2016 Indian Control Conference (ICC)

Indian Institute of Technology Hyderabad

January 4-6, 2016. Hyderabad, India

Optimization Based State Feedback Control Design for Impulse Elimination

in Descriptor Systems
Subashish Datta
School of Computing and Electrical Engineering
Indian Institute of Technology Mandi
Himachal Pradesh, India-175005
Email: [email protected].

Abstract— This article proposes an algorithm to minimize

the Frobenius norm of state feedback gain matrix of a regular,
linear time invariant, continuous time descriptor system. The F l
resulting gain matrix ensures that the closed loop system y
is impulse-free and the associated non singular matrix is
well-conditioned. By characterizing a subset of the set of x
non singular matrices through a linear matrix inequality, the
related optimization is formulated as a semi-definite program. v
Numerical example illustrates the effectiveness of the proposed mg
approach.
Index Terms— Linear systems, Descriptor systems, Impulse Fig. 1. A pendulum oscillating in xy-plane. The dynamic behaviour of
elimination, LMI. free oscillation of the pendulum is represented by following differential
Fy
equations: mv̇x + Fx
l = 0, mv̇y − l + mg = 0 where m is the mass of the
pendulum, g is the gravitational force and F is the tension in the thread,
I. I NTRODUCTION having length l and v is the velocity of the pendulum.
Nowadays, it has become an industrial practice to obtain
mathematical model of physical systems, such as robotic ve-
hicles/space vehicles, distributed energy systems/smart grids robots and cranes, a servo-constraint is described by an
and constrained mechanical systems through modern mod- algebraic relation [4].
elling and simulation softwares like Modelica and Simulink. One of the key features that distinguishes descriptor sys-
The resulting models are then used for various purposes like tems, from the standard state space systems, is that the time
simulation, control and optimizations (see [1] and the refer- response might contain impulsive terms and its derivatives
ences therein). It is observed that such automatically gener- [5]. To demonstrate that we consider the following example.
ated models are differential-algebraic equations (DAEs), that Example 1: Let us consider a descriptor system E ẋ = Ax+
is, the system equation consists of a mixture of differential Bu, y = Cx with
and algebraic equations. The differential equations describe
       
0 1 ẋ1 1 −1 x1 0
the dynamic behavior of a system while the algebraic equa- = + u
0 0 ẋ2 0 1 x2 1
tions represent the state constraints, boundary conditions and  
y = 1 0 x.
conservation laws [1].
Consider an example of pendulum system, as shown in It has one differential equation: ẋ2 = x1 −x2 and one algebraic
Figure 1. The dynamic behavior of free oscillation of the equation x2 + u = 0. Solving the second equation yields x2 =
pendulum can be described by a set of differential equations. −u and inserting it into the first equation yields x1 = x2 +
However, if the pendulum is constrained to oscillate in a ẋ2 = −u − u̇. Then, the output response of the system would
trajectory: x2 + y2 = l 2 , where x and y refers to the x and be y = x1 = −u − u̇ and hence if the input is e.g. a Heaviside
y axes, respectively, and l is the length of thread, then we function, then the response contains an impulse.
have to incorporate the algebraic equation x2 + y2 = l 2 with Since the impulsive response is undesirable in practical
differential equations to represent the complete dynamic be- applications, significant effort has already been made to
havior. Hence, the resulting model would be a DAE. Practical understand the associated theoretical underpinnings and its
examples of such systems, referred to as descriptor systems, elimination from the response (see [6], [5], [7], [8]). One of
are power systems, where the differential equations describe the effective ways to eliminate impulses from a linear time
the dynamic behavior of electrical machines and other energy invariant (LTI) descriptor system is by designing a suitable
storage components while the algebraic constraints represent state feedback gain matrix that reduces the nilpotent index
the power flow in the network [2]. Similarly, in space to one or strangeness index to zero (see [5], [8], [7] and the
vehicles and robotic vehicles, in addition to the differential references therein). In the process, one has to select a state
equations, an algebraic relation defines a specific trajectory feedback gain matrix such that an appropriate sub-matrix, in
[3]. When modeling constrained mechanical systems like the closed loop, would be non singular. It has been shown in

