Ode 1
Ode 1
www.elsevier.com/locate/amc
a
Center for Systems and Control, College of Engineering, Peking University, Beijing 100871, China
b
Department of Mathematics, Qufu Normal University, Qufu, Shandong 273165, China
Abstract
In this paper, we consider the problems of robust stability, robust stabilization and H1 control via memoryless state
feedback for uncertain discrete-time switched systems with mode-dependent time delays. Based on linear matrix inequal-
ities (LMIs), a descriptor model transformation of the system and a switched Lyapunov function, new delay-dependent
criteria are established which are not contained in known literatures. Numerical examples are presented to illustrate the
effectiveness of the theoretical results.
2006 Elsevier Inc. All rights reserved.
Keywords: Discrete-time switched system; H1 control; Linear matrix inequality (LMI); Switched Lyapunov function; Delay-dependent
criteria
1. Introduction
By a switched system, we mean a hybrid dynamical system that is composed of a family of continuous-time
or discrete-time subsystems and a rule orchestrating the switching between the subsystems. Switched systems
have gained a great deal of attention mainly because many real-world systems such as, for example, chemical
process, transportation systems, computer controlled systems and communication industries can be modeled
as switched systems.
In the last two decades, there has been increasing interest in stability analysis and control design for switched
systems (see [1,3,4,7,11–23] and references therein). However, most of these results are aimed at switched sys-
tems without uncertainties and time delays. Very recently, Xie et al. [20] studied the problems of stability, sta-
bilization and H1 control via memoryless state feedback for uncertain discrete-time switched systems without
time delays. To the best of our knowledge, it seems to us that few people have studied such problems for uncer-
tain discrete-time switched systems with mode-dependent time delays. This has motivated our research.
*
Corresponding author. Address: Department of Mathematics, Qufu Normal University, Qufu, Shandong 273165, China.
E-mail address: [email protected] (Y.G. Sun).
0096-3003/$ - see front matter 2006 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2006.09.053
Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237 1229
We are here concerned with the problems of robust stability, stabilization and H1 control via memoryless
state feedback for uncertain discrete-time switched systems with mode-dependent delays. It has been recog-
nized that time delays, which are the inherent features of many physical process, are the big sources of insta-
bility and poor performances. In this paper, we will establish delay-dependent criteria in terms of linear matrix
inequalities (LMIs) for the robust stability, stabilization and H1 control of uncertain discrete-time switched
systems with mode-dependent delays. The main idea of our method is inspired by Fridman’s recent work
[5,6,10], where a descriptor system approach is introduced for stability analysis and controller synthesis of
deterministic delay systems. The advantage of the descriptor system approach lies in that it considerably
reduces the conservatism entailed in the previously developed transformation methods since it is based on
an equivalent ‘‘descriptor form’’ representation of the system and requires bounds for fewer cross terms.
We extend the descriptor system approach to uncertain discrete-time switched systems with mode-dependent
delays by constructing a switched Lyapunov function [4]. The results obtained in this paper are not contained
in our recent paper [16].
The paper is organized as follows: The problem is formulated in Section 2. Section 3 deals with delay-
dependent criteria for the robust stability and robust stabilization. Section 4 is devoted to derive the LMI-
based condition for robust H1 control. Remarks and numerical examples are presented in Section 5 to illus-
trate the theoretical results, and the conclusions are drawn in Section 6.
Throughout this paper, if not explicitly stated, matrices are assumed to have compatible dimensions. The
notation M > 0 (<0) is used to denote a positive (negative) definite matrix. I denotes an identity matrix. k Æ k
stands for the Euclidean norm of vectors. The notation * represents the elements below the main diagonal of a
symmetric matrix.
