor it hms descr ibed in [3] for implement ing t he
balanced t r uncat ion model r educt ion pr ocedur e of [2], but unlike t he or iginal
Moor e algor it hm, t hese algor it hms bypass t he numer ically delicat e
pr eliminar y st ep of comput ing a balanced minimal r ealizat ion of G(s).
Unst able syst ems ar e handled via t he M-funct ion stabproj which split s G(s)
int o t he sum of st able and ant ist able par t s.
See Also balr eal, mr demo, obalr eal, ohklmr , bst schmr , bst schml
[1] A. J . Laub, M. T. Heat h, C. C. Page, and R. C. War d, Comput at ion of
balancing t r ansfor mat ions and ot her applicat ions of simult aneous
diagonalizat ion algor it hms, IEEE Tr ans. on Aut omat . Cont r ., AC-32, pp.
115-122, 1987.
[2] B. C. Moor e, Pr incipal component analysis in linear syst ems:
cont r ollabilit y, obser vabilit y, and model r educt ion, IEEE Tr ans. on Aut omat .
Cont r ., AC-26, pp. 17-31, 1981.
[3] M. G. Safonov and R. Y. Chiang, A Schur Met hod for Balanced Model
Reduct ion, IEEE Trans. on Automat. Contr., vol. AC-34, no. 7, pp. 729-733,
J uly 1989.
bilin
2-18
2bilin
Purpose Mult ivar iable bilinear t r ansfor m of fr equency (s or z).
Syntax [ab,bb,cb,db] = bilin(a,b,c,d,ver,Type,aug)
[ssb] = bilin(ss,ver,Type,aug)
Description Bilin comput es t he effect on a syst em of t he fr equency-var iable subst it ut ion,
The var iable Ver denot es t he t r ansfor mat ion dir ect ion:
Ver= 1, for war d t r ansfor m .
Ver=-1, inver se t r ansfor m .
This t r ansfor mat ion maps lines and cir cles t o cir cles and lines in t he complex
plane. People oft en use t his t r ansfor mat ion t o do sampled-dat a cont r ol syst em
design [1] or , in gener al, t o do shift ing of j modes [2], [3], [4].
Bilin comput es sever al st at e-space bilinear t r ansfor mat ions such as Tust in,
pr ewar ped Tust in, et c., based on t he Type you select :
1 Type = 'Tustin', Tust in t r ansfor m:
aug = T, t he sampling per iod.
2 Type = 'P_Tust', pr ewar ped Tust in:
aug = [T
0
],
0
is t he pr ewar ped fr equency.
3 Type = 'BwdRec', backwar d r ect angular :
aug = T, t he sampling per iod.
s
z +
z +
---------------- =
s z ( )
z s ( )
s
2
T
----
z 1
z 1 +
------------
,
_
=
s

0

0
T ( ) 2 ( ) t an
-------------------------------------- =
z 1
z 1 +
------------
,
_
s
z 1
T z
------------ =
bilin
2-19
4 Type = 'FwdRec', for war d r ect angular :
aug = T, t he sampling per iod.
5 Type = 'S_Tust', shift ed Tust in:
aug = [T h], is t he shift coefficient .
6 Type = 'S_ftjw', shift ed j-axis bilinear :
aug = [p
2
p
1
].
7 Type = 'G_Bilin', gener al bilinear :
aug = .
Examples Consider t he following cont inuous-t ime plant (sampled at 20 Hz)
s
z 1
T
------------ =
s
2
T
---- =
z 1
z
h
--- 1 +
-------------
,


_
s
z p
1
+
1 z p
2
+
---------------------- =
s
z +
z +
---------------- =
[ ]
A
1 1
0 2
= , B
1 0
1 1
= , C
1 0
0 1
= , D
0 0
0 0
=
bilin
2-20
Following is an example of four common cont inuous t o discr et e bilin
t r ansfor mat ions for t he sampled plant :
ss = mksys(a,b,c,d); %use system data structure
[sst] = bilin(ss,1,'Tustin',0.05);
[ssp] = bilin(ss,1,'P_Tust',[0.05 40]);
[ssb] = bilin(ss,1,'BwdRec',0.05);
[ssf] = bilin(ss,1,'FwdRec',0.05);
w = logspace(-2,3,100) %frequency
svt = dsigma(sst,0.05,w);
svp = dsigma(ssp,0.05,w);
svb = dsigma(ssb,0.05,w);
svf = dsigma(ssf,0.05,w);
.
Figure 2-3: Comparison of 4 Bilinear Transforms.
you can gener at e t he cont inuous and discr et e singular value Bode plot s as
shown in t he Figur e 2-3, Compar ison of 4 Bilinear Tr ansfor ms..
Not e t hat t he Nyquist fr equency is at 20 r ad/sec.
-70
-60
-50
-40
-30
-20
-10
0
10
10
-2
10
-1
10
0
10
1
10
2
10
3
MIMO BILINEAR TRANSFORM (s ---> z @ 20 Hz)
Rad/Sec
C
o
n
t
.

&

D
i
s
c
r
e
t
e

S
i
n
g
u
l
a
r

V
a
l
u
e
s

(
D
B
)
- & -- : ANALOG
.. & .-: Tustin
- & -- : Prewarped Tustin (@ 40 R/S)
.. & .-: Backward Rectangular
- & -- : Forward Rectangular
Nyquist Frequency: 20*pi Rad/Sec
bilin
2-21
Algorithm bilin employs t he st at e-space for mulae in [3]:
See Also lft f, sect f
[1] G. F. Fr anklin and J . D. Powell, Digital Control of Dynamics S ystem,
Addison-Wesley, 1980.
[2]M. G. Safonov, R. Y. Chiang and H. Flashner , H

Cont r ol Synt hesis for a

Lar ge Space St r uct ur e, AIAA J . Guidance, Control and Dynamics, 14, 3, pp.
513-520, May/J une 1991.
[3] M. G. Safonov, Imaginar y-Axis Zer os in Mult ivar iable H

Opt imal
Cont r ol, in R. F. Cur t ain (edit or ), Modelling, Robustness and S ensitivity
Reduction in Control S ystems, pp. 71-81, Spr inger -Ver lag, Ber lin, 1987. Proc.
NATO Advanced Research Workshop on Modeling, Robustness and S ensitivity
Reduction in Control S ystems, Gr oningen, The Net her lands, Dec. 1-5, 1986.
[4] R. Y. Chiang and M. G. Safonov, H

Synt hesis using a Bilinear Pole

Shift ing Tr ansfor m, AIAA, J . Guidance, Control and Dynamics, vol. 15, no. 5,
pp. 1111-1117, Sept ember Oct ober 1992.
A
b
B
b
C
b
D
b
------------------
A I ( ) I + A ( )
1
C I A ( )
1
-------------------------------------------------------
( ) I A ( )
1
B
D + C I A ( )
1
B
-----------------------------------------------------------
=
blkrsch, cschur
2-22
2blkr sch, cschur
Purpose Block or der ed r eal Schur for m.
Or der ed complex Schur for m via complex Givens r ot at ion.
Syntax [v,t,m] = blkrsch(a,Type,cut)
[v,t,m,swap] = cschur(a,Type)
Description Cschur comput es a unit ar y similar it y t r ansfor mat ion V and a complex upper
t r iangular mat r ix T for a r eal or complex mat r ix A such t hat
wher e T has t he eigenvalues

(A) or der ed on t he diagonal accor ding t o t he

value of t he var iable Type:
1 Type = 1 .
2 Type = 2 .
3 Type = 3 eigenvalue r eal par t s in descending or der .
4 Type = 4 eigenvalue r eal par t s in ascending or der .
5 Type = 5 modulus of eigenvalues in descending or der .
6 Type = 6 modulus of eigenvalues in ascending or der .
Var iable swap r ecor ds t he number of Givens r ot at ions swaps it t akes and
var iable m r et ur ns t he number of st able eigenvalues of A (see rsf2csf or
cgivens).
Blkrsch comput es a block or der ed r eal Schur for m such t hat t he r esult ing T
mat r ix has four blocks
V
T
AV T
T
1
T
12
0 T
2
= =
R e
i
T
1
( ) ( ) 0 < , R e
i
T
2
( ) ( ) 0 >
R e
i
T
1
( ) ( ) 0, > R e
i
T
2
( ) ( ) 0 <
V
T
AV T
B
1
B
12
0 B
2
= =
blkrsch, cschur
2-23
The input var iable cut is t he dimension of t he squar e block B
1
. If Type is 1, cut
is aut omat ically set t o m t he number of eigenvalues of A wit h negat ive r eal
par t s.
Six opt ions ar e available:
1 Type = 1 .
2 Type = 2 .
3 Type = 3 .
4 Type = 4 .
5 Type = 5 .
6 Type = 6 .
Algorithm blkrsch and cschur, ar e M-files in t he Robust Control Toolbox. cschur uses
schur, rsf2csf and t he complex Givens r ot at ion [1] t o it er at ively swap t wo
adjacent diagonal t er ms accor ding t he st yle you select . blkrsch pr oject s t he
r esult ing complex subspace ont o t he r eal.
Limitations For blkrsch, t he mat r ix A must have zer o imaginar y par t .
See Also cgivens, r sf2csf, schur
References [1] Golub G. H. and C. F. Van Loan, Matrix Computations. Balt imor e: J ohns
Hopkins Univer sit y Pr ess, 1983.
R e
i
B
1
( ) ( ) 0 < , R e
i
B
2
( ) ( ) 0 >
R e
i
B
1
( ) ( ) 0 > , R e
i
B
2
( ) ( ) 0 <
R e
i
B
1
( ) ( ) 0 > , R e
i
B
2
( ) ( )
R e
i
B
1
( ) ( ) 0 < , R e
i
B
2
( ) ( )

i
B
1
( )
i
B
2
( ) >

i
B
1
( )
i
B
2
( ) <
branch
2-24
2br anch
Purpose This funct ion r ecover s t he mat r ices packed in a mksys or tree variable
select ively.
Syntax [b1,b2,,bn] = branch(tr,PATH1,PATH2,,PATHN)
Description Br anch r et ur ns N sub-br anches of a t r ee var iable tr, if nargin = 1, t he r oot
br anches ar e r et ur ned in sequence by numer ical index; ot her wise, t he br anches
r et ur ned ar e det er mined by t he pat hs PATH1, PATH2,, PATHN. Each pat h is
nor mally a st r ing of t he for m
PATH = '/name1/name2//namen';
wher e name1, name2, et cet er a ar e t he st r ing names of t he br anches t hat define
t he pat h fr om t he t r ee r oot t o t he sub-br anch of int er est .
Alt er nat ively, you may subst it ut e for any PATH a r ow vect or cont aining t he
int eger indices of t he br anches t hat define t he PATH. For example, if
S = tree('a,b,c','foo',[49 50],'bar'), t hen branch(S,'c') and
branch(S,3) bot h r et ur n t he value bar.
Examples See r efer ence pages for tree and mksys.
See Also t r ee, mksys, gr aft , ist r ee, issyst em, vr sys
bstschml, bstschmr
2-25
2bst schml, bst schmr
Purpose Relat ive er r or model r educt ion via Schur balanced st ochast ic t r uncat ion.
Syntax [ared,bred,cred,dred,aug,svh] = bstschmr(A,B,C,D,Type)
[ared,bred,cred,dred,aug,svh] = bstschmr(A,B,C,D,Type,no)
[ared,bred,cred,dred,aug,svh] = bstschmr(A,B,C,D,Type,no,info)
[ssred,aug,svh] = bstschmr(SS,Type)
[ssred,aug,svh] = bstschmr(SS,Type,no)
[ssred,aug,svh] = bstschmr(SS,Type,no,info)
The same synt ax applies t o "bstschml"
Description Given an n
th
or der st able plant
bstschmr comput es a k
th
or der r educed model
such t hat t he multiplicative error bet ween G(s) and is bounded as
follows [9]
and t he relative error of G(s) and also enjoys t he same er r or bound [6]:
wher e
i
ar e t he Hankel singular values of t he all-pass phase mat r ix
(W
*
(s))
-1
G(s), and
is a minimum phase left spect r al fact or of .
G s ( ) :
A B
C D
=
G s ( ) :
A

C D
=
G s ( )
G
1
G G ( ) 2

i
1
i

--------------
i k = 1 +
n

G s ( )
G
1
G G ( )

2

i
1
i

--------------
i k = 1 +
n

W s ( ) :=
A
W
B
W
C
W
D
W
G = s ( )G
T
s ( ) W
T
= s ( )W s ( )
bstschml, bstschmr
2-26
Thr ee opt ions ar e pr ovided:
1 Type = 1, no = k, size of r educed or der model.
2 Type = 2, no = tol, a r elat ive t oler ance band in db such t hat t he k
th
or der
r educed model for all fr equencies.
3 Type = 3, display svh and pr ompt for k. In t his case, no need t o assign a
value for no.
Var iable aug(1,1) r et ur ns t he number of st at es t hat have been r emoved, while
aug(1,2) r et ur ns t he r elat ive er r or bound.
Bstschml solves t he dual pr oblem of bstschmr wit h t he same er r or bound
For a given discr et e G(z), you can st ill apply t he funct ions bstschmr and
bstschml via bilinear t r ansfor m bilin t o get a r educed or der [8], i.e.,
The r esult ant r educed or der model enjoys t he same r elat ive and
mult iplicat ive er r or bound as t he cont inuous case [7, 9]. A dir ect discr et e BST/
REM algor it hm wit hout using t he bilinear t r ansfor m is not available at t his
t ime.
Algorithm bstschmr implement s t he BST model r educt ion algor it hm of [1], but using t he
Schur met hod of [4] t o bypass t he numer ical sensit ive balancing st ep. The BST
r elat ive er r or bound is due t o Wang and Safonov [6, 9]. The complet e algor it hm
of bstschml and bstschmr is pr esent ed in [5].
G j ( ) G j ( ) t ol t
Relat ive Er r or : G G ( )G
1

2

i
1
i

--------------
i k 1 + =
n

Mult iplicat ive Er r or : G G ( )G

1
2

i
1
i

--------------
i k 1 + =
n

G z ( )
bi l i n
G z ( ) G w ( )
bst sch m r

bi l i n
G w ( ) G z ( )
G z ( )
bstschml, bstschmr
2-27
bstschmr comput es t he r eachabilit y gr ammian P of G(s) and t he obser vabilit y
gr ammian Q of W(s) via t he equat ions
A Schur algor it hm, analogous t o t hat in [4], is t hen applied t o t he pr oduct of
t he gr ammians PQ t o r eliably comput e t he BST r educed model . Not e t hat
t he par t icular r ealizat ion of , viz. (Ared, Bred, Cred, Dred), will not in
gener al be st ochast ically balanced.
The BST model r educt ion pr ocedur e pr oduces similar r elat ive er r or bounds and
is closely r elat ed t o t he opt imal Hankel nor m phase mat ching model r esult s of
[2] and [3].
Bstschml is complet ely analogous and simply applies t he dual BST/REM
t heor y. It can also be called by bstschmr wit h an addit ional input var iable
info= "left".
Limitations The BST model r educt ion t heor y r equir es t hat D be full r ank, for ot her wise t he
Riccat i solver fails. For any pr oblem wit h st r ict ly pr oper plant , you can shift
t he j-axis via bilin such t hat BST/REM appr oximat ion can be achieved up t o
a par t icular fr equency r ange of int er est . Alt er nat ively, you can at t ach a small
but full r ank D mat r ix t o t he or iginal pr oblem but r emove t he mat r ix of t he
r educed or der model aft er war ds. As long as t he size of D mat r ix is insignificant
inside t he cont r ol bandwidt h, t he r educed or der model should be fair ly close t o
t he t r ue model.
See Also balmr , mr demo, ohklmr , schmr
References [1] U. B. Desai and D. Pal, A Tr ansfor mat ion Appr oach t o St ochast ic Model
Reduct ion, IEEE Trans. on Automat. Contr., AC-29, 12, 1984.
[2] K. Glover , Mult iplicat ive Appr oximat ion of Linear Syst ems wit h L Er r or
Bounds, Proc. American Contr. Conf., Seat t le, WA, J une 18-20, 1986.
AP PA
T
B + + B
T
0 =
B
W
PC
T
B + D
T
=
QA A
T
Q QB
W
C
T
( ) DD
T
( )
1
QB
W
C
T
( )
T
0 = + +
G s ( )
G s ( )

bstschml, bstschmr
2-28
[3] E. A. J onckheer e and R. Li, L Er r or Bound for Phase Mat ching
Appr oximat ion The One-St ep-At -A-Time Hankel Nor m Model Reduct ion,
Int. J . Control, Vol. 46, no. 4, pp. 1343-1354, 1987.
[4] M. G. Safonov and R. Y. Chiang, A Schur Met hod for Balanced Model
Reduct ion, IEEE Trans. on Automat. Contr., vol. AC-34, no. 7, pp. 729-733,
J uly 1989.
[5] M. G. Safonov and R. Y. Chiang, Model Reduct ion for Robust Cont r ol: A
Schur Relat ive-Er r or Met hod, Proc. American Contr. Conf., J une 15-17, 1988.
[6] W. Wang and M. G. Safonov, A Tight er Relat ive-Er r or Bound for Balanced
St ochast ic Tr uncat ion, S ystems and Control Letters, 14, No. 4, pp. 307-317,
1990.
[7] W. Wang and M. G. Safonov, A Relat ive Er r or Bound for Discr et e Balanced
St ochast ic Tr uncat ion, Int. J . of Control, Vol. 54, No. 3, 1990.
[8] W. Wang and M. G. Safonov, Compar ison bet ween Cont inuous and
Discr et e Balanced St ochast ic Tr uncat ion Model Reduct ion, Proc. of Contr. and
Decision Conf., Honolulu, Hawaii, 1990.
[9] W. Wang and M. G. Safonov, Mult iplicat ive-Er r or Bound for Balanced
St ochast ic Tr uncat ion Model Reduct ion, IEEE Trans. on Automat. Contr, vol.
AC-37, no. 8, pp1265-1267, August 1992.

cgloci, dcgloci
2-29
2cgloci, dcgloci
Purpose Cont inuous char act er ist ic gain loci fr equency r esponse.
Discr et e char act er ist ic gain loci fr equency r esponse.
Syntax [cg,ph,w] = (d)cgloci(a,b,c,d(,Ts))
[cg,ph,w] = (d)cgloci(a,b,c,d(,Ts),'inv')
[cg,ph,w] = (d)cgloci(a,b,c,d(,Ts),w)
[cg,ph,w] = (d)cgloci(a,b,c,d(,Ts),w,'inv')
[cg,ph,w] = (d)cgloci(ss,)
Description cgloci comput es t he mat r ices cg and ph cont aining t he char act er ist ic gain and
phase of t he fr equency r esponse mat r ix as a
funct ion of fr equency, . The char act er ist ic gain cg and phase ph vect or s ar e
defined as
When invoked wit hout left hand ar gument s, cgloci pr oduces a char act er ist ic
gain and phase Bode plot on t he scr een. The fr equency r ange is chosen
aut omat ically and incor por at es mor e point s wher e t he plot is changing r apidly.
cgloci(a,b,c,d,'inv') plot s t he char act er ist ic gain and phase loci of t he
inver se syst em G(s)
-1
.
When t he fr equency vect or w is supplied, t he vect or w specifies t he fr equencies
in r adians/sec at which t he char . loci will be comput ed. See logspace t o
gener at e fr equency vect or s t hat ar e equally spaced logar it hmically in
fr equency.
When invoked wit h left hand ar gument s,
[ga,ph,w] = cgloci()
r et ur ns t he gain, phase mat r ices and t he fr equency point in t he vect or w.
dcgloci comput es t he discr et e ver sion of t he char act er ist ic loci by r eplacing
G(j) by . The var iable Ts is t he sampling per iod.
G j ( ) C = j I A ( )
1
B D +
cg : abs = eig G j ( ) ( ) ( )
ph :
180