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[5], [8] that the inverse of resulting non singular matrix plays as finite poles of system (1). Furthermore, we assume that
important role while designing a state feedback control for system (1) is impulse controllable.
assigning the closed loop finite poles at appropriate locations Since E is singular in (1), there exists an orthogonal matrix
in the complex plane. Hence, the non singular matrix should Z (obtained by performing singular value decomposition or
be well-conditioned1 to avoid numerical errors in the finite QR decomposition of E) such that ZE ẋ = ZAx + ZBu can be
pole placement. The choice of feedback gain matrix that represented as follows:
eliminates impulses from the response of a descriptor system
E1 ẋ(t) = A1 x(t) + B1 u(t) (2a)
is not unique [5], [7], [8]. On the other hand, a limited
magnitude of control signal can be provided to the actuators 0 = A2 x(t) + B2 u(t) (2b)
and the cost of the actuator grows quickly with increasing where E1 ∈ Rd×n is of full row rank, A1 ∈ Rd×n , A2 ∈
the amplitude of control signal. Since the control signal R(n−d)×n , B1 ∈ Rd×m and B2 ∈ R(n−d)×m . Note that the
amplitude is directly proportional to the norm of the feedback resulting system (2) may not be an impulse-free system
gain matrix, the minimum norm feedback gain satisfying the E
desired objectives would be preferable [10]. since the matrix H = 1 ∈ Rn×n may not be of full rank
A2
Considering the above observations, in this article we [5], [8]. However, system (2) is impulse controllable, i.e.,
propose a convex algorithm to minimize the norm of state rank[E AS∞ B] = n, where the columns of the matrix S∞
feedback gain matrix for an LTI regular descriptor system, span the kernel of E [7]. Then, there exists a state feedback
ensuring that i) the response of the closed loop system is u = Fx, where F ∈ Rm×n , such that the closed loop system:
impulse free and ii) the associated non singular matrix is
well-conditioned. To obtain a well-conditioned non singu- E ẋ = (A + BF)x (3)
lar matrix, we formulate a linear matrix inequality (LMI) would be impulse free, equivalently,
optimization that minimizes the largest singular value and
maximizes the smallest singular value of non singular matrix, E1 ẋ = (A1 + B1 F) x, (4a)
simultaneously. Although there are several existing algo- 0 = (A2 + B2 F) x, (4b)
rithms for impulse elimination, to the best of our knowledge,
is impulse-free and the matrix
no results in the literature available that combines the above  
objectives and formulated it as a convex optimization. E1
HF = ∈ Rn×n
Rest of the paper is organized as follows. In Section II A2 + B2 F
we formulate the problem following to some preliminaries is non singular. Since E1 is full row rank: rank(E1 ) =
on descriptor systems. In Section III we formulate the d, there exists an orthogonal matrix W ∈ Rn×n such that
optimization to minimize the norm of gain matrix, while at Hw := HW would be in the following form (obtained by
the same time improve the condition number of associated QR decomposition):
non singular matrix. We demonstrate the effectiveness of the    
proposed algorithm through numerical example in Section E1 E11 0
Hw = W=
IV. Finally, we conclude in Section V. A2 A21 A22
Notations: The set of all m × n constant real matrices is where E11 ∈ Rd×d is non singular and A22 ∈ R(n−d)×(n−d) .
denoted as Rm×n . In stands for an identity matrix of size Now, by defining the feedback gain matrix F as follows:
n × n. The Frobenius normqof A ∈ Rm×n is denoted as kAkF ,
F := 0 F2 W T
 
and defined as kAkF := ∑m n (5)
i=1 ∑ j=1 |ai j | . A ≻ 0 (A  0)
2

denotes that A is a symmetric positive definite (symmetric where F2 ∈ Rm×(n−d) , we obtain the following relation:
positive semi-definite) matrix.    
E1 0
HF W = W+ W
II. P RELIMINARIES AND P ROBLEM F ORMULATION A2 B2 F
 
