Paper 31
Paper 31
Paper 31
Moreover, q(t) = i means that subsystem (fi , Bi ) is active. Let us now introduce some concepts of the set-stability
By ν(t) ∈ Rn we denote a bounded perturbation vector related with attractive sets for time-delay systems [4], [3],
associated with x(t), and φ(t) is a continuous function with [6], [10].
kφ(·)k := supθ∈[−hmax ,0] kφ(θ)k. Transitions between the Definition 2.1: A set D ⊂ Rn is called a positive
given subsystems occurs at “switching times” τr , r ∈ N, invariant set of system (6), if for any initial function
where function q(·) has discontinuities, unlike the time- φ(t) ∈ D for t ∈ [−hmax , 0] implies x(t) ∈ D for each
intervals [τr−1 , τr ) where it remains constant. Actually, in t ≥ 0.
this paper we deal with a specific case of two subsystems,
i.e. P = {1, 2}. Results derived are valid only for this Definition 2.2: [11] An attractive ellipsoid E (0, Q) for
specific case, but note that the proposed method can be (6) is called the set
easily extended for the case M > 2. In this situation the {x ∈ Rn |x⊺ Qx ≤ 1, Q = Q⊺ > 0} (8)
switching function is defined as
where Q is referred as the ellipsoid matrix, if this set is
q(t) = q(0)χI (t) + q̄ (1 − χI (t)) (2) asymptomatically Lyapunov stable.
where q̄ = P \ {q(0)} for a given q(0). Here χI (·) is the A system of the type (1) or (6) is associated with a
characteristic function of the time interval I = [τ2r , τ2r+1 ): set U of feasible control functions u(·) that stabilize the
system in a practical sense [13]. Admissible feedback con-
1 t ∈ [τ2r , τ2r+1 ), r = 0, 1, 2.... trol strategies are chosen from the class of linear retarded
χI (t) := (3) dynamic controllers
0 otherwise
From (2) it follows that the initial conditions are in fact w1 (x(t), hq(t) ) = K1 x(t) + K2 x(t − hq(t) ), (9)
composed by a pair (φ(t), q(0)). Consider τ0 = 0. w2 (x(t), q(t), hq(t) ) = K1,q(t) x(t)+K2,q(t) x(t−hq(t) ). (10)
We also introduce the following technical assumptions:
2
• kν(t)kK = ν (t)Kν ν(t) ≤ 1;
⊺ The control design we apply to (1), implemented as
ν
• the state x(t) and x(t−hi ) are completely measurable; u(t) = w1 (x(t), hq(t) ) or u(t) = w2 (x(t), q(t), hq(t) ), is
• fi (t, x, y) for i ∈ P, satisfies a quasi-Lipschitz condi-
determined by a selection of the suitable matrices
tion Θ1 := K1 K2 Rm×2n
(11)
fi (x, y) − Ai x − Ai y
2 ≤ δ0i
K11 K21 2m×2n
Qfi
(4) Θ2 := R (12)
2 2 K12 K22
+ δ1i kxkQδ + δ2i kykQδ
1i 2i
Hence Θ1 and Θ2 are referred as the dynamic controller
• the pairs (Ai , Bi ) and (Ai , Bi ) are controllable; matrices related to (9) and (10), respectively. The corre-
• min|[τr , τr+1 )| > hmax sponding closed-loop realizations Σk ,k = {1, 2}, of (6)
r
Here k · kKν , k · kQfi , k · kQδ1i and k · kQδ2i also are under (9) and (10) are defined as
called as weighted Euclidean norms, where Kν , Qfi , Qδ1i ẋ(t) =[G11 x(t) + G21 x(t − h1 )]χI (t)
and Qδ2i are given n × n-dimensional positive definite
+ [G12 x(t) + G22 x(t − h2 )](1 − χI (t))
symmetric matrices. δ0i > 0, δ1i ≥ 0 and δ2i ≥ 0 are Σk (13)
some given scalars. Also, we exclude the Zeno effect in
+ ξ(t), ∀t > 0
x(t) =φ(t), ∀t ∈ [−hmax , 0],
the switching signal, i.e., infinite switchings in finite time
are not considered. Switched systems with Zeno effect are where k = 1 corresponds to w1 ,G1i := Ai + Bi K1 , G2i :=
addressed in [1]. Ai + Bi K2 ; and k = 2 corresponds to w2 , G1i := Ai +
We define the auxiliary function Bi K1i , G2i := Ai + Bi K2i , i = {1, 2}.