------------
,
_
eig G j ( ) ( ) =
G e
j T
s
( )
cgloci, dcgloci
2-30
Cautionary
Note
Nyquist loci and Bode plot s of char act er ist ic gain loci can pr oduce a
misleadingly opt imist ic pict ur e of t he st abilit y mar gins mult iloop syst ems. For
t his r eason, it is usually a good idea when using cgloci t o also examine t he
singular value Bode plot s in assessing st abilit y r obust ness. See sigma and
dsigma.
Examples Let s consider a 2 by 2 t r ansfer funct ion mat r ix of t he plant [1]
wit h model decomposit ion
The cont r oller is a diagonal const ant gain mat r ix
The char act er ist ic gain loci cont aining in (s) seem t o imply t hat t he syst em
has infinit y gain mar gin and t 180 degr ee phase mar gin in each of t he feedback
loop. However , if you slight ly per t ur b t he gains K
1
and K
2
t o K
1
+ 0.13 and
K
2
0.12 simult aneously, t he syst em becomes unst able!
On t he ot her hand, t he singular value Bode plot of t he complement ar y
sensit ivit y (MATLAB command: sigma) easily
pr edict s t he syst em r obust ness (see Tutorial). See Figur e 2-4, Singular Value
vs. Char act er ist ic Gain Loci..
The r esonance peak of t he maximum singular value ( 16.2695) pr edict s t hat
t he mult iplicat ive uncer t aint y can only be as lar ge as befor e
inst abilit y occur s.
G s ( )
47 s 2 +
s 1 + ( ) s 2 + ( )
----------------------------------
56s
s 1 + ( ) s 2 + ( )
----------------------------------
42s
s 1 + ( ) s 2 + ( )
----------------------------------
50s 2 +
s 1 + ( ) s 2 + ( )
----------------------------------
=
G s ( ) X = s ( )X
1
7 8
6 7
=
1
s 1 +
------------ 0
0
2
s 2 +
------------
7 8
6 7
K
K
1
0
0 K
2
1 0
0 1
= =
T s ( ) G s ( ) I G s ( ) + ( )
1
=
1
16.2695
--------------------- 6.15% =
cgloci, dcgloci
2-31
Figure 2-4: Singular Value vs. Characteristic Gain Loci.
Alt er nat ively, you can comput e guaranteed stability margins using t he
for mulae given in S ingular-Value Loop-S haring: The Mixed-S ensitivity
Approach [2]
which clear ly pr edict t he poor r obust ness of t he syst em. These guar ant eed
st abilit y mar gins pr ovide a t oler ance such t hat you can var y bot h gain and
phase simult aneously in all t he feedback loops.
See Also bode, dsigma, dbode, logspace, sigma
[1] J . C. Doyle, Robust ness of Mult iloop Linear Feedback Syst ems, Proc.
IEEE Conf. on Decision and Control, San Diego, CA, J an. 10-12, 1979
[2] N. A. Leht omaki, N. R. Sandell, J r ., and M. At hans, Robust ness Result s in
Linear -Quadr at ic Gaussian Based Mult ivar iable Cont r ol Designs, IEEE
Trans. on Automat. Contr., vol. AC-26, No. 1, pp. 75-92, Feb. 1981.
[3] I. Post let hwait e and A. G. J . MacFar lane, A Complex Variable Approach to
the Analysis of Linear Multivariable Feedback S ystems, Spr inger -Ver lag, 1979.
-120
-100
-80
-60
-40
-20
0
20
40
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
Solid: Singular Values
Dashed: Characteristic Gain Loci
Guar ant eed GM 1 =
1
T

-------------- t 0.94 = t o 1.062

Guar ant eed PM 2 sin
1
2 T

-----------------
,
_
1
t = 3.52 deg t
daresolv
2-32
2dar esolv
Purpose Gener alized discr et e algebr aic Riccat i solver .
Syntax [p1,p2,lamp,perr,wellposed,p] = daresolv(a,b,q,r)
[p1,p2,lamp,perr,wellposed,p] = daresolv(a,b,q,r,Type)
Description Dar esolv solves t he discr et e algebr aic Riccat i equat ion
wher e P = P2/P1 is t he solut ion for which t he eigenvalues of A RP ar e inside
t he unit disk. This solut ion exist s and is unique pr ovided t hat t he associat ed
discr et e Hamilt onian mat r ix

has no eigenvalues on t he unit cir cle; ot her wise, t he flag wellposed is set t o t he
st r ing value 'FALSE'.
The input var iables and out put var iables ar e ot her wise ident ical t o t he
cont inuous t ime casesee aresolv. If Type = 1 t he eigenvect or appr oach is
used. If Type = 2 t he Schur vect or appr oach is used. The eigenvect or appr oach
is select ed by default when no Type is specified, unless t he Hamilt onian mat r ix
is defect ive in which case t he algor it hm default s t o t he Schur appr oach. The
r esidual and closed loop eigenvalues ar e r et ur ned in var iables perr and lamp.
Algorithm The algor it hm is essent ially t he same as t hat employed for t he cont inuous
ver sion of t his funct ion, save for t he differ ence in t he discr et e Hamilt onian. The
mat r ices P1 and P2 ar e comput ed such t hat t he columns of
for m a basis for t he st able eigenspace of t he discr et e Hamilt onian, i.e., t he
space spanned by t he eigenvect or s cor r esponding t o eigenvalues in t he unit
disk. See aresolv.
A
T
PA P A
T
PB R B
T
+ PB ( )
1
B
T
PA Q + 0 =
H
A BR
1
B
T
A
T
Q + BR
1
B
T
A
T

A
T
Q A
T
=
P1
P2
daresolv
2-33
Limitations The Riccat i equat ion is ill-posed if t he Hamilt onian H has eigenvalues on t he
unit cir cle. In cases in which , it suffices for t he syst em (A,R,Q) t o be
bot h st abilizable and det ect able t o avoid eigenvalues on t he unit cir cle; in t his
case, t he unique st abilizing Riccat i solut ion will be posit ive semidefinit e.
See Also ar e, cschur , ar esolv, lqr c, r eig, dr iccond
References 1 A. J . Laub, A Schur Met hod for Solving Algebr aic Riccat i Equat ions, IEEE
Trans. Autom. Control, AC-24, pp. 913-921, 1979.
Q R 0 ,
des2ss
2-34
2des2ss
Purpose Conver t descr ipt or syst em int o SVD st at e-space for m.
Syntax [aa,bb,cc,dd] = des2ss(a,b,c,d,E,k)
[ss1] = des2ss(ss,E,k)
Description des2ss conver t s a descr ipt or syst em [1]
int o st at e-space for m G
2
(s):
via t he singular value decomposition (SVD) of t he mat r ix E (E may be singular
wit h n rank(E) = < n)
wher e
G
1
:
Es A + B
C D
=
I s

A
11
A
12
A
22
1
A
21
( )

+

B
1
A
12
A
22
1
B
2
( )
C
1
C
2
A
22
1
A
21
( )

D C
2
A
22
1
B
2
E U =
0
0 0
V
T
U
1
U
2
[ ] =
0
0 0
V
1
T
V
2
T
k : d i m en si on = of n u l l space of t h e m at ri x E
A
11
A
12
A
21
A
22
U
1
T
U
2
T
= A V
1
V
2
[ ]
B
1
B
2
U
1
T
U
2
T
B =
C
1
C
2
[ ] C = V
1
V
2
[ ]
des2ss
2-35
Algorithm Conver t ing descr ipt or syst em int o SVD coor dinat es can be car r ied out easily by
applying a ser ies of st r ict syst em equivalence (s.s.e.) t r ansfor mat ions t o t he
Rosenbr ock syst em mat r ix [2].
See Also ohklmr , hinf, linf
References [1] D. G. Luenber ger , Dynamic Equat ions in Descr ipt or For m, IEEE Trans.
on Automat. Contr., AC-22, No. 3, J un. 1977.
[2] M. G. Safonov, R. Y. Chiang, and D. J . N. Limebeer , Hankel Model
Reduct ion wit hout Balancing -- A Descr ipt or Appr oach, Proc. IEEE Conf. on
Decision and Control, Los Angeles, CA, Dec. 9-11, 1987.
driccond
2-36
2dr iccond
Purpose Condit ion number s of discr et e algebr aic Riccat i equat ion.
Syntax [tot] = driccond(a,b,q,r,p1,p2)
Description driccond pr ovides t he condit ion number s of discr et e Riccat i equat ion
wher e P = P2/ P1 is t he posit ive definit e solut ion of ARE, and [P2; P1] spans
t he st able eigenspace of t he Hamilt onian
wher e S = BR
-1
B
T
.
Sever al measur ement s ar e pr ovided:
1 Fr obenius nor m of mat r ices A, Q, and BR
-1
B
T
(norA, norQ, norRc).
2 condit ion number of R (conR).
3 condit ion number of P1 (conP1).
4 Byer s condit ion number (conBey) [1].
5 r esidual of Riccat i equat ion (res).
The out put var iable tot put s t he above measur ement s in a column vect or
tot= [norA,norQ,norRc,conR,conP1,conBey,res]'
For an ill-condit ioned pr oblem, one or mor e of t he above measur ement s could
become lar ge. Toget her , t hey should give a gener al infor mat ion of t he Riccat i
pr oblem.m
A
T
PA P Q A
T
+ PB R B
T
PB + ( )
1
B
T
PA 0 =
H
A S A
T
Q + S A
T

A
T
Q A
T
=
driccond
2-37
Algorithm Byer s Riccat i condit ion number is comput ed as [1]
wher e A
cl
= (I
n
+ S P)
-1
A and
See Also ar e, ar esolv, dar esolv, r iccond
[1] R. Byer s, Hamilt onian and Symplect ic Algor it hms for t he Algebr aic
Riccat i Equat ion, Ph.D. disser t at ion, Dept . of Comp. Sci., Cor nell Univer sit y,
It haca, NY, 1983.
conBey
Q
c
F
2 + A
c
F
2
P
F
A
F
2
+ S
F
P
F
P
F
sep A
cl
, A
cl
( )
------------------------------------------------------------------------------------------------ =
sep A
cl
T
, A
cl
( ) min
i
=
i
A
c
T
A
c
T
I
n
2
[ ]
dsigma, sigma
2-38
2dsigma, sigma
Purpose Discr et e singular value fr equency r esponse.
Cont inuous singular value fr equency r esponse.
Syntax [sv,w] = (d)sigma(a,b,c,d(,Ts))
[sv,w] = (d)sigma(a,b,c,d(,Ts),'inv')
[sv,w] = (d)sigma(a,b,c,d(,Ts),w)
[sv,w] = (d)sigma(a,b,c,d(,Ts),w,'inv')
[sv,w] = (d)sigma(ss,..)
Description sigma comput es t he singular values of t he complex mat r ix
as a funct ion of fr equency, . The singular values ar e an ext ension of t he Bode
magnit ude r esponse for MIMO syst ems. When invoked wit hout left hand
ar gument s, sigma pr oduces a singular value Bode plot on t he scr een. The
fr equency r ange is chosen aut omat ically and incor por at es mor e point s wher e
t he plot is changing r apidly.
For squar e syst ems, sigma(A, B, C, D,' inv') plot s t he singular values of t he
inver se complex mat r ix:
When supplied by t he user , t he vect or w specifies t he fr equencies in r adians/sec
at which t he singular value Bode plot will be calculat ed. See logspace t o
gener at e fr equency vect or s t hat ar e equally spaced logar it hmically in
fr equency.
When invoked wit h left hand ar gument s,
[sv,w] = sigma(A,B,C,D,..)
r et ur ns t he magnit ude of t he singular values in mat r ix sv and t he fr equency
point s in w. No plot is dr awn on t he scr een. Each column of t he mat r ix sv
cont ains t he singular values, in decr easing or der , for t he cor r esponding
fr equency point in t he vect or w.
Dsigma comput es t he discr et e ver sion of t he singular value Bode plot by
subst it ut ing for G(j). The var iable Ts is t he sampling per iod.
C j I A ( )
1
B D +
G
1
( ) D
1
= C j I A BD
1
C ( ) [ ]
1
BD
1
D
1
+
G e
j T
s
( )
dsigma, sigma
2-39
For r obust ness analysis, t he singular values of par t icular t r ansfer mat r ices ar e
analyzed. The t able below shows which input -out put combinat ions and
associat ed MATLAB commands achieve t he desir ed t r ansfer mat r ices:
The singular value r esponse of a SISO syst em is ident ical t o t he Bode
magnit ude r esponse of t hat syst em.
Examples Figur e 2-5, Singular Value Bode Plot of LSS. shows t he singular value Bode
plot of t he open loop lar ge space st r uct ur e in [1]. Ther e ar e 58 vibr at ional
-1
(I+G(jw))
(I+G(jw))
-1
G(jw)
sigma(a,b,c,d,inv)
[a,b,c,d] = feedback(a,b,c,d,[],[],[],eye(d))
sigma(a,b,c,d,inv)
[a,b,c,d] = feedback([],[],[],eye(d),a,b,c,d)
sigma(a,b,c,d)
[a,b,c,d] = parallel(a,b,c,d,[],[],[],eye(d))
sigma(a,b,c,d,inv)
sigma(a,b,c,d)
G(s)
G(s)
G(s)
G(s)
G(s)
-1
G(jw)
MATLAB Commands Block Diagram TF Matrix
dsigma, sigma
2-40
modes (116 st at es) wit h damping r at io 0.3 t o 0.002 scat t er ed in t he fr equency
r ange fr om 0.4 Hz t o 477 Hz, 18 cont r ol act uat or s and 20 sensor s.
Figure 2-5: Singular Value Bode Plot of LSS.
Algorithm Sigma and dsigma use t he svd funct ion in MATLAB.
See Also bode, cgloci, dcgloci, dbode, logspace
References [1] M. G. Safonov, R. Y. Chiang and H. Flashner , H

Cont r ol Synt hesis for a

Lar ge Space St r uct ur e, AIAA J . Guidance, Control and Dynamics, 14, 3, pp.
513-520, May/J une 1991.
-250
-200
-150
-100
-50
0
50
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
LARGE SPACE STRUCTURE OPEN LOOP
Rad/Sec
S
i
n
g
u
l
a
r

V
a
l
u
e

(
D
B
)
fitd
2-41
2fit d
Purpose St at e space r ealizat ion for a given magnit ude Bode plot .
Syntax [ad,bd,cd,dd,logdfit] = fitd(logd,w)
[ad,bd,cd,dd,logdfit] = fitd(logd,w,n)
[ad,bd,cd,dd,logdfit] = fitd(logd,w,n,blksz)
[ad,bd,cd,dd,logdfit] = fitd(logd,w,n,blksz,flag)
[ssd,logdfit] = fitd()
Description fitd pr oduces a cont inuous st able minimum-phase st at e-space r ealizat ion ssd
of a diagonal t r ansfer funct ion mat r ix such t hat t he diagonal element s
magnit ude Bode plot s appr oximat ely fit Bode magnit ude plot dat a given in t he
r ows of t he mat r ix logd.
Input var iable logd is a mat r ix whose r ows ar e logar it hmic magnit ude Bode
plot s evaluat ed at fr equency vect or w.
Opt ional input var iables:
n vect or cont aining or der s of t he st at e-space appr oximant s of t he diagonal
scalings (default = 0)
blksz a vect or of t he size of t he diagonal blocks (default = 1 for each block).
flag set t o 1 t o display a Bode plot (default = 1).
fitd uses t he st able r out ine yulewalk in t he Signal Pr ocessing Toolbox t o fit
t he cont inuous magnit ude Bode plot . Bilin and polyfit ar e also used t o
pr e-pr ocess t he fr equency axis shift fr om s-domain t o z-domain. The final
discr et e r ealizat ion is t r ansfor med back t o s-domain via bilin.
fitd plays a cr ucial r ole in -synt hesis design t echnique. The success of
D F it er at ions in -synt hesis depends on t he r esult of fitd.
See Also bilin, fit gain, invfr eqs, musyn, polyfit , yulewalk
fitgain
2-42
2fit gain
Purpose St at e space r ealizat ion for a given magnit ude Bode plot .
Syntax [ad,bd,cd,dd,logfit] = fitgain(logd,w)
[ad,bd,cd,dd,logfit] = fitgain(logd,w,n)
[ad,bd,cd,dd,logfit] = fitgain(logd,w,n,wt)
[ad,bd,cd,dd,logfit] = fitgain(logd,w,n,wt,flag)
[ssd,logfit] = fitgain()
Description fitgain pr oduces a st able and minimum-phase st at e-space r ealizat ion of t he
given magnit ude Bode plot logd.
The input var iable logd is a vect or cont aining t he logar it hmic magnit ude Bode
plot evaluat ed at fr equency vect or w.
Opt ional input var iables:
n t he size of t he desir ed st at e-space appr oximant (default = 0)
wt a weight ing vect or cont ains t he weight at each fr equency point
flag set t o 1 t o display a Bode plot (default = 1).
fitgain uses t he r out ine invfreqs in Signal Pr ocessing Toolbox t o fit t he
cont inuous magnit ude Bode plot . Thr ee st eps ar e involved:
1 Take t he power spectrum density of t he given magnit ude dat a, i.e.,
.
2 Use t he er r or cor r ect ion met hod (r out ine invfreqs) t o fit t he PSD dat a wit h
a r at ional t r ansfer funct ion.
3 Ext r act t he st able and minimum phase par t of t he r ealizat ion.
This met hod is not as numer ically st able as fitd.
See Also fit d, invfr eqs, yulewalk
G s ( )
2
G = s ( )G s ( )
graft
2-43
2gr aft
Purpose Adds r oot br anch ont o a t r ee.
Syntax TR = graft(TR1,B)
TR = graft(TR1,B,NM)
Description graft adds r oot br anch B ont o a t r ee var iable TR1 (pr eviously cr eat ed by tree
or mksys). If TR1 has N br anches, t hen t he numer ical index of t he new br anch
is N+1; and t he numer ical indices of ot her r oot br anches ar e unchanged.
The st r ing name NM, if pr esent , becomes t he name of t he new r oot br anch.
See Also t r ee, mksys, br anch, ist r ee, issyst em, vr sys
h2lqg, dh2lqg
2-44
2h2lqg, dh2lqg
Purpose H
2
opt imal cont r ol synt hesis (cont inuous and discr et e).
Syntax [acp,bcp,ccp,dcp,acl,bcl,ccl,dcl] = (d)h2lqg(A,B1,B2,,D22)
[acp,bcp,ccp,dcp,acl,bcl,ccl,dcl] = (d)h2lqg(A,B1,B2,,D22,aretype)
[sscp,sscl] = (d)h2lqg(TSS)
[sscp,sscl] = (d)h2lqg(TSS,aretype)
Description h2lqg solves H
2
opt imal cont r ol pr oblem; i.e., find a st abilizing
positive-feedback cont r oller for an augment ed syst em
such t hat t he H
2
-nor m of t he closed-loop t r ansfer funct ion mat r ix is
minimized:
The st abilizing feedback law F(s) and t he closed-loop t r ansfer funct ion
ar e r et ur ned as
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
T
y
1
u
1
s ( )
min
F s ( )
T
y
1
u
1 2
:
min
F s ( )
=
1

--- t r ace
0

y
1
u
1
j ( )T
y
1
u
1
j ( ) ( )d
,
_

T
y
1
u
1
s ( )
F s ( ) : acp, bcp, ccp, d cp ( ) =
T
y
1
u
1
s ( ) : acl , bcl , ccl , d cl ( ) =
h2lqg, dh2lqg
2-45
Figure 2-6: H
2
Control Synthesis.
The opt ional input aretype det er mines t he met hod used by ARE solver
aresolv. It can be eit her "eigen" (default ), or "Schur".
dh2lqg solves t he discr et e count er par t of t he pr oblem by dir ect ly for ming t wo
discr et e AREs and solve t hem via daresolv. Not e t hat in cont r ast t o t he H

case, t he bilinear t r ansfor m t echnique does not apply in t he H
2
case. This is
because t he H
2
nor m, unlike t he H

nor m, is not invar iant under bilinear

t r ansfor mat ion.
Examples See t he Tutorial chapt er for design examples and demonst r at ions. Especially,
see t he compar ison bet ween H
2
synt hesis and H

synt hesis in t he Fighter H

2
and H

Design Example in t he Tut or ial sect ion.

