Robust Pole Placement by Output Feedback Using A Genetic Algorithm
Robust Pole Placement by Output Feedback Using A Genetic Algorithm
4
2005 IEEE Conference on Control Applications
Toronto, Canada, August 28-31, 2005
Abstract— This paper proposes LMI conditions to estimate control law, associated with a matrix K. In other words,
the robustness of uncertain matrices with respect to root- it is aimed at robustly DC -stabilizing the uncertain closed-
clustering regions (any intersection and/or union of half planes, loop state matrix. This class of problems is generally very
discs and outsides of discs). The uncertainty complies with a
polytopic LFT description. This robustness criterion enables, difficult to be solved in a "traditional way". It is known as
as a special case, to derive a non fragility index for a pole N P-hard problems. A sufficient condition allowing to make
placement by output feedback gain. It is then exploited to up for this difficulty is proposed in this paper. This condition
improve the efficiency of such a feedback, using a genetic is expressed in terms of LMI.
algorithm. This paper is organized as follows : Section 2 states the
Index Terms—Robust Control, genetic algorithms, linear problem. Section 3 proposes a bound that estimates the
systems, LMIs, uncertain systems. robustness of pole location with respect to clustering regions
DC . In section 4, it is shown that this bound can be used as
I. INTRODUCTION a non fragility criterion for static output feedback. Models
with a non zero direct transmission matrix are considered.
D-stability of a state matrix is known to be an interesting Section 5 exploits the proposed conditions and considers the
property for linear MIMO model of system. Indeed, the root- possibility of maximizing the non fragility criterion in order
clustering can guarantee satisfactory transient performances. to improve the robustness of a pole placement. Section 6
For this reason many conditions for matrix D-stability were emphasizes the relevance of the notions through a numerical
proposed, some of them in terms of LMI [1], [2]. illustration before to conclude.
Nevertheless, all those formulations involve simple convex
regions. It can be however discerning to enlarge the choice
Notations : M is the transpose conjugate of M , H(M ) is
of clustering regions especially to unions or combinations
of possibly non-symmetric subregions. This could allow far the Hermitian expression M + M . The Kronecker product
is denoted by ⊗. ||M ||2 is the 2-norm of matrix M , i.e.
more possibilities in the specification of robust transient
the maximal singular value of M . II n is the identity matrix
performances (seperate fast and slow dynamics, damping
ratio, etc). Based upon the notion of matrix ∂D-regularity of order n, O is a null matrix of suitable dimension.
rCl k denotes the complex Dk -stability radius, Dk being a
[4] (non intersection between the matrix spectrum and some
region of the complex plane. In matrix inequalities “≺ 0”
curve ∂D), this paper aims at proposing this larger choice
(“ 0”) means negative (semi-)definite and ” 0” (“ 0”)
of regions. Unfortunately, this property may not hold in the
positive (semi-)definite. In the Hermitian matrices, notation
presence of uncertainty. For norm-bounded or LFT uncer-
tainty, the result of [3] based upon an LMI formulation (•) prevent us from repeating the symmetric blocks.
close to the Bounded Real Lemma can be used. If a polytopic II. P ROBLEM S TATEMENT
uncertainty is considered, the result of [2] can be easily used. In this section, the problem is stated. First, the uncertain
Firstly, a robust analysis tool is proposed. It computes a ro- matrix is presented. Then, the description for clustering
bustness for a matrix subject to a polytopic LFT uncertainty. regions is given. At last, the precise goal is formulated.
This robustness bound, as large as possible, ensures that the
spectrum belongs to a specific region DC corresponding to A. The uncertain matrix
some combination of half-planes, discs, outsides of discs. A Consider the uncertain system modelled in a polytopic
matrix is said DC -stable if and only if its spectrum lies inside LFT form such that:
the region DC . The robustness bound is then a lower bound
of the ∂D-stability radius. It is computed owing to LMIs 8
> ω(t) = ∆z(t)
<
involving parameter-dependent Lyapunov matrices (PDLM). ẋ(t) = A(θ)x(t) + J(θ)ω(t) + B(θ)u(t)
The robustness bound is then used as a non fragility index : z(t)
> = L(θ)x(t) + D∆∆ ω(t) + D∆u (θ)u(t)
which can be maximized owing to a genetic algorithm in y(t) = C(θ)x(t) + Dy∆ (θ)ω(t) + D(θ)u(t)
(1)
order to improve the robustness of a static output feedback
This work was not supported by any organization where ∆ ∈ Cl q×r is an unknown matrix, belonging to B(ρ),
J. Bosche, R. Riadi, O. Bachelier, D. Mehdi and L. Rambault are the ball of (q × r) complex matrices checking ||∆||2 ≤ ρ.
