Finite Horizon H Preview Control
WANG Hong-Xia1 ZHANG Huan-Shui2
Abstract The paper focuses on the H preview control problem in the nite horizon. Starting with the traditional idea, we found
the sticking point and used a suitable linear transformation to eliminate it. Finally, we obtained a sucient and necessary condition
and a simple control-law for the problem. Furthermore, a numerical example is also provided to illustrate that the controller can
eectively improve the closed-loop performance.
Key words Preview, H control, nite horizon, game problem, abstract system
Controlling and tracking objects more precisely have
been a goal unremittingly pursued in many elds including
aeronautics, astronautics, navigation, and manufacturing.
However, the classical optimal control is over-designed, and
the H control is designed for the worst-case reference sig-
nal and may lead to insucient disturbance attenuation
and robustness properties of the closed-loop system.
The development of the infrared and sensor technol-
ogy renders us access to more or less information in ad-
vance, namely, preview information, which can improve
the performance eectively when applied appropriately. As
shown in the industrial suspension systems[13] , the closed-
loop performance can be improved considerably by using
the preview controller. The extensive applications encour-
aged many works[49] with respect to the preview con-
trol. So far, the optimal preview theory has been relatively
mature[78, 1011] . By contrast, the H preview control
problem is a greater challenge and is stated as Open Prob-
lem 51[12] .
The preview information may appear in the form of the
delay exogenous-input or reference signal. Therefore, pre-
view problems fall into the category of the delay prob-
lems, and some methods solving the delay problems are
also utilized to deal with the preview control problems[4, 13] .
Kojima[4] solved the H preview problem in the innite
horizon in an abstract space via direct pursuing the explicit
positive semi-denite stabilizing solution of the operator
Riccati equation. Zhang[13] established the dual relation-
ship between the original problem in the nite horizon and
the H2 xed-lag smoothing problem for a backward sys-
tem in Krein space, and thus addressed the control prob-
lem via the estimation method. Tadmor[56] employed the
game theory to give the preview control laws for continu-
ous and discrete systems. Yet, the innite horizon case[56]
blurs the dierence between the H preview control and
the standard H control. The paper manages to make it
clear in the nite horizon.
The paper is organized as follows. Section 1 proposes the
problem, Section 2 solves the problem, Section 3 provides
a numerical example, and Section 4 draws a conclusion.
Notations. Our notations are standard. The transpose
of a matrix A is denoted by AT . ,  and , L2 [a,b] stand
for the inner product in Rn and L2 [a, b], respectively.  
and  L2 [a,b] are the norms in the appropriate Hilbert
space and L2 [a, b].
Manuscript received on January 22, 2008; accepted form May 27,
2009
Supported by National Natural Science Foundation of China
(60574016), the National Science Foundation for Distinguished
Young Scholars of China (60825304), and the Taishan Scholar Pro-
gram of Shandong Province
1. Shenzhen Graduate School, Harbin Institute of Technology,
Shenzhen 518055, P. R. China 2. Control Science and Engineering
School, Shandong University, Jinan 250061, P. R. China
DOI: 10.1016/S1874-1029(09)60015-X
1 The formulation of the problem
Consider system
x(t) + B1w (t h) + B2u (t)
x (t) = Ax (1)
z (t) = Cxx(t) + D2 u(t) (2)
where x , w , u and z are the state, the exogenous input, the
control input, and the regulated signal, respectively, and
h( 0) is a time delay.
The H preview control problem in nite horizon is
stated as follows: for a given > 0, nd the control law
x(t), w (s)|s [t h, t]) such that
like u (t) = F (x
zz 2L2 [0,tf ] + x (tf )T Ptf x (tf )
sup < 2 (3)
w w 2L2 [0,t h]
w
f
where tf is the terminal time, Ptf is a prescribed positive
semi-denite matrix, and x (tf ) is the terminal state value.
Denote opt = inf{ : admits (3)}. Obviously,
opt if and only if the problem is solvable.
Remark 1. Dierent from the general H control index
in nite horizon, (3) only involves the eect of w (t) in the
interval [0, tf h].
The reason excluding w (t) in [h, 0) or (tf h, tf ] in
performance index (3) is displayed as follows:
1) Although w (t) in [h, 0) impacts the evolution of the
system and thus the regulated signal z (t), the H control
here concentrates on measuring the inuence produced by
the undetermined factor, while w (t), t (h, 0] is known
and deterministic.
2) Until tf instant, w (t) in (tf h, tf ] cannot aect the
system and thus the regulated signal, so it should not be
introduced in the index (3).
Without loss of generality, we make a orthogonal as-
sumption: D2T [ C D2 ] = [ 0 I ], which considerably
facilitates the discussion of the problem.
2 To solve the problem
Let us outline our main idea rst. Introduce the problem
u, w ), where
max min J(u
u, w ) =  z 2 + x (tf )T Ptf x (tf )  w 2
J(u (4)
subject to (1) and (2), u is the minimizing player, and w is
the maximizing player. The H optimal control problem is
equivalent to nding both the smallest value of opt > 0
under which the optimal game value of min max J(u u, w ) is
bounded above by zero and the corresponding controller
that achieves the optimal value. If the problem is solvable,
i.e. > opt , then min max J(u u, w ) is solvable and has the
nite upper value. By virtue of the projection theorem,
min max J(u u, w ) is solvable and has the nite lower value
as > opt , which will be veried below. Whereby we can
derive the Riccati equations and the property of its solution
 328 ACTA AUTOMATICA SINICA Vol. 36