Algorithm H2lqg solves t he H
2
-norm optimal control problem by obser ving t hat it is
equivalent t o a convent ional Linear-Quadratic Gaussian optimal control
problem involving cost
F(s)
2
1
P(s)
u
1
y
1
y
u
2
J
L QG
E
T
lim =
1
T
---- y
1
T
0
T

y
1
d t

' ;

E
T
lim =
1
T
---- x
T
u
2
T
[ ]
Q N
c
N
c
T
R
x
u
2
t d
0
T

' ;


E
T
lim =
1
T
---- x
T
u
2
T
[ ]
C
1
T
D
12
T
C
1
D
12
[ ]
x
u
2
t d
0
T

' ;


h2lqg, dh2lqg
2-46
wit h cor r elat ed whit e plant noise and whit e measur ement noise ent er ing
t he syst em via t he channel [B
1
D
21
]
T
and having joint cor r elat ion funct ion
The H
2
opt imal cont r oller F(s) is t hus r ealizable in t he usual LQG manner as
a full-st at e feedback K
c
and a Kalman filt er wit h r esidual gain mat r ix K
f
.
1 Kalman Fi lter
wher e
T
and sat isfies ARE
2 Full-State Feedback
wher e P = P
T
and sat isfies ARE
The final positive-feedback H
2
opt imal cont r oller has a familiar
closed-for m
E
t ( )
t ( )
( ) ( ) [ ]
T

' ;

N
f
N
f
T

=
B
1
D
21
B
1
T
D
21
T
t ( ) =
B
1
B
1
T
B
1
D
21
T
D
21
B
1
T
D
21
D
21
T
= t ( )
x

A = x B
2
+ u
2
K
f
+ y
2
C
2
x D
22
u
2
( )
K
f
C
2
T
N
f
+ ( ) =
1
C
2
T
B
1
D
21
T
+ ( ) = D
21
D
21
T
( )
1
A
T
A + C
2
T
N
f
+ ( )
1
C
2
N
f
T
+ ( ) + 0 =
u
2
K
c
x =
K
c
R
1
= B
2
T
P N
c
T
+ ( ) D
12
T
D
12
( )
1
= B
2
T
P D
12
T
+ C
1
( )
A
T
P P + A PB
2
N
c
+ ( ) R
1
B
2
T
P N
c
T
+ ( ) Q + 0 =
u
2
F s ( )y
2
=
h2lqg, dh2lqg
2-47
It can be easily shown t hat by let t ing t he H
2
-opt imal LQG pr oblem is
essent ially equivalent t o LQ full-state feedback loop transfer recovery (see
ltru). Dually, as you obt ain Kalman filter loop transfer recovery [1]
(see ltry).
Limitations 1 (A, B
2
, C
2
) must be stabilizable and detectable.
2 D
11
must be zer o, ot her wise t he H
2
opt imal cont r ol pr oblem is ill-posed. If a
nonzer o D
11
is given, t he algor it hm ignor es it and comput es t he H
2
opt imal
cont r ol as if D
11
wer e zer o.
3 D
12
and must bot h have full column r ank.
See Also hinf, dhinf, lqg, ltru, ltry, aresolv, daresolv
References [1] J . Doyle and G. St ein, Mult ivar iable Feedback Design: Concept s for a
Classical/Moder n Synt hesis, IEEE Trans. on Automat. Contr ., AC-26, pp.
4-16, 1981.
[2] J . Doyle, Advances in Multivariable Control. Lect ur e Not es at ONR/
Honeywell Wor kshop. Minneapolis, MN, Oct . 8-10, 1984.
[3] M. G. Safonov, A. J . Laub, and G. Har t mann, Feedback Pr oper t ies of
Mult ivar iable Syst ems: The Role and Use of Ret ur n Differ ence Mat r ix, IEEE
Trans. of Automat. Contr., AC-26, pp. 47-65, 1981.
[4] G. St ein and M. At hans, The LQG/LTR Pr ocedur e for Mult ivar iable
Feedback Cont r ol Design, IEEE Trans. on Automat. Contr., AC-32, pp.
105-114, 1987.
F s ( ) :
A K
f
C
2
B
2
K
c
K
f
+ D
22
K
c
K
f
K
c
0
; =
D
21
0
D
12
0
D
21
T
hinf, dhinf, linf
2-48
2hinf, dhinf, linf
Purpose H

opt imal cont r ol synt hesis (cont inuous and discr et e)

Syntax linf
Inputs: A, B1, B2, C1, C2, D11, D12, D21, D22
Outputs: acp, bcp, ccp, dcp, acl, bcl, ccl, dcl
[acp,,acl,,hinfo,ak,,dk22] = (d)hinf(A,,D22)
[acp,,acl,,hinfo,ak,,dk22] = (d)hinf(A,,D22,au,,du)
[acp,,acl,,hinfo,ak,,dk22] = ...
(d)hinf(A,,D22,au,,du,verbose)
[sscp,sscl,hinfo,tssk] = (d)hinf(TSSP)
[sscp,sscl,hinfo,tssk] = (d)hinf(TSSP,ssu,)
[sscp,sscl,hinfo,tssk] = (d)hinf(TSSP,ssu,verbose)
Description linf and hinf solve t he small-gain infinit y-nor m r obust cont r ol pr oblem; i.e.,
find a st abilizing cont r oller F(s) for a syst em
such t hat t he closed-loop t r ansfer funct ion sat isfies t he infinit y-nor m
inequalit y
Figure 2-7: Particular F(s)
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
T
y
1
u
1
sup

m a x
T
y
1
u
1
j ( ) ( ) 1 <

=
F(s)
2
1
P(s)
u
1
y
1
y
u
2
hinf, dhinf, linf
2-49
St at e-space mat r ices for a par t icular solut ion F(s) and t he cor r esponding
ar e r et ur ned as
linf finds t he solut ion F(s) using t he Hankel approximation algor it hm
out lined in [15], wher eas hinf uses a mor e r ecent two-Riccati algor it hm [18, 8,
9, 3, 5, 6, 17].
In gener al, t he solut ion t o t he infinit y-nor m opt imal cont r ol pr oblem is
non-unique. Wher eas linf comput es only a par t icular F(s), hinf comput es in
addit ion t he all- solut ion cont r oller par amet er izat ion K(s) such t hat all
solut ions t o t he infinit y-nor m cont r ol pr oblem ar e par amet er ized by a fr ee
st able cont r act ion map U(s) const r ained by (see Figur e 2-8,
All-solut ion F(s)). By default hinf will set U(s) = 0, if no U(s) is supplied. But if
you specify
U(s) := (au, bu, cu, du) in advance, hinf will comput e t he cor r esponding F(s) as
shown in Figur e 2-8, All-solut ion F(s).
Figure 2-8: All-solution F(s)
An impor t ant use of t he infinit y-nor m cont r ol t heor y is for dir ect shaping of
closed-loop singular value Bode plot s of cont r ol syst ems. In such cases, t he
syst em P(s) will t ypically be t he plant augment ed wit h suit able loop-shaping
filt er s see augss and augtf.
T
y u
i
s ( )
F s ( ) : acp bcp ccp d cp , , , ( ) = or sscp
T
y
1
u
1
s ( ) : acl bcl ccl d cl , , , ( ) = or sscl
U s ( )

1 < ( )
2
1
u
1
y
1
y
u
2
F(s)
U(s)
2
u
y
1
y
1
P(s)
1
2
K(s)
hinf, dhinf, linf
2-50
dhinf solves t he discr et e count er par t of t he pr oblem using bilinear t r ansfor m
bilin, since t he infinit y nor m of a given discr et e pr oblem is pr eser ved under
such a t r ansfor mat ion in t he cont inuous domain. The r esult ing cont inuous H

cont r oller is t hen t r ansfor med back t o t he discr et e domain via t he inver se
bilinear t r ansfor m inside pr ogr am dhinf. The discr et e t ime H

t heor y is
document ed nicely in [10].
Examples See t he Tutorial chapt er for H

design examples and t heir demonst r at ions in

rctdemo. Also see t he examples in hinfopt.
Algorithm linf implement s t he fir st gener at ion st at e-space H

t heor y developed in 1984

t o 1987 ([2, 14, 1, 4]), which split s t he H

pr oblem int o t hr ee phases:

1 Plant augment at ion (see augtf, augss).
2 Youla par amet r izat ion (see youla).
3 Int er polat ion via opt imal ant icausal descr ipt or Hankel appr oximat ion (see
ohklmr).
The bot t leneck of linf algor it hm is t he lengt hy model r educt ion wor k r equir ed
in st ep 3. However , successful r esult s using linf have been r epor t ed in [12, 16].
The 2-Riccat i H

cont r oller has been der ived via t wo dist inct appr oaches
game theory (in time domain) and all-pass embedding (in frequency domain).
The game t heor y appr oach is concept ually abst r act but leads t o a much simpler
der ivat ion. In 1977 Mageir ou and Ho [11] solved t he full-st at e feedback case
via game t heor y and ot her s [7] lat er r ediscover ed it . Subsequent ly, Doyle et
al.[3] ext ended t he full-st at e feedback r esult int o it s obser ver dual and
est ablished a separ at ion pr inciple for H

(a count er par t of t he LQG). A

fr equency domain der ivat ion for t he dynamical out put feedback case was
init iat ed by Limebeer , et al. [8, 9, 6] using Par r ot t s all-pass embedding
t echnique and t he opt imal Hankel nor m t heor em. Bot h appr oaches r equir e a
lar ge effor t and much algebr aic manipulat ion t o handle all but ver y special
cases in which t he plant C and D mat r ices sat isfied cer t ain condit ions.
Safonov et al. [17] developed a loop-shift ing t echnique t o simplify t he
der ivat ions, int r oduced a descr ipt or mat r ix-pencil r epr esent at ion and
impr oved exist ence condit ions. The lat t er eliminat ed numer ical inst abilit ies
t hat had plagued pr evious for mulat ions of t he H

cont r ol t heor y. A mat r ix

pencil is an s-dependent mat r ix of t he for m As + B. The gener alized eigenvalues
of a r egular squar e mat r ix pencil, denot ed i(As + B), ar e t he values of at s C
hinf, dhinf, linf
2-51
which t he det er minant of t he pencil vanishes; numer ically r obust algor it hms
exist for comput ing t he gener alized eigenvalues and associat ed eigenspaces.
hinf implement s t he loop-shift ing t wo-Riccat i for mulae for t he infinit y-nor m
cont r ol [17]. The chief advant age of hinf over linf is t hat t he lengt hy
numer ically sensit ive model r educt ion wor k is complet ely eliminat ed. Inst ead,
hinf pr oduces an H

cont r oller wit h t he same st at e dimension as t he

augment ed plant P(s).
Limitations In cont r ast t o t he H
2
pr oblem, a solut ion t o t he infinit y-nor m cont r ol pr oblem
does not exist for ever y P(s). Er r or messages such as Riccati solver fails ar e
possible indicat ions t hat t he augment ed syst em P(s) ar ises fr om singular -value
Bode plot specificat ions t hat ar e infeasible or , possibly, t hat cer t ain ot her
well-posedness condit ions have been violat ed. In par t icular , t he algor it hms
linf and hinf r equir e t hat t he following condit ions hold: [13]
t hat is, D
12
must be a t all mat r ix wit h full column r ank.
t hat is, D
21
must be a fat mat r ix wit h full r ow r ank.
Car eful pr oblem for mulat ions can avoid some numer ically or physically
ill-posed H

pr oblems. For example,

1 Always include a pr oper cont r ol weight ing W
2
t o ensur e t hat D
12
is a full
column r ank (r ef. augtf)
2 For m a st andar d mix-sensit ivit y pr oblem wit h D
21
squar e. This for mulat ion
has solved a lot of r eal wor ld cont r ol pr oblems (flight cont r ol, lar ge space
st r uct ur e, spacecr aft at t it ude cont r ol, et c.).
3 Use some classical loop-shaping judgment s t o penalize your physical
var iables.
4 If st ill no solut ion is found, t r y -It er at ion hinfopt on t he pr oblem.
If you have exhaust ed all t he above possibilit ies, you can always call t he
aut hor s for help.
r ank D
12
( ) dim = u
2
( ) dim y
1
( )
r ank D
21
( ) dim = y
2
( ) dim u
1
( )
hinf, dhinf, linf
2-52
See Also augss, augtf, h2lqg, hinfdemo, linfdemo, lqg, ltru, ltry
References [1] R. Y. Chiang and M. G. Safonov, The LINF Comput er Pr ogr am for L
Cont r oller Design, USC r epor t EECG-0785-1, ver . 1.0 2.0, J uly, 1986 and
1987.
[2] J . Doyle, Advances in Multivariable Control. Lect ur e Not es at ONR/
Honeywell Wor kshop. Minneapolis, MN, Oct . 8-10, 1984.
[3] J . Doyle, K. Glover , P. Khar gonekar , and B. Fr ancis, St at e-space solut ions
t o st andar d H
2
and H

cont r ol pr oblems, IEEE Trans. Automat. Contr.,

AC-34, no. 8, pp. 831-847, Aug. 1989.
[4] B. A. Fr ancis, A Course in H

Control Theory, Spr inger -Ver lag: 1987.

[5] K. Glover and J . C. Doyle, St at e Space For mulae for All St abilizing
Cont r oller s t hat Sat isfy an H

-Nor m Bound and Relat ions t o Risk Sensit ivit y,

S ystems and Control Letters, 1988.
[6] K. Glover , D. J . N. Limebeer , J . C. Doyle, E. M. Kasenally and M. G.
Safonov, A Char act er izat ion of All Solut ions t o t he Four Block Gener al
Dist ance Pr oblem, S IAM J . Control and Opt., vol. 27, pp. 283-324, 1991.
[7] P. P. Khar gonekar , I. R. Pet er sen, and M. A. Rot ea, H

opt imal cont r ol

wit h st at e feedback, IEEE Trans. Automat. Contr ., AC-33, pp. 783-786, 1988.
[8] D.J .N. Limebeer and E. Kasenally, unpublished not es, 1987.
[9] D.J .N. Limebeer , E. M. Kasenally, E. J aimouka, and M. G. Safonov, A
Char act er izat ion of All Solut ions t o t he Four Block Gener al Dist ance Pr oblem,
Proc. 27th IEEE Conf. Decision Contr., Aust in, TX, 1988.
[10] D.J .N. Limebeer , M. Gr een, and D. Walker , Discr et e Time H

cont r ol,
Proc. of Conf. on Decision and Control, Tampa, FL., Dec. 1989.
[11] E. F. Mageir ou and Y. C. Ho, Decent r alized St abilizat ion via Game
Theor et ic Met hods, Automatica, vol. 13, pp. 393-399, 1977.
[12] M. G. Safonov and R. Y. Chiang, CACSD Using t he St at e-Space L
Theor y A Design Example, Proc. IEEE Conf. on CACS D, Washingt on D. C.,
Sep. 24-26, 1986, also IEEE Trans. on Automat. Contr., AC-33, No. 5, pp.
477-479, May 1988.

hinf, dhinf, linf

2-53
[13]M. G. Safonov, Imaginar y-Axis Zer os in Mult ivar iable H

Opt imal
Cont r ol, in R. F. Cur t ain (edit or ), Modelling, Robustness and S ensitivity
Reduction in Control S ystems, pp. 71-81, Spr inger -Ver lag, Ber lin, 1987. Proc.
NATO Advanced Research Workshop on Modeling, Robustness and S ensitivity
Reduction in Control S ystems, Gr oningen, The Net her lands, Dec. 1-5, 1986.
[14] M. G. Safonov, E. A. J onckheer e, M. Ver ma and D. J . N. Limebeer ,
Synt hesis of Posit ive Real Mult ivar iable Feedback Syst ems, Int. J . Control,
vol. 45, no. 3, pp. 817-842, 1987.
[15] M. G. Safonov, R. Y. Chiang, and D. J . N. Limebeer , Hankel Model
Reduct ion wit hout Balancing A Descr ipt or Appr oach, Proc. IEEE Conf. on
Decision and Control, Los Angeles, CA, Dec. 9-11, 1987.
[16] M. G. Safonov, R. Y. Chiang and H. Flashner , H

Cont r ol Synt hesis for a

Lar ge Space St r uct ur e, AIAA J . Guidance, Control and Dynamics, 14, 3, pp.
513-520, May/J une 1991.
[17] M. G. Safonov, D. J . N. Limebeer and R. Y. Chiang, Simplifying t he H

Theor y via Loop Shift ing, Mat r ix Pencil and Descr ipt or Concept s, Int. J .
Contr., vol. 50, no. 6, pp. 2467-2488, 1989.
[18] G. St ein, Lecture Notes, Tutorial Workshop on H

Control Theory, Los

Angeles, CA, Dec. 7-8, 1987.
hinfopt
2-54
2hinfopt
Purpose H

opt imal cont r ol synt hesis via -it er at ion.

