Abstract
In this paper, S (stochastic)-eigenvalue concept and its S-eigenvector for linear continuous-time systems with probabilistic uncertainties is proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the probabilistic variable parameters in the dynamic model of a plant. S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue concept is also proposed. The proposed design schemes are illustrated by numerical examples, and applied to the longitudinal dynamics of open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on S-eigenstructure assignment.
Similar content being viewed by others
References
Anderson, B. D. O. and Moore, J. B., 1971,Linear Optimal Control, NJ: Prentice-Hall.
Aoki, M., 1984, “Control of Linear Discrete- Time Stochastic Dynamic Systems with Multiplicative Disturbances,”IEEE Transactions on Automatic Control, Vol. AC-20, pp. 388–392.
Choi, J. W. and Seo, Y. B., 1999, “LQR Design with Eigenstructure Assignment Capability,”IEEE Transactions on Aerospace and Electronic Systems, Vol. 35, No. 2, pp. 700–708.
Dorato, P., 1987, “A historical Review of Robust Control,”IEEE Control Systems Magazine, Vol. 7, pp. 44–47.
Doyle, J. C, 1982, “Analysis of Feedback Systems with Structured Uncertainties,”IEE Proc, Vol. 129, Pt. D., No. 6, pp. 242–250.
Garg, S., 1991, “Robust Eigenspace Assignment Using Singular Value Sensitivities,”Journal of Guidance, Control, and Dynamics, Vol. 14, No. 2, pp. 416–424.
Fahmy, M. M. and Tantaway, H. S., 1984, “Eigenstructure Assignment via Linear State- Feedback Control,”International Journal of Control, Vol.40, No. 1, pp. 161–178.
Horn, R. A. and Johnson, C. R., 1985,Matrix Analysis, Cambridge University Press.
Horowitz, I., 1982, “Quantitative Feedback Theory,”IEE proc., Vol.129, Pt. D., No. 6, pp. 215–226.
John, S. B., 1999,Fundamentals of Linear State Space Systems, WCB/ McGraw-Hill, pp. 147–193.
Leon-Garcia, A., 1994, Probability and Random Processes for Electrical Engineering, Addison-Wesley Publishing Company, Inc.
Lethomaki, N. A., Sandell, N. R. and Athans, M., 1981, “Robustness Results in Linear Quadratic Gaussian Based Multivariable Control Designs,”IEEE Transactions on Automatic Control, Vol. AC-26, No. 1, pp.75–92.
Levinson, W. L., Kleinman, D. L. and Baron, S., 1968, “A Model for Human Controller Remnant,”Bolt, Beranek and Newman, Inc., Tech. Rep. 1731.
Lin, C. F., 1994,Advanced Control Systems Design, Englewood Cliffs, NJ, Prentice Hall, Inc. Liu. G. P. and Patton, R. J., 1998,Eigen-structure Assignment for Control System Design, John Wiley & Sons.
Maybeck, P.S., 1979,Stochastic Models, Estimation,and Control, Vol. 1, Mathematics in Science and Engineering, Vol. 141, Academic Press, pp. 101–111.
Mohler, R. R. and Kolodziej, W. J., 1980, “An Overview of Stochastic Bilinear Control Process,”IEEE Transactions on Systems, Man and Cybernetics, Vol. SMC-10, pp.913–918.
Patel, R. V., Toda, M. and Sridhar, B., 1977, “Robustness of Linear Quadratic State Feedback Designs in the Presence of System Uncertainty,”IEEE Transactions on Automatic Control, Vol. AC-22, pp. 945–949.
Ray, L. R., 1992, “Robust Linear-Optimal Control Laws for Active Suspension Systems,”Journal of Dynamic Systems, Measurement, and Control, Vol. 114, pp. 592–597.
Safonov, M. G. and Athans, M., 1977, “Gains and Phase Margin for Multiloop LQG Regulators,”IEEE Transactions on Automatic Control, Vol. AC-22, pp. 173–179.
Sandell. N. R. Jr., 1979, “Recent Developments in the Robustness Theory of Multivariable Systems,”Office of Naval Research, Rep. No. ONR- CR215-271-1F.
Seo, Y. B. and Choi, J. W., 2003,Frequency Domain Properties of EALQR with Indefinite Weighting Matrix, KSME International Journal, Vol. 17, No. 3. pp. 329–335.
Sobel, K. M. and Lallman, F. J., 1989, “Eigen-structure Assignment for the Control of Highly Augmented Aircraft,”Journal of Guidance, Control, and Dynamics, Vol. 12, No. 3, pp. 318–324.
Sobel, K.M. and Shapiro, E. Y., 1985a, “A Design Methodology for Pitch Pointing Flight Control Systems,”Journal of Guidance, Control and Dynamics, Vol.8, No. 2, pp. 181–187.
Sobel. K.M. and Shapiro, E. Y., 1985b, “Eigenstructure Assignment for Design of Multimode Flight Control Systems,”IEEE Control Systems Magazine, pp. 9–15.
Sobel, K. M., Shapiro, E. Y. and Andry, A. N., 1994, “Eigenstructure Assignment,”International Journal of Control, Vol. 59, No. 1, pp. 13–37.
Stengel, R. F., 1980, “Some Effects of Parameter Variations on the Lateral-Directional Stability of Aircraft,”Journal of Guidance, Control and Dynamics, Vol. 3, No. 2. pp. 124–131.
Stengel, R. F. and Ray, L. R., 1991, “Stochastic Robustness of Linear Time-Invariant Control Systems,”IEEE Transactions on Automatic Control, Vol. 36, No. 1, pp. 82–87.
Tahk, M. and Speyer, J. L., 1987, “Modelling of Parameter Variations and Asymptotic LQG Synthesis,”IEEE Transactions on Automatic Control, Vol. AC-32, No. 9, pp. 793–801.
Wingerden, A. J. M. and Dekoning, W. L., 1984, “The Influence of Finite Word Length on Digital Optimal Control,”IEEE Transactions on Automatic Control, Vol. AC-29, pp. 385–391.
Yaz, E., 1988, “Deterministic and Stochastic Robustness Measures for Discrete Systems,”IEEE Transactions on Automatic Control, Vol. 33, No. 10, pp. 952–955.
Yedavalli, R. K., Banda, S. S. and Ridgely, D. B., 1985, “Time-Domain Stability Robustness Measures for Linear Regulators,”Journal of Guidance, Control, and Dynamics, Vol. 8, pp. 520–524.
Yedavalli, R. K. and Liang, Z., 1986, “Reduced Conservatism in Stability Robustness Bounds by State Transformation,”IEEE Transactions on Automatic Control, Vol. AC-31, No. 9, pp. 863–866.
Zhou, K. and Khargonekar, P. P., 1987, “Stability Robustness Bounds for Linear State-Space Models with Structured Uncertainty,”IEEE Transactions on Automatic Control, Vol. AC-32, pp. 621–623.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Seo, Y.B., Choi, J.W. & Lee, D.H. Eigenstructure assignment for linear systems with probabilistic uncertainties. KSME International Journal 18, 933–945 (2004). https://doi.org/10.1007/BF02990865
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02990865