Multiobjective Control: Linear Matrix Inequality Techniques and Genetic Algorithms Approach

Multiobjective Control:
Linear Matrix Inequality Techniques and

Genetic Algorithms Approach
Thesis submitted for the degree of Doctor of Philosophy
Arturo Molina Cristóbal
The University of Sheffield
Department of Automatic Control

and Systems Engineering
Sheffield UK
April 2005
© 2005 Arturo Molina-Cristobal
In accordance with the copyright legislation no information
derived from the dissertation nor quotation from it may be
published without full acknowledgment of the source being
made nor any substantial extract from the dissertation
published without the author’s written consent.

Abstract
This thesis addresses some of the open problems in multiobjective control. The aim of
this thesis is to compare two emerging techniques in multiobjective control: evolutionary
algorithms (EAs) and convex optimisation over linear matrix inequalities (LMIs).
In the multiobjective control problem, a trade-off is sought between competing

objectives. In such a problem, no single optimal solution exists, rather a set of equally
valid solutions, known as the Pareto optimal set. It has been shown that the
multiobjective control problem can be tackled with LMI techniques, due to its ability to
include convex constraints such as H2 performance, H∞ performance, and pole-
placement. The multiobjective control problem is formulated as a semidefinite
programming (SDP) problem, which is a single objective convex optimisation problem,
solved using interior-point methods.
As a novel alternative, multiobjective optimisation using EAs can offer a truly

multiobjective treatment of control systems specifications. This approach is described
herein and compared with numerical results from the counterpart LMI techniques.
This investigation addresses some of the drawbacks of LMI techniques, such as the
inability to reduce the order of the controller and the LMI technique's inherent
conservatism when tackling multiobjective problems. The truly multiobjective
optimisation using an EA is proposed to overcome these problems. Reduction of the
order of the controller is achieved for problems such as the H∞ controller design with
time-domain specifications. The mixed H2/H∞ control problem is treated as a
multiobjective H2/H∞ control problem, and an improvement of the Pareto optimal set is
achieved.
Both methods are applied to a gas turbine engine controller design problem. Numerical
problems with controllers resulting from using the LMI approach are addressed and a
solution, based on the EA, is shown to design more numerically robust controllers than
the LMI approach.
i
The controller design from this application problem is then extended to a gain scheduling
controller design with the use of linear parametric-varying (LPV) techniques. The issue
of applying LPV modelling and LPV control is addressed, and the EA-based method is
proposed to design multiobjective H2/H∞ controllers for two operating points. The results
give satisfactory, well-conditioned controllers.
ii
Acknowledgments
I would like to thank my supervisors Professor Peter J Fleming and Professor David H
Owens for their advice, guidance, and encouragement throughout the period of this
research work. It has been a privilege working with them.
I would also like to thank Didier Henrion for introducing me to novel areas of LMI
techniques. Thanks also to my colleagues Jorge Escamilla for discussions in related
topics of this thesis, Robin Purshouse for his expert advice in genetic algorithms, Ian
Griffin for his expert advice in gas turbine engines, and thanks to John Watson and Mike
Dewar who proof read this manuscript.
This work has been funded by Consejo Nacional de Ciencia y Tecnología (CONACyT) –
México. I have also received financial support from the Rolls Royce University
Technology Centre (RR-UTC) at the Department of Automatic Control and Systems
Engineering, Sheffield University, which facilitated me to attend technical events related
to this research work.
I am extremely grateful to my parents Eve and Arturo, brothers Felix and Tonatiuh and
especially to my sister Esperanza for their love and support. Thanks and my love goes to
Helen for her understanding and support for the completion of this project.
iii
Statement of Originality
Unless otherwise stated in the text, the work described in this thesis was carried out
solely by the candidate. None of this work has already been accepted for any degree, nor
is it concurrently submitted in candidature for any degree.
Candidate:
________________________________
Arturo Molina-Cristóbal
Supervisors:
_________________________________
Peter J Fleming
_________________________________
David H Owens
iv
A mi Mamá y Papá con Cariño
(To my Parents with love)
v
Contents
Chapter 1 ......................................................................................................................1
Introduction..................................................................................................................1
1.1 Motivation of the Research......................................................................................1
1.2 Outline of the Thesis................................................................................................3
1.3 Contributions............................................................................................................4
Chapter 2 ......................................................................................................................6
Review of Linear Matrix Inequalities and Evolutionary Optimisation in