Consider a discrete-time, hybrid system with N nodes:
xðk þ 1Þ ¼ A1 ðk; rðkÞÞxðkÞ þ A2 ðk; rðkÞÞxðk sðk; rðkÞÞÞ þ B1 ðk; rðkÞÞwðkÞ þ B2 ðk; rðkÞÞuðkÞ;
zðkÞ ¼ C 1 ðk; rðkÞÞxðkÞ þ C 2 ðk; rðkÞÞxðk sðk; rðkÞÞÞ þ D1 ðk; rðkÞÞwðkÞ þ D2 ðk; rðkÞÞuðkÞ; ð1Þ
xðsÞ ¼ /ðsÞ; s ¼ s; . . . ; 1; 0;
where x(k) 2 Rn is the P system state, u(k) 2 Rm is the control input, w(k) 2 Rp is the disturbance input which
1
belongs to l2 ¼ fwðkÞj k¼0 wT ðkÞwðkÞ < 1g, and z(k) is the controlled output. rðkÞ : Z þ ¼ f0; 1; 2; . . .g !
N ¼ f1; 2; . . . ; N g is the control signal. s(k, r(k)) : Z+ ! {1, 2, . . .} denotes the time-varying delay of the sys-
tem involved in mode r(k). Here we assume that s(k, r(k)) is bounded for k P 0. Let h = maxkP0{s(k, 1),
s(k, 2), . . . , s(k, N)}. / : {h, h + 1, . . . , 0} ! Rn represents the initial condition. For each i 2 N, the system
matrices are assumed to be uncertain and satisfy:
A1 ðk; iÞ A2 ðk; iÞ B1 ðk; iÞ B2 ðk; iÞ Ai1 Ai2 Bi1 Bi2 H i1
¼ þ F ðk; iÞ½Ei1 Ei2 Ei3 Ei4 ; ð2Þ
C 1 ðk; iÞ C 2 ðk; iÞ D1 ðk; iÞ D2 ðk; iÞ C i1 C i2 Di1 Di2 H i2
where Aij, Bij, Cij and Dij (j = 1, 2) are constant matrices that describe the ith nominal mode, Hij (j = 1, 2) and
Eil (l = 1, 2, 3, 4) are given constant matrices which characterize the structure of the uncertainty, and F(k, i) are
uncertainties satisfying FT(k, i)F(k, i) 6 I for k 2 Z+. One reason for assuming that the system uncertainty has
the structure given in (2) is that a linear interconnection of a nominal plant with the uncertainty F(k, i) leads to
the structure of the form (2). The other comes from the fact that uncertainties in many physical systems can be
modeled in this manner, e.g. satisfying ‘matching conditions’.
We are interested to establish the delay-dependent robust stability, robust stabilization and robust H1 con-
trol for system (1) using the LMI technique [2]. In order to prepare for a precise formulation of our results, we
introduce the following definitions.
Definition 1. The uncertain hybrid system (1) with u(k) = w(k) = 0 is said to be uniformly robust stable (URS)
if for any > 0, there is a d() > 0 such that for all admissible uncertainties and arbitrary switching signal r(k),
suph6s60k/(s)k < d implies kx(k)k < for all k P 0. In addition, if there is a d 0 > 0 such that for all admissible
1230 Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237
uncertainties and arbitrary switching signal r(k), suph6s60k/(s)k < d 0 implies x(k) ! 0 as k ! 1, then system
(1) with u(k) = w(k) = 0 is said be be uniformly robust asymptotically stable (URAS).
Definition 2. System (1) with w(k) = 0 is uniformly robust asymptotically stablilizabe, if there exists a
memoryless state feedback controller in the form of u(k) = Kr(k)x(k) such that the closed-loop system (1) with
w(k) = 0 is URAS.