Now consider E (0, Q) associated with the closed-loop
ξ(t) :=fq(t) x(t), x(t − hq(t) ) − Aq(t) x(t)
(5) system (13). Our aim is to generate control strategies
− Aq(t) x(t − hq(t) ) + υ(t)
of the type (9)-(10), and determine suitable dynamic
and rewrite the system (1) as follows: controller matrices Θk in order to guarantee that E (0, Q)
is an attractive ellipsoid for Σk . From the point of view of
ẋ(t) =Aq(t) x(t) + Aq(t) x(t − hq(t) ) + Bq(t) u(t)
control applications, we are interested in constructing an
+ ξ(t), ∀t ≥ 0 (6) ellipsoid of “minimal” size.
x(t) =φ(t), ∀t ∈ [−hmax , 0]. The minimality property can be formalized by the fol-
lowing problem
Using the quasi-Lipschitz condition we obtain
minimize tr(Q−1
k )
kξ(t)k2Qf ≤ δ̂i + δ1i kx(t)k2Qδ + δ2i kx(t − hi )k2Qδ , (7)
i 1i 2i subject to (14)
where δ̂i = δ0i + 1, i ∈ P = {1, 2}. Qk ⊺ = Qk > 0, Qk ∈ Γ1 (x(·)), Θk ∈ Γ2 (x(·))
where Γ1 (x(·)) is a set of symmetric and positive definite Proof: The derivative of the first term can be com-
n-matrices that guarantee the invariance and attractivity puted easily as 2x⊺ (t)P ẋ(t). The derivative of the integral
property of the correspond ellipsoid E (0, Q). Γ2 (x(·)) is a terms can be computed using the well-known differenti-
subset of the space of (km × 2n)−dimensional matrices. ating formula for integral with variable limits (see [20]).
This subset describes the admissible dynamics controller
matrices.
n o We also assume that (14) has an optimal solution Our aim now is to verify the conditions from Lemma
Q̂, Θ̂k . The main problem is now to give a constructive 3.1 for the combined function V(t) = V (x(t), ẋ(t)). We
characterization of the above set restrictions. are now ready to formulate our main result.
III. The Attractive Ellipsoid Method
Theorem 3.3: Let a ∈ R+ and
The conventional invariant ellipsoid method use a
Lyapunov-based analysis of attractive sets ([18]). The
extended ellipsoid method we propose is based on the η(t) = x(t), ẋ(t), x(t − h1 ), x(t − h2 ),
following abstract result (see [19]). #⊺
Z t Z t−h1
Lemma 3.1: Let a continuously differentiable function ẋ(s)ds, ẋ(s)ds, ξ(t) ,
V : R+ 7→ R+ satisfies the following differential inequality t−h1 t−h2
2
X
−hi−1
Z Zt t−hi−1
Z t−hi−1
Z
+ (hi − hi−1 ) ea(s−t) ẋ⊺ (s)Ri ẋ(s) dsdθ (17) e a(s−t) ⊺
ẋ (s)Ri ẋ(s)ds ≥ e −ahi
ẋ⊺ (s)Ri ẋ(s)ds
i=1 −hi t+θ
t−hi t−hi
where P , Si , Ri are positive definite symmetric n-
t−hi−1 t−hi−1
Z Z
matrices, h2 > h1 > h0 = 0 are the constant delays and ≥ e−ahi
ẋ⊺ (s)ds Ri
ẋ(s)ds .
a > 0. This LKF is associated with the trajectory x(t) and t−hi t−hi
its derivative ẋ(t). Let us now compute the derivative of
this LKF.