Let us consider an LTI continuous time descriptor system E11 0
=
represented by the following equation: A21 A22 + B2 F2

E ẋ = Ax + Bu, x(t0 ) = x0 (1) where A22 + B2 F2 ∈ R(n−d)×(n−d) . Note that the matrix E11
is non singular, and hence to make the closed loop system
where, if algebraic constraints are present, E ∈ Rn×n is impulse-free we have to ensure that det(A22 + B2 F2 ) 6= 0.
singular, A ∈ Rn×n , and B ∈ Rn×m , x : R → Rn is the state Furthermore, it is demonstrated in [5], [8] that the inverse
vector with initial condition x(t0 ) = x0 and u : R → Rm of matrix A22 + B2 F2 is needed while computing feedback
is an input to the system. We assume that system (1) is gain matrix for assigning the closed loop finite poles at
regular, i.e., there exists a complex number s ∈ C such that appropriate locations in the complex plane. Hence, to avoid
det(sE − A) 6= 0 (where det(•) stands for determinant of a numerical errors in the finite pole placement, special care
matrix). We refer to the roots of polynomial det(sE − A) must be taken while computing F2 , so as to ensure that
1 A matrix M is well-conditioned if its condition number κ (M) := A22 + B2 F2 is well-conditioned. In this context, the problem
kMkkM −1 k is not too large [9]. of interest can be precisely posed as follows.

153
 T
f1T f2T · · · fmT . This can be seen as follows. Applying

Problem 1: Find inf kFkF such that i) the response of the
closed loop system (3) is impulse-free, that is, det(A22 + the Schur complement formula, we have
B2 F2 ) 6= 0 and ii) the condition number of A22 + B2 F2 is
small. fT f < γ ⇒ kF2 kF < γ .
Since W is orthogonal, we can write
III. C ONTROLLER D ESIGN
kFkF = k 0 F2 W T kF = kF2 kF < γ .
 
In this section we formulate a semi-definite program to
compute a desired feedback gain matrix F which will ensure Hence, to compute minimum norm F that eliminate impulses
that the closed loop system (3) is impulse free and A22 +B2 F2 from the response of the closed loop system (3), we formu-
is well-conditioned. For this purpose, let us define a set N late the following convex optimization:
as follows: Problem 3:
min γ
n o
N := F2 ∈ Rm×(n−d) | det(A22 + B2 F2 ) 6= 0 . (6) f ,β ,γ

Then, Problem 1 can be written as: subject to

Problem 2:
β In−d
1
AF + ATF

  
2
Imn f
i) ≻ 0; ii) ≻0
min kFkF β In−d In−d fT γ
F2 ∈N
for β > 0.
such that the matrix A22 + B2 F2 is well-conditioned. The solution of Problem 3 will produce a non singular matrix
Note that Problem 2 is a non-convex optimization since the A22 + B2 F2 , and hence the closed loop system (3) would
set N is non-convex. To convexify the problem we establish be impulse-free. However, with this setting, since we are
a sufficient condition on F2 in the following result. allowing β to take any arbitrary small positive number, the
Theorem 1: Let us denote AF := A22 +B2 F2 . If F2 satisfies smallest singular value of AF (sn (AF )) will also be very
following condition: small. Then, the condition number of AF ,
β In−d
1 T


2 AF + AF ≻0 s1 (AF )
β In−d In−d
(7) κ (AF ) = ,
sn (AF )
for some positive β then AF ∈ R(n−d)×(n−d) is non singular. where s1 (AF ) is the largest singular value of AF , would be
Proof: According to the Schur complement relation, very large, and hence the resulting non singular matrix AF
(7) can be written as follows: might be ill-conditioned. To circumvent this, we formulate
1 an optimization where sn (AF ) is maximized and s1 (AF ) is
AF + ATF − β 2 In−d ≻ 0


minimized simultaneously. This strategy will help us in im-
2 
1
 proving the condition number of AF . We have already shown
⇒ λmin AF + ATF > β2 in Theorem 1 that sn (AF ) ≥ β 2 , and hence maximization of β