Definition 3. The uncertain hybrid system (1) is said to be uniformly robust asymptotically stablilizabe with c-
disturbance attenuation if there exists a memoryless state feedback controller in the form of u(k) = Kr(k)x(k)
such that the closed-loop system (1) with w(k) = 0 is URAS, and for any disturbance w(k) 2 l2 and for the
initial condition /(k) = 0, k 2 {h, h + 1, . . . , 0}, the response z : Z+ ! Rq satisfies
X1 X
1
T
zT ðkÞzðkÞ < c2 wðkÞ wðkÞ:
k¼0 k¼0
Lemma 1 ([2], Schur complement). Let M, P, Q be given matrices such that Q > 0. Then
P M
< 0 () P þ M T Q1 M < 0:
M T Q
Lemma 2 [19]. Let D, E and F be matrices with appropriate dimensions. Suppose FTF 6 I, then for any scalar
k > 0, we have
Lemma 3 [9]. Assume that d(k) : Z+ ! {1, 2, . . .} and d(k) 6 d, where d is a positive integer, then for any posi-
tive-definite matrix P 2 Rn·n and vector function x(s) : {d, d + 1, . . .} ! Rn, we have
! !
X
k1 X
k1 X
k1
d T
x ðsÞPxðsÞ P T
x ðsÞ P xðsÞ ; k 2 Rþ :
s¼kd s¼kdðkÞ s¼kdðkÞ
where
T
X1 ¼ RTi ½Ai1 þ Ai2 I þ ½Ai1 þ Ai2 I Ri þ P j P i ;
T
X2 ¼ P j RTi þ ½Ai1 þ Ai2 I S i ; X3 ¼ P j þ h2 Q S i S Ti :
Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237 1231
Proof. First we write (3) with u(k) = 0 in the equivalent descriptor form
I 0 xðk þ 1Þ I I xðkÞ 0 0 xðk srðkÞ Þ
¼ þ :
0 0 yðk þ 1Þ A1 ðk; rðkÞÞ I I yðkÞ A2 ðk; rðkÞÞ 0 yðk srðkÞ Þ
That is
xðk þ 1Þ ¼ xðkÞ þ yðkÞ;
0 ¼ ½A1 ðk; rðkÞÞ IxðkÞ yðkÞ þ A2 ðk; rðkÞÞxðk srðkÞ Þ;
which can be further rewritten in the form with delay in the variable y(k):
8
< xðk þ 1Þ ¼ xðkÞ þ yðkÞ;
>
kP
1
ð5Þ
: 0 ¼ yðkÞ þ ½A1 ðk; rðkÞÞ þ A2 ðk; rðkÞÞ IxðkÞ A2 ðk; rðkÞÞ
> yðlÞ:
l¼ksðk;rðkÞÞ
X
0 X
k1
V ðkÞ ¼ xT ðkÞP rðkÞ xðkÞ þ h y T ðkÞQyðlÞ: ð6Þ
h¼hþ1 l¼k1þh
Let the node at times k and k + 1 be i and j, respectively. That is, r(k) = i and r(k + 1) = j for any i; j 2 N.
Along the solution of (3) with u(k) = 0 and using Lemma 3, we have
X
k1
DV ðkÞ ¼ V ðk þ 1Þ V ðkÞ ¼ xT ðk þ 1ÞP j xðk þ 1Þ xT ðkÞP i xðkÞ þ h2 y T ðkÞQyðkÞ h y T ðlÞQyðlÞ
l¼kh
with
T
U1 ¼ RTi ½A1 ðk; iÞ þ A2 ðk; iÞ I þ ½A1 ðk; iÞ þ A2 ðk; iÞ I Ri þ P j P i ;
T
U2 ¼ P j RTi þ ½A1 ðk; iÞ þ A2 ðk; iÞ I S i ; U3 ¼ P j þ h2 Q S i S Ti :
1232 Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237