with LAII-ESIP (Laboratoire d’Automatique et d’Informatique Industrielle u(t) and y(t) are respectively the control and output signals
- Ecole Supérieure d’Ingénieurs de Poitiers) Bâtiment de Mécanique,
40 Avenue du Recteur Pineau, 86022 POITIERS C EDEX, FRANCE whereas ω(t) and z(t) are fictitious input and output.
[email protected]
∆L(θ) ∈ Cl n×n .
A = A(θ) + J(θ) (8) Gk (Pi , Ni ) = Gk ≺ 0 ∀k, i ∈ {1, .., k̄} × {1, .., N } (12)
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IV. F RAGILITY ANALYSIS = ∆(II p − D∆)−1 . The polytopic structure of
uncertainty ∆
In this section, a system with uncertain polytopic realiza- Ac is characterized by
tion (A(θ); B(θ); C(θ); D = D(O)) is subject to an output
Ao B
feedback gain K. First, the uncertain closed-loop state matrix M = (22)
C D
is expressed under a polytopic LFT form, due to uncertainty
on K. Then an LMI condition leading to a fragility criterion that belongs to
of such a model is proposed. (
X
N
M = M = M(θ) ∈ Cl | M(θ) = (θi Mi ) =
A. The uncertain closed-loop state matrix i=1
Consider the open-loop continuous-time model given by: » – )
X
N
Ai + Bi K̂Ci Bi (II m + K̂D)
(θi ); θ ∈ Θ
ẋ(t) = A(θ)x(t) + B(θ)u(t) (II p − DK)−1 Ci D
i=1
(15)
y(t) = C(θ)x(t) + Du(t) (23)
where A(θ) ∈ Cl n×n , B(θ) ∈ Cl n×m , C(θ) ∈ Cl p×n and where Θ is defined as in (4). The aim of this work, in this
D ∈ Cl p×m . It matters to note that matrix D is not assumed section, is then to compute a bound on ||∆||2 , as large as
zero. possible, such that, once the clustering region DC is spec-
In this work, it is assumed that B(θ) and C(θ) cannot ified, DC -stability of matrix Ac defined in (20) is ensured.
belong both to a polytope, i.e. the two uncertain polytopic We now propose a fragility analysis condition allowing the
realizations considered are (A(θ); B(θ); C = C(O)) and computation of this bound.
(A(θ); B = B(O); C(θ)).
Then, suppose that there exists a static output feedback K B. Fragility analysis and DC -stability
which DC -stabilizes the closed-loop system. The correspond- Theorem 2: Let Ac ∈ Cl n×n be defined as in (20) with
ing control writes (18) and (19), DC and ∂DC be respectively a region as
u(t) = Ky(t) (16) defined in subsection II-B and its boundary. Assume that
and we are interested in analyzing its fragility. Indeed, it A0 is DC -stable, then A is robustly DC -stable with respect
is impossible in practice to precisely implement this control to B(ρ) and M if there exist N sets Pi , each one made up
law so it is reasonnable to assume that the feedback matrix by k̄ Hermitian matrices Pk,i ∈ Cl n×n , k ∈ {1, .., k̄} , and
actually reads K = K + ∆ where ∆ is an uncertain term. k̄ matrices Gk ∈ Cl d(2n+q+r)×dn , k = 1, ..., k̄, such that:
The fact that D = 0 is not so easy to take into account so
we define ŷ(t) = y(t) − Du(t) = C(θ)x(t). Hence, we are Gk (Pi , Mi ) ≺ 0 ∀k, i ∈ {1, .., k̄} × {1, .., N } (24)
interested in:
ˆ
u(t) = K̂ŷ(t) = (K̂ + ∆)ŷ(t) = (II m + K̂D)−1 K̂y(t) (17)
with γ = ρ−2 , Gk and Mi defined in (13) and (23).