2
  will maximize sn (AF ). Now, we will show that minimization
1 of γ essentially reduces the maximum singular value of AF
⇒ sn (AF ) ≥ λmin AF + ATF > β2


(⋆)
2 (s1 (AF )). Note that s1 (AF ) can be written as follows:
where sn (AF ) is the

smallest singular value of AF s1 (AF ) = s1 (A22 + B2 F2 )
and λmin
12 AF + ATF is the minimum eigenvalue of
1 T . In the above, the step (⋆) follows from [11, ≤ s1 (A22 ) + (s1 (B2 )s1 (F2 ))
2 A F + A F
Corollary 3.1.5]. Since the smallest singular value of AF ≤ s1 (A22 ) + s1 (B2 )γ ,
is greater than zero, the matrix AF is non singular. This and hence s1 (AF ) can be reduced by minimizing γ . The
completes the proof. above inequalities follows from [11, Theorem 3.3.16].
Note that Theorem 1 defines a sufficient condition on F2 such Hence, a relaxed optimization associated with Problem 2 can
that the matrix AF is non singular. Additionally, inequality be formulated as follows:
(7) is an LMI in β and F2 . Let us define a set NC as follows: Problem 4:
max β − γ
n o
NC := F2 ∈ Rm×(n−d) | LMI (7) holds for β > 0 . (8) f ,β ,γ

Then, NC is a convex set; furthermore, NC ⊆ N . Hence, subject to

instead of using a non convex set in Problem 2, we perform 1
A + ATF


β In−d
 
Imn f

optimization over a convex set NC . Next, we discuss on i) 2 F ≻ 0; ii) ≻0
β In−d In−d fT γ
formulating a semi-definite program to minimize kFkF .
Let us denote fiT for i = 1, 2, · · · , m as the ith row of F2 . for β > 0.
Then, kFkF can be minimized by  minimizing
 a positive Since the constraints (i) and (ii) in Problem 4 are LMIs and
I f the objective function is linear, it is an LMI optimization
scalar γ which satisfies an LMI: ≻ 0 where f =
fT γ problem, and hence can be solved by existing standard

154
 TABLE I
LMI solvers, such as SeDuMi [12]. Once F2 is computed
R ELATIVE ERRORS DUE TO M ETHOD -1
by solving Problem 4, the desired matrix F, which makes
Actual Computed Relative
the closed loop system (3) impulse free, can be obtained poles poles error
from the relation (5). The optimization Problem 4 is always −1 −1.00000000000001 9.9920 × 10−15
feasible since we have assumed that the system (1) is impulse −2 −2.00000000000010 4.9960 × 10−14
controllable. −3 −2.99999999999995 1.6727 × 10−14
Remark 1: Recall that the set N , defined in (6), is a non −4 −3.99999999999988 2.9976 × 10−14
convex set. Hence, to convexify the related optimization we
TABLE II
compute a set NC , in (8), which is a convex subset of N ,
R ELATIVE ERRORS DUE TO M ETHOD -2
and perform optimization over NC . As a result the optimal
Actual Computed Relative
(sub-optimal) solution of Problem 4 is an upper bound for poles poles error
the minimum value of kFkF . −1 −1.00000013132941 1.3133 × 10−7
In the following section we consider a numerical example −2 −1.99999946478833 2.6761 × 10−7
to verify the effectiveness of the proposed approach. −3 −2.99999928394961 2.3868 × 10−7
−4 −4.00000102481896 2.5620 × 10−7
IV. N UMERICAL E XAMPLE
Example 2: Let us consider a plant E ẋ = Ax + Bu with
following numerical data [8, Example 7.3]: is impulse-free. Furthermore, the condition number κ (AF ) is
1.1703.
   