thereof. As for the proof of the solvability, we will resort X(t) in (11) will be characterized further.
to the abstract space theory. More details will be found in Substituting (11) into (9), we can nd that X(t) satises
the following sections. the relationship
2.1 The ground to solve
X = XA + AT X + C T C XB2 B2T X, X(tf ) = Ptf (12)
It is necessary to show the solvability of the problem
For a compact arrangement, dierential Riccati equation
max{min(zz 2L2 [0,tf ] + x (tf )T Ptf x (tf )) 2 w
w 2L2 [0,tf h]} (12) omits the time index t. We proceed to study the prop-
w u
erty of X(t). In view of (10), we have
(5)
min zz 2L2 [0,tf ] + x (tf )T Ptf x (tf ) = (13)
Finally, we introduce the projection theorem in Hilbert u
space. T
x(0), X(0)x
x x(0) x
x(tf ), X(tf )x
x(tf ) + x (tf ) Ptf x (tf )
Lemma 1. Let V1 and V2 be the Hilbert spaces with
bounded linear operators J : V2 V2 and S : V1 V2 . for any initial value x (0). If X(tf ) = Ptf , the minimal
Suppose J T = J and S T JS > I for some  > 0. Then, value in the above is simplied as
given any v 2 V2 , there exists a unique solution to the
optimization problem min zz 2L2 [0,tf ] + x (tf )T Ptf x (tf ) = x
x(0), X(0)x
x(0) 0 (14)
u