Multiobjective Control ................................................................................................6
2.1 Introduction..............................................................................................................6
2.2 Definition of a Linear Matrix Inequality .................................................................7
2.3 Basic properties........................................................................................................7
2.3.1 Convexity……………………………………………………………………...7
2.3.2 Geometry of LMI sets .......................................................................................9
2.3.3 Semidefinite Programming (SDP) ..................................................................10
2.4 Brief History of Linear Matrix Inequalities ...........................................................11
2.4.1 Interior-Point Methods....................................................................................13

2.4.2 Robust Control: Convex approach..................................................................14
2.5 Application and New Trends of LMI Techniques .................................................15
2.6 Quadratic stability of Lyapunov ............................................................................17
2.7 Control Systems problems expressed as LMIs ......................................................19
2.7.1 Definition of the Schur complement...............................................................20

2.7.2 LMI formulation of the LQR optimal problem...............................................21
2.7.3 YKP Lemma ...................................................................................................23
2.7.4 Bounded Real Lemma.....................................................................................23
vi
2.8 Multiobjective optimisation ...................................................................................25
2.8.1 Pareto Optimality ............................................................................................26
2.9 Multiobjective Control...........................................................................................26
2.10 Genetic Algorithms..............................................................................................31
2.10.1 The population ..............................................................................................32

2.10.2 A Simple Function Optimisation Problem....................................................32
2.10.3 Replication (Selection)..................................................................................33
2.10.4 Crossover (Recombination). .........................................................................34
2.10.5 Mutation 35
2.11 Multiobjective Genetic Algorithms .....................................................................39
2.11.1 Pareto Optimal Ranking................................................................................42

2.11.2 Fitness Sharing and Kernel Density Estimation ...........................................43
2.11.3 Mating Restriction ........................................................................................43
2.12 Conclusions..........................................................................................................44
Chapter 3 ....................................................................................................................45
Multiobjective Optimisation of Controller Structure via YK paramatrization using

GAs and LMIs ............................................................................................................45
3.1 Introduction............................................................................................................45
3.2. Problem Statement ................................................................................................47
3.2.1 Youla-Kučera parametrization of stabilizing controllers................................47
3.2.2 LMI optimisation for fixed-order H∞ controller design..................................50
3.3. Optimizing Controller Structure with Genetic Algorithms ..................................52
3.3.1 Evaluation function .........................................................................................52
3.4. Numerical Examples.............................................................................................54
3.4.1 Example 1: Low-order damping mode ...........................................................54

3.4.2 Example 2: Flexible Beam (Doyle et al. 1992):..............................................63
vii
3.5. Conclusions...........................................................................................................68
Chapter 4......................................................................................................................69
Mixed H2/H∞ problem with LMIs Approach and MOGA-based method. ..................69
4.1 Introduction............................................................................................................69
4.2 Problem statement..................................................................................................71
4.3 LMI Formulation of H2 and H∞ .............................................................................72
4.3.1 Quadratic performance synthesis (Scherer et al. 1997) ..................................72

4.3.2 H2 Performance ...............................................................................................75
4.3.3 H∞ Performance ..............................................................................................78
4.4 Mixed H2/H∞: LMI Approach................................................................................79
4.5 Mixed H2/H∞: MOGA-based method ....................................................................81
4.6 Equivalence of LQG and H2 Optimal Control .......................................................82
4.7 H2 Optimal Control: MOGA-based method ..........................................................84
4.8. Numerical Evaluations of MOGA and LMIs........................................................85
4.8.1 H2 Optimal Control (LQG): LMI Approach. ..................................................85

4.8.2 H2 Optimal Control (LQG): MOGA-based method .......................................88
4.8.3 Mixed H2/H∞: LMI Approach.........................................................................91
4.8.4 Example of Mixed H2/H∞ using MOGA Approach........................................93
4.9. Conclusions...........................................................................................................96
Chapter 5 ....................................................................................................................97
Multiobjective Control Design for the Turbofan Engine.......................................97
5.1 Introduction............................................................................................................97
5.2 Gas Turbine Engine ...............................................................................................97
5.2.1 Control Systems for Gas Turbine Engines....................................................100

