LMIs in Control/pages/Positive Real Lemma

Positive Real Lemma

The Positive Real Lemma is a variation of the Kalman–Popov–Yakubovich (KYP) Lemma. The Positive Real Lemma can be used to determine if a system is passive (positive real).

The System

${\begin{aligned}{\dot {x}}(t)&=Ax(t)+Bu(t)\\y(t)&=Cx(t)+Du(t)\\x(0)&=x_{0}\end{aligned}}$

where $x(t)\in \mathbb {R} ^{n}$, $y(t)\in \mathbb {R} ^{m}$, $u(t)\in \mathbb {R} ^{q}$, at any $t\in \mathbb {R}$.

The Data

The matrices $A,B,C,D$ are known.

The LMI: The Positive Real Lemma

Suppose ${\hat {G}}(s)(A,B,C,D)$ is the system. Then the following are equivalent.

$1)\quad G\;{\text{is passive, i.e.}}\;\left\langle u,Gu\right\rangle _{L_{2}}\geq 0\;({\hat {G}}(s)+{\hat {G}}(s)^{*}\geq 0)$

$2)\quad {\text{There exists a}}\;X>0\;{\text{such that}}$

${\begin{bmatrix}A^{T}X+XA&XB-C^{T}\\B^{T}X-C&-D^{T}-D\end{bmatrix}}\leq 0$

Conclusion:

The Positive Real Lemma can be used to determine if the system $G$ is passive. Note from the (1,1) block of the LMI we know that $A$ is Hurwitz.

Implementation

This implementation requires Yalmip and Sedumi. https://github.com/eoskowro/LMI/blob/master/Positive_Real_Lemma.m

Related LMIs

KYP Lemma (Bounded Real Lemma)

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.