min  Svv 1 v 2 2J = min Svv 1 v 2 , J(Svv 1 v 2 ) (6) which together with Lemma 2 shows that X(0) is positive
v 1 V1 v 1 V1
semi-denite. For any t > 0, t [0, tf ], consider the mini-
Denote the optimal value max min J(u u, w ) by gopt . On mization problem minu zz 2L2 [t,tf ] + x (tf )T Ptf x (tf ). Like-
the basis of Lemma 1, we achieve the following conclusion. wise, we will verify that X(t) is positive semi-denite.
Lemma 2. If > opt , the game problem (5) is solvable. However, in most cases, w 0 does not hold. Therefore,
Moreover, gopt is nonnegative for any initial data. more work is needed to solve the H problem.
Proof. We only prove the case Ptf = 0, and the case
Ptf = 0 is similar except that the operators S and J are 2.3 Maximization on w
more complicated. Now the roles of S, J, v 1 , and v 2 in We still resort to the above-mentioned traditional idea
Lemma 1 are taken by the input-output operator of the to handle the outer maximization problem in (5).
system (1) and (2), identity operator, the control input, w (t h)
w
and the output driven by initial data and the disturbance, In order to avoid computing , we need to
ww (t)
respectively. For convenience, we will omit the interval of rewrite the game problem as
the norms in L2 [a, b]. It is clear that the optimal problem
minu  z 2L2 2  w 2L2 is solvable. As > opt , there max{min(zz (t)2L2 [0,tf ] + x (tf )T Ptf x (tf ))
w u
exists a > 0 such that 2  w 2L2  z 2L2 < 2  w 2L2 .
With the similar line again, the roles of S, J, v 1 , and v 2 2 w
w (t h)2L2 [h,tf ] } (15)
in Lemma 1 are taken by the input-output operator (after
applying the optimal control input) from the disturbance Choose the Hamilton function H = 12 (zz (t)Tz (t) 2w (t
w to z , diag{I, 2 I}, w , and the output driven by initial h)Tw (th))+pp2 (t)T (Ax
x(t)+B1w (th)+B2u (t)) connected
data, respectively. That the optimal value is nonnegative with (1) and (15). After a straightforward calculation, we
follows from that max min J(u u, w ) min J(uu, 0) 0.  note that the optimal w (t h) admits
2.2 Minimization on u
p 2 (t) = ATp 2 (t) C T Cx
x(t) (16)
With the solvability, the following will take a traditional
idea to solve the inner minimization problem in (5). 0 = B1Tp 2 (t) 2
w (t h) (17)
Let H = 12 z (t)Tz (t) + p 1 (t)T (Ax
x(t) + B1w (t h) + It is found that (16) is identical with (7), so we can have
B2 u(t)) be the Hamilton function related with minu zz 2L2 the Hamilton-Jacobi type ODE
and (1), naturally, the optimal u should satisfy
  T 1 T  
x (t) A B 2 B2 + 2 B1 B1
x (t)
p 1 (t) = ATp 1 (t) C T Cx
x(t) (7) = (18)
p 1 (t) p 1 (t)
C T C AT
u (t) = B2Tp 1 (t) (8)
where p1 (t) is the so-called costate. Moreover, (10) clearly still holds for (18).
Combine system (1) and (2) with (7) and (8), a However, prudential readers will see that (18) holds only
Hamilton-Jacobi type original dierential equation (ODE) in the partial interval [h, tf ], which stems from that w (t
is given as h), t [0, h) is known and cannot be chosen. Meanwhile,
       another fact is that
x (t) A B2 B2T x (t) B
= T T + 1 w (t h) (9) zz 2L2 [0,tf ] + x (tf )T Ptf x (tf ) 2 w
w 2L2 [0,tf h] =
p 1 (t) C C A p 1 (t) 0
x (tf )T Ptf x (tf ) + w
w (t h), B1Tp 1 (t)L2 [0,h]
From (1) and (9), for any t0 , t1 [0, tf ], and t0 < t1 , t
x(t), p 1 (t)|0f
x (19)
zz 2L2 [t0 ,t1 ] = x
x, p 1 |tt10 + w
w (t h), B1Tp 1 (t)L2 [t0 ,t1 ] (10)
As h = 0, (18) holds in the whole interval [0, tf ], and
If w 0, the game problem (5) is only a standard linear (19) is reduced to
quadratic regulated (LQR) one. Given that u should be
casual, we assume zz 2L2 [0,tf ] + x (tf )T Ptf x (tf ) 2 w
w 2L2 [0,tf ] =
t
x(t)
p 1 (t) = X(t)x (11) x(t), p 1 (t)|0f + x (tf )T Ptf x (tf )
x (20)
No. 2 WANG Hong-Xia and ZHANG Huan-Shui: Finite Horizon H Preview Control 329

Assume Base on the above analysis and the linear relationship

between variables, we choose the variable pair m (t), y (t) to
x(t)
p 1 (t) = Y (t)x (21) take the place of the pair x (t), p 1 (t) to describe the required
We will describe Y (t) further and thus get the controller optimal trajectories.
from (8). Associating (21) with (18), we will nd that Y (t) Make m (t) = x (t) + Gc (h)yy (t) and associate it with (17)
admits Riccati equation in the interval [h, tf ]. Equation (24) is transformed to
     
T T T 1 T
m (t) Ar Rr m (t)

Y = Y A + A Y + C C Y B2 B2 2 B1 B1 Y (22) = T (33)
y (t) Qr Ar y (t)

By referring to (20), the problem (h = 0) is solved when where

we take Y (tf ) = Ptf ; in addition, Y (t) 0 is ensured by
Ar = A2 + 2 B(h)E2 (34)
that the optimal game value is nonnegative.
To return to the preview control (h = 0), when applying Rr = (h, 0)B2 B2T (h, 0)T 2 T
B(h)B(h) (35)
the idea to handle the standard H control problem, we
Qr = 2 E2T E2 (36)
encounter two diculties: one is whether the assumption
x(t) at h is rational or not after h time units
p 1 (t) = Y (t)x Substituting (32) into (33), we have the Riccati equation
evolution of (9); the other is that unlike (20), such an opti- as
mal game value in the form of (19) makes no contributions
for analyzing the problem further. Z = ZA + AT
Z ZR Z + Qr (37)
Since one of the possible obstacles is aroused by the val-
ues of x (h) and p 1 (h), we will investigate them below. It still need to characterize Z(t) and associate it with the
From (9), x and p 1 are coupled, which is not good for optimal game value.
the analysis and calculation of the problem. Hence, let From (19), if we take Z(tf ) = (Ptf X(tf ))(I
X(tf )Gc (h))1 , the optimal game value is connected
x(t)
y (t) = p 1 (t) X(t)x (23) closely with p 1 (t) in [0, h], whose explicit expression can
where X is as in (12), then (9) is simplied to be computed using the relationship (23) and the evolutions
for y (t) in (25) as well as x (t) in (26). In general, the op-
      