5.2.2 Gas Turbine Engine ANTLE. .......................................................................102
5.3 Controller Design for a Linear Point. ..................................................................104
viii
5.3.1 Scaling……………………………………………………………………...104
5.3.2 Design Controller Strategy. ..........................................................................104
5.4 Mixed H2/H∞ Controller Design ..........................................................................107
5.4.1 Numerical Aspects ........................................................................................108
5.5 Multiobjective H2/H∞ Controller Design: MOGA-based method .......................111
5.6 Gain Scheduling...................................................................................................114
5.7 Linear Parameter Varying Techniques ................................................................116
5.8 LPV Modelling ....................................................................................................119
5.8.1 Polytopic Systems .........................................................................................119
5.9 LPV Control.........................................................................................................122
5.10 Gain Scheduling for the Gas Turbine Engine ....................................................124
5.11 LPV Gain-scheduling MOGA-based Method ...................................................131
5.12 Conclusions........................................................................................................136
Chapter 6 ..................................................................................................................137
Conclusions and Future Work................................................................................137
6.1 Multiobjective optimisation .................................................................................137
6.2 Suitability.............................................................................................................138
6.3 Future Work .........................................................................................................141
Appendix A................................................................................................................142
Appendix B ................................................................................................................143
References:.................................................................................................................147
ix
Chapter 1
Introduction
1.1 Motivation of the Research
It is safe to say that any system design involves simultaneous consideration of multiple
criteria. In control systems engineering, the design of a single controller which meets a
collection of performances or objectives is, in theory and in practice, an open problem.
Often some of these objectives will be in conflict, e.g. rise time and overshoot, and might
be limited, e.g., the amount of achievable disturbance attenuation in a certain frequency
region is limited by constraints on the systems bandwidth, where trying to improve one
specification will cause deterioration in another. Thus, a trade-off exists, and is treated by
using multiobjective control optimisation, in which a trade-off is sought between
competing objectives. In such an optimisation, no single optimal solution exists, rather a
set of equally valid solutions, known as the Pareto optimal set.
The multiobjective control problem has been under research for some time and several
techniques have been proposed to solve this problem. However, research in this area has
been initially carried out with single optimisation techniques; this approach makes the
multiobjective problem into a formulation of a single objective problem. Moreover, all
specifications and constraints of a different nature have to be translated into a unique
performance measure (e.g. H2, H∞).
1
Chapter 1 Introduction
Independent formulation of performance criteria in control theory is well established.

One example is the H∞ specification, which ensures that the closed loop system is
robustly stable, and the H2 specification, which ensures optimal output performance.
However, when these methods are combined, the objectives conflict and the existing
methods are not prepared to handle both specifications at the same time.
Specifically, theoretical results of the mixed H2/H∞ problem have shown the difficulties
that a unified framework involves. Moreover, in practice it is difficult to solve coupled
Riccati equations (Doyle et al. 1994; Zhou et al. 1994). Research into this problem has
shown that it can be reinterpreted as a convex optimisation problem (Khargonekar and
Rotea 1991a; Scherer 1995b). This approach relies on the efficient interior-point
algorithm to solve the optimisation problem. Almost a decade ago, this observation
introduced a whole new area of research known as semidefinite programming (SDP),
which is a convex optimisation problem over linear matrix inequalities (LMIs). The
motivation to use LMIs is that several control specifications are naturally formulated as
convex constraints. Thus, a unified framework can be proposed (Skelton and Iwasaki
1994). Although advances in control systems with the LMI approach were achieved, this
formulation did not overcome open problems, such as conservatism and the low order of
the controller. Moreover, this new formulation leads to single objective optimisation
problems when multiobjective control problems are addressed, such as the multiobjective
H2/H∞ problem. Therefore, this problem is named the mixed H2/H∞ problem.
In order to address these problems, the application of an evolutionary approach is

considered in this research. The aims were:
• To offer a truly multivariable treatment to problems such as the mixed H2/H∞

problem and H∞ performance with time-domain specifications.
• To reduce conservatism.
• To reduce and/or fix the order of controller.
2
1.2 Outline of the Thesis

Chapter 1 illustrates briefly how LMIs emerge in control systems and provides the
necessary background such as the properties of LMIs and the LMI geometry in two
dimensions. Fundamental techniques to express control problems in an LMI formulation,
(e.g. the YKP Lemma), are provided as well as historical presentation of LMIs in control
systems. The state of the art of multiobjective control problem is presented. The
multiobjective optimisation in control systems is discussed as well as the motivation to
use an evolutionary algorithm (EA) known as the multiobjective genetic algorithm
(MOGA).
Chapter 3 considers the problem of H∞ performance with time-domain specifications and