From (17) it is easy to deduce that: Proof:
This proof is given for all sub-boundaries ∂Dk , k = 1, .., k̄.
K̂ = (II m + K̂D)K and (18) For any θ ∈ Θ, it is easy to deduce that
ˆ = (II m + K̂D)∆(II p − DK − D∆)−1
∆ (19)
Gk (Pk (θ), M(θ), D) ≺ 0 ∀k ∈ {1, .., k̄} (25)
The closed-loop state matrix is then given by
Define matrice S by:
⎡ ⎤
ˆ ˆ II n A0 O O
Ac = A(θ)+B(θ)K̂ C(θ)+B(θ)∆C(θ) = A0 +B(θ)∆C(θ)
S=⎣ O B II m O ⎦ . (26)
(20)
O O O II p
With (19), equality (20) becomes:
Left and right multiply (25) respectively by S and S yields
−1
Ac = A0 + B(θ)(II m + K̂D)∆(II p − DK − D∆) C(θ) , 2
Uk (A0 , Pk (θ)) Rk10 Pk (θ)B + Rk11 A0 Pk (θ)B C
3
4 (•) Rk11 B Pk (θ)B − II m D 5≺ 0
with following definitions C D −γII p
⎧ (27)
⎨ B = B(θ)(II m + K̂D)
D = (II p − DK)−1 D with
⎩
C = (II p − DK)−1 C(θ) .
Uk (A0 , Pk (θ)) = Rk00 ⊗ Pk (θ) + H(Rk10 ⊗ Pk (θ)A0 )+
Ac complies to
Rk11 ⊗ A0 Pk (θ)A0 . (28)
−1
Ac = A0 + B∆(II p − D∆) C. (21)
One can note that the expression of Ac given by (21) is Applying Schur’s lemma yields:
similar to the one given by (8) with (7) and (2). Closed- » –
Uk (A0 , Pk (θ)) + C C Rk10 Pk (θ)B + Rk11 A0 Pk (θ)B + C D
loop state matrix Ac is subject to both polytopic and LFT ≺ 0.
(•) Rk11 B Pk (θ)B − γII m + D D
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Remark 1: This proof could be carried out by left and
The previous inequality can be written: right multiplying (29) by [II n | C ∆ ] and its transpose.
Nevertheless, it would only proved sufficiency whereas the
» – » –
II n O II n O proof proposed in this paper also proves the necessity in the
(Rk ⊗ Pk (θ)) +Φ≺ 0 (29)
A0 B A0 B special case where N = 1 and the considered regions are
disjoined.
with
» –
C C C D V. A PPLICATION TO ROBUST DC - STABILIZATION
Φ = .
D C
D D − γII m This section proposes a method to compute a robust
control law by static output feedback for any LTI system
By virtue of the KYP lemma, it is equivalent to: defined as in (15) with either B(θ) and C(θ) not uncertain.
» – » – The purpose is to compute the matrix K which leads to the
(sII n − A0 )−1 B (sII n − A0 )−1 B
Φ ≺ 0 ∀s ∈ ∂Dk largest bound ρC . This method is based on the resolution
II m II m
of LMI conditions. First, the model (15) is considered
that can be written
with D = O and a DC -stabilization condition of the
√
||C(sII n − A0 )−1 B + D||2 ≺ γ = ρ−1 ∀s ∈ ∂Dk triplet (A(θ), B(θ), C(θ)), leading to K̂, is presented. In
the second part, D is a non zero matrix and a heuristic
⇔{ sup σ k ( C(sII n − A0 )−1 B + D )}−1 ρ . technique for robust placement design is proposed. This
s∈∂Dk technique leads to a matrix K 3 associated with the more
Q robust static output feedback control law in the sense of the
Simple singular value arguments show that σ k (Q) = non fragility criterion.
µCl k (Q). Hence
{ sup µCl k (Q)}−1 ρ A. DC -stabilization of a polytope
s∈∂Dk
This part proposes a method to compute a robust control
Using classical arguments on singular values [6], it yields law by static output feedback for any MIMO linear system.