Proof. Define the Lyapunov functional as (6) and assume that r(k) = i, r(k + 1) = j, i; j 2 N. Similar to the
proof of Theorem 1, we have that the sufficient condition for uniform robust asymptotic stability of system
(3) with feedback u(k) = Kix(k) is
2 3 2 T 3
W1 W2 RTi Ai2 Ri H i1
Wði; j; kÞ ¼ 4 W3 S Ti Ai2 5 þ 4 S Ti H i1 5F ðk; iÞ½ Ei1 þ Ei2 þ Ei4 K i 0 Ei2
Q 0
2 T
3 ð13Þ
ðEi1 þ Ei2 þ Ei4 K i Þ
6 7 T
þ4 0 5F ðk; iÞ H Ti1 Ri H Ti1 S i 0 < 0;
ETi2
Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237 1233
where i; j 2 N, and
W1 ¼ RTi ½Ai1 þ Ai2 þ Bi2 K i I þ ½Ai1 þ Ai2 þ Bi2 K i IT Ri þ P j P i ;
W2 ¼ P j RTi þ ½Ai1 þ Ai2 þ Bi2 K i IT S i ; W3 ¼ P j þ h2 Q S i S Ti :
Using Schur complement and Lemma 2, we have that a sufficient condition for (13) is that there exist positive
constants ki such that
2 T 3
W1 W2 RTi Ai2 RTi H i1 ðEi1 þ Ei2 þ Ei4 K i Þ I 0
6 T T 7
6 W3 S i Ai2 S i H i1 0 I hI 7
6 7
6 Q 0 ETi2 0 0 7
6 7
6 7
6 ki I 0 0 0 7 < 0; ð14Þ
6 7
6 1
ki I 0 0 77
6
6 7
4 P 1
j 0 5
Q1
where i; j; m 2 N,
T
W1 ¼ RTi ½Ai1 þ Ai2 þ Bi2 K i I þ ½Ai1 þ Ai2 þ Bi2 K i I Ri P i ;
T
W2 ¼ RTi þ ½Ai1 þ Ai2 þ Bi2 K i I S i ; W3 ¼ S i S Ti :
On the other hand, noting that
" # T
W1 W2 2I 0 2I 0
¼ W Ti þ W i;
W4 Ai1 þ Ai2 þ Bi2 K i I I Ai1 þ Ai2 þ Bi2 K i I I
where
" #
Pi 0 P 1 0
Wi ¼ and hence W 1
i ¼
i
:
Ri Si S 1 1
i Ri P i S 1
i
4. H‘ controller synthesis
This section is devoted to synthesizing a memoryless controller given in the form u(k) = Kr(k)x(k) that sta-
bilizes system (1) and guarantees the closed-loop system reaches the noise attenuation level c.
Theorem 3. If for each i 2 N, there exist constants ki > 0 and matrices Xi, U > 0, Yi and Zi such that the
following LMIs hold:
2 3
X i K1 0 0 K2 0 K3 X i þ Z Ti hZ Ti
6 7
6 K4 Ai2 U Bi1 0 H i1 0 Y Ti hY Ti 7
6 7
6 U 0 UC 0 UETi2 0 0 7
6 i2 7
6 7
6 c2 I DTi1 0 ETi3 0 0 7
6 7
6 0 7 ð15Þ
6 I H i2 0 0 7 < 0;
6 7
6 ki I 0 0 0 7
6 7
6 k1 0 0 7
6 i I 7
6 7
4 X j 0 5
U
1234 Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237
where i; j 2 N,
K 1 ¼ P1 ; e T DT ;
K2 ¼ X i ðC i1 þ C i2 ÞT þ K K 3 ¼ P2 ; K4 ¼ P3
i i2
and P1, P2, P3 are the same as in (12). Then system (1) is uniformly robust asymptotically stablilizabe with c-
e i X 1 .