Syntax [gamopt,acp,,dcp,acl,,dcl] = hinfopt(A,,D22)
[gamopt,acp,,dcp,acl,,dcl] = hinfopt(A,,D22,gamind)
[gamopt,acp,,dcp,acl,,dcl] = hinfopt(A,,D22,gamind,aux)
[gamopt,sscp,sscl] = hinfopt(tss)
[gamopt,sscp,sscl] = hinfopt(tss,gamind)
[gamopt,sscp,sscl] = hinfopt(tss,gamind,aux)
Description hinfopt does H

-it er at ion t o comput e t he opt imal H

cont r oller using t he

loop-shift ing t wo-Riccat i for mulae of hinf. The out put gamopt is t he opt imal
for which t he cost funct ion can achieve under a pr eset t oler ance
An opt ional input var iable aux specifies t he t oler ance t hat st ops t he -it er at ion
wher e maxgam and mingam denot es a r ange for -it er at ion t o be car r ied out .
The default value of aux is [0.01 1 0]. Anot her opt ional input var iable gamind
specifies t he indices of t he cost funct ion out put channels (i.e.,r ows) t o be scaled
by . Default for gamind is t o scale all t he out put channels (gamind = 1: n).
Algorithm A binar y sear ch algor it hm is coded in hinfopt t o achieve t he r equir ed
-it er at ion. The it er at ion logic is based on t he H

exist ence t est s per for med

inside hinf and r ecor ded in t he out put var iable hinfo of hinf. The sear ch of
opt imal st ops whenever t he r elat ive er r or bet ween t wo adjacent st able
solut ions is less t han t he t oler ance specified. For most pr act ical pur poses, t he
t oler ance can be set at 0.01 or 0.001.
Examples Following ar e t hr ee simple pr oblems solved via hinfopt wit h t he SISO plant
T
y u
i
T
y
1
u
1
gam i n d : , ( )
T
y
1
u
1
ot h eri n d : , ( )

1
au x t ol m axgam m i n gam [ ] =
G s ( )
s 1
s 2
------------ =
hinfopt
2-55
Pr oblem 1: Mixed-Sensit ivit y , no W
3
.
[ag,bg,cg,dg] = tf2ss([1 -1],[1 -2]);
ssg = mksys(ag,bg,cg,dg);
w1 = [0.1*[1 100];[100 1]]; w2 = [0.1;1]; w3 = [];
[TSS] = augtf(ssg,w1,w2,w3);
[gamopt,sscp,sscl] = hinfopt(TSS,[1:2],[0.001,1,0]);
In t his case,
opt
= 1.5146.
Pr oblem 2: W
1
is r emoved.
w1 = [];
[TSS] = augtf(ssg,w1,w2,w3);
[gamopt,sscp,sscl] = hinfopt(TSS,1,[0.001,1,0]);
In t his case,
opt
= 2.5, F(s) = 4/3.
Pr oblem 3: , W
2
is r emoved.
w1 = [1 1;10 1]; w2 = [];
[TSS] = augtf(ssg,w1,w2,w3);
[gamopt,sscp,sscl] = hinfopt(TSS,1,[0.001,1,0]);
For t his pr oblem, .
These t hr ee ver y simple pr oblems can be also solved analyt ically using t he
int er polat ion t echnique of [1], augment ed in t he case of pr oblem 1 wit h t he
t wo-block t o one-block embedding t echnique of [2]. The r esult s of hinfopt
mat ch t he exact solut ions ver y well.
See Also augss, augt f, hinf, linf
References [1] G. Zames and B. A. Fr ancis, Feedback, Minimax Sensit ivit y, and Opt imal
Robust ness, IEEE Trans. on Autom. Control, AC-28, 5, pp. 585-601, May 1983.
[2] M. Ver ma and E. A. J onckheer e, L -Compensat ion wit h Mixed Sensit ivit y
as a Br oadband Mat ching Pr oblem, S ystems and Control Letters, 4, pp.
125-129, May 1984.
W
1
0.1 s 1000 + ( )
100s 1 +
----------------------------------- W
2
0.1 = , =
W
1
s 1 +
10s 1 +
------------------- =
F s ( ) ,
op t
11 6 =

imp2ss
2-56
2imp2ss
Purpose Syst em r ealizat ion via Hankel singular value decomposit ion.
Syntax [a,b,c,d,totbnd,svh] = imp2ss(y)
[a,b,c,d,totbnd,svh] = imp2ss(y,ts,nu,ny,tol)
[ss,totbnd,svh] = imp2ss(imp)
[ss,totbnd,svh] = imp2ss(imp,tol)
Description The funct ion imp2ss pr oduces an appr oximat e st at e-space r ealizat ion of a
given impulse r esponse
imp=mksys(y,t,nu,ny,'imp');
using t he Hankel SVD met hod pr oposed by S. Kung [2]. A cont inuous-t ime
r ealizat ion is comput ed via t he inver se Tust in t r ansfor m (using bilin) if t is
posit ive; ot her wise a discr et e-t ime r ealizat ion is r et ur ned. In t he SISO case t he
var iable y is t he impulse r esponse vect or ; in t he MIMO case y is a N+1-column
mat r ix cont aining N + 1 t ime samples of t he mat r ix-valued impulse r esponse
H
0
, , H
N
of an nu-input , ny-out put syst em st or ed r ow wise:
The var iable tol bounds t he H

nor m of t he er r or bet ween t he appr oximat e

r ealizat ion (a, b, c, d) and an exact r ealizat ion of y; t he or der , say n, of t he
r ealizat ion (a, b, c, d) is det er mined by t he infinit y nor m er r or bound specified
by t he input var iable tol. The input s ts, nu, ny, tol ar e opt ional; if not pr esent
t hey default t o t he values ts = 0, nu = 1, ny = (no. of r ows of y)/nu, .
The out put r et ur ns t he singular values (ar r anged in
descending or der of magnit ude) of t he Hankel mat r ix:
y H
0
: ( ) H
2
: ( ) H
3
: ( ) ; ; ; H
N
: ( ) ; [ ] =
tol 0.01
1
=
svh
1
,
2
, [ ] =

H
1
H
2
H
3
H
N
H
2
H
3
H
4
0
H
3
H
4
H
5
0
H
N
0 0s
=
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
imp2ss
2-57
Denot ing by G
N
a high-or der exact r ealizat ion of y, t he low-or der appr oximat e
model G enjoys t he H

nor m bound
wher e
Algorithm The r ealizat ion (a, b, c, d) is comput ed using t he Hankel SVD pr ocedur e
pr oposed by Kung [2] as a met hod for appr oximat ely implement ing t he
classical Hankel fact or izat ion r ealizat ion algor it hm. Kungs SVD r ealizat ion
pr ocedur e was subsequent ly shown t o be equivalent t o doing balanced
t r uncat ion (balmr) on an exact st at e space r ealizat ion of t he finit e impulse
r esponse {y(1),.y(N)} [3]. The infinit y nor m er r or bound for discr et e balanced
t r uncat ion was lat er der ived by Al-Saggaf and Fr anklin [1]. The algor it hm is
as follows:
1 For m t he Hankel mat r ix fr om t he dat a y.
2 Per for m SVD on t he Hankel mat r ix
wher e
1
has dimension n n and t he ent r ies of
2
ar e near ly zer o. U
1
and V
1

have ny and nu columns, r espect ively.
3 Par t it ion t he mat r ices U
1
and V
1
int o t hr ee mat r ix blocks:
wher e and .
G G
N

totbnd
totbnd 2 =
i
i n = 1 +
N

UV

U
1
U
2
[ ] = =

1
0
0
2
V

1
V

2
U
1
=
1
V

1
U
1
U
11
U
12
U
13
= ;
V
11
V
12
V
13
U
11
, U
13
C
n y n
V
11
, V
13
C
n u n

imp2ss
2-58
4 A discr et e st at e-space r ealizat ion is comput ed as
wher e
5 If t he sampling t ime t is gr eat er t han zer o, t hen t he r ealizat ion is conver t ed
t o cont inuous t ime via t he inver se of t he Tust in t r ansfor m
ot her wise, t his st ep is omit t ed and t he discr et e-t ime r ealizat ion calculat ed in
St ep 4 is r et ur ned.
See Also ohklmr , schmr , balmr , bst schmr
References [1] U. M. Al-Saggaf and G. F. Fr anklin, An Er r or Bound for a Discr et e Reduced
Or der Model of a Linear Mult ivar iable Syst em, IEEE Trans. on Autom. Contr.,
AC-32, pp. 815-819, 1987.
[2] S. Y. Kung, A New Ident ificat ion and Model Reduct ion Algor it hm via
Singular Value Decomposit ions, Proc.Twelth Asilomar Conf. on Circuits,
S ystems and Computers., pp. 705-714, November 6-8, 1978.
[3] L. M. Silver man and M. Bet t ayeb, Opt imal Appr oximat ion of Linear
Syst ems, Proc. American Control Conf., San Fr ancisco, CA, 1980.
A
1
1 2
= U
1
1 2
B
1
1 2
= V

11
C U
11

1
1 2
=
D H
0
=
U
U
11
U
12

=
U
12
U
13
s
2
t
--- =
z 1
z 1 +
------------;
interc
2-59
2int er c
Purpose Gener al mult ivar iable int er connect ed syst em.
Syntax [acl,bcl,ccl,dcl] = interc(a,b,c,d,m,n,f)
[sscl] = int er c(ss,m,n,f)
Description interc comput es st at e-space r ealizat ion of a mult ivar iable int er connect ed
syst em closed loop, given syst em and const ant blocks
M, N, and F r epr esent ing t he int er connect ions (see block diagr am).
Figure 2-9: General MIMO Interconnection.
The r esult ing syst em closed-loop is
wher e X = (I DF)
1
.
Examples Consider a syst em wit h t hr ee subsyst ems (G
1
, G
2
, G
3
) wher e each of t he
subsyst ems has it s own st at e-space r epr esent at ion (A
x
, B
x
, C
x
, D
x
). If t he
over all syst em is int er connect ed as shown in t he Figur e 2-10, Example of
MIMO Int er connect ion., t hen
P s ( ) : C = I s A ( )
1
B D +
y u
+
F
N P(s)
M
+
A
cl
B
cl
C
cl
D
cl
:
A BFXC + B M FXDM + ( )
N XC N XDM
=
P s ( )
G
1
s ( ) 0 0
0 G
2
s ( ) 0
0 0 G
3
s ( )
,




_
=
interc
2-60
and t he associat ed const ant blocks M, N, F and for t his pr oblem ar e
Figure 2-10: Example of MIMO Interconnection.
Using t he following MATLAB commands, you can easily get a st at e-space
r ealizat ion of P(s) as
[AA,BB,CC,DD] = append(A1,B1,C1,D1,A2,B2,C2,D2);
[AA,BB,CC,DD] = append(AA,BB,CC,DD,A3,B3,C3,D3);
Then, t he st at e-space r epr esent at ion (Acl, Bcl, Ccl, Dcl) of t he whole syst em
fr om u y is
[Acl,Bcl,Ccl,Dcl] = interc(AA,BB,CC,DD,M,N,F);
Not e t hat t he r esult ing syst em is not necessarily minimal; for example,
pole-zer o cancellat ions t hat ar ise as a r esult of t he int er connect ion lead t o such
a nonminimal st at e-space r ealizat ion. Model r educt ion r out ines such as
M
I
0
0
=
N
I 0 0
=
F
0 0 I
0 0 I
I I 0
=
3
2
1
+
+
+
+
u y
G
G
G
interc
2-61
minreal, schmr, ohklmr, or bstschmr can be helpful in r emoving any
uncont r ollable and/or unobser vable modes.
See Also append, feedback, lft f, sect f, t fm2ss
iofr, iofc
2-62
2iofr , iofc
Purpose Inner -out er fact or izat ion (r ow t ype).
Inner -out er fact or izat ion (column t ype).
Syntax [ain,,ainp,,aout,] = iofr(c)(a,bcd)
[ssin,ssinp,ssout] = iofr(c)(ss)
Description A squar e t r ansfer funct ion M(s) is outer if it is pr oper and st able and has an
inver se t hat is also pr oper and st able. A t r ansfer funct ion of dimension
m by n is inner if it is st able and sat isfies
or
When has a complementary inner (or all-pass extension)
such t hat or is squar e and inner .
Iofr comput es an inner -out er fact or izat ion for a st able t r ansfer funct ion
for which m n such t hat
s ( )

T
s ( ) s ( ) I = , s i f m n , row t ype ( ) ,
s ( )
T
s ( ) I = , s i f m n , col u m n t ype ( ) ,
m n , s ( )

s ( )
s ( )

s ( ) [ ]
s ( )

s ( )
G s ( ) : A, B, C D , ( ) =
G

[ ] =
M
0
iofr, iofc
2-63
The out put var iables ar e defined as
iofc comput es an inner -out er fact or izat ion for t he case of m < n via dualit y by
applying iofr t o G
T
(s), t hen t r ansposing t he r esult .
Algorithm iofr implement s t he algor it hm descr ibed in [1], wher e it is shown t hat
inner -out er fact or izat ion r elat es closely t o t he st andar d optimal LQ control
problem as follows:
Given a t r ansfer funct ion G(s) := (A, B, C, D) of dimension m n (m n), t he
LQR opt imal cont r ol u = Fx = R
-1
(XB + N)
T
x st abilizes t he syst em and
minimizes t he quadr at ic cost funct ion
as , sat isfies t he algebr aic Riccat i equat ion
Mor eover , t he opt imal r et ur n differ ence I + L(s) = I + F(Is A)
-1
B sat isfies t he
optimal LQ return difference equality:
ssin

= s ( ) :
A

=
ssimp

= s ( ) :
A

=
ssout
M s ( )
0
= :
A
M
B
M
C
M
D
M
=
J
1
2
--- = x
T
t
f
( )P
1
x t
f
( ) x
T
u
T
[ ]
t
0
t
f

+
Q N
N
T
R
x
u
d t
,

_
t
f
wher e X X
T
= 0 > ,
A
T
X X + A XB N + ( ) R
1
XB N + ( )
T
Q + 0 =
I L + ( )

R I L + ( )

I [ ] =
Q N
N
T
R

I
iofr, iofc
2-64
wher e , and
It may be easily shown [1] t hat t he r et ur n differ ence equalit y implies t hat an
inner -out er fact or izat ion of G(s) is given by
and
The var iables X and F ar e comput ed via t he MATLAB command:
[F,X] = lqr(A,B,Q,R,N) = lqr(A,B,C'*C,D'*D,C'*D).
The mat r ix X
-1
is a gener alized inver se (e.g., a pseudoinver se). Alt hough X may
be singular , is well defined since t he left null-space of
includes t he left null-space of X [1].
Iofc applies iofr t o G
T
(s), t hen t r ansposes t he r esult .
Limitations The inner -out er fact or izat ion r equir es t he syst em G(s) t o be st able and t o have
neit her poles nor t r ansmission zer os on t he j-axis or at . In par t icular D
must have full column r ank for iofr or full r ow r ank for iofc.
See Also sfl, sfr
References [1] J . Doyle, Advances in Multivariable Control. Lect ur e Not es at ONR/
Honeywell Wor kshop. Minneapolis, MN, Oct . 8-10, 1984.
[2] M. G. Safonov, E. A. J onckheer e, M. Ver ma and D. J . N. Limebeer ,
Synt hesis of Posit ive Real Mult ivar iable Feedback Syst ems, Int. J . Control,
vol. 45, no. 3, pp. 817-842, 1987.
s ( ) I s A ( )
1
= B,

s ( )
T
= s ( )
Q N
N
T
R
C
T
D
T
= C D [ ]
s ( )

s ( ) [ ]
A BF BR
1 2
X
1
C
T
D

C DF DR
1 2
D

=
M
1
s ( )
A BF BR
1 2
F R
1 2
=
X
1
C
T
D

C
T
D

lftf
2-65
2lft f
Purpose Two-por t or one-por t st at e-space linear fr act ional t r ansfor mat ion.
Syntax [a,b1,b2,c1,c2,d11,d12,d21,d22] =
lftf(A,B1,B2,,a,b1,b2,)
[aa,bb,cc,dd] =
lftf(a,b1,b2,c1,c2,d11,d12,d21,d22,aw,bw,cw,dw)
[aa,bb,cc,dd] =
lftf(aw,bw,cw,dw,a,b1,b2,c1,c2,d11,d12,d21,d22)
tss = lftf(tss1,tss2)
ss = lftf(tss1,ss2)
ss = lftf(ss1,tss2)
Description lftf comput es a st at e-space closed loop t r ansfer funct ion fr om input u
1
t o
out put (see Figur e 2-11, Two-Por t Linear Fr act ional Tr ansfor mat ion.), given
t he open loop t r ansfer funct ion fr om u
1
t o y
1
and t he t r ansfer funct ion tss2 fr om u
2
t o y
2
Eit her of t he syst ems (tss1 or tss2) can be one-por t st at e space or t wo-por t .
lftf also handles t he case when some of t he A, B or C mat r ices ar e empt y.
The out put var iables will be r et ur ned in st at e-space for m or , if t he input s ar e
in t he opt ional mksys for m, t hen t he r et ur ned out put s will likewise be in mksys
for m.
t ss1 :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
t ss2 :
a b
1
b
2
c
1
d
11
d
12
d
2
d
21
d
22
=
lftf
2-66
Figure 2-11: Two-Port Linear Fractional Transformation.
Algorithm lftf implement s t he for mulae in [1] for (aa, bb, cc, dd), when t he second input
syst em is a one-por t :
wher e .
The for mula for t he ot her cases ar e similar .
See Also int er c, sect f
References 1 M. G. Safonov, E. A. J onckheer e, M. Ver ma and D. J . N. Limebeer ,
Synt hesis of Posit ive Real Mult ivar iable Feedback Syst ems, Int. J .
Control, vol. 45, no. 3, pp. 817-842, 1987.
2
P (s)
1
P (s)
(optional) (optional) (optional)
(optional) (optional)
22 21
12 11
22 21
12 11
P P
P P
p
P
P P
2
u
2
y
1
y
1
u
A

, B

, ,
A B
2
D

XC
2
+ B
2
C

XD
22
C

+ ( ) B
1
B
2
D

XD
21
+
B

XC
2
A B

XD
22
C

+ B

XD
21
C
1
D
12
D

XC
2
+ d
12
C

XD
22
C

+ ( ) D
11
D
12
D

XD
21
+
X I D
22
D

( )
1
=
lqg
2-67
2lqg
Purpose LQG opt imal cont r ol synt hesis.
Syntax [af,bf,cf,df] = lqg(A,B,C,D,W,V)
[ssf] = lqg(ss,w,v)
Description lqg comput es an opt imal comput es an opt imal cont r oller t o st abilize t he plant
G(s)
and minimize t he quadr at ic cost funct ion
Figure 2-12: LQG Synthesis.
The plant noise and measur ement noise ar e whit e and Gaussian wit h joint
cor r elat ion funct ion
x

Ax = Bu + +
y Cx = Du + +
J
L QG
E
T
lim = x
T
u
T
[ ]
0
T

Q N
c
N
c
T
R
x
u
d t


' ;


+ +
+
+
+
-
Plant noise
+
+
Sensor noise
F(s) B C(Is-A)
-1
LQG Controller
Plant
D
E
t ( )
r ( )
t ( ) r ( ) [ ]
T

' ;

N
f
N
f
T

= t r ( )
lqg
2-68
The input var iables W and V ar e
The LQG cont r oller is r et ur ned as F(s) := (af, bf, cf, df).
Algorithm The solut ion of t he LQG pr oblem is a combinat ion of t he solut ions of Kalman
filtering and full-state feedback pr oblems based on t he so-called separation
principle. The individual pr oblems ar e explained under lqe and lqr in t he
Control S ystem Toolbox. The final negative-feedback cont r oller
has t he for m (e.g. [1])
Not e t hat t he sign of is minus t hat in t he funct ion h2lqg; t his is because
by convent ion lqg feedback is negat ive (i.e, ) while t he h2lqg is
posit ive (i.e, ). The lqg feedback can also be r ealized as a full-st at e
feedback and Kalman filt er :
See Also h2lqg, hinf, hinfdemo, linf, linfdemo, lt r u, lt r y
References [1] M. At hans, The Role and Use of t he St ochast ic Linear -Quadr at ic-Gaussian
Pr oblem in Cont r ol Syst em Design, IEEE Trans. Automat. Contr ., AC-16, pp.
529-552, Dec. 1971.
W
Q N
c
N
c
T
R
= ; V
N
f
N
f
T