the synthesis problem of reducing and/or fixing the order of the controller. A different
approach to the state-space framework is considered, where by the polynomial methods
and the Youla-Kučera parametrization are considered as a framework for the optimisation
of the control structure. The MOGA-based method is considered as a way of solving the
multiobjective control problem. Two academic control problems are numerically solved
and compared with the solutions resulting from LMI techniques.
Chapter 4 considers two multiobjective control problems. First, the LQG problem is
studied, which is used to find the exact trade-off between process and sensor noise. For
this LQG problem, a complete LMI formulation is presented, where the equivalence
between LQG and H2 performance is used to formulate the convex optimisation problem
over LMIs. The LQG problem was then presented using MOGA-based method in the
same way as Fonseca and Fleming (1994). Secondly, the mixed H2/H∞ problem is
optimised using the convex optimisation over LMIs, resulting in a trade-off. A discussion
of the conservatism of this result is provided. The mixed H2/H∞ problem is then presented
using the MOGA-based method and comparative results are shown.
Chapter 5 designs a MIMO controller for an operating point of the gas turbine engine
model. Both the mixed H2/H∞ controller design: LMI approach and the multiobjective
H2/H∞ controller design: the MOGA-based method was considered for this design. The
problem of applying gain scheduling control design is studied. Both the linear parametric
varying (LPV) model of the gas turbine engine and the LPV controller design are
3
considered. Finally the LPV gain scheduling: MOGA-based method is proposed and two
operating points are considered.
Chapter 6 presents a conclusion on the research undertaken and offers suggestions for
future research.
1.3 Contributions
• A new approach to optimise controller structures was proposed. This approach
contrasts with the traditional implementation of parameters in state-space
framework. The new controller structure is based on the new developments on
Youla-Kučera parametrization and the optimisation design of weighting functions
by Schroder (1998). The design procedure to optimise controller structure
involved the use of the multiobjective genetic algorithm (MOGA) as an
optimisation tool.
• The new development on the Youla-Kučera parametrization, used in this thesis, is

a result of an international collaboration, and the outcome of this investigation
have been reported in Proceedings of the IEEE Conference on Decision and
Control (Henrion et al. 2004).
• Using the optimisation of controller structures, reduction of the order of the

controller is achieved for problems such as the H∞ controller with time-domain
specifications. In the case of reduction of H∞ controllers with time-domain
specifications, the flexibility of a multiobjective genetic algorithm (MOGA) to
optimise the order of the controller is demonstrated; these results are compared
with the LMI optimisation for fixed-order H∞ controller design (Henrion 2003a).
These results will appear in Proceedings of the IFAC World Congress on
Automatic Control, Prague, Czech Republic (Molina-Cristobal et al. 2005).
• Reduction of the conservatism in the mixed H2/H∞ problem is achieved. Although

no method to measure the amount of conservatism is available, it is demonstrated
that a better approximation to the Pareto optimal can be achieved by using a truly
multiobjective optimisation of the H2 performance and H∞ performance. These
4
results have been reported in Proceedings of the sixth Portuguese Conference on

Automatic Control, CONTROLO, Faro, Portugal (Molina-Cristobal et al. 2004a)
and an extended version was submitted to the International Journal of Systems
Science (Molina-Cristobal et al. 2004b).
• The multiobjective H2/H∞: MOGA-based method was extended to design MIMO

controllers, and applied to the gas turbine engine study case, in one operating
point. A comparative study of the controller design between the LMI approach
and the MOGA-based method showed that the LMI approach faces numerical
problems, when the mixed H2/H∞ trade-off approximates to optimal. However,
when using the MOGA-based method, this numerical problem is overcome. The
multiobjective H2/H∞: MOGA-based method was extended to design gain
scheduling controllers (two operating points).
5
Chapter 2
Review of Linear Matrix Inequalities and
Evolutionary Optimisation in Multiobjective
Control
2.1 Introduction
This chapter is devoted to reviewing the two optimisation techniques used in this work
for multiobjective control. Although this thesis is related to the topic of multiobjective
control, the review will start with the definition of linear matrix inequalities (LMIs),
convexity optimisation, and the role of LMIs in control systems. The history of linear
matrix inequalities in control systems aims to explain how convex optimisation theory
was developed from the linear programming optimisation tool to the interior-point
method and to analyse its importance in control systems. Then, the translation of control
problems into a set of LMI constraints will be explained using the LQR optimal problem
and the H∞ norm problem. The multiobjective optimisation problem is stated with
fundamental definitions, as well as the multiobjective control problem. This, in then, will
be followed by illustration of how multiobjective control problems can be tackled with
LMI techniques. Finally, the evolutionary algorithm approach to multiobjective control
problem, known as the multiobjective genetic algorithm (MOGA), is introduced.
6
Chapter 2 Review of LMIs and EAs in Multiobjective Control
2.2 Definition of a Linear Matrix Inequality

A linear matrix inequality has the form
m
F ( x) = FO + ∑ xi Fi > 0, (2.1)
i =1
where x ∈ ℜ m is the variable, and Fi = FiT ∈ ℜ nxn , i=0,…,m are given. The inequality
symbol in (2.1) means that F(x) is positive-definite, i.e., u T F ( x)u > 0 for all non-zero
u ∈ ℜ n . An LMI is a set of n polynomial inequalities in x. Multiple LMIs