Lemma 3.2: The derivative dV (x(t), ẋ(t))/dt along the Adding and subtracting the term ax⊺ (t)P x(t) we can
trajectories (x(·), ˙·(t)) is given by estimate the derivative of the LKF as follows
2
dV
⊺
X
2x (t)P ẋ(t) + e−ahi−1 x⊺ (t − hi−1 )Si x(t − hi−1 ) (x(t), ẋ(t)) ≤ −aV (x(t), ẋ(t)) + η ⊺ (t)Wη(t)
i=1 dt
− e−ahi x⊺ (t − hi )Si x(t − hi )
Z t−hi−1 where
−a ea(s−t) x⊺ (s)Si x(s)ds
t−hi
2
X (18) W = diag W1 , e−ah1 (S2 − S1 ), e−ah2 S2 , −h1 e−ah1 R1 ,
+ (hi − hi−1 ) (hi − hi−1 ) ẋ⊺ (t)Ri ẋ(t)
i=1
−(h2 − h1 )e−ah2 R2 , 0̄ ,
Z t−hi−1
aP + S1 P
− ea(s−t) ẋ⊺ (s)Ri ẋ(s)ds W1 = ,
t−hi
P h21 R1 + (h2 − h1 )2 R2
Z −hi−1 Z t
−a ea(s−t) ẋ⊺ (s)Ri ẋ(s) dsdθ
−hi t+θ and 0̄ is a zero n-dimensional matrix.
Following the “descriptor method” for time-delay sys- has optimal solution Υ̂ := Ŷ , Ψ̂, Q̂r , Ĥ1i , Ĥ2i , X̂1 , X̂2 ,
tems ([7]) we add the term D(t) ρˆi , â . Then for α = â and β = max(δ̂1 , δ̂2 ), the ellipsoid
h
D(t) := 2 F1 x(t) + F2 ẋ(t) + F3 x(t − h1 )χ + x(t − h2 )(1 − χ) E(0, Q1 ) determined by
Z t Z t−h1 ⊺ α −1
+F4 χ ẋ(s)ds + (1 − χ) ẋ(s)ds + F5 ξ(t) × Q1 = Ŷ (22)
t−h1 t−h2
β
G11 x(t) + G21 x(t − h1 ) χ(t) + G12 x(t) + G22 x(t − h2 ) × is an attractive ellipsoid for the closed-loop system (13).
Moreover, corresponding dynamic controller matrices are
(1 − χ(t)) + ξ(t) − ẋ(t) , given by h i
Θ1 = X̂1 Ŷ1−1 X̂2 Ŷ3−1 . (23)
O(t) := ξ ⊺ (t) [χ(t)Qf1 + (1 − χ(t))Qf2 ] ξ(t).
Proof: Introduce the auxiliary matrices:
Using the quasi-Lipschitz condition (7), we next get the
final estimation Ψ :=diag (Y1 , Y2 , Y3 , Y3 , Y4 , Y4 , Y5 ) = F −1 ,
dV X1 = K1 Y1 , X2 = K2 Y3 , H1i = Si−1 , H2i = Ri−1
(x(t), ẋ(t)) ≤ η ⊺ (t)Wη(t) − aV (x(t), ẋ(t)) + D(t) ± O(t)
dt
≤ η ⊺ (t) [χ(t)W1 + (1 − χ(t)W2 )] η(t) − aV (x(t), ẋ(t)) The matrix constrains Wi (P, S1 , S2 , R1 , R2 , Θ1 , F ) ≤ 0 in
(20) can be rewritten in the form of LMIs
+ δ̂1 χ(t) + (1 − χ(t))δ̂2 .