=
u F s ( )y =
F s ( ) :
A K
f
C
2
B
2
K
c
K
f
+ D
22
K
c
K
f
K
c
0
=
F s ( )
u F s ( )y =
u F s ( )y =
u K
c
= x (full-st at e feedback)
x

A = x B + u K
f
+ y C x Du ( ) (Kalman feedback)
ltru, ltry
2-69
2lt r u, lt r y
Purpose LQG loop t r ansfer r ecover y.
Syntax [af,bf,cf,df,svl] = ltru(A,B,C,D,Kc,Xi,Th,r,w)
[af,bf,cf,df,svl] = ltry(A,B,C,D,Kf,Q,R,q,w)
[ssf,svl] = ltru(ss,Kc,Xi,Th,r,w,svk)
[ssf,svl] = ltry(ss,Kf,Q,R,q,w,svk)
Description Given a plant wit h t r ansfer funct ion , ltru
implement s t he Doyle-St ein pr ocedur e for r ecover ing full-st at e-feedback loop
t r ansfer funct ion
via a Kalman-filt er -r econst r uct ed st at e feedback wit h fict it ious plant noise.
Singular -value Bode plot s of t he r econst r uct ed-st at e loop t r ansfer funct ion
mat r ix
ar e comput ed and displayed for each value of t he fict it ious noise int ensit y
par amet er r, so t hat you can obser ve t he loop-t r ansfer r ecover y as r incr eases,
Input var iables ar e:
A,B,C,D := , (t he plant )
ss = opt ional syst em mat r ix for m
Kc full-st at e feedback gain mat r ix
Xi nominal plant noise int ensit y
Th measur ement noise int ensit y
r r ow vect or of int ensit ies of fict it ious plant noise
fr equencies for Bode plot
The r ow vect or r cont ains a set of r ecover y gains (e.g., ).
ltru will it er at ively comput e t he singular -value Bode plot of t he loop gain
F(s)G(s) and plot t he associat ed cur ves in fr ont of t he user , unt il t he gain vect or
r r uns out of it s ent r ies.
G s ( ) D = C + I s A ( )
1
B
L s ( ) K
c
= I s A ( )
1
B
L
r
s ( ) F = s ( )G s ( ) K
c
I s A B + K
c
K
f
+ C K
f
DK
c
( )
1
K
f
[ ] = G s ( )
L
r
r
lim j ( ) L = j ( )
A B
C D
1 1. e5 1. e15 , , [ ]
ltru, ltry
2-70
The cont r oller F(s) cor r esponding t o t he last value of r is r et ur ned in
st at e-space (af,bf,cf,df). All t he singular values (MIMO case) or t he Nyquist
loci (SISO case) will be r et ur ned in var iable svl. The fr equency r esponse of
L(j) is st or ed in svk which can be passed int o ltru as an opt ional input and
displayed super imposed on t he fr equency plot s of L
r
(j).
ltry does t he dual pr oblem, i.e., r ecover y of t he obser ver loop t r ansfer
funct ion
Examples Consider t he fight er design example in [2]. Apply t he LTR pr ocedur e ltry t o
t he plant model, and let t he obser ver be a Kalman-Bucy filt er .
The init ial cost and r ecover y gains used in t his example ar e
The singular value Bode plot is shown in Figur e 2-13, Example of LQG/LTR at
Plant Out put ..
The LQG/LTR loop t r ansfer funct ion conver ges in t he limit (as q incr eases t o
) t o C (Is A)
-1
K
f
, which is t he KBF loop t r ansfer funct ion.
Algorithm The cont r oller F(s) is comput ed as

wher e, in ltru, t he Kalman filt er gain is and sat isfies t he
Kalman filt er Riccat i equat ion
In ltry gain Kc is comput ed as wher e P sat isfies t he full-st at e
Riccat i equat ion
The t heor y is document ed in [1].
L
q
s ( ) C = I s A ( )
1
K
f
BB
T
= , I = , Q q = C
T
C R I , = ,
q 1 1e5 1e10 1e15 , , , [ ] =
F s ( ) K
c
I s A B + K
c
K
f
+ C K
f
DK
c
( )
1
K
f
=
K
f
C
T

1
=
0 = A
T
A + C
T

1
C rBB
T
+ +
K
c
R
1
= B
T
P
0 P = A A
T
+ P PBR
1
B
T
P Q qC
T
+ + C
ltru, ltry
2-71
Figure 2-13: Example of LQG/ LTR at Plant Output.
Limitations The ltru pr ocedur e may fail for nonminimum phase plant s or for plant s wit h
number of cont r ol input s exceeds t he number of measur ement out put s. The
dual pr ocedur e ltry may fail for nonminimum phase plant s or for plant s wit h
fewer input s t han out put s.
See Also h2lqg, hinf, hinfdemo, lqg, lt r demo
References [1] J . Doyle and G. St ein Mult ivar iable Feedback Design: Concept s for a
Classical/Moder n Synt hesis, IEEE Trans. on Automat. Contr., AC-26, pp.
4-16, 1981.
[2] M. G. Safonov, A. J . Laub, and G. Har t mann, Feedback Pr oper t ies of
Mult ivar iable Syst ems: The Role and Use of Ret ur n Differ ence Mat r ix, IEEE
Trans. of Automat. Contr., AC-26, pp. 47-65, 1981.
-300
-250
-200
-150
-100
-50
0
50
10
-4
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
10
4
LQG/LTR @ PLANT OUTPUT
Rad/Sec
S
V

(
D
B
)
- & -- : Kalman Filter Gain
.. & .-: q = 1
- & -- : q = 1e5
.. & .-: q = 1e10
- & -- : q = 1e15
mksys, vrsys, issystem
2-72
2mksys, vr sys, issyst em
Purpose Cr eat e a single MATLAB var iable cont aining all t he mat r ices descr ibing a
syst em, t heir dimensions and t heir st andar d names (depending on t he t ype
of syst em). mksys implement s t he Robust Control Toolbox syst em dat a
st r uct ur e used t o simplify user int er act ion wit h funct ions whose input or
out put var iables include st at e-space syst ems, t r ansfer funct ion mat r ices, or
ot her t ypes of syst ems.
Syntax S = mksys(a,b,c,d)
S = mksys(v1,v2,v3,vn, TY)
[VARS,N] = vrsys(NAM)
[I,TY,N] = issystem(S)
Description mksys packs sever al mat r ices descr ibing a syst em of t ype TY int o a MATLAB
var iable S , under st andar d var iable names det er mined by t he value of t he
st r ing TY as follows:
The value of TY is packed int o S under t he name ty.
Table 1-1 Table of System Names
Type V
1
, V
2
, , V
n
Description
'ss' (a,b,c,d,ty) St andar d st at e-space (default )
'des' (a,b,c,d,e,ty) Descr ipt or syst em
'tss' (a,b1,b2,c1,c2,d11,d12,d21,d22,e,ty) Two por t st at e-space
'tdes' (a,b1,b2,c1,c2,d11,d12,d21,d22,e,ty) Two-por t descr ipt or
'gss' (sm,dimx,dimu,dimy,ty) Gener al st at e-space
'gdes' (e,sm,dimx,dimu,dimy,ty) Gener al descr ipt or
'gpsm' (psm,deg,dimx,dimu,dimy,ty) Gener al polynomial syst em mat r ix
'tf' (num,den,ty) Tr ansfer funct ion
'tfm' (num,den,m,n,ty) Tr ansfer funct ion mat r ix
'imp' (y,ts,nu,ny) Impulse r esponse
mksys, vrsys, issystem
2-73
The funct ion branch r ecover s t he individual mat r ices packed int o t he syst em
S; e.g.,
[a,b,c,d]=branch(ssg);
See branch and tree for fur t her det ails.
vrsys r et ur ns a st r ing VARS and an int eger N wher e VARS cont ains t he list
(separ at ed by commas) of t he N names of t he mat r ices associat ed wit h a syst em
descr ibed by t he st r ing name NAM. Valid values for t he st r ing NAM ar e st r ings
of t he for m
[TY '_' SUF]
wher e SUF is a suffix st r ing which is appended t o t he st andar d var iable names
det er mined fr om t he t able above by t he st r ing TY. For example, t he MATLAB
command [var,n] = vrsys('ss_g'); r et ur ns t he following:
var
= 'ag,bg,cg,dg'
n
= 4.
issystem r et ur ns a value for i of eit her 1 (t r ue) or 0 (false) depending on
whet her or not t he var iable S is a syst em cr eat ed by t he funct ion mksys. Also
r et ur ned is t he t ype of syst em TY and t he number N of var iable names
associat ed wit h a syst em of t ype TY, except t hat if S is not a syst em t hen TY =
[ ]; and N = 0.
Examples The following MATLAB commands pack and r ecover t he st at e-space mat r ices
of any syst em easily.
% Pack the state-space (ag,bg,cg,dg) into ssg:
% (no need to specify ss' in this case)
ssg = mksys(ag,bg,cg,dg);
% Pack a massive two-port state-space into tss:
tss = mksys(A,B1,B2,C1,C2,D11,D12,D21,D22,'tss'');
% Pack the descriptor state-space (ag,bg,cg,dg,eg)
% into desg:
desg = mksys(ag,bg,cg,dg,eg,'des');
mksys, vrsys, issystem
2-74
Now, you can ext r act any mat r ix or mat r ices out of t he syst em var iable using
br anch:
% Extract ag, dg out of system variable
% ss_g:
[ag,dg] = branch(ssg,'ag,dg');
% Extract D22,C1,C2 out of system variable
% tss_:
[D22,C1,C2] = branch(tss,'D22,C1,C2');
% Extract ag,eg out of system variable
% des_g:
[ag,eg] = branch(desg,'ag,eg');
See Also t r ee, br anch, gr aft , issyst em, ist r ee, vr sys
muopt
2-75
2muopt
Purpose Comput e an upper bound on t he st r uct ur ed singular value using mult iplier
appr oach.
Syntax [mu,ascaled,logm,x] = muopt(a)
[mu,ascaled,logm,x] = muopt(a,k)
Description muopt(A) pr oduces t he scalar upper bound mu on t he st r uct ur ed singular value
(ssv) of a pq mat r ix A having n r eal or complex uncer t aint y blocks using t he
opt imal mult iplier met hod.
The opt ional input k r ecor ds t he uncer t aint y block sizes wit h default value
k = ones(p, 2). k can be an n by 1 or n by 2 mat r ix whose r ows ar e t he
uncer t aint y block sizes for which t he SSV is t o be evaluat ed. If only t he fir st
column of k is given t hen each of t he individual uncer t aint y blocks is t aken t o
be squar e, as if k(:, 1) = k(:, 2). Real uncer t aint y (must be scalar ) is indicat ed by
mult iplying t he cor r esponding r ow of K by minus one, e.g., if t he second
uncer t aint y block is r eal t hen set K(2)=-1.
mu r et ur ns an upper bound on t he r eal/complex st r uct ur ed singular value of A.
The out put ascaled r et ur ns t he mult iplier -scaled A-mat r ix
wher e = M

(I A)(I + A)
-1
M
-*
and M is t he opt imal diagonal
gener alized Popov mult iplier scaling mat r ix. The out put logm r et ur ns
, a complex vect or of lengt h p. The mult iplier mat r ix M is r elat ed
t o t he D,Gscales of [3] by .
x r et ur ns a nor malized eigenvect or associat ed wit h t he smallest eigenvalue of
t he posit ive semidefinit e mat r ix .
Algorithm muopt is based on t he opt imal gener alized Popov mult iplier t heor y of Safonov
and Lee [1] and uses t he comput at ional algor it hm of Fan and Nekooie [2]. The
upper bound of r et ur ned is found as t he solut ion t o t he opt imizat ion
A
s ca l ed
I A

s ca l ed
( ) I A

s ca l ed
+ ( )
1
=
A

s ca l ed
og diag M

( ) ( )
M D j G + =
A

s ca l ed
A

s ca l ed
*
+
min
M M

subject t o
A

s ca l ed
A

s ca l ed
*
0 + ( )
muopt
2-76
wher e = M(I A)(I + A)-1M-*

and M is t he set of block diagonal
gener alized Popov mult iplier for t he uncer t aint y st r uct ur e det er mined by k.
This r esult s in t he r et ur ned value of sat isfying . When
=1, t he Popov scaling mat r ix M is r elat ed t o t he D,Gscales of [3] by
.
Not e t hat in t he case in which all uncer t aint ies ar e complex, t he diagonal
mult iplier mat r ix M is r eal and becomes simply . In
t his case t he opt imal is comput ed via t he diagonally scaled singular value
opt imizat ion .
Limitations The algor it hm in gener al pr oduces a smaller upper bound on t han perron,
psv and osborne, but muopt r equir es significant ly gr eat er comput at ion t ime
t han t hese ot her funct ions.
See Also per r on, psv, osbor ne, ssv
References [1] M. G. Safonov, and Peng-Hin Lee, A Mult iplier Met hod for Comput ing
Real Mult ivar iable St abilit y Mar gins, Proc. IFAC World Congress, Sydney,
Aust r alia, J uly 1993.
[2] M.K.H. Fan and B. Nekooie, An Int er ior Point Met hod for Solving Linear
Mat r ix Inequalit y Pr oblems, S IAM J . Contr. and Optim., t o appear .
[3] M.K.H. Fan, A. Tit s and J . Doyle, Robust ness in t he Pr esent of Mixed
Par amet r ic Uncer t aint y and Unmodelled Dynamics, IEEE Tr ans. on Aut om.
Cont r ., vol. AC-36, no. 1, pp. 25-38, J anuar y 1991.
A

s ca l ed
A
s ca l ed
A
s ca l ed
( ) =
M D j G + =
A
s ca l ed
A
s ca l ed
M

AM

=
min
M M
M

AM

( =
musyn
2-77
2musyn
Purpose synt hesis pr ocedur e.
Syntax [acp,,dcp,mu,logd,ad,,dd,gam] = musyn(A,B1,B2,,D22,w)
[acp,,dcp,mu,logd,ad,,dd,gam] = ...
musyn(A,B1,B2,,D22,w,gammaind,aux,logd0,n,blksz,flag)
[sscp,mu,logd,ssd,gam] = musyn(tss,w)
[sscp,mu,logd,ssd,gam] = ...
musyn(tss,w,gammaind,aux,logd0,n,blksz,flag)
Description Given a t wo-por t plant st at e space (in it s r egular for m mksys dat a for m tss):
musyn aut omat es t he synt hesis D F it er at ion pr ocedur e t hat it er at ively
applies hinfopt and fitd t o find a cont r ol law
and a diagonal scaling mat r ix t hat at t empt s
t o sat isfy t he robust performance object ive
Her e t he ident it y mat r ices ar e of dimensions det er mined by t he input
var iable blksz descr ibed below.
The r esult ing st r uct ur ed singular value upper bound is r et ur ned t oget her
wit h t he cont r ol law F(s) (sscp). The var iable logd r et ur ns as it s r ows t he log
magnit ude fr equency r esponse of t he diagonal ent r ies of t he diagonal scaling
mat r ix D(s).
Also r et ur ned is a st at e-space r ealizat ion of t he D(s) used in t he hinfopt
por t ion of t he last D F it er at ion along wit h t he cor r esponding opt imal value
P s ( ) :
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
=
F s ( ) :
A
cp
B
cp
C
cp
D
cp
=
D s ( ) d i ag d
1
s ( )I
k
1
, d
n
, s ( )I
k
n
( ) =
DT
y
1
u
1
D
1

1 <
I
k
1
, I
k
n
,
musyn
2-78
of (gam) fr om t he hinfopt -it er at ion. See t he document at ion of hinfopt for
fur t her det ails.
The input var iable w cont ains t he fr equency at which t he st r uct ur ed singular
value is t o be evaluat ed. The r emaining input var iables gammaind, aux, logd0,
n, blksz, and flag ar e opt ional. The var iable logd0 allows you t o specify an
init ial guess for logd (default D(s) = I). See t he document at ion for fitd for an
explanat ion of n, blksz, and flag and t heir default values. The document at ion
for hinfopt explains t he uses and default s for t he opt ional input var iables
gammaind and aux. If an opt ional var iable is given as t he empt y mat r ix [ ], t hen
it assumes it s default value.
Examples Following ar e t he MATLAB input commands for a simple synt hesis pr oblem:
% PLANT DATA:
a=2; b1=[.1,-1]; b2=-1;
c1=[1;.01]; d11=[.1,.2;.01,.01];d12=[1; 0];
c2=1; d21=[0,1]; d22=3;
tss=mksys(a,b1,b2,c1,c2,d11,d12,d21,d22,'tss');
w = logspace(-2,1); % FREQUENCY VECTOR
% Starting Synthesis D-F Iterations:
[sscp,mu,logd0] = musyn(tss,w);
% DISPLAY OPTIMAL MU PLOTS:
loglog(w,mu);
% Now improve using frequency dependent D(s):
[sscp,mu1,logd1] = musyn(tss,w,[ ],[ ],logd0,1);
% DISPLAY OPTIMAL MU PLOTS:
loglog(w,mu,w,mu1);
The for egoing example illust r at es t he basic -synt hesis it er at ion. In pr act ice,
you will gener ally pr efer t o use a const ant (n = 0) diagonal scaling mat r ix D(s)
because it leads t o a much lower or der cont r ol law. It may also be necessar y t o
exper iment wit h t he fr equency r ange w, adjust ing it so t hat it coincides r oughly
wit h t he fr equency r ange over which t he value of r et ur ned by ssv is
musyn
2-79
unaccept ably lar ge. In Design Case St udies of t he Tutorial a mor e det ailed
-synt hesis example is pr ovided.
Algorithm The D F it er at ion pr ocedur e is as follows [1, 2]:
Ini ti ali ze: If t he input var iable logd0 is pr esent , go t o St ep 3; ot her wise set
D(s) = I and cont inue.
1 Use t he H

cont r ol met hod (hinf) t o find an F(s) which minimizes t he cost

funct ion .
2 Use ssv t o est imat e t he st r uct ur ed singular value Bode plot and t he
cor r esponding fr equency r esponse of logd. The funct ion ssv comput es an
upper bound on t he st r uct ur ed singular value and pr oduces t he
cor r esponding D(s) by at t empt ing, at each fr equency , t o solve t he
minimizat ion .
3 If t he cost is small enough st op; ot her wise cont inue.
4 Using fitd, cur ve fit an or der n r at ional appr oximat ion t o each of t he
diagonal element s of t he D(s) obt ained in St ep 2 and, using augd, augment
t he plant tss wit h t he fit t ed D(s). Go t o St ep 1.
See t he Tutorial chapt er Design Case St udies for fur t her discussion.
The or der of t he -synt hesis cont r oller can be lar ge when a fr equency
dependent D(s) is employed. The or der in gener al is equal t o t he or der of t he
plant plus t wice t he or der of D(s). For example, if t he plant tss has six st at es
and D(s) has six st at es, t hen t he or der of t he -synt hesis cont r ol law will be18,
i.e., t hr ee t imes t he or der of t he or iginal plant . This highly limit s t he pot ent ial
of pr act ical applicat ions and har dwar e implement at ions. Ther efor e, it is
desir able t o use as low an or der D(s) as is possible; pr efer ably a const ant D(s).
The combined D F it er at ion pr ocedur e is not convex, so in gener al t he
synt hesis cont r oller r esult ing fr om t he D F it er at ion is subopt imal.
See Also hinf, augd, fit d, fit gain, ssv
References [1] M. G. Safonov, L Opt imizat ion vs. St abilit y Mar gin, Proc. IEEE Conf. on
Decision and Control, San Ant onio, TX, December 14-16, 1983.
[2] J . C. Doyle, Synt hesis of Robust Cont r oller s and Filt er s, Proc. IEEE Conf.
on Decision and Control, San Ant onio, TX, December 14-16, 1983.
DT
y
1
u
1
D
1

min
D j ( )
= D j ( )T
y
1
u
1
j ( )D
1
j ( ) ( )
normhinf, normh2
2-80
2nor mhinf, nor mh2
Purpose Comput e t he H

nor m and H
2
nor m of a syst em.
Syntax [h2n] = normh2(a,b,c,d)
[hinfn] = normhinf(a,b,c,d,aux)
[hinfn] = normhinf(a,b,c,d)
[h2n] = normh2(ss)
[hinfn] = normhinf(ss,aux)
[hinfn] = normhinf(ss)
Description Given a st able syst em , normh2 comput es it s H
2
nor m and
normhinf comput es it s H

nor m.
The comput at ion of r equir es a sear ch, t her efor e an opt ional input
var iable of aux over r ides default values for init ializing t he sear ch
wher e tol t er minat es t he sear ch pr ocess (default =0.001), and gammax and
gammin ar e init ial guesses for upper and lower bounds on . Default s for
gammax and gammin ar e
wher e t he s ar e t he Hankel singular values of G(s). The bounds may be
found among t he r esult s in [1, 2].
Algorithm Consider a st r ict ly pr oper , st able . The t wo nor m of G(s) is
wher e P is t he cont r ollabilit y gr ammian of (A, B) and Q is t he obser vabilit y
gr ammian of (C, A) comput ed by gram.
G s ( ) : A B C D , , , ( ) =
G

au x t ol gam m ax gam m i n [ ] =
G

gam m i n max D ( )
H
, G ( ) [ ] =
gam m ax D ( ) 2
H
i
G ( )
i 1 =
n

+ =

H
i
G ( )
G s ( ) : A B C 0 , , , ( ) =
G
2
= t r ace CPC
T
( ) t r ace = B
T
QB ( )
normhinf, normh2
2-81
For comput ing t he H

nor m, consider t he following fact :