x (t) A2 B2 B2T x (t) B1 timal game value is decided by the initial data. Hence,
= T + T w (t h) (24) after substituting the explicit expression of p 1 (t) into (19),
y (t) 0 A2 y (t) E2
we rearrange the terms in the results. The optimal game
with A2 = A B2 B2T X(t) and E2 = B1T X(t). value nally is as follows
According to (24), a straightforward computation yields
m(h), y (h) + x
gopt  m x(0), X(0)xx(0) + (38)

tf
h
y (t) = (s, t)T E2Tw (s h)ds (25) x(0),
2x (r, 0)T E2Tw (r h)dr +
t

t

h r
x(0) + (s, t)B1w (s h)ds
x (t) = (t, 0)x (26) 2 w (r h),E2
w w (s h)dsdr(39)
(r, s)B(s)w
0

t
tf 0 0

(s, t)B2 B2T (r, s)T E2Tw (r h)drds According to Lemma 2, for any initial value, gopt 0;
0 s naturally, for w (t h) 0, t [0, h) and any x (0),
where (, ) is the state transition matrix corresponding
A2 . Note that the computation uses the boundary value x(0), X(0)x
gopt = x x(0) +
y (tf ) = p 1 (tf ) Xx x(tf ) = 0. x(0), (h, 0)T Z(h)(h, 0)x
x x(0) 0 (40)
Denote

t while (5) implies that
Gc (t) = (r, 0)B2 B2T (r, 0)dr (27)
0 gopt min zz L2 [0,tf ] + x (tf )T P (tf )x
x(tf ) =
B(t) = B1 Gc (t)E2T (28) x(0)
x (0), X(0)x (41)

h
x(0) +
m (h) = (h, 0)x w (r h)dr (29)
(t, r)B(r)w So Z(h) is positive semi-denite via (40) and (41). With
0 the similar lines of Z(h), we can prove that Z(t) 0, t > 0.
In terms of the above analysis, it is not hard to reach the
Then from (25) and (26), we have the results directly
conclusion.

tf Theorem 1. Consider the system (1) and (2) and the
y (h) = (s, h)E2Tw (s h)ds (30) performance (3). If > opt holds, then the H -like Ric-
h cati equation (37) has a positive semi-denite solution.
x (h) = m (h) Gc (h)yy (h) (31)
2.4 The H preview controller
From (29), we know that m (h) (only contains the initial Similar to the general time-delay systems, the system
data) qualies for the initial value. What is more impor- (1) and (2) can also be reformed as an equivalent abstract
tant, we can thus assume delay-free system[5, 15] . The H preview control (3) for the
m(t)
y (t) = Z(t)m (32) system (1) and (2) can thus be converted into a standard
H control. Denote f (t) = (x x(t), w
t ) as the abstract state,
at h because y (h) is determined completely by the optimal where w w (t + s), s [h, 0]}. Then, the H control
t = {w
w (t), t > 0, which is to be determined. for the abstract system generates the optimal game value
330 ACTA AUTOMATICA SINICA Vol. 36

x(0), w
like (x x(0), w
0 ), X (x 0 ) with positive semi-denite op- with A = 2, B1 = 1, B2 = 1, C = 0, and D = 1, where the
erator kernel X . X satises operator Riccati equation choices of C and D follow the aforementioned orthogonal
 assumption.
1
X = X A + AT X + X B1 B1
T
B 2 B2
T
+ C T C (42) Because the nite horizon problem is considered, we will
2 compute the left-side of the performance index (3) instead
of the standard -iteration in our numerical experiment.
where For prescribed = 2.5, the state responses using the stan-
 dard H control law and our H preview control law
d
A( , ) = A + B1 (h), () (11) are displayed in Fig. 1, and the control performance,
d

0  namely, the exact ratio of the left-side in (3) is shown in
Fig. 2.
D(A) = ( , ) M2 , () = ()d, L2 [h, 0]

