ESSENTIALS OF ROBUST CONTROL

KEMIN ZHOU
LOUISIANA STATE UNIVERSITY

with John C. Doyle

CALIFORNIA INSTITUTE OF TECHNOLOGY

Prentice Hall Upper Saddle River, New Jersey 07458

Contents
Preface Notation and Symbols List of Acronyms 1 Introduction 1.1 What Is This Book About? 1.2 Highlights of This Book 1.3 Notes and References 1.4 Problems 2 Linear Algebra 2.1 Linear Subspaces 2.2 Eigenvalues and Eigenvectors 2.3 Matrix Inversion Formulas 2.4 Invariant Subspaces 2.5 Vector Norms and Matrix Norms 2.6 Singular Value Decomposition 2.7 Semidefinite Matrices 2.8 Notes and References 2.9 Problems 3 Linear Systems 3.1 Descriptions of Linear Dynamical Systems 3.2 Controllability and Observability 3.3 Observers and Observer-Based Controllers 3.4 Operations on Systems 3.5 State-Space Realizations for Transfer Matrices 3.6 Multivariable System Poles and Zeros 3.7 Notes and References 3.8 Problems xi . vii xv xvii 1 1 3 9 10 11 11 12 13 15 16 19 23 24 24 27 27 28 31 34 35 38 41 42

xii 4 H2 4.1 4.2 4.3 4.4 4.5 4.6 and H^ Spaces Hilbert Spaces H2 and ftoo Spaces Computing C2 and 7i2 Norms Computing C^ and Tioo Norms Notes and References Problems

CONTENTS 45 45 47 53 55 61 62 . . 65 65 66 68 71 77 77

5 Internal Stability 5.1 Feedback Structure 5.2 Well-Posedness of Feedback Loop 5.3 Internal Stability 5.4 Coprime Factorization over TZHoo 5.5 Notes and References 5.6 Problems 6 Performance Specifications and Limitations 6.1 Feedback Properties 6.2 Weighted H2 and Hoo Performance 6.3 Selection of Weighting Functions 6.4 Bode's Gain and Phase Relation 6.5 Bode's Sensitivity Integral 6.6 Analyticity Constraints 6.7 Notes and References 6.8 Problems 7 Balanced Model Reduction 7.1 Lyapunov Equations 7.2 Balanced Realizations 7.3 Model Reduction by Balanced Truncation 7.4 Frequency-Weighted Balanced Model Reduction 7.5 Notes and References 7.6 Problems 8 Uncertainty and Robustness 8.1 Model Uncertainty 8.2 Small Gain Theorem 8.3 Stability under Unstructured Uncertainties 8.4 Robust Performance 8.5 Skewed Specifications 8.6 Classical Control for MIMO Systems 8.7 Notes and References 8.8 Problems ,.

81 81 85 89 , 94 98 100 102 102 105 106 107 117 124 126 127 129 129 137 141 147 150 154 157 158

CONTENTS 9 Linear Fractional Transformation 9.1 Linear Fractional Transformations 9.2 Basic Principle 9.3 Redheffer Star Products 9.4 Notes and References 9.5 Problems 10 (x and \i Synthesis 10.1 General Framework for System Robustness 10.2 Structured Singular Value 10.3 Structured Robust Stability and Performance 10.4 Overview of \i Synthesis 10.5 Notes and References 10.6 Problems 11 Controller Parameterization 11.1 Existence of Stabilizing Controllers 11.2 Parameterization of All Stabilizing Controllers 11.3 Coprime Factorization Approach 11.4 Notes and References 11.5 Problems 12 Algebraic Riccati Equations 12.1 Stabilizing Solution and Riccati Operator 12.2 Inner Functions 12.3 Notes and References 12.4 Problems 13 Hi Optimal Control 13.1 Introduction to Regulator Problem 13.2 Standard LQR Problem 13.3 Extended LQR Problem 13.4 Guaranteed Stability Margins of LQR 13.5 Standard H2 Problem 13.6 Stability Margins of H2 Controllers 13.7 Notes and References 13.8 Problems 14 Hoo Control 14.1 Problem Formulation 14.2 A Simplified Hoo Control Problem 14.3 Optimality and Limiting Behavior 14.4 Minimum Entropy Controller . . 14.5 An Optimal Controller

xiii 165 165 173 178 180 181 183 184 187 200 213 216 217 221 222 224 228 231 231 233 234 245 246 246 253 253 255 258 259 261 265 267 267 269 269 270 . 282 . 286 286

. .

xiv 14.6 General Hoo Solutions 14.7 Relaxing Assumptions 14.8 H2 and Hoo Integral Control 14.9 Hoo Filtering 14.10Notes and References 14.11Problems 15 Controller Reduction 15.1 Hoo Controller Reductions 15.2 Notes and References 15.3 Problems

CONTENTS 288 291 294 297 299 300 305 306 312 313 315 315 325 328 334 341 342 349 350 357 370 . 373 375 375 375 377 377 381 389 390 391 407

16 Hoo Loop Shaping 16.1 Robust Stabilization of Coprime Factors 16.2 Loop-Shaping Design 16.3 Justification for Hoo Loop Shaping 16.4 Further Guidelines for Loop Shaping 16.5 Notes and References 16.6 Problems 17 Gap Metric and i/-Gap Metric 17.1 Gap Metric 17.2 i/-Gap Metric 17.3 Geometric Interpretation of i/-Gap Metric 17.4 Extended Loop-Shaping Design 17.5 Controller Order Reduction 17.6 Notes and References 17.7 Problems 18 Miscellaneous Topics 18.1 Model Validation 18.2 Mixed n Analysis and Synthesis 18.3 Notes and References 18.4 Problems Bibliography Index