Skip to main content
Log in

Output Feedback Robust H∞ Control with D-Stability and Variance Constraints: Parametrization Approach

  • Original Article
  • Published:
Journal of Dynamical and Control Systems Aims and scope Submit manuscript

Abstract.

In this paper, we study the problem of robust H∞ controller design for uncertain continuous-time systems with variance and D-stability constraints. The parameter uncertainties are allowed to be unstructured but norm-bounded. The aim of this problem is the design of an output feedback controller such that, for all admissible uncertainties, the closed-loop poles be placed within a specified disk, the H∞ norm bound constraint on the disturbance rejection attenuation be guaranteed, and the steady-state variance for each state of the closed-loop system be no more than the prescribed individual upper bound, simultaneously. A parametric design method is exploited to solve the problem addressed. Sufficient conditions for the existence of the desired controllers are derived by using the generalized inverse theory. The analytical expression of the set of desired controllers is also presented. It is shown that the obtained results can be readily extended to the dynamic output feedback case and the discrete-time case.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. 1. A. Ben-Israel and T. N. E. Greville, Generalized inverses: theory and applications. Wiley, New York (1974).

    Google Scholar 

  2. 2. W. J. Chang and H. Y. Chung, A study of H∞ norm and variance-constrained design using dynamic output feedback for linear discrete systems. Int. J. Control 57 (1993), 473–484.

    Google Scholar 

  3. 3. J. H. Chou, Pole-assignment robustness in a specified disk. Systems Control Lett. 16 (1991), 41–44.

    Google Scholar 

  4. 4. E. G. Collins (Jr.) and R. E. Skelton, A theory of state covariance assignment for discrete systems. IEEE Trans. Automat. Control 32 (1987), 35–41.

    Google Scholar 

  5. 5. K. Furuta and S. B. Kim, Pole assignment in a specified disk. IEEE Trans. Automat. Control 32 (1987), 423–427.

    Google Scholar 

  6. 6. K. Glover, All optimal Hankel-norm approximations of linear multivariable systems and their L∞-error bounds. Int. J. Control 39 (1984), 1115–1193.

    Google Scholar 

  7. 7. K. M. Grigoriadis and R. E. Skelton, Minimum-energy covariance controllers. Automatica 33 (1997), 569–578.

    Google Scholar 

  8. 8. W. M. Haddad and D. S. Bernstein, Controller design with regional pole constraints. IEEE Trans. Automat. Control 37 (1992), 54–69.

    Google Scholar 

  9. 9. W. M. Haddad, D. S. Bernstein, and D. Mustafa, Mixed-norm H2/H∞ regulation and estimation: the discrete-time case. Systems Control Lett. 16 (1991), 235–248.

    Google Scholar 

  10. 10. H. Y. Horng, J. H. Chou, and I. R. Horng, Robustness of eigenvalue clustering in various regions of the complex plane for perturbed systems. Int. J. Control 57 (1993), 1469–1483.

    Google Scholar 

  11. 11. A. Hotz and R. E. Skelton, Covariance control theory. Int. J. Control 46 (1987), 13–32.

    Google Scholar 

  12. 12. Y. T. Juang and K. H. Chen, Robust pole-assignment of linear dynamic systems. Control Theory Adv. Technology 5 (1989), 67–74.

    Google Scholar 

  13. 13. R. E. Skelton and T. Iwasaki, Liapunov and covariance controllers. Int. J. Control 57 (1993), 519–536.

    Google Scholar 

  14. 14. R. E. Skelton, T. Iwasaki, and K. M. Grigoriadis, A unified algebraic approach to linear control design. Taylor & Francis, Basingstoke (1997).

    Google Scholar 

  15. 15. R. E. Skelton, J. H. Xu, and K. Yasuda, On the freedom in covariance control. Int. J. Control 59 (1994), 1567–1578.

    Google Scholar 

  16. 16. S. C. Tsay, I. K. Fong, and T. S. Kuo, D-stability analysis for discrete optimal regulator. Control Theory Adv. Technology 6 (1990), 237–246.

    Google Scholar 

  17. 17. E. Yaz, R. E. Skelton, and E. Grigoriadis, Robust regional pole assignment with output feedback. Proc. IEEE Conf. on Decision and Control (1993), 3009–3013.

    Google Scholar 

  18. 18. R. K. Yedavalli and Y. Liu, H∞ control with regional stability constraints. Automatica 31 (1995), 611–615.

    Google Scholar 

  19. 19. Z. Wang, Robust state estimation for perturbed systems with error variance and circular pole constraints: the discrete-time case. Int. J. Control 73 (2000), 303–311.

    Google Scholar 

  20. 20. Z. Wang and K. J. Burnham, LMI approach to output feedback control for linear uncertain systems with D-stability constraints. J. Optim. Theory Appl. 113 (2002), No. 2, 357–372.

    Google Scholar 

  21. 21. Z. Wang, X. Chen, and Z. Guo, Controller design for continuous systems with variance and circular pole constraints. Int. J. Systems Sci. 26 (1995), 1249–1256.

    Google Scholar 

  22. 22. Z. Wang and B. Huang, Robust H2/H∞ filtering for linear systems with error variance constraints. IEEE Trans. Signal Process. 48 (2000), 2463–2467.

    Google Scholar 

  23. 23. Z. Wang, B. Huang, and P. Huo, Sampled-data filtering with error covariance assignment, IEEE Trans. Signal Process. 49 (2001), 666–670.

    Google Scholar 

  24. 24. Z. Wang and H. Unbehauen, Robust H∞ control for systems with time-varying parameter uncertainty and variance constraints. Cybern. Systems Int. J. 31 (2000), 175–191.

    Google Scholar 

  25. 25. Y. Wang, L. Xie, and C. E. de Souza, Robust control of a class of uncertain nonlinear systems. Systems Control Lett. 19 (1992), 139–149.

    Google Scholar 

  26. 26. J. C. Willems, Least squares stationary optimal control and the algebraic Riccati equation. IEEE Trans. Automat. Control 16 (1971), 621–634.

    Google Scholar 

  27. 27. L. Xie, Output feedback H∞ control of systems with parameter uncertainty. Int. J. Control 63 (1996), 741–750.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zidong Wang.

Additional information

2000 Mathematics Subject Classification. 93E15, 93B36, 93B55.

This work was partially supported by the EPSRC under Grant GR/S27658/01, the Nuffield Foundation under Grant NAL/00630/G, and the Alexander von Humboldt Foundation of Germany.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Wang, Z., Ho, D. Output Feedback Robust H∞ Control with D-Stability and Variance Constraints: Parametrization Approach. J Dyn Control Syst 11, 263–280 (2005). https://doi.org/10.1007/s10883-005-4174-x

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10883-005-4174-x

Key words and phrases.

Navigation