Given a , if and only if the right spectral factorization (cf. sfr.m)
Hamiltonian matrix
has no imaginary eigenvalues; here R =
2
I D
T
D > 0.
normhinf uses a st andar d binar y sear ch t o find t he opt imal similar t o t he
algor it hm used in hinfopt.
See Also gr am, hinf, hinfopt
References [1] K. Glover , All Opt imal Hankel Nor m Appr oximat ions of Linear
Mult ivar iable Syst ems, and Their L -Er r or Bounds, Int. J . Control, vol. 39,
no. 6, pp. 1145-1193, 1984.
[2] S. Boyd, V. Balakr ishnan, and P. Kabamba, In Comput ing t he H Nor m
of a Tr ansfer Mat r ix, Mathematics of Control, S ignals, and S ystems, 1988.
0 > , G

<
H

A BR
1
+ D
T
C BR
1
B
T

C
T
I DR
1
+ D
T
( )C A BR
1
+ D
T
C ( )
T

obalreal
2-82
2obalr eal
Purpose Balanced r ealizat ion via B. C. Moor es algor it hm.
Syntax [abal,bbal,cbal,g,t] = obalreal(a,b,c)
Description This M-file does funct ionally t he same t hing as balreal, but t he balanced
r eachabilit y and obser vabilit y gr ammians (P and Q) ar e ordered and
P = Q = diag(g). The similar it y t r ansfor mat ions ar e accumulat ed in t he
var iable t. Moor es [1] k
th
-or der r educed model G
k
(s) can be simply ext r act ed
fr om t he balanced st at e-space
obalreal is an M-file t hat implement s t he algor it hm of [1]. Balreal uses t he
Cholesky decomposit ion t o find t he associat ed left and r ight eigenspaces of PQ.
Obalreal is super ior t o t he exist ing balreal M-file in t wo ways:
1 Gr ammians ar e or der ed.
2 Tr ansfor mat ions ar e car r ied out using r eliable SVDs.
What makes balanced r ealizat ion impor t ant is not only it s st r uct ur e but also
L t he nor m er r or bound associat ed wit h it s k
th
or der r educed model ([2] and
[3]):
Ther efor e, you can ant icipat e how big an er r or t he r educed model will have
befor e act ually doing t he model r educt ion.
Limitations The or iginal syst em (A, B, C, D) has t o be minimal, ot her wise t he balancing
algor it hm in eit her obalreal [1] or balreal [4] br eaks down. See schmr and
balmr for r obust met hods for comput ing G
k
wit hout balancing.
See Also balr eal, balmr , schmr , schbal, ohklmr , ohkapp, r eschmr
A
k
B
k
C
k
D
:
Abal 1:k 1:k , ( ) Bbal 1:k : , ( )
Cbal : 1 , :k ( ) D
=
G s ( ) G
k
s ( )

2
i
i k = 1 +
n

,


_
obalreal
2-83
References [1] B. C. Moor e, Pr incipal Component Analysis in Linear Syst ems:
Cont r ollabilit y, Obser vabilit y and Model Reduct ion, IEEE Trans. on Automat.
Contr., AC-26, pp. 17-31, Febr uar y 1981.
[2] D. F. Enns, Model Reduct ion wit h Balanced Realizat ions: An Er r or Bound
and Fr equency-Weight ed Gener alizat ion, Proc. IEEE Conf. on Decision and
Control, Las Vegas, NV, Dec. 12-14, 1984.
[3] K. Glover , All Opt imal Hankel Nor m Appr oximat ions of Linear
Mult ivar iable Syst ems, and Their L -er r or Bounds, Int. J . Control, vol. 39,
no. 6, pp. 1145-1193, 1984.
[4] A. J . Laub, M. T. Heat h, C. C. Page, and R. C. War d, Comput at ion of
balancing t r ansfor mat ions and ot her applicat ions of simult aneous
diagonalizat ion algor it hms, IEEE Trans. on Automat. Contr., AC-32, pp.
115-122, 1987.
[5] M. G. Safonov and R. Y. Chiang, A Schur Met hod for Balanced Model
Reduct ion, IEEE Trans. on Automat. Contr ., vol. AC-34, no. 7, pp. 729-733,
J uly 1989.

ohkapp, ohklmr
2-84
2ohkapp, ohklmr
Purpose Opt imal Hankel minimum degr ee appr oximat ion wit hout balancing.
Syntax [ax,bx,cx,dx,ay,by,cy,dy,aug] = ohkapp(a,b,c,d,Type)
[ax,bx,cx,dx,ay,by,cy,dy,aug] = ohkapp(a,b,c,d,Type,in)
[am,bm,cm,dm,totbnd,svh] = ohklmr(a,b,c,d,Type)
[am,bm,cm,dm,totbnd,svh] = ohklmr(a,b,c,d,Type,in)
[ssx,ssy,] = ohkapp(ss,)
[ssm,] = ohklmr(ss,..)
Description ohkapp comput es t he k
th
or der opt imal Hankel minimum degree approximation
(OHMDA)
of a possibly non-minimal n
th
or der st able syst em
such t hat G
x
is st able and
wher e denot e Hankel singular values of G(s), i.e., t he squar e
r oot s of eigenvalues of PQ, wher e P and Q ar e t he r eachabilit y and
obser vabilit y gr ammians of (A, B, C, D).
An ant icausal G
y
(s) is also r et ur ned in (A
y
, B
y
, C
y
, D
y
). Toget her G
x
(s) and G
y
(s)
possess t he following impor t ant pr oper t y
[ax,bx,cx,dx,ay,by,cy,dy,aug] = ohkapp(a,b,c,d,1,0) comput es t he
zeroth order OHMDA, i.e., t he anticausal OHMDA of a st able syst em, which is
an impor t ant int er mediat e st ep of t he L

cont r ol synt hesis.

G
x
s ( ) C
x
= I s A
x
( )
1
B
x
D
x
+
G s ( ) C = I s A ( )
1
B D +
G G
x

t ot bn d ,
t ot bn d 2
i
i k 1 + =
n

1

2

n

G G
x
G
y

k 1 +

ohkapp, ohklmr
2-85
Var iable aug cont ains t he following infor mat ion:
aug(1,1) =
1
aug(1,2) = number of states removed
aug(1,3) = totbnd
aug(4:4+n-1) = [
1
,
2,
,
n
].
ohklmr also comput es t he k
th
or der OHMDA, but allows t he syst em t o be
unst able. It wor ks by applying ohkapp t o t he st able and ant ist able par t s of G(s)
(obt ained via stabproj), t hen applying addss. Totbnd r et ur ns t he L nor m
er r or bound of t he appr oximat ion. Var iable svh r et ur ns t he Hankel singular
values of [G(s)] (st able par t ) and of [G(s)]+ (r ever sed ant ist able
par t ), i.e.,
wher e m denot es t he number of st able r oot s, n m denot es t he number of
unst able r oot s.
Bot h ohkapp and ohklmr pr ovide t hr ee opt ions:
1 Type = 1, in = k, size of r educed or der model.
2 Type = 2, in = tol, find a k
th
or der r educed model such t hat t he t ot al er r or
totbnd is less t han tol.
3 Type = 3, display svh and pr ompt for k + 1. In t his case, t her e is no need t o
assign a value for in.
Algorithm ohkapp and ohklmr employ t he algor it hm descr ibed in [3], which is a
basis-fr ee descr ipt or syst em implement at ion of t he OHMDA. The descr ipt or
for mulae bypass t he numer ically ill-condit ioned balanced r ealizat ion st ep
r equir ed by t he ear lier st at e-space for mulae [1, 2].
ohklmr uses t he M-funct ion stabproj t o split G(s) int o t he sum of st able and
ant ist able par t s, t hen applies ohkapp t o each par t .
See Also balmr , mr demo, obalr eal, bst schmr , schmr , st abpr oj

i
+
svh
1

, ,
m

,
1
+
,
2
+
, ,
n m
+
[ ]
T
=
ohkapp, ohklmr
2-86
References [1] M. Bet t ayeb, L. M. Silver man and M. G. Safonov, Opt imal Appr oximat ion
of Cont inuous Time Syst ems, IEEE Conf. on Decision and Control,
Albuquer que, NM, Dec. 10-12, 1981.
[2] K. Glover , All Opt imal Hankel Nor m Appr oximat ion of Linear
Mult ivar iable Syst ems, and Their L

-er r or Bounds, Int. J . Control, vol. 39, no.

6, pp. 1145-1193, 1984.
[3] M. G. Safonov, R. Y. Chiang, and D. J . N. Limebeer , Hankel Model
Reduct ion wit hout Balancing A Descr ipt or Appr oach, Proc. IEEE Conf. on
Decision and Control, Los Angeles, CA, Dec. 9-11, 1987, also Opt imal Hankel
Model Reduct ion for Nonminimal Syst ems, IEEE Trans. on Automat. Contr.,
vol. 34, no. 4, pp. 496-502, 1990.
osborne
2-87
2osbor ne
Purpose Comput e an upper bound on t he st r uct ur ed singular value via t he Osbor ne
met hod.
Syntax [mu,ascaled,logd] = osborne(a)
[mu,ascaled,logd] = osborne(a,k)
Description osborne comput es a block-diagonal scaling t hat minimizes t he Fr obenius nor m
of a p by q mat r ix a. The maximum singular value of t he scaled mat r ix is
r et ur ned as mu; it is a scalar upper bound on t he St r uct ur ed Singular Value
(SSV) of t he mat r ix a.
Also r et ur ned ar e t he diagonally scaled mat r ix ascaled and t he logar it hm of
t he Osbor ne diagonal scaling logd.
The opt ional input k r ecor ds t he uncer t aint y block sizes wit h default value
k = ones(p, 2). The var iable k can be an n by 1 or n by 2 mat r ix whose r ows ar e
t he uncer t aint y block sizes for which t he SSV is t o be evaluat ed. If only t he fir st
column of k is given t hen each individual uncer t aint y block is t aken t o be
squar e, as if k(:, 1) = k(:, 2).
osborne
2-88
Algorithm The Osbor ne it er at ion algor it hm is as follows:
1 Par t it ion t he given mat r ix a accor ding t o it s pr e-det er mined uncer t aint y
block size k.
2 For m t he n by n mat r ix F whose element s ar e t he lar gest singular values of
t he blocks of t he mat r ix A.
3 Comput e t he diagonal scaling D t hat minimizes t he Fr obenius nor m of
DFD
-1
via t he following algor it hm:
% Initialize D scaling
D = eye(n);
for i = 1 : n
while abs(D(i) 1) < 1.e 6
offrow(i) = sum(norm(off-diagonal terms of ith row));
offcol(i) = sum(norm(off-diagonal terms of ith column));
D(i) = offrow (i)/o f f col(i);
F(i, :) = F(i, :)/D(i);
F(:, i) = F(:, i * D(i);
end
end
Limitations The Osbor ne algor it hm is ill-posed when t he mat r ix F is r educible [1]; as
somet imes is t he case when some of t he mat r ix ent r ies ar e zer o. This pr oblem
is solved in osborne by slight ly per t ur bing t he zer o ent r ies, t o cr eat e a near by
ir r educible mat r ix.
osborne
2-89
Examples Following ar e some simple examples of pr oblems involving t he difficult
r educible case t hat ar e easily handled by t he Robust Control Toolbox
implement at ion of t he osborne command:
% A reducible case as compared to sigma
A = eye(10); A(1,10) = 100000;
[mu,Ascaled,logd] = osborne(A);
mu % Display answer mu
% Another reducible case as compared to sigma
A = eye(8);
A(1,3) = 100000; A(4,8) = 500000;
[mu,Ascaled,logd] = osborne(A);
mu % Display answer mu
See Also muopt , psv, per r on, ssv, sigma
References [1] E. E. Osbor ne, On Pr econdit ioning of Mat r ices, J . of Assoc. of Computing
Machinery, vol. 7, pp. 338-345, Mar ch, 1960.
perron, psv
2-90
2per r on, psv
Purpose Comput e an upper bound on t he st r uct ur ed singular value via t he Per r on
eigenvect or met hod.
Syntax [mu] = perron(a)
[mu] = perron(a,k)
[mu,ascaled,logd] = psv(a)
[mu,ascaled,logd] = psv(a,k)
Description perron pr oduces t he Per r on eigenvalue for a given r eal or complex p by q
mat r ix. This value ser ves as a scalar upper bound mu on t he St r uct ur ed
Singular Value (SSV).
psv comput es a t ight er SSV upper bound mu via t he for mula
wher e D
p
= diag(exp(logd)) is t he Per r on opt imal diagonal scaling. In addit ion,
psv r et ur ns t he log magnit ude of t he opt imal diagonal scaling logd in a column
vect or , and t he scaled mat r ix is r et ur ned in ascaled.
The opt ional input k r ecor ds t he uncer t aint y block sizes wit h default value
k = ones(q, 2) cor r esponding t o 1 by 1 uncer t aint y blocks. k can be an n by 1 or
n by 2 mat r ix whose r ows ar e t he uncer t aint y block sizes for which t he SSV is
t o be evaluat ed. If only t he fir st column of k is given, t hen each individual
uncer t aint y block is t aken t o be squar e, as if k(:, 1) = k(:, 2).
Algorithm The values of mu and logd ar e found by examining t he eigenvalues and
eigenvect or s of t he n by n nonnegat ive squar e mat r ix F for med fr om by A
r eplacing each block of A (as defined by t he par t it ioning k) by it s gr eat est
singular value. For any given posit ive squar e mat r ix (i.e., mat r ix wit h posit ive
ent r ies), t her e exist s a posit ive r eal eigenvalue
p
of mult iplicit y one whose
magnit ude is gr eat er t han t he r eal par t of any ot her eigenvalue,:
This r eal eigenvalue
p
is called t he Perron eigenvalue of F, and it s left and
r ight eigenvect or s, denot ed as y
p
and x
p
r espect ively, ar e called Perron
eigenvectors.
m u = A
s ca l ed
[ ] = D
p
AD
p
1
[ ]
A
s ca l ed

p
max
i
= R e
i
F ( ) ( )
perron, psv
2-91
In 1982, Safonov [1] showed t hat t he Per r on eigenvalue is a good upper bound
on t he st r uct ur ed singular value , i.e.,
is t he Per r on opt imal scaling mat r ix
and
Mor eover , t he above inequalit ies become equalit ies when A = F so t hat , in t he
case in which A is a posit ive mat r ix and t he uncer t aint y blocks ar e scalar , t he
Per r on eigenvalue bound on is t ight .
For r educible mat r ices t he Per r on opt imal scaling mat r ix D
p
can be singular ,
which would lead t o numer ical inst abilit y if cor r ect ive act ion wer e not t aken.
This pr oblem is solved in psv (in t he same fashion as it is in t he funct ion
osborne) by ver y slight ly per t ur bing t he mat r ix F t o a near by ir r educible
mat r ix which has a slight ly gr eat er Per r on eigenvalue. See osborne for fur t her
det ails and examples. Per t ur bat ion is not r equir ed wit h t he perron funct ion
since D
p
is not comput ed.
As compar ed t o Osbor ne or nonlinear pr ogr amming t echniques, Per r on
eigenvect or algor it hms implement ed by perron and psv r equir e no it er at ion
and so t end t o be fast er .
A ( )
inf
D D
DAD
1