The state x1 in the solid line in Fig. 1 is generated by the
B1w = (0, ())w w , B2u = (B2u , 0) H preview control law, and the state x2 in the dash-dot
line is yielded by the standard H control law. Given their
C( , ) = C , D2u = D2u amplitudes and response-speeds, the former, by contrast, is
more favorable.
Immediately, the -suboptimal H control-law can be
From Fig. 2, it is as expected that the H preview con-
given as
trol law (h = 0) leads to better performance than the stan-
u (t) = B2T X (x
x(t), w
t) (43) dard H control law (h = 0). Another fact is also seen
that the H preview control performance improves as the
As (43) is combined with (38), the following theorem holds. preview length h increases, it keeps nearly close to certain
Theorem 2. Considering the system (1) and (2), if level when the preview length h is larger than 1. In other
given > opt , then a suboptimal H control law satisfy- words, it is not the case that the more information, the bet-
ing (3) is given as ter performance. Such phenomenon is in line with Mirkin s
for 0 t tf h, research[16] and is the so-called saturation of performance.


u (t) = B2T (X(t) + (h, 0)T Z(t + h)(h, 0))x x(t)+

h
T T T
((r, 0) E2 + (h, 0) Z(t + h)(h, r)B(r))
0
w (t h + r)dr)
(44a)
for tf h < t tf ,

tf
T T
u (t) = B2 X(t)x x(t) + (s, t) E2Tw (r h)dr
t
(44b)
where B() is dened as in (28), and X() and Z() are
solutions to (12) and (37), respectively.
It is easy to observe that the controller in (44) takes
advantage of not only the state but also the preview in-
formation w (t + s), s [h, 0] at t instant. Meanwhile, Fig. 1 The state responses
compared with the general control law, the gain matrix in
(44) is unusual and involves the two Riccati equations (12)
and (37).
We proceed to discuss the sucient condition for >
opt , namely, the solvable conditions for the H preview
control problem.
Theorem 3. Considering the system (1) and (2), if
there exist positive semi-denite solutions to (12) and (37),
respectively, then > opt .
Proof. The proof mainly depends on the standard H
control conclusions[15] of the equivalent abstract system
and is omitted. 
Theorem 3 together with Theorems 1 and 2 in eect
results in the following theorem.
Fig. 2 The performance improvement
Theorem 4. Considering the system (1) and (2) and
the performance (3), > opt if and only if that there
exist positive semi-denite solutions to (12) and (37), re- 4 Conclusion
spectively. Moreover, if > opt holds, (44) provides a
The paper investigates the H preview control problem
suboptimal H full-information controller.
in the nite horizon, and obtains a sucient and necessary
3 Numerical example condition for the solvability of the H preview problem.
Meanwhile, a simple control law is formulated. It utilizes
We have already proposed the control law for the H the future information of exogenous input so that it is able
preview control problem in the preceding section. In or- to preempt the eect of w when u and w are introduced,
der to illustrate that it is eective, let us consider the H and the performance is thus improved.
preview control problem for the scalar system (1) and (2) As a matter of fact, the H -like Riccati equation is
No. 2 WANG Hong-Xia and ZHANG Huan-Shui: Finite Horizon H Preview Control
achieved by the similitude transformation of a delay-free
H Riccati equation from of a mathematical viewpoint.
The transformation may change the original stable sub-
space and also the solution of the Riccati equation, so the
paper analyzes the rationality of the transformation, and
veries that the solution of the H -like Riccati equation is
positive semi-denite.
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WANG Hong-Xia Received her B. Sc. degree in applied
mathematics in 2003, and the M. Sc. degree in computational
mathematics in 2005, both from Harbin Institute of Technology.
Now, she is a Ph. D. candidate in control science and engineering
at Harbin Institute of Technology. Her research interest covers
H preview control, H control, and time delay systems.
E-mail: whx1123@126.com
ZHANG Huan-Shui Received his Ph. D. degree from North-
eastern University in 1997. From 1998 to 2001, he worked as a
postdoctoral fellow at Nanyang Technological University, Singa-
pore, and from 2001 to 2003 a research fellow at Hong Kong
Polytechnic University. Since 1999, he has been a professor at
Shandong University. His research interest covers optimal esti-
mation, robust ltering and control, time delay systems, singular
systems, wireless communication, and signal processing. Corre-
sponding author of this paper. E-mail: hszhang@sdu.edu.cn