" #−1 This method is based on the resolution of tractable LMI
µCl k (Q) = inf {σ k (∆)|det(II p − Q∆) = 0} ≺ ρ−1 conditions and relies on an idea originally proposed in [7],
l m×p
∆∈C
[8] and then reformulated in [9]. This idea is here extended
to the concept of DC -stability and consists in finding a state
⇔ rCl (Q) = inf { inf {σ k (∆)|det(II p − Q∆) = 0}} ρ
k s∈∂D k l m×p
∆∈C feedback and an output feedback checking the same robust
(30) DC -stability property through the existence of the same set
with of Lyapunov matrices. It amounts to solving the following
det(II p − Q∆) = 0 LMI system
⇔ det(II p − C(sII n − A0 )−1 B∆ − D∆) = 0 Uk (As (θ), Pk (θ)) ≺ 0
(32)
Uk (Âo (θ), Pk (θ)) ≺ 0 ∀k ∈ {1, .., k̄}
⇔ det(II p − C(sII n − A0 )−1 B∆(II p − D∆)−1 )det
with Uk (•) as defined in (28) and state matrices As (θ) and
(II p − D∆) = 0 . Âo (θ) defined by:
Now assume that the uncertain model is well-posed, it comes
As (θ) = A(θ) + B(θ)Ks and Âo (θ) = A(θ) + B(θ)K̂C(θ) .
det(II p − C(sII n − A0 )−1 B∆) = 0
(33)
⇔ det(II p − (sII n − A0 )−1 B∆C) = 0 Ks is associated with state feedback whereas K̂ DC -
stabilizes the triplet (A(θ), B(θ), C(θ)). Theorem 3
proposes a NSC for LMI system (32) to hold.
⇔ det(sII n − A0 )−1 det(sII n − A0 − B∆C) = 0 .
If A0 is assumed to be DC -stable then the previous equality Theorem 3: The LMI system (32) is satisfied if there
is equivalent to exist N sets Pi , each one made up by k̄ Hermitian
det(sII n − Ac ) = 0 matrices Pk,i ∈ Cl n×n , k ∈ {1, .., k̄} , a nonsingular matrix
According to the above equality, (30) can be written as G ∈ IRm×m as well as k̄ matrices Fk ∈ Cl (2n+m)×n
follows and H ∈ IRm×p such that the LMI (34) is satisfied
∀ k, i ∈ {1, ..., k̄} × {1, ..., N } for a given state feedback
⇔ rCl k (Q) = inf { inf {σ k (∆)|det(sII n − Ac ) = 0}} ρ
s∈∂Dk ∆∈C
l m×p Ks that DC -stabilizes the pair (A(θ), B(θ)).
(31)
» –
K(Pi ) O ˘ ˆ ˜¯
with rCl k (Q) ≺ rCl D (Q) ∀k = 1, .., k̄.2 H ki = + H Fk Asi −II n Bi
O O
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82 3 9
< O ˜=
+H 4
ˆ
O 5 G −Ks O −II m
Step 2 : A static output feedback matrix K̂ γ which DC -
: ; stabilizes the triplet (A(θ), B(θ), C(θ)) is computed, if pos-
II m
82 3 9 sible, for each matrix Ksγ thanks to the tool presented by
< O ˜=
ˆ theorem 3. When possible, we obtain matrix K γ from (18).
+ H 4 O 5 H Ci O O ≺0. (34)
: II ; Step 3 : A robustness bound is then computed for each
m
matrix K γ thanks to the analysis tool proposed by theorem
with 2. When step 2 fails (i.e. when (34) is not feasible), the
k̄
K(Pi ) = (Rk ⊗ Pki ). (35) robustness bound is imposed zero (ργ = 0).
k=1
Test : Then we can define a convergence criterion which, if
satisfied, a priori picks up the "best" K (denoted by K 3 )
An output feedback matrix is then given by:
in the sense of the criterion, and stops the process. If the
K̂ = G−1 H (36) convergence test does not hold, an evolution process based
Proof : This proof is given for all subregions DCk , k = on genetic algorithms (not detailed in this paper) is used
1, .., k̄. For any θ ∈ Θ, it comes: to improve the robustness of the control law, iteration after
iteration, until the convergence criterion is finally satisfied.
N
The robustness bound corresponding to K 3 is denoted by
HK (P(θ), As (θ)) = (θi Hki ) ≺ 0 . (37) ρ3 .
i=1
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uncertain model in a region DC of the complex plane, while
maximizing the robustness bound ρ corresponding to the
radius of the uncertainty domain.
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