Theorem is proved. W i (Y, H11 , H12 , H21 , H22 , X1 , X2 , Ψ) :=
We have a immediate result from (15)-(19). Ψ [Wi (P, S1 , S2 , R1 , R2 , Θ1 , F )] Ψ⊺ ≤ 0
Corollary 3.4: Let W1 (P, S1 , S2 , R1 , R2 , Θ1 , F ) and
W2 (P, S1 , S2 , R1 , R2 , Θ1 , F ) be negative semidefinite ma- W i are defined in the Appendix.
trices. Then the composed function V(t) = V (x(t), ẋ(t)) is Relaxation leads to the auxiliary optimization prob-
a storage function from Lemma 3.1, and lem set up in Theorem 3.5 and provide a good frame-
work for numerical solution of the problem of feedback-
dV control synthesis. Following the method developed above,
(x(t), ẋ(t)) ≤ −αV (x(t), ẋ(t)) + β
dt we derive practical stability conditions under u(t) :=
Proof: We put α = a and β := max(δ̂1 , δ̂2 ). We w2 (x(t), q(t), hq(t) ). This strategy can get a better per-
formance in the case of specific control design. For this
add and subtract β in (19), and select some appropriate purpose now consider the following LKFs
matrices P, S, R1 , R2 , Θ1 , F such that W1 and W2 be
negative semidefinite matrices. Zt
Vi (x(t), ẋ(t)) = x⊺ (t)Pi x(t) + eai (s−t) x⊺ (s)Si x(s)ds
Since the invariance and attractive properties of the
t−hi
E(0, Q1 ) are guaranteed by the condition (16), we get a (24)
constructive interpretation of (14) Z0 Zt
ai (s−t) ⊺
β + hi e ẋ (s)Ri ẋ(s)dsdθ
minimize tr P −1 −hi t+θ
α
subject to (20) where Pi , Si , Ri for i = {1, 2} are positive definite
P, Si , Ri > 0, P = P ⊺ , Si = Si ⊺ , Ri = Ri ⊺ , i = 1, 2 symmetric matrices, hi > 0 are constant delays and ai > 0.
Let
Wi (P, S1 , S2 , R1 , R2 , Θ1 , F ) ≤ 0, Θ1 ∈ Γ2 (x(·)).
Zt
Nevertheless, due to nonlinearities in the restrictions, Di (t) := 2 F1i x(t) + F2i ẋ(t) + F3i x(t − hi ) + F4i ẋ(s)ds
the selection of variables (P, S1 , S2 , R1 , R2 , Θ1 ) and free
t−hi
parameters F is a non trivial computational task. Note i⊺ h i
that nature of this optimization problem is heavily non- +F5i ξ(t) × G1i x(t) + G2i x(t − hi ) + ξ(t) − ẋ(t) ,
linear (the nonlinear objective functional and bilinear Oi (t) := ξ ⊺ (t)Qfi ξ(t) − ξ ⊺ (t)Qfi ξ(t).
constraints). Motivated from that facts, let us now refor-
mulate the problem (20) in a relaxed form that contains In order to summarize the procedure we only present
the Linear Matrix Inequalities (LMI). Let Y := P −1 . the final result associated with the second controller.
Theorem 3.5: Assume that the following optimization
problem Theorem 3.6: Assume that the following optimization
problem
minimize tr Y
subject to minimize tr Yi
W 1 < 0, W 2 < 0, (21) subject to (25)
Mπ > 0, Qr > 0, π = 1, 11, r = 1, 12, i = 1, 2 Ωi < 0, Mπi > 0, Qπi > 0; π = 1, 7, i = 1, 2
Y > 0, Y5 > 0, ρi > 0, a > 0, H1i > 0, H2i > 0 Yi > 0, Y5i > 0, ρi > 0, ai > 0, H1i > 0, H2i > 0
has optimal
solution Υ̂i := Ŷi , Ψ̂i , Q̂πi , Ĥ1i , Ĥ2i , X̂1i , X̂2i
ρˆi , âi . Let αi = âi and β = δi . The ellipsoid E(0, Q2i ) 0.8
determined by
αi 0.6
Q2i = Ŷi−1 (26)
βi 0.4
−200
sin(x1 (t)) − 4x2 (t) + x1 (t − h1)
f1 = −400
x2 (t) − x2 (t − h1 ) 0 5 10 15 20 25 30 35 40 45 50
time (s)
x2 (t) + 0.5x1 (t − h2 )
f2 =
−x1 (t) − 2sign(x2 (t)) + 0.2x1 (t − h1 ) + 0.1x2 (t − h2 ) Fig. 1. State variables under w1
1 −4 1 0 2
A1 = A1 = B1 = h1 = 0.3
0 1 0 −1 −1
0 1
0.5 0
0.4 stability properties. The implementable computational al-
A2 = A2 = B2 = h2 = 1
−1 −2 0.2 0.1 0.1 gorithms that generates the corresponding linear feedback
controllers are presented and their effectiveness is demon-
The computed gain matrices are
strated by a numerical example. The results obtained can
K1 = [−2.3592 1.5588] K2 = [−2.6098 1.0769] be extended to some classes of output-based feedback
K11 = [−728.0435 − 409.9273] K21 = [−6.060 11.112] control problems.