disturbance attenuation, and the state feedback gain is K i ¼ K i
Proof. Rewrite system (1) with u(k) = Kr(k)x(k) in the equivalent descriptor system
8
>
> xðk þ 1Þ ¼ xðkÞ þ yðkÞ;
>
>
>
> 0 ¼ yðkÞ þ ½A1 ðk; rðkÞÞ þ A2 ðk; rðkÞ þ B2 ðk; rðkÞÞK rðkÞ IxðkÞ þ B1 ðk; rðkÞÞwðkÞ
>
>
>
>
>
> P
k1
>
< A2 ðk; rðkÞÞ yðlÞ;
l¼ksðk;rðkÞÞ
>
>
>
> zðkÞ ¼ ½C 1 ðk; rðkÞÞ þ C 2 ðk; rðkÞÞ þ D2 ðk; rðkÞÞK rðkÞ xðkÞ þ D1 ðk; rðkÞÞwðkÞ
>
>
>
>
>
> P
>
>
k1
>
: C 2 ðk; rðkÞÞ yðlÞ
l¼ksðk;rðkÞÞ
Define the Lyapunov functional as (6) and assume that r(k) = i, r(k + 1) = j, i; j 2 N. Similar to the proof of
Theorem 1, we have that
2 3 2 3
N1 N2 RTi A2 ðk; iÞ RTi B1 ðk; iÞ NT4
6 N3 S Ti A2 ðk; iÞ S Ti B1 ðk; iÞ 7 6 0 7
6 7 6 7
Nði; j; kÞ ¼ 6 7þ6 7½N4 0 C 2 ðk; iÞD1 ðk; iÞ;
4 Q 0 5 4 C 2 ðk; iÞ 5
T
where
T
N1 ¼ RTi ½A1 ðk; iÞ þ A2 ðk; iÞ þ B2 ðk; iÞK i I þ ½A1 ðk; iÞ þ A2 ðk; iÞ þ B2 ðk; iÞK i I Ri þ P j P i ;
T
N2 ¼ P j RTi þ ½A1 ðk; iÞ þ A2 ðk; iÞ þ B2 ðk; iÞK i I S i ;
N3 ¼ P j þ h2 Q S i S Ti ; N4 ¼ C 1 ðk; iÞ þ C 2 ðk; iÞ þ D2 ðk; iÞK i :
In order to prove U(k) < 0 for k P 0, it suffices to show that N(i, j;k) < 0 for i; j 2 N and k P 0. Using Schur
complement, we have that N(i, j;k) < 0 is equivalent to
2 3
N1 N2 RTi A2 ðk; iÞ RTi B1 ðk; iÞ NT4
6 7
6 N3 S Ti A2 ðk; iÞ S Ti B1 ðk; iÞ 0 7
6 7
6 T 7
6 Q 0 C 2 ðk; iÞ 7 < 0; i; j 2 N:
6 7
6 7
4 c2 I DT1 ðk; iÞ 5
I
Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237 1235
where i; j 2 N, N1 , N2 , N4 are taken from N1, N2, N4 by replacing At(k, i), B2(k, i), Ct(k, i), D2(k, i) with Ait, Bi2,
Cit, Di2 (t = 1, 2), respectively. Similar to the proof of Theorem 2, we have that (15) implies N(i, j;k) < 0. From
(16), we can easily obtain DV(k) < 0 for w(k) = 0, which means that system (3) with w(k) = 0 is uniformly ro-
bust asymptotically stabilizable. On the other side, we have that zT(k)z(k) c2wT(k)w(k) 6 DV(k). Summing
it from k = 0 to l and letting l ! 1, we have zT(k)z(k) c2wT(k)w(k) 6 V(0) = 0. This completes the proof of
Theorem 3. h
Remark 1. Our results given here are more effective for the case when the switching signal is restricted. If we
impose some restrictions on the switching signal, we usually do not need to resolve N2 LMIs. For example,
consider the periodic switching r(i) = i + 1 for i = 1, 2, . . . , N 1 and r(N) = 1. In this case, indexes i,j in
Theorems 1–3 have the following relation j = i + 1 for i = 1, 2, . . . , N 1 and j = 1 for i = N. Thus, we only
need to solve N LMIs in this case.
Remark 2. All the results in this paper are delay-dependent. By using the resolver GEVP in LMI Tool Box of
MATLAB [8]. We can easily obtain an upper bound of the maximal time delay h guaranteeing the uniform robust
asymptotic stability and stabilization from Theorems 1 and 2. By Theorem 3, we can get an optimal noise
attenuation level c for fixed h. Similarly, an upper bound of h can also be obtained for the fixed noise atten-
uation level c.
