LMIs in Control/Controller Synthesis/Continuous Time/Optimal Dynamic Output Feedback/H-infinity

Discrete-Time H∞-Optimal Dynamic Output Feedback Control

In this section, a Dynamic Output feedback controller is designed for a Continuous Time system, to minimize the H_∞ norm of the closed loop system with exogenous input $w_{k}$ and performance output $z_{k}$.

The System

Continuous-Time LTI System with state space realization $(A,B,C,D)$

${\begin{aligned}{\dot {x}}&=Ax+B_{1}w+B_{2}u\\z&=C_{1}x+D_{11}w+D_{12}u\\y&=C_{2}x+D_{21}w+D_{22}u\\\end{aligned}}$

The Data

The matrices: System $(A,B_{1},B_{2},C_{1},C_{2},D_{11},D_{12},D_{21},D_{22}),X_{1},Y_{1},Z,,X_{2},Y_{2}$

Controller $(A_{c},B_{c},C_{c},D_{c})$

The Optimization Problem

The following feasibility problem should be optimized:

$\gamma$ is minimized while obeying the LMI constraints.

The LMI:

Solve for $A_{n}\in {R^{n_{x}*n_{x}}},B_{n}\in {R^{n_{x}*n_{y}}},C_{n}\in {R^{n_{u}*n_{x}}},D_{n}\in {R^{n_{u}*n_{y}}},X_{1},Y_{1}\in {S^{n_{x}}},and\gamma \in {R_{>0}};$ that minimize ${\mathcal {J}}(\gamma )=\gamma$ subject to $X_{1}>0,Y_{1}>0,$ ${\begin{aligned}\\{\begin{bmatrix}N_{11}&A+A_{n}^{T}+B_{2}D_{n}C_{2}&B_{1}+B_{2}D_{n}D_{21}&Y_{1}^{T}C_{1}^{T}+C_{n}^{T}D_{12}^{T}\\*&X_{1}A+A^{T}X_{1}+B_{n}C_{2}+C_{2}^{T}+B_{n}^{T}&X_{1}B_{1}+B_{n}D_{21}&C_{1}^{T}+C_{2}^{T}D_{n}^{T}D_{12}^{T}\\*&*&-\gamma \mathbf {1} &D_{11}^{T}+D_{21}^{T}D_{n}^{T}D{12}^{T}\\*&*&*&-\gamma \mathbf {1} \end{bmatrix}}&>0,\\{\begin{bmatrix}X_{1}&\mathbf {1} \\*&Y_{1}\end{bmatrix}}&>0,\\\end{aligned}}$

where $N_{11}=AY_{1}+Y_{1}A^{T}+B_{2}C_{n}+C_{n}^{T}B_{2}^{T}.$ The controller is recovered by

${\begin{aligned}&A_{c}=A_{k}-B_{c}(1-D_{22}D_{c})^{-1}D_{22}C_{c}\\&B_{c}=B_{k}(1-D_{c}D_{22})\\&C_{c}=(1-D_{c}D_{22})C_{k}\\&D_{c}=1+D_{k}D_{22})^{-1}D_{k}\\\end{aligned}}$

where, ${\begin{aligned}{\begin{bmatrix}A_{k}&B_{k}\\C_{k}&D_{k}\end{bmatrix}}&={\begin{bmatrix}X_{2}&X_{1}B_{d2}\\0&1\end{bmatrix}}^{-1}({\begin{bmatrix}A_{n}&B_{n}\\C_{n}&D_{n}\end{bmatrix}}-{\begin{bmatrix}X_{1}AY_{1}&0\\0&0\end{bmatrix}}){\begin{bmatrix}Y_{2}^{T}&0\\C_{2}Y_{1}&1\end{bmatrix}}^{-1}\end{aligned}}$
and the matrices $X_{2}$ and $Y_{2}$ satisfy $X_{2}Y_{2}^{T}=1-X_{1}Y_{1}$. If $D_{22}=0$, then $A_{c}=A_{k},B_{c}=B_{k},C_{c}=C_{k},$ and $D_{c}=D_{k}$.

Given $X_{1}$ and $Y_{1}$, the matrices $X_{2}$ and $Y_{2}$ can be found using a matrix decomposition, such as a LU decomposition or a Cholesky decomposition.

Conclusion:

The Continuous-Time H∞-Optimal Dynamic Output Feedback Controller is the system $(A_{dc},B_{dc},C_{dc},D_{dc})$

Implementation

The LMI given above can be implemented and solved using a tool such as YALMIP, along with an LMI solver such as MOSEK.

Related LMIs

Discrete Time H∞ Optimal Dynamic Output Feedback Control

Continuous Time H2 Optimal Dynamic Feedback Control

External Links

A list of references documenting and validating the LMI.

• LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
• LMI Properties and Applications in Systems, Stability, and Control Theory - A List of LMIs by Ryan Caverly and James Forbes.
• LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.