K12 = [−2922.25 688.33] K22 = [−0.699 1.410]
−0.02
Appendix
−0.04
i
−0.06
Matrices W i (Y, H11 , H12 , H21 , H22 , X1 , X2 , Ψ) = [ωjk ]
−0.08 are symmetric. Here i = 1, 2 and {j, k} = 1, 7.
−0.1
1
−0.05 −0.04 −0.03 −0.02 −0.01 0 0.01 0.02 0.03 0.04 0.05 ω11 = aQ1 + Q2 + Q9 + G11 Y1 + Y1⊺ G⊺ 11
x 1
1 ω22 = h21 Q5 + (h2 − h1 )2 Q6 − Y1 − Y1⊺
1
ω33 = e−ah1 (Q3 − Q4 ) + G21 Y3 + Y3 G⊺ 21 + Q11
1 1
2500 ω44 = −e−ah2 Q3 ω55 = −h1 e−ah1 Q7
−3
x 10 x1 1 1
ω66 = −(h2 − h1 )e−ah2 Q8 ω77 = (2 − ρ1 )Y5
2000 x2 1 1
2 ω12 = Q1 − Y1 + Y1⊺ G⊺ 11 ω ⊺ ⊺
13 = G21 Y3 + Y1 G11
1 1
1500
ωj4 = 0, j = {1, 3, 5, 7} ω15 = Y1⊺ G⊺ 11
0 1 1
ωj6 = 0, j = {1, 5, 7} ω17 = Y5 + Y1⊺ G⊺ 11
1 ⊺ 1 ⊺
1000 −2 ω23 = G21 Y3 − Y1 ω25 = −Y1
1 ⊺ 1 ⊺ ⊺
x(t) 10 20 30 40 ω27 = Y5 − Y1 ω35 = Y3 G21
500 1 1
ω37 = Y5 + Y3⊺ G⊺ 21 ω57 = Y5
0
G11 Y1 := A1 Y1 + B1 X1 G21 Y3 := Ad1 Y3 + B1 X2
2
ω11 = aQ1 + Q2 + Q10 + G12 Y1 + Y1⊺ G⊺ 12
2
−500 ω22 = h21 Q5 + (h2 − h1 )2 Q6 − Y1 − Y1⊺
2 ⊺ ⊺
ω44 = −e −ah2
Q3 + G22 Y3 + Y3 G22 + Q12
−1000 2 2
ω33 = e−ah1 (Q3 − Q4 ) ω55 = −h1 e−ah1 Q7
1 1
−1500
ω66 = −(h2 − h1 )e−ah2 Q8 ω77 = (2 − ρ2 )Y5
2 2
0 5 10 15 20 25 30 35 40 45 50 ω12 = Q1 − Y1 + Y1⊺ G⊺ 12 ωj3 = 0, j = {1, 2, 4, 7}
time (s) 2 2
ω14 = G22 Y3 + Y1⊺ G⊺ 12 ωj5 = 0, j = {1, 4, 6, 7}
2 2
ω16 = Y1⊺ G⊺ 12 ω17 = Y5 + Y1⊺ G⊺ 12
Fig. 2. State variables under w2 2
ω24 = G22 Y3 − Y1⊺ ω262
= −Y1⊺
2 ⊺ 2 ⊺ ⊺
ω27 = Y5 − Y1 ω46 = Y3 G22
2 2
ω47 = Y5 + Y5⊺ G⊺ 22 ω67 = Y5
G12 Y1 :=
A 2 Y 1 + B 2 X 1 G 22 Y
3 := Ad2 Y3 B2 X2
[9] S. Gonzalez-Garcia, A. Polyakov, A. Poznyak, “Output linear Q1 Y1 ⊺ Q2 Y1 ⊺ Q3 Y3 ⊺
M1 = M2 = M3 =
controller for a class of nonlinear systems using the invari- Y
1 Y Y 1 H 11 Y3 H12
ant ellipsoid technique”, American Control Conference 2009 , Q4 Y3 ⊺ Q5 Y1 ⊺ Q6 Y1 ⊺
M4 = M5 = M6 =
pp.1160–1165, 10-12 June 2009. Y3 H11 Y1 H21 Y1 H22
Q7 Y4 ⊺ Q8 Y4 ⊺
[10] W. Haddad, V. Chellaboina, “Nonlinear Dynamics Systems and M7 = M8 =