D
p
AD
p
1

p
F ( )
D
p
D
D
p
d i ag = d
1
, d
2
, , d
n
( )
d
i
y
p
i
x
p
i
------- =
perron, psv
2-92
Examples Sever al pr oblems can be solved via t he following psv commands, wher e most
car eless algor it hms fail:
% An reducible case as compared to sigma
A = eye(10); A(1,10) = 100000;
[mu,Ascaled,logd] = psv(A);
s1 = max(svd(A)); [s1, mu],
% Another reducible case as compared to sigma
A = eye(8);
A(1,3) = 100000; A(4,8) = 500000;
[mu,Ascaled,logd] = psv(A);
s1 = max(svd(A)); [s1, mu],
See Also muopt , osbor ne, ssv, sigma, dsigma
References [1] M. G. Safonov, St abilit y Mar gins for Diagonally Per t ur bed Mult ivar iable
Feedback Syst ems, IEE Proc., vol. 129, Par t D, pp. 251-256, 1982.
reig
2-93
2r eig
Purpose Real and or der ed eigenst r uct ur e decomposit ion.
Syntax [xr,d] = reig(a)
[xr ,d] = r eig(a,Opt )
Description Reig pr oduces a r eal and or der ed eigenst r uct ur e decomposit ion such t hat
wher e X
r
is a set of r eal eigenvect or s t hat span t he same eigenspace as t he
complex ones. D is a r eal block diagonal mat r ix wit h r eal eigenvalue appear ing
as 1 1 block and/or complex eigenvalue a + jb appear ing as a 2 2 block
Two t ypes of or der ing ar e available
Opt = 1 eigenvalues ar e or der ed by r eal par t s (default ).
Opt = 2 eigenvalues ar e or der ed by t heir magnit udes.
Algorithm The k
th
r eal eigenvect or pair xr(:, k :k+1) is
See Also eig, cschur
X
r
1
AX
r
D =
a b
b a
xr : k , :k 1 + ( ) xr : k , ( ) ( ) r eal xr : k , ( ) ( ) imag [ ] =
riccond
2-94
2r iccond
Purpose Condit ion number s of cont inuous algebr aic Riccat i equat ion.
Syntax [tot] = riccond(a,b,qrn,p1,p2)
Description Riccond pr ovides t he condit ion number s of cont inuous Riccat i equat ion. The
input var iable qrn cont ains t he weight ing mat r ix
for t he Riccat i equat ion
wher e P = P2/P1 is t he posit ive definit e solut ion of ARE, and [P2; P1] spans t he
st able eigenspace of t he Hamilt onian
Sever al measur ement s ar e pr ovided:
Fr obenius nor ms norAc, norQc, norRc of mat r ices A
c
, Q
c
, and Rc,
r espect ively.
condit ion number conR of R.
condit ion number conP1 of P1.
Ar nold and Laubs Riccat i condit ion number (conArn) [1].
Byer s condit ion number (conBey) [2].
r esidual of Riccat i equat ion (res).
The out put var iable tot put s t he above measur ement s in a column vect or
tot= [norA,norQ,norRc,conR,conP1,conBey,res]'
For an ill-condit ioned pr oblem, one or mor e of t he above measur ement s could
become lar ge. Toget her , t hese measur ement s give a gener al sense of t he Riccat i
pr oblem condit ioning issues.
qrn
Q N
N R
=
AP P + A PB N + ( ) R
1
BP N + ( ) Q + 0 =
H
A
c
R
c

Q
c
A
c

A BR
1
N ( ) BR
1
B
Q N R
1
N ( ) A BR
1
N ( )
= =
riccond
2-95
Algorithm Ar nold and Laubs Riccat i condit ion number is comput ed as follows [1]:
wher e A
cl
= A
c
R
c
P and
Byer s Riccat i condit ion number is comput ed as [2]
See Also ar e, ar esolv, dar esolv, dr iccond
References [1] W. F. Ar nold, III and A. Laub, Gener alized Eigenpr oblem Algor it hms and
Soft war e for Algebr aic Riccat i Equat ions, Proceedings of the IEEE, Vol. 72,
No. 12, Dec. 1984.
[2] R. Byer s, Hamilt onian and Symplect ic Algor it hms for t he Algebr aic Riccat i
Equat ion, Ph.D. disser t at ion, Dept . of Comp. Sci., Cor nell Univer sit y, It haca,
NY, 1983.
con Arn
Q
c
F
P
F
sep A
cl
A
cl
( )
---------------------------------------------------- - =
sep A
cl
A
cl
( ) min
i
=
i
I
n
A
cl
A
cl
+ I
n
[ ]
con Bye
Q
c
F
2 A
c
F
P
F
R
c
F
+ P
F
2
+
P
F
sep A
cl
A
cl
( )
-------------------------------------------------------------------------------------- =
sectf
2-96
2sect f
Purpose St at e-space sect or bilinear t r ansfor mat ion.
Syntax [ag,bg1,,dg22,at,bt1,,dt21,dt22] = sectf(af,bf1,,df22,secf,secg)
[ag,bg,cg,dg,at,bt1,,dt21,dt22] = sectf(af,bf,cf,df,secf,secg)
[tssg,tsst] = sectf(tssf,secf,secg)
[ssg,tsst] = sectf(ssf,secf,secg)
Description sectf may be used t o t r ansfor m conic-sect or cont r ol syst em per for mance
specificat ions int o equivalent H

-nor m per for mance specificat ions. Given a

t wo-por t st at e-space syst em F(s) := tssf, sectf comput es a
linear -fr act ionally-t r ansfor med t wo-por t st at e-space syst em G(s) := tssg such
t hat t he channel-one Input -Out put (I/O) pair s (u
g1
, y
g1
) of G(s) ar e in sect or
secg if and only if t he cor r esponding I/O pair s of F(s) ar e in secf. Also comput ed
is a t wo-por t syst em T(s) such t hat G(s) is obt ained via t he MATLAB command
tssg=lftf(tsst,tssf).
Input vari ables are:
The open loop plant F(s)
tssf mksys(af,bf1,bf2,cf1,cf2,df11,df12,df21,df22,'tss'),
or
ssf mksys(af,bf,cf,df)
Conic sect or specificat ions for F(s) and G(s), r espect ively, in one of t he
following for ms:
secg,
secf
secg, secf Sect or inequalit y:
[-1,1] or [-1;1]
[0,Inf] or
[0;Inf]
[A,B] or [A;B]
[a,b] or [a;b]
y
2
u
2

0 R e y

u [ ]
0 Re y Au ( )

y Bu ( ) [ ]
0 Re y d i ag a ( )u ( )

y d i ag b ( )u ( ) [ ]
sectf
2-97
wher e A,B ar e scalar s in [, ] or squar e mat r ices; a,b ar e vect or s; S=[S11
S12;S21,S22] is a squar e mat r ix whose blocks S11,S12,S21,S22 ar e eit her
scalar s or squar e mat r ices; tsss is a t wo-por t syst em
tsss=mksys(a,b1,b2,,tss) wit h t r ansfer funct ion
Output vari ables are:
Here tssf, tsst, and tssg ar e t wo-por t st at e-space r epr esent at ions of F(s),
T(s), and G(s).
If t he input F(s) is specified as a st andar d st at e-space syst em ssf, t hen t he
sect or t r ansfor mat ion is per for med on all channels of F(s), so t hat t he out put
G(s) will likewise be r et ur ned in st andar d st at e-space for m ssg.
Examples The st at ement G(j) inside sector[1, 1] is equivalent t o t he H

inequalit y
Given a t wo-por t open-loop plant P(s) := tssp1, t he command
tssp1 = sectf(tssp,[0,Inf],[-1,1]) comput es a t r ansfor med P(s) := tssp1
such t hat an H

feedback K(s), which places t he closed-loop t r ansfor med

S
tsss
The t r ansfor med plant G(s):
tssg mksys(ag,bg1,bg2,cg1,cg2,dg11,dg12,dg21,dg22,tss),
or
ssg mksys(ag,bg,cg,dg)
The linear fr act ional t r ansfor mat ion T(s):
tsst mksys(at,bt1,bt2,ct1,ct2,dt11,dt12,dt21,dt22,'tss')
0 Re S
11
u S
12
+ y ( )

S
21
u S
22
+ y ( ) [ ]
0 Re S
11
u S
12
+ y ( )

S
21
u S
22
+ y ( ) [ ]
S s ( )
S
11
s ( ) S
12
s ( )
S
21
s ( ) S
22
s ( )
=
sup

G j ( ) ( ) G

= 1
sectf
2-98
syst em inside sector[1, 1], also places t he or iginal syst em inside sector[0, ].
See Figur e 2-14, Sect or Tr ansfor m Block Diagr am..
Figure 2-14: Sector Transform Block Diagram.
Her e is a simple example of t he sect or t r ansfor m.
You can comput e t his by simply execut ing t he following commands:
[A,B,C,D] = tf2ss(1,[1 1]);
[a,b,c,d] = sectf(A,B,C,D,[-1,1],[0,Inf]);
The Nyquist plot s for t his t r ansfor mat ion ar e depict ed in Figur e 2-15, Example
of Sect or Tr ansfor m.. The condit ion P
1
(s) inside [0, ] implies t hat P
1
(s) is
st able and P
1
(j) is positive real, i.e.,
sectf is a M-file in t he Robust Control Toolbox t hat uses t he gener alizat ion of
t he sect or concept of [3] descr ibed by [1]. Fir st t he sect or input dat a Sf= secf
and Sg=secg is conver t ed t o t wo-por t st at e-space for m; non-dynamical sect or s
ar e handled wit h empt y a, b1, b2, c1, c2 mat r ices. Next t he equat ion
is solved for t he t wo-por t t r ansfer funct ion T(s) fr om t o

. Finally,
t he funct ion lftf is used t o comput e G(s) via one of t he following:
tssg=lftf(tsst,tssg)
ssg=lftf(tsst,ssg).
K(s)
2
1
P(s)
u y
1
y
u
2
P s ( )
1
s 1 +
------------ = t or 1 1 , [ ] sec P
1
s ( )
s 2 +
s
------------ = t or 0 , [ ]. sec
P

1
j ( ) P
1
j ( ) 0 +
S
g
s ( )
u
g
1
y
g
1
S
f
= s ( )
u
f
1
y
f
1
u
g
1
y
f
1
u
f
1
y
g
1
sectf
2-99
Figure 2-15: Example of Sector Transform.
-0.5
-0.45
-0.4
-0.35
-0.3
-0.25
-0.2
-0.15
-0.1
-0.05
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
P(s) = 1/(s+1) in SEC[-1,1]
REAL(P)
I
M
A
G
(
P
)
-1
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
P1 = (s+2)/s in SEC[0,inf]
REAL(P1)
I
M
A
G
(
P
1
)
sectf
2-100
Limitations A well-posed conic sect or must have or .
Also, you must have since sect or s ar e only defined for
squar e syst ems.
See Also lft f, hinf, syst em
References [1] M. G. Safonov, S tability and Robustness of Multivariable Feedback S ystems.
Cambr idge, MA: MIT Pr ess, 1980.
[2] M. G. Safonov, E. A. J onckheer e, M. Ver ma and D. J . N. Limebeer ,
Synt hesis of Posit ive Real Mult ivar iable Feedback Syst ems, Int. J . Control,
vol. 45, no. 3, pp. 817-842, 1987.
[3] G. Zames, On t he Input -Out put St abilit y of Time-Var ying Nonlinear
Feedback Syst ems Par t I: Condit ions Using Concept s of Loop Gain,
Conicit y, and Posit ivit y, IEEE Trans. on Automat. Contr., AC-11, pp. 228-238,
1966.
det B A ( ) 0 det
s
11
s
12
;
s
21
s
22
,

_
0
d i m u
f
1
( ) d i m y
f
1
( ) =
sfl, sfr
2-101
2sfl, sfr
Purpose Left and r ight spect r al fact or izat ion.
Syntax [am,bm,cm,dm] = sfl(a,b,c,d)
[am,bm,cm,dm] = sfr(a,b,c,d)
[ssm] = sfl(ss)
[ssm] = sfr(ss)
Description Given a st abilizable r ealizat ion of a t r ansfer funct ion G(s) := (A, B, C, D) wit h
, sfl comput es a left spect r al fact or M(s) such t hat
wher e M(s) := (A
M
, B
M
, C
M
, D
M
) is outer (i.e., st able and minimum-phase).
Sfr comput es a r ight spect r al fact or M(s) of G(s) such t hat
Algorithm Given a t r ansfer funct ion G(s) := (A, B, C, D), t he LQR opt imal cont r ol
u = Fx = R
1
(XB + N)
T
x st abilizes t he syst em and minimize t he quadr at ic
cost funct ion
as sat isfies t he algebr aic Riccat i equat ion
Mor eover , t he opt imal r et ur n differ ence I + L(s) = I + F(Is A)
1
B sat isfies t he
optimal LQ return difference equality:
G

1 <
M
*
s ( )M s ( ) I = G
*
s ( )G s ( )
M s ( )M
*
s ( ) I = G s ( )G
*
s ( )
J
1
2
--- = x
T
t
f
( )P
1
x t
f
( )
x
T
u
T
t
0
t
f

+
Q N
N
T
R
x
u
d t
,

_
t
f
wher e , X X
T
=
A
T
X X + A XB N + ( )R
1
XB N + ( )
T
Q + 0 =
I L + ( )

R I L + ( )

I
=
Q N
N
T
R

I
sfl, sfr
2-102
wher e (s) = (Is A)
1
B, and *(s) =
T
(s). Taking
t he r et ur n differ ence equalit y r educes t o
so t hat a minimum phase, but not necessar ily st able, spect r al fact or is
wher e X and F can simply be obt ained by t he command:
[F,X] = lqr(A,B,Q,R,N) =
lqr(A,B,-C'*C,(I-D'*D),-C'*D).
Finally, t o get t he st able spect r al fact or , we t ake M(s) t o be t he inver se of t he
out er fact or of . The r out ine iofr is used t o comput e t he out er fact or .
Limitations The spect r al fact or izat ion algor it hm employed in sfl and sfr r equir es t he
syst em G(s) t o have and t o have no -axis poles. If t he condit ion
fails t o hold, t he Riccat i subr out ine (aresolv) will nor mally pr oduce
t he message
WARNING: THERE ARE j-AXIS POLES...
RESULTS MAY BE INCORRECT !!
This happens because t he Hamilt onian mat r ix associat ed wit h t he LQR
opt imal cont r ol pr oblem has j-axis eigenvalues if and only if . An
int er est ing implicat ion is t hat you could use sfl or sfr t o check whet her
wit hout t he need t o act ually comput e t he singular value Bode plot of
G(j).
See Also iofc, iofr
Q N
N
T
R
0 0
0 I
=
C
T
D
T

C D
,
I L + ( )

R I L + ( ) I = G

G
M

s ( ) : R
1
2
---
= I L + ( ) R
1
2
---
= I F + I s A ( )
1
B ( )
M

1
s ( )
G

1 < j
G

1 <
G

1 <
G

1 <
ssv
2-103
2ssv
Purpose Comput e t he st r uct ur ed singular value (mult ivar iable st abilit y mar gin) Bode
plot .
Syntax [mu,logd] = ssv(a,b,c,d,w)
[mu,logd] = ssv(a,b,c,d,w,k)
[mu,logd] = ssv(a,b,c,d,w,k,opt)
[mu,logd] = ssv(ss,)
Description ssv pr oduces t he r ow vect or mu cont aining an upper bound on t he st r uct ur ed
singular value (SSV) of p q a t r ansfer funct ion mat r ix
evaluat ed at fr equency point s in vect or .
Sever al met hods ar e included via t he following input opt ions:
opt opt ions for met hod used in comput ing SSV:
osborne Osbor ne met hod
psv opt imal diagonal scaled Per r on eigenvalue (default )
perron Per r on eigenvalue (if only mu out put specified).
muopt Mult iplier appr oach for pur e r eal, pur e complex and mixed r eal/
complex uncer t aint ies. If t her e exist s r eal uncer t aint y, muopt will be used
(default for syst ems wit h mixed uncer t aint y).
k uncer t aint y block sizes (default : k=ones(q,2)); k can be an n 1 or n 2
mat r ix whose r ows ar e t he uncer t aint y block sizes for which t he SSV is t o be
evaluat ed. If only t he fir st column of k is given, t hen t he uncer t aint y blocks ar e
t aken t o be squar e, as if k(:,1) = k(:,2). If a 1 1 uncer t aint y block is r eal (say,
t he i
th
block), t hen you should assign
k(i,:) = [-1, -1];
and set t he input ar gument opt t o muopt t o invoke t he mult iplier nonlinear
pr ogr amming algor it hm t o comput e a less conser vat ive SSV upper bound.
The out put var iables ar e:
mu t he Bode plot of t he SSV
G j ( ) C = j I A ( )
1
B D + B
ssv
2-104
logd t he log Bode plot of t he opt imal diagonal scaling D(j). When t he
uncer t aint ies ar e all complex, t hen D(j) is pur ely r eal; t his is always t he case
for t he opt = 'psv' or opt = 'muopt' opt ions. If opt = 'muopt' and t he
uncer t aint y is of t he mixed r eal/complex t ype, logd in gener al will be complex
and will cont ain t he log Bode plot of t he squar er oot s of t he opt imal mult iplier
scalings.
Algorithm ssv per for ms it s comput at ion using eit her perron, psv, osborne, or muopt
depending of t he value of opt ion. All of t hem can handle t he irreducible special
case wher e t he st andar d algor it hms fail. See t he document at ion for t hese
funct ions for fur t her det ails.
Examples This example compar es all t he met hods available in t he Robust Control
Toolbox for a less conser vat ive mult ivar iable st abilit y mar gin pr edict ion. The
t r ansfer funct ion seen by t he r eal uncer t aint ies is t he one est ablished in
ACC Benchmar k pr oblem [4], which can be ext r act ed fr om t he demo
accdemo.m. As shown in Figur e 2-16, Compar ison of Robust Analysis Met hods.,
t he mult iplier solut ion pr ovides t he least conser vat ive r esult , as compar ed t o
Per r on and Osbor ne.
T
y
u
ssv
2-105
Figure 2-16: Comparison of Robust Analysis Methods.
See Also muopt , per r on, psv, osbor ne
References [1] E. E. Osbor ne, On Pr econdit ioning of Mat r ices, J . of Assoc. of Computing
Machinery, vol. 7, pp. 338-345, Mar ch 1960.
[2] M. G. Safonov, St abilit y Mar gins for Diagonally Per t ur bed Mult ivar iable
Feedback Syst ems, IEE Proc., vol. 129, Par t D, pp. 251-256, 1982.
[3] M. G. Safonov, and Peng-Hin Lee, A Mult iplier Met hod for Comput ing Real
Mult ivar iable St abilit y Mar gins, unpublished r epor t , Elect r ical Eng. Dept .,
Univer sit y of Sout her n Calif., Los Angeles, CA 90089-2563, J uly 1992;
submit t ed t o 1993 IFAC World Congress, Sydney, Aust r alia.
[4] B. Wie and D. S. Ber nst ein, A Benchmar k Pr oblem for Robust Cont r oller
Design, Proc. American Control Conf., San Diego, CA May 23-25, 1990; also
Bost on, MA, J une 26-28, 1991.
-20
-18
-16
-14
-12
-10
-8
-6
-4
-2
0
10
-3
10
-2
10
-1
10
0
10
1
10
2
10
3
xxxxxxxxxxxxxxxxxxxxxxxxxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxx
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
xxxxxxxxxxxxxxxxxxx
oooooooooooooooooooooooooooooo
o
o
o
o
o
o
o
o
o
o
o
o
oo
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
oo
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
ooooooooooooooooooo
Example from the benchmark problem (Chiang and Safonov,1991)
rad/sec
d
b
o : perron SSV
x : multiplier bounds for the stability margins
line : largest singular values
MIXED REAL AND COMPLEX UNCERTAINTIES ( K=col[1,1,-1] )
stabproj, slowfast
2-106
2st abpr oj, slowfast
Purpose St able and ant ist able pr oject ion.
Slow and fast modes decomposit ion.
Syntax [a1,b1,c1,d1,a2,b2,c2,d2,m] = stabproj(a,b,c,d)
[a1,b1,c1,d1,a2,b2,c2,d2] = slowfast(a,b,c,d,cut)
[ss1,ss2,m] = stabproj(ss)
[ss1,ss2] = slowfast(ss,cut)
Description stabproj comput es t he st able and ant ist able pr oject ions of a minimal
r ealizat ion G(s) such t hat
wher e denot es t he st able par t of G(s), and
denot es t he ant ist able par t . The var iable m
r et ur ns t he number of st able eigenvalues of A.
Slowfast comput es t he slow and fast modes decomposit ions of a syst em G(s)
such t hat
wher e denot es t he slow par t of G(s), and
denot es t he fast par t . The var iable cut
denot es t he index wher e t he modes will be split .
Algorithm Bot h stabproj and slowfast employ t he algor it hm in [1] as follows:
Find an unit ar y mat r ix V via t he or der ed Schur decomposit ion r out ines blksch
or rschur such t hat
Based on t he st yle of or der ed Schur for m, you can get a st able and an
ant ist able for t he case of stabproj; for t he case of
slowfast.
G s ( ) G s ( ) [ ]