F1 ( x) > 0,..., Fn ( x) > 0 can be expressed as the simple LMI,
⎛ F1 ( x) 0 0 ⎞
⎜ ⎟
⎜ 0 O 0 ⎟>0. (2.2)
⎜ 0 0 Fn ( x) ⎟⎠
⎝
2.3 Basic properties

The LMIs that arise in control and systems theory can be formulated as convex
optimisation problems that are amenable to computer solution. Several developments in
convex programming have been able to find solutions for problems where no analytic
solution is known and the time to compute is comparable to the time required to evaluate
analytical (e.g. Riccati equations) problems (Boyd et al. 1994a).
2.3.1 Convexity
Convexity is one of the main geometric ideas underlying much global optimisation
theory, and the foundation for analytical tools used in LMI techniques.
A set C is convex if the line segment between any two points in C lies in C, i.e., if any x,
y ∈ C and any λ with 0 ≤ λ ≤ 1 , thus the line will be
λx + (1 − λ) y ∈ C . (2.3)
In Figure 2.1a, the set is convex because a line between any two points within the set C
will be contained in the region, whereas in Figure 2.1b not every line between any two
points is contained in the set C.
7
x
C
x
C
y y
a) b)
Figure 2.1 a) Geometry of a convex set, b) Geometry of a nonconvex set
A convex function f : ℜ n → ℜ is convex,
if x, y ∈ ℜ n ,0 ≤ λ ≤ 1 then,
f (λx + (1 − λ ) y ) ≤ λf ( x) + (1 − λ ) f ( y ) . (2.4)
A function f is convex if, for every pair of x, y the graph of f (λx + (1 − λ ) y ) lies on or
below a straight line λf ( x) + (1 − λ ) f ( y ) . Geometrically, the inequality means that the line
between (x, f(x)), (y, f(y)) lies above the graph of f. (See Figure 2.2).
f(.)
λf(x)+(1-λ)f(y)
x y
λx+(1-λ)y
Figure 2.2 Graph of a convex function.
8
In a feasibility problem, the issue is to determine if the set C is non-empty. If there

exist x ∈ ℜ n which simultaneously satisfies all of the inequalities, such a point is called a
feasible point and the set C is then called feasible.
C = {x ∈ ℜ n | Fi ( x) ≥ 0, ∀i = 1,..., m} (2.5)
2.3.2 Geometry of LMI sets

Given symmetrical matrices Fi which characterize the shape in ℜ n of the LMI set,
⎧ n
⎫
f = ⎨ x ∈ ℜ n | F ( x) = F0 + ∑ xi Fi > 0⎬ , (2.6)
⎩ i =1 ⎭
the matrix F(x) is positive semidefinite if and only if its diagonal minors fi(x) are non-
negative. Diagonal minors are multivariate polynomials of independent xi. So the LMI set
can be described as
{ }
F ( x) = x ∈ ℜ n | f i ( x) > 0, i = 1,L, n (2.7)
Sets defined by polynomial inequalities and equations are called semialgebraic sets.
Moreover, they are convex sets. In order to illustrate feasibility and the convexity of
LMIs, a two dimensional subspace (x1, x2) is represented in Figure 2.3. For the sake of
illustrating, the geometry of an LMI feasible set, an example was taken from (Parrillo and
Lall 2003),
⎛3 0 1⎞ ⎛ −1 −1 0 ⎞ ⎛ 0 −1 0⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
F ( x) = ⎜ 0 4 0 ⎟ + x1 ⎜ − 1 0 0 ⎟ + x2 ⎜ − 1 − 1 0 ⎟ > 0
⎜1
⎝ 0 0 ⎟⎠ ⎜0
⎝ 0 − 1⎟⎠ ⎜0
⎝ 0 0 ⎟⎠
which is equivalent to,

⎛ 3 − x1 − ( x1 + x 2 ) 1 ⎞
⎜ ⎟
F ( x) = ⎜ − ( x1 + x 2 ) 4 − x2 0 ⎟ > 0, (2.8)
⎜ 1 0 − x1 ⎟⎠
⎝
feasible, if and only if, all principal minors are nonnegative system of polynomial
inequalities f i ( x) > 0 .
9
• First order minors

f1(x) = 3 – x1 > 0
f2(x) = 4 – x2 > 0
f3(x) = - x1 > 0
• Second order minors
f4(x) = (3 – x1)(4 – x2) – (x1+x2)2 > 0
f5(x) = – x1(3 – x1) – 1> 0
f6(x) = - x1(4 – x2) > 0
• Third order minors
f7(x) = -x1((3-x1)(4-x2)-(x1+x2)2)-(4-x2)>0
The intersection of all these minors of the LMI set (2.8) generates the feasible set, which
is the shaded region in Figure 2.3.
Figure 2.3 Intersection of principal minors sets, or LMI sets.
2.3.3 Semidefinite Programming (SDP)