1 0 0 0 0 0 0 0 1 0 0 0
0 1 0 0 0 0 1 0 0 0 0 0 Method-2: We solve Problem 3 and obtain:
   
0 0 1 0 0 0 0 1 0 1 0 0  
E = 0 0 0 −0.6146 0 −0.0060
 ; A = 0 0 0 1 0 0 ; F = 10−6 ×
   
0 0 0 0 1 0   0 0 0 −0.6185 0 0.0054
0 0 0 0 0 0 0 0 0 0 1 0
1 0 0 0 0 0 1 0 0 0 0 1 with kFkF = 8.7200 × 10−7 , and the matrix HF is non
 T singular. With this gain matrix, the condition number of AF
1 0 0 0 1 0
B= . is 5.7345×105 . Although, in Method-2 we reduced the norm
0 0 0 0 1 0
of gain matrix significantly, the condition number of AF has
The finite poles of the above system are at: −0.5 ± 0.8660i increased to a large value.
and 1. By performing a QR decomposition of E we compute For completeness, we consider the results due to Method-1
−1.4142 0 0 0 0 0 and Method-2 and assign the finite poles2 at −1, −2, −3 and
 
0 1 0 0 0 0 −4 by following the algorithm demonstrated in [8, Chapter
E1 = 

0 0 1 0 0 0
0 0 0 0 1 0
8], and compare the relative errors between the actual poles
λai (−1, −2, −3, −4) and the computed poles λci for i =
−0.7071 0 −0.7071 0 0 −0.7071
 
1 0 0 0 0 0 1, 2, · · · , 4. We define the relative error as follows:
A1 = 
 
0 1 0 1 0 0 
| λa i − λci |
0 0 0 1 0 Relative error := , for i = 1, 2, · · · , 4.
  | λa i |
0 0 0 0 1 0
A2 =
0.7071 0 −0.7071 0 0 0.7071 The computed poles and the relative errors due to Method-1
−0.7071 0 and Method-2 are presented in Table I and Table II, respec-
 
 
B1 = 
 0 0
B2 =
1 1
. tively. We set β ≥ 0.0001 while solving the optimizations.
0 0 −0.7071 0 It can be observed that the computed poles by Method-1 are
0 0
  more accurate than Method-2.
E1
It is observed that H = is a singular matrix, and hence V. C ONCLUSION
A2
the above system is not impulse-free. To obtain a closed
In this work we develop a novel algorithm to compute
loop impulse-free system, we now consider following two
a state feedback gain matrix for an LTI regular descriptor
methods:
system to eliminate impulses from the response. We represent
1) obtain feedback gain matrix by solving Problem 4, a subset of the set of non singular matrices by an LMI,
2) obtain feedback gain matrix by solving Problem 3. which enables to formulate the associated problem as a
Method-1: We obtain following feedback gain matrix by semi-definite program. We demonstrated through numerical
solving Problem 4: example that the objective of only minimizing the norm of
gain matrix might produce numerical errors while assigning
 
0 0 0 −0.2601 0 0.0627
F= the closed loop finite poles. This difficulty is then overcome
0 0 0 −0.3135 0 0.0756
  by defining a cost function which simultaneously minimizes
E1
with kFkF = 0.4190. The matrix HF = is non
A2 + B2 F 2 Note that, the closed loop descriptor system: E ẋ = (A + BF)x is impulse
singular, and hence the closed loop system E ẋ = (A + BF)x free, and hence, there are four finite poles [5].

155
the norm of gain matrix and improve the condition number
of the associated non singular matrix.
The proposed method can be extended in the direction
of developing a convex algorithm to minimize the norm of
feedback gain matrix for assigning the finite poles at i) some
fixed locations ii) within a stability region in the complex
plane. These objectives are under current investigation.
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