Remark 3. For the problem of robust stability, stabilization and H1 control via output-feedback of uncertain
discrete-time switched systems with mode-dependent time delays, we will study it in our next paper.
In the sequel, we will present two examples to illustrate the effectiveness of our results.
Example 1. The system is described by (3) with u(k) = 0 and assumed to have two modes, i.e., N ¼ f1; 2g.
The system data are as follows:
0:8 0:2 0:1 0
A11 ¼ ; A12 ¼ ; E11 ¼ E12 ¼ 0:01I; H 11 ¼ 0:1I;
0 0:91 0:1 0:1
0:3 0 0:12 0
A21 ¼ ; A22 ¼ ; E21 ¼ E22 ¼ 0:01I; H 21 ¼ 0:1I:
0 0:58 0:11 0:11
Applying Theorem 1 to this example shows that the system is robust stable for h 6 5. That is, this system is
robust stable for any time delay s(k, i) satisfying 0 < s(k, i) 6 5 for k P 0 and i = 1, 2.
1236 Y.G. Sun et al. / Applied Mathematics and Computation 187 (2007) 1228–1237
Example 2. The system is described by (1) and assumed to have have two modes, i.e., N ¼ f1; 2g. The system
data are
1 0 0:02 0:05
A11 ¼ ; A12 ¼ ;
0 1:01 0 0:01
BT11 ¼ ½ 0 0:01 ; BT ¼ ½ 0:02 0:01 ;
12
0:08 0 0:02 0
C 11 ¼ ; C 12 ¼ ;
0 0:01 0 0:01
DT11 ¼ ½ 0:02 0 ; DT ¼ ½ 0:01 0:03 ;
12
0:96 0 0:03 0:01
A21 ¼ ; A22 ¼
0 1:03 0 0:02
BT21 ¼ ½ 0 0:03 ; BT ¼ ½ 0:01 0:02 ;
22
0:03 0 0:02 0
C 21 ¼ ; C 22 ¼ ;
0 0:05 0 0:04
DT21 ¼ ½ 0:01 0:06 ; DT22 ¼ ½ 0:02 0:03 ;
Eij ¼ 0:01I; ETil ¼ ½ 0:01 0 ; H ij ¼ 0:1I; i; j ¼ 1; 2; l ¼ 3; 4:
By Theorem 3, we have that for any time delay s(k, i) satisfying 0 < s(k, i) 6 10, c = 0.0771 is the smallest value
of c for which the system is uniformly robust asymptotically stabilizable with disturbance attenuation. The
corresponding stabilizing control law is given as
e 1 X 1 ¼ ½ 3:5972
K1 ¼ K 1:7040 ; e 2 X 1 ¼ ½ 0:0910 3:1552 :
K2 ¼ K
1 2
On the other hand, if we restrict c = 0.08, by Theorem 3, we get the upper bound h = 9 of time delays guar-
anteeing the uniform robust asymptotic stabilizability of the system with disturbance attenuation. The corre-
sponding stabilizing control law is given as
e 1 X 1 ¼ ½ 6:0300
K1 ¼ K 2:6857 ; e 2 X 1 ¼ ½ 0:7574 3:3116 :
K2 ¼ K
1 2
6. Conclusions
By using a type of switched Lyapunov function and the descriptor system method, we establish some new
delay-dependent criteria for robust stability, stabilization and H1 control of uncertain discrete-time switched
systems with mode-dependent time delays via a memoryless state feedback. All the results are given in terms of
LMIs and can be easily tested with efficient convex optimal algorithms. Numerical examples have been pre-
sented to demonstrate the effectiveness of the results obtained in this paper.
Acknowledgements
The first author was supported by the National Natural Science Foundation of China (10671105) and the
Natural Science Foundation of Shandong Province of China (Y2005A06). The second and the third authors
were supported by the National Natural Science Foundations of China (10372002, 60274001, 60404001,
60528007), National 973 Program (2002CB312200) and the National Key Basic Research and Development
Program (2002CB312200).
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