Control”, Princeton University Press, Princeton, 2008. Y4 H21 Y4 H22
Q9 + Q10 Y1 ⊺
[11] H.K. Khalil, “Nonlinear Systems”, 3rd edition, Prentice Hall, M9 = −1
Y 1 δ 11 Q δ11
+ δ12 Qδ12
Upper Saddle River, New Jersey, 2002.
Q11 + Q12 Y3 ⊺
[12] A.B. Khurzhanski, P. Varaiya, “Ellipsoidal techniques for reach- M10 = −1
Y 3 δ Q
21 δ21 + δ
22 δ22Q
ability under state constraints”, SIAM Journal on Control and
Qf1 + Qf2 In
Optimization, 45, pp. 1369–1394, 2006. M11 = In 1
ρ +ρ Y5
1 2
[13] V. Lakshmikantham, S. Leela, A.A. Martynyku, “Practical sta-
i
bility of nonlinear systems”, New York: World Scientific Pub- Matrices Ωi (Yi , H1i , H2i , X1i , X2i , Ψi ) = [ωjk ] are sym-
lishing Co., 1990.
[14] D. Liberzon, “Switching in systems and control”, Systems &
metric. Here i = 1, 2 and {j, k} = 1, 5. The components
i
control. Foundations & applications, Boston, MA: Birkhauser, ωjk are given by:
2003. i ⊺ ⊺
ω11 = ai Q1i + Q2i + G1i Y1i + Y1i G1i + Q6i
[15] Lin H. and Antsaklis P. J., “Stability and Stabilizability of i ⊺ ⊺
ω33 = −e−ahi Q4i + G2i Y3i + Y3i G2i + Q7i
Switched Linear Systems: A Survey of Recent Results”, IEEE i ⊺ ⊺ i ⊺ ⊺
ω12 = Q1i − Y1i + Y1i G1i ω13 = G2i Y3i + Y1i G1i
Transactions on Automatic Control, vol. 54, n0. 2, February, i ⊺ ⊺ i
ω14 = Y1i G1i ω15 = Y5i + Y1⊺ G⊺
2009. i 2
ω22 = hi Q3i − Y1i − Y1i ⊺ i
ω23 = G2i Y3i − Y1i
11
⊺
[16] J. Lunze, F. Lamnabhi-Lagarrigue, “Handbook of Hybrid Sys- i
ω24 = −Y1i ⊺ i
ω25 = Y5i − Y1i⊺
tems Control: Theory, tools and applications”, New York: Cam- i
ω34 = Y3i⊺ ⊺
G2i i
ω35 = Y5i + Y3⊺ G⊺21
bridge University Press, 2009. i
ω44 = −hi e−ahi Q5i i
ω45 = Y5i
[17] M. Mera, A. Poznyak, V. Azhmyakov, “On the robust control i
ω55 = (2 − ρi )Y5i
design for a class of continuous-time dynamical systems with a G1i Y1i =
Ai Y1i +⊺ B
i X1i Y3i = Ai⊺Y3i + Bi X2i
G2i
sample-data output”, in Proceedings of the 18th IFAC World Q1i Y1i Q2i Y1i Q3i Y1i⊺