= G s ( ) [ ] +
+
G s ( ) [ ]

: A

11
, B

1
, C

1
, D

1
( ) =
G s ( ) [ ]
+
: A

22
, B

2
, C

2
, D

2
( ) =
G s ( ) G s ( ) [ ]
s
G s ( ) [ ]
f
+ =
G s ( ) [ ]
s
: A

11
, B

1
, C

1
, D

1
( ) =
G s ( ) [ ]
f
: A

22
, B

2
, C

2
, D

2
( ) =
A V
T
= AV
A

11
A

12
0 A

22
=
A

11
A

22

i
A

11
( )
i
A

22
( ) <
stabproj, slowfast
2-107
Finally solving t he mat r ix equat ion for X
you get t he st at e-space pr oject ions
wher e
and
See Also blkrsch, cschur, rschur, schur
References [1] M. G. Safonov, E. A. J onckheer e, M. Ver ma and D. J . N. Limebeer ,
Synt hesis of Posit ive Real Mult ivar iable Feedback Syst ems, Int. J . Control,
vol. 45, no. 3, pp. 817-842, 1987.
A

11
X X A

22
A

12
+ 0 =
G s ( ) [ ]

or G s ( ) [ ]
s
:
A

11
B

1
C
1
0
=
G s ( ) [ ]
+
or G s ( ) [ ]
f
:
A

22
B

2
C
2
D
=
B

1
B

2
:
I X
0 I
= VB
C

1
C

2
: CV
T
=
I X
0 I
tfm2ss
2-108
2t fm2ss
Purpose Conver t a t r ansfer funct ion mat r ix (MIMO) int o st at e-space for m.
Syntax [a,b,c,d] = tfm2ss(num,den,r,c)
[ss] = tfm2ss(tf,r,c)
Description Tfm2ss conver t s a t r ansfer funct ion mat r ix G(s) of dimension r by c int o t he
block-controller for m [1], wher e
and d(s) is t he least common mult iple of t he denominat or s of t he ent r ies of G(s)
and t he ent r y in t he i
th
r ow, j
th
column of t he numer at or mat r ix
The input var iables num and den ar e of t he following for ms
wher e .
A dual r ealizat ion lock-observer for m can simply be obt ained by applying
tfm2ss t o G
T
(s), t hen t aking t he t r anspose of t he r esult ing st at e-space syst em.
Not e t hat t he r esult ing syst em has n by c st at es and is not necessarily minimal.
Model r educt ion r out ines such as minreal, schmr, ohklmr, or bstschmr can be
helpful in r emoving any uncont r ollable and unobser vable modes.
See Also minreal, obalreal, ohklmr, bstschmr, schmr, ss2tf, tf2ss
References [1] T. Kailat h, Linear S ystems, Pr ent ice-Hall, 1980, pp. 346-349.
G s ( )
1
d s ( )
----------- = N s ( )
r c
d s ( )
0
= s
n

1
+ s
n 1

2
+ s
n 2

n
+ +
N s ( ) [ ]
i j

i j
0
= s
n

i j
1
+ s
n 1

i j
n
+ +
n u m :
N
11
N
r 1
N
1c
N
r c
=
.
.
.
.
.
.
.
.
.
d en :
0

n
[ ] =
N
i j

i j
0

i j
1
, ,
i j
n
, [ ] =
tree, istree
2-109
2t r ee, ist r ee
Purpose Pack all infor mat ion and dat a fr om sever al mat r ices, vect or s and/or st r ings
int o a single t r ee var iable. tree implement s t he Robust Control Toolbox
hier ar chical t r ee dat a st r uct ur e.
Syntax T = tree(nm,b1,b2,,bn)
[i] = istree(T)
[i,b] = istree(T,path)
Description tree cr eat es a dat a st r uct ur e T, called a t r ee cont aining sever al var iables and
t heir names. This single var iable cont ains all t he dat a and dimension
infor mat ion fr om it s br anches b1, b2, b3,, bn along wit h a numer ical index
and a st r ing name for each br anch.
The input ar gument nm is a st r ing cont aining a list of names (separ at ed by
commas) t o be assigned t o t he r espect ive br anches b1,b2,,bn
nm = 'name1,name2,name3,,nameN';
The names may be any valid var iable names and must be separ at ed by
commas. If no names ar e t o be assigned, set "nm = ";.
The input ar gument s b1,b2,,bn (called t he r oot br anches of t he t r ee) may be
mat r ices, vect or s, st r ings, or even t r ees t hemselves, t hus enabling t he cr eat ion
of a hier ar chical t r ee dat a st r uct ur e wit hin t he MATLAB fr amewor k.
istree checks whet her a var iable T is a t r ee or not .
I = istree(T);
r et ur ns I=1 (t r ue) if T is a t r ee var iable cr eat ed by t he funct ion tree;
ot her wise it r et ur ns I=0 (false). When t he second input ar gument PATH is
pr esent , t he funct ion istree checks t he exist ence of t he br anch specified by
PATH. For example,
[I,B] = istree(T,PATH);
r et ur ns I = 1, if bot h T is a t r ee var iable and PATH is a valid pat h t o a
br anch in t he t r ee T. Ot her wise, it r et ur ns I = 0. If t he opt ional out put
ar gument B is pr esent , t hen B r et ur ns t he value of t he br anch specified by
PATH, pr ovided T is a t r ee and PATH is a valid pat h in T.
tree, istree
2-110
Relat ed funct ions include t he following:
branch: r et ur ns br anches of a t r ee.
branch(T,0): r et ur ns nm, t he list of br anch names.
T(1): r et ur ns t he number N of t he r oot br anches.
Examples A hier ar chical t r ee st r uct ur e shown inFigur e 2-17, Example of Tr ee St r uct ur e.
can be built as follows
tree1 = tree('a,b,c',a,b,c);
tree3 = tree('w,x',w,x);
tree2 = tree('tree3,y,z',tree3,y,z);
bigtree = tree('tree1,tree2',tree1,tree2);
Figure 2-17: Example of Tree Structure.
To ext r act a var iable fr om a t r ee, simply use t he br anch funct ion:
[tree1,tree2] = branch(bigtree);
% getting variable w:
w = branch(bigtree,'tree2/tree3/w');
% getting several variables:
[w,b] = branch(bigtree,'tree2/tree3/w,tree1/b');
Pat hs in a t r ee ar e also det er mined by t he numer ical indices of t he br anches
which lead t o t he br anch of int er est . For example, t he last line above is
equivalent t o
[w,b] = branch(bigtree,'2/1/1,1/2');
See br anch for fur t her det ails.
See Also br anch, mksys, gr aft , ist r ee, issyst em, vr sys
TREE2
z y
c b a
x w
TREE3
TREE1
BIGTREE
youla
2-111
2youla
Purpose Par amet r izat ion of all r ealizable st able closed-loop syst ems for use in
infinit y-nor m cont r oller synt hesis.
Syntax youla
Inputs: A, B1, B2, C1, C2, D11, D12, D21, D22
Outputs: at11, bt11, ct11, dt11
at12, bt12, ct12, dt12, at1p, bt1p, ct1p, dt1p
at21, bt21, ct21, dt21, at2p, bt2p, ct2p, dt2p
kx, x, ky, y, f, h
Description youla is a scr ipt M-file used as a subr out ine by t he scr ipt M-file linf. Given an
augment ed plant P(s) having st at e-space mat r ices
youla comput es an LQG cont r oller K(s) such t hat t he closed-loop syst em T(s)
shown in Figur e 2-18, Youla Par amet r izat ion. has t he for m
wit h T
12
and T
21
inner, i.e.
Youla also comput es complement ar y inner -fact or s and such
t hat and ar e square and inner . A r ealizat ion for
is r et ur ned as
A B
1
B
2
C
1
D
11
D
12
C
2
D
21
D
22
T s ( ) :
T
11
s ( ) T
12
s ( )
T
21
s ( ) T
22
s ( )
=
T
11
s ( ) T
12
s ( )
T
21
s ( ) 0

T
12
T
s ( )T
12
s ( ) I = , T
21
s ( )T
21
T
s ( ) I =
T
12

T
21

T
12
s ( ), T
21

s ( )
T
21
s ( )
T
21

s ( )
T
11
, T
12
, T
12

, T
21
, T
21

T
11
s ( ) : s s11 = , T
12
s ( ): s s12 = , T
12

s ( ): s s12p = ,
T
21
s ( ): s s21 = , T
21

s ( ): s s21p =
youla
2-112
Figure 2-18: Youla Parametrization.
The LQG cont r oller has r ealizat ion
The st at e-feedback Riccat i solut ion and t he Kalman-Bucy filt er Riccat i
equat ion ar e r et ur ned as x and y r espect ively. Also r et ur ned ar e t he associat ed
gain mat r ices f and h.
As shown by [3], t he closed-loop t r ansfer funct ion of t he syst em in Figur e 2-19,
Q-Par amet r izat ion. is t he Youla par amet er izat ion of t he set of r ealizable st able
closed-loop t r ansfer funct ions, viz.,
T(s)
~
2
y
2
2
1
P(s)
u
1
y
1
y
u
2
K(s)
2
1
P(s)
u
1
y
1
y
u
2
K(s)
u
~
x

A = x B
2
+ u
2
H y
2
y
2
y
2
= C
2
x D
22
u
2
+
u
2
F = x u
2
+
T
y
1
u
1
T
11
= s ( ) T
12
+ s ( )Q s ( )T
21
s ( )
youla
2-113
wher e Q(s) is any st able t r ansfer funct ion mat r ix.
Figure 2-19: Q-Parametrization.
Algorithm We employ t he for mulae of [2], as r epor t ed in t he paper [4]:
wher e X
1
and Y
1
ar e pseudo inver ses, and
0
12
T ~ ~
11
21
Q(s)
u
u
y
y
1
1
2 2
T T
T
11
T
12
T
12

T
21
0 0
T
21

0 0
:=
A B

2
F + B
2
F B
1
B

2
X
1
C
1
T
C
12

0 A H + C

2
B
1
H + D

21
0 0
C
1
D

12
F + D

12
F D
11
D

12
D

12

0 C

2
D

21
0 0
0 D
21

B
1
T
Y
1
D
21

0 0
D

12
D
12
= D
12
T
D
12
( )

, D

21
D
21
D
21
T
( )

D
21
=
B

2
B
2
= D
12
T
D
12
( )

, C

2
D
21
D
21
T
( )

C
2
=
youla
2-114
and and ar e comput ed using ortc and ortr such t hat
ar e bot h unit ar y. The var iables f, x, h, y ar e comput ed as t he solut ion of LQ
opt imal cont r ol pr oblems via t he MATLAB commands:
[kx,x] = lqrc(A,B2,C1'*C1,D12'*D12,C1'*D12);
[ky,y] = lqrc(A',C2',B1*B1',D21*D21',B1*D21');
f = -kx;
h = -ky';
See Also h2lqg, hinf, hinfdemo, linf, linfdemo
References [1] C. A. Desoer , R. W. Liu, J . Mur r ay and R. Saeks, Feedback Syst em Design:
The Fr act ional Repr esent at ion Appr oach t o Analysis and Synt hesis, IEEE
Trans. on Automat. Control, J une, 1980.
[2] J . Doyle, Advances in Multivariable Control. Lect ur e Not es at ONR/
Honeywell Wor kshop. Minneapolis, MN, Oct . 8-10, 1984.
[3] C. N. Net t , C. A. J acobson, and M. J . Balas, A Connect ion Bet ween
St at e-Space and Doubly Copr ime Fr act ional Repr esent at ions, IEEE Trans. on
Automat. Control, AC-29, Sep. 1984.
[4] M. G. Safonov, E. A. J onckheer e, M. Ver ma and D. J . N. Limebeer ,
Synt hesis of Posit ive Real Mult ivar iable Feedback Syst ems, Int. J . Control,
vol. 45, no. 3, pp. 817-842, 1987.
D
12

D
21

D
12
D
12

an d
D
21
D
21

I-1
Index
A
ACC benchmar k pr oblem 1-50, 1-78
achievable bandwidt h vs. H

Modeling Er r or
1-85
addit ive and mult iplicat ive unst r uct ur ed
uncer t aint y 1-12
addit ive er r or r obust ness cr it er ion 1-87
addit ive model r educt ion met hods 1-87
addit ive plant per t ur bat ions 1-37
algebr aic Riccat i Solver 2-8
all-pass embedding 2-50
aresolv 2-8
Ar nold and Laubs Riccat i condit ion number 2-94
augd 2-11
augss 2-12
augtf 2-12
B
backwar d r ect angular 2-18
balanced r ealizat ion 2-82
balanced st ochast ic t r uncat ion 1-99, 2-25
balmr 2-16
bilin 2-18
bilinear t r ansfor m 1-48
binar y sear ch algor it hm 2-54
blkrsch 2-22
block or der ed r eal Schur for m 2-22
block-cont r oller for m 2-108
block-obser ver for m 2-108
branch 2-24
bstschml 2-25
bstschmr 2-25
Byer ss condit ion number 2-36, 2-94
C
cgloci 2-29
char act er ist ic gain loci 1-23, 2-29
classical loop-shaping 1-57
condit ion number s of ARE 2-36, 2-94
conic-sect or 2-96
cont inuous algebr aic Riccat i solver 1-36
cschur 2-22
cur ve fit t ing met hod 1-45
D
D F it er at ion pr ocedur e 2-77
daresolv 2-32
dcgloci 2-29
des2ss 2-34
descr ipt or syst em 2-34
dh2lqg 2-44
dhinf 2-48
diagonal scaling 1-47, 2-41
diagonally per t ur bed mult ivar iable st abilit y
mar gin 1-11
discr et e H

-nor m 1-94
discr et e H
2 -nor m
1-94
dist ur bance at t enuat ion 1-37
driccond 2-36
dsigma 2-38
E
exist ence of H

cont r oller s 1-35
F
fitd 2-41
fitgain 2-42
In d e x
I-2
for war d r ect angular 2-19
G
gain mar gin 1-21
gain r educt ion t oler ance 1-41
gener alized Nyquist st abilit y t heor em 1-23
-it er at ion 1-2, 1-34, 1-63
graft 2-43
guar ant eed gain/phase mar gins in MIMO
syst ems 1-40
H
H

-nor m 1-9, 2-96
H

opt imal cont r ol synt hesis 1-32

H

small gain pr oblem 1-33

H
2
-nor m 1-9, 2-80
H
2
opt imal cont r ol synt hesis 1-32
h2lqg 2-44
hier ar chical dat a st r uct ur e 1-4
hinf 2-48
hinfopt 2-54, 2-54
I
imp2ss 2-56
interc 2-59
iofc 2-62
iofr 2-62
issystem 2-72
istree 2-109
K
K
m
upper bounds 1-12, 1-27
L
lftf 2-65
linear fr act ional t r ansfor mat ion 2-65
linear quadr at ic Gaussian opt imal cont r ol
synt hesis 2-67
linf 2-48
loop t r ansfer funct ion mat r ix 1-37
lqg 2-67
LQG loop t r ansfer r ecover y 1-31, 2-69
ltru 2-69
ltry 2-69
M
mixed-sensit ivit y appr oach 1-42
mksys 2-72
modeling nonlinear uncer t aint y 1-20
modeling unst r uct ur ed uncer t aint y 1-16
-synt hesis design t echnique 2-41
mult iplicat ive er r or bound 2-26
mult iplicat ive er r or r obust ness cr it er ion 1-89
mult iplicat ive plant per t ur bat ions 1-37
mult iplicat ive uncer t aint y 1-43
mult ivar iable int er connect ed syst em 2-59
mult ivar iable loop shaping 1-31
mult ivar iable st abilit y mar gin 1-26, 2-103
muopt 2-75
musyn 2-77
N
normh2 2-80
normhinf 2-80
O
obalreal 2-82
In d e x
I-3
ohkapp 2-84
ohklmr 2-84
opt imal Hankel appr oximat ion wit hout balancing
1-88, 1-97, 2-84
or der ed balanced r ealizat ion 1-87
or der ed Schur decomposit ion 1-96
osborne 2-87
Osbor ne diagonal scaling 1-29, 2-87
P
pack mat r ices 1-4
perron 2-90
Per r on diagonal scaling 1-29
Per r on eigenvect or met hod 2-90
Per r on opt imal scaling mat r ix 1-12, 2-91
phase mar gin 1-21
plant augment at ion 2-12
pr ewar ped Tust in 2-18
pr oper t ies of H

cont r oller s 1-34
pr oper t ies of K
m
or 1-27
pr oper t ies of singular values 1-8
psv 2-90
pull out t he uncer t aint y channels 1-15
R
r eal and or der ed eigenst r uct ur e decomposit ion
2-93
r educible mat r ices 2-91
reig 2-93
r elat ive er r or bound 2-26
r et ur n differ ence equalit y 2-63
riccond 2-94
r obust analysis classical appr oach 1-21
r obust analysis moder n appr oach 1-25
r obust cont r ol pr oblem 1-10
r obust per for mance 1-12
r obust st abilit y pr oblem. 1-11
r oot br anches 1-6
S
sampled-dat a r obust cont r ol 1-93
Sandber g-Zames small gain t heor em 1-25
schmr 2-16
Schur balanced model r educt ion 1-87
sectf 2-96
sect or bilinear t r ansfor mat ion 2-96
sect or t r ansfor m 1-14, 1-52, 1-97
sfl 2-101
sfr 2-101
shift ed jw-axis bilinear 2-19
shift ed Tust in 2-19
sigma 2-38
singular value fr equency r esponse 2-38
singular value loop shaping 1-31
singular -value decomposit ion 1-8
singular -value st abilit y r obust ness t heor em 1-25
slow and fast modes decomposit ion 2-106
slowfast 2-106
spect r al fact or izat ion 2-101
ssv 2-103
st able and ant ist able pr oject ions 2-106
stabproj 2-106
st r uct ur ed singular value 1-11, 2-103
st r uct ur ed uncer t aint y 1-17
SVD syst em r ealizat ion 1-98, 2-56
syst em dat a st r uct ur e 2-72
T
tfm2ss 2-108
tree 2-109
In d e x
I-4
t r ee dat a st r uct ur e 1-4, 2-109
t r uncat ed balanced model r educt ion 1-87
Tust in t r ansfor m 2-18
U
uncer t aint y 1-14
uncer t aint y model 1-15
unst r uct ur ed uncer t aint y 1-12
V
vrsys 2-72
W
weight ed mixed sensit ivit y pr oblem 1-43
Wiener -Hopf/LQG opt imal cont r ol t heor y 1-10
w-t r ansfor m 1-94
Y
youla 2-111
Youla par amet r izat ion 2-112