The LMI (2.1) is a convex constraint on x, i.e., the set {x ⏐ F(x)>0} is convex and this
means that in order to solve LMIs, it is necessary to solve a convex optimisation problem.
This problem within convex optimisation theory is known as semidefinite programming
(SDP) (Ben-Tal and Nemirovski 2001). SDP is a generalization of linear programming
(LP), where the inequality constraints in LP are replaced by generalized inequalities. The
SDP in inequality form is conventionally written as
10
minimize cT x
m
subject to F ( x) = FO + ∑ xi Fi > 0, (2.9)
i =1
Figure 2.4. Representation of the optimal solution of the SDP problem.
where c∈ ℜ m , and F>0 means the matrix F is symmetric and positive semidefinite, also
denoted as F f 0 .
2.4 Brief History of Linear Matrix Inequalities

Linear matrix inequalities have been used in systems and control for over a century. The
first LMI can be attributed to Lyapunov (1892) who showed that the asymptotic stability
of the differential equation x& = Ax is related to the matrix inequality,
AT P + PA < 0 , P > 0. (2.10)

where P is positive definite.
In the 1940’s; the first engineering application appeared when in the Soviet Union Lur’e
and Postnikov, (1944) (cited in (Lur'e 1961; Boyd et al. 1994a)), used a set of three first-
order equations containing nonlinear term to formulate a Lyapunov function. With this
work, they solved the problem of stability of a control system with nonlinearity in the
actuator (Vidsasagar 1993). Although they did not form LMIs, their stability criteria have
the form of LMIs, and were solved by hand for very small systems (Boyd et al. 1994a).
11
In the 1960’s; Popov (1962), Yakubovich (1962) and Kalman (1963) developed graphical
techniques for solving certain families of LMIs. Nowadays, their results are known as the
KYP lemma. In the late 1960’s; LMIs were intensively studied in control theory by
Yakubovich (1964; 1965a; 1965b), who developed the method of matrix inequalities in
the theory of nonlinear control and found solutions to certain matrix inequalities.
In the 1970’s; Willems (1971) found that analytical treatment of quadratic optimal
control problems leads to a series of matrix relations and frequency domain inequalities,
such as the linear matrix inequality:
⎛ AT K + KA + Q KB + C T ⎞
F ( K ) = ⎜⎜ T
⎟ ≥ 0,
⎟ (2.11)
⎝ B K + C R ⎠
and the algebraic Riccati equation (ARE) was considered for its solution. Anderson and
Vongpanitlerd (1973) found a solution for a simplified version of the general form of the
quadratic matrix inequality and found that solving the general form is difficult. Willems
recognised that LMIs must be solved by computational algorithms, and he quoted:
“The basic importance of the LMI seems to be largely unappreciated. It

would be interesting to see whether or not it can be exploited in
computational algorithms, for example.”
Although graphical solutions for special forms of LMI systems which appear in
engineering applications were available, the major problem faced was to solve more
general forms of LMI systems.
In the early 1980’s; two separate major advances happened; The first, an interior-point
algorithm was proposed by Karmarkar (1984). This polynomial-time linear programming
method was faster than the simplex method (developed by Dantzing in 1948 (Dantzing
1963)). The second major advance was the observation that LMIs in control and in
systems theory could be formulated as convex optimisation problems (Horisberger and
Belanger 1976). Pyatnitskii and Skorodinskii (1982) reduced the problem of Lur’e to a
convex optimisation problem involving linear matrix inequalities, which they solved
12
using an ellipsoid algorithm (developed in the 1970’s to prove that linear programs can
be solved in polynomial-time (Boyd et al. 1994b)). At this point, the interior-points
algorithm and convex optimisation involving LMIs in control systems were two separate
areas.
In the late 1980’s; other authors started formulating control systems as a convex
optimisation problem involving LMIs, such as the quadratic stabilisation of uncertain
systems and solved using linear programming (Bernussou et al. 1989). The work of Boyd
et al. (1988) showed that convex optimisation was emerging as a technique for controller
design. In this work, objectives or control specifications, such as overshoot, settling time,
classical single-loop gain/phase margins, were translated into standard convex
programming, using Youla parametrization of all stable controllers. Nesterov and
Nemirovski (1988), in Russia, extended the interior-point method for convex
optimisation over LMI constraints, but it is not until the next decade that their work was
spread and widely recognised. The reader is referred to Tokhomirov (1996) for a more
detailed Russian version of the history of convex optimisation.
2.4.1 Interior-Point Methods

In the early 1990’s; it was well-known that robust control problems led to LMIs (Packard
et al. 1991; Boyd et al. 1993). However, current algorithms for solving the convex
problem, such as the ellipsoid algorithm, were not efficient. For example, in the cutting-
plane algorithm for the quadratic robust state feedback (Bernussou et al. 1989), the size
of the convex programming problem is approximately exponential in terms of the
numbers of uncertain parameters. Therefore, the need for more efficient algorithms to
solve general forms of LMIs directed the researchers to develop interior point methods
for solving LMI-based problems (Boyd et al. 1993; Boyd and El Ghaoui 1993). It is then
that, the interior point algorithm for convex programming, developed by Nesterov and
Nemirovski (1988), was recognised almost in every paper which used LMI techniques, as
the algorithm that “hold great promise”, and it works extremely efficient in practice
(Boyd et al. 1993). The culmination of this recognition came with the very popular
monograph of Nesterov and Nemirovski (1994).
This development of convex programming theory dramatically extended the ability to

process convex programs numerically, while creating attractive areas of theoretical
13
research, like linear programming (LP), conic quadratic programming (CQP) and
semidefinite programming (SDP) (Vandenberghe and Boyd 1996; Boyd et al. 1997;
Vandenberghe and Balakrishnan 1997; Forsgren et al. 2002). In control systems, several
problems related to convex optimisation involving linear matrix inequalities can be
solved efficiently using interior-point algorithms. Numerical experiments shows that
these algorithms solve LMI problems with a polynomial-time complexity (Gahinet and
Nemirovski 1997). These algorithm is also known as the Projective method and the first
implementation, as a piece of commercial software, is the LMI Control Toolbox for use
with MATLAB® (Gahinet et al. 1995). Another popular solver is SeDuMi, developed by
Sturm (1999). Both of them can be interfaced with YALMIP, developed by Lofberg
(2004); this software provides a more friendly way to write LMIs in MATLAB. The
interested reader in more theoretical developments of convex optimisation is referred to
the books: “Lectures notes on modern convex optimisation” by Ben-Tal and Nemirovski
(2001) and “Convex optimisation” by Boyd and Vandenberghe (2004).
2.4.2 Robust Control: Convex approach

An extensive list of LMI problems in systems and control without analytical solutions
were studied and solved numerically by the new interior-point algorithm. For example,
the relationship between the upper bound for μ (complex structured singular value) and
LMIs were studied by Packard and Doyle (1993). LMIs arise naturally in both μ analysis
and synthesis. They also claim that “LMIs will replace Lyapunov and Riccati equations,
which are both special cases of LMIs, as the central computational problems in robust
control”. A survey of the LMI approach in control systems can be found in the very
popular monograph of Boyd et al. (1994b). One of the areas more affected by the new
LMI approach in the 1990’s was H∞ Control Theory:
H∞ Control Theory: One of the researchers who intensively studied H∞ optimisation was
Scherer (1990). His work was based on the previous work of Willems (1971), Willems
studied the solvability of Riccati inequalities and the bounded real lemma which are the
regular tools for H∞ optimisation. Other researchers (Lu and Doyle 1992; Packard 1994)
formulated the state-space H∞ control problem as a convex constraint using linear
fractional transformation (LFT). Iwasaki and Skelton (1994a) gave necessary and
sufficient conditions for the existence of an H∞ controller, in terms of LMIs. The first
14
solvability conditions of H∞ control involving the LMI approach was given by Gahinet
(1994), Gahinet and Apkarian (1994), where the H∞ synthesis is performed in two steps
(find a Lyapunov matrix and obtain the controller); here, the Riccati equations are
replaced by Riccati inequalities. This inequality formulation provided a parametrization
of all H∞ suboptimal controllers, and the computation of the controller reduces to solving
LMIs. In 1997, a one step procedure to overcome the expensive numerical optimisation
was proposed by Gahinet 1996). Other lines of research studied the flexibility of LMI
techniques in combining several constraints with H∞ performance. Chilali and Gahinet
(1996) and Chilali et al. (1999) gave the LMI formulation to combine Pole-Placement
objectives, H2 performance and H∞ performance. This formulation together with the
mixed H2/H∞ formulation by Scherer (1995b) were the first investigations of
multiobjective optimisation with LMI techniques in control systems, a topic which will
be reviewed later in this chapter.
Some researchers have proposed general frameworks in order to obtain a unified LMI
approach. Skelton and Iwasaki (1995) have combined the Covariance Control approach
with the LMI approach, and it has resulted in added computational efficiency. This
approach reduces a large class of single problems to a single problem in linear algebra. It
is also important to mention that all advances of LMI techniques mentioned up to now
have been developed under the framework of state-space techniques. However, LMI
techniques have also been studied under the framework of polynomial systems. A survey
of these developments is found in Henrion (2000); Henrion et al. (2003). Other advances
on robust stability and performance analysis of uncertain systems using LMIs and convex
methods for robust H2 analysis are found in Balakrishnan and Kashyap (1999) and
Paganini (1999a) respectively. For a more complete survey of advances in linear matrix
inequalities up to the year 2000, the reader is referred to the monograph of Ghaoui and
Silviu-lulian (1999) as well as the book: “Robust Control: a convex approach” by
Dullerud and Paganini (2000).
2.5 Application and New Trends of LMI Techniques

A brief list of applications relevant to this work is presented as follows. As a practical
example, Niewoehner and Kaminer (1996) applied LMI techniques in aircraft design.
Their work has developed a new methodology that provides a numerical framework for
15
the integrated aircraft-controller design. They consider a problem of combining the

design of some aircraft parameters with the control system development. They also show
that many flying qualities can be expressed as LMIs, as well as maneuverability
requirements considered by other researchers. The controller design for an F-16 aircraft
automatic landing system has been tackled using H∞ design with pole placement
constraints: LMI approach (Seto et al. 2000). A MIMO control, for a compact disc player
with multiple norm specifications, was developed with the mixed H2/H∞ controller design
(Dettori and Scherer 2002).
In July 2004, participants of the Workshop on Linear Matrix Inequalities in Control,

Toulouse, France, LAAS-CNRS, reported on the latest achievements in the area of linear
matrix inequality methods in control systems. In this workshop the following applications
were presented:
• The mixed H2/H∞ controller design by Scherer et al. (1997) was applied to a space
Launch Vehicle (Clement 2004) and to a satellite controller (Zasadzinski and
Frapard 2004).
• The fly by wire helicopter controller (Prempain and Postlethwaite 2004) was
designed using a static H∞ loop shaping controller, derived from nonlinear
inequalities and the determination of the controller reducing to an optimisation
problem over LMIs. This controller was designed low-order and was successfully
flight-tested and high levels of performance were achieved.
• A LMI approach was used for robustness analysis of fighter aircraft control laws
(Biannic 2004). Because of the need not only for linear time invariant
uncertainties, but also for time varying uncertainties, the integral quadratic
constraint (IQC) approach (Megretski and Rantzer 1997) was also implemented.
• In robotics, an LMI approach to a multicriteria visual servo for a mobile robot

(Danes 2004).
16
As a summary of this workshop, the practical applications showed that LMI techniques
improve results over classical methods, but still conservative, low-order controllers are
required, and in some cases there is a numerical limitation (number of variables) with the
state of the art LMI solvers.
In this workshop, theoretical achievements in the area of LMI techniques were reported.
The problems found that real applications, when LMI techniques are used, have
motivated further investigations on convex optimisation (Nesterov and Nemirovski
1994). In convex optimisation, SDP has been bringing new ways to formulate control
theory as SDP problems (Vandenberghe 2004), i.e. minimization of a linear objective
subject to LMI constraints. Among these formulations, the ones that stand out are: duality
theory, and LMI relaxations.
Duality theory provides systematic and unified proofs of necessary and sufficient
conditions for solvability of LMIs. Recently it has been used to obtain lower bounds of
the optimal value (Balakrishnan and Vandenberghe 2003). In robust control, the system
descriptions are affected by either time-varying parametric or dynamic uncertainties. The
area of LMI relaxations is attempting to deal with these descriptions and give new LMI
formulations, e.g. in gain scheduling design, linear parametric varying (LPV) can be
formulated to handle rate of variations and naturally capture the parameter dependency of
the control system (Scherer 2003; 2004).
Recent improvements in SDP solvers and developments of polynomial optimisation have

been due to the application of the so-called sum of squares (SOS) techniques in control.
These relaxations are based on the decomposition of certain polynomials into a sum of
squares (Parrillo 2000). This approach allows a “certification” of whether or not an SDP
problem is feasible by analyzing its structure (Parrillo and Lall 2003). Another
development of SOS is the possibility of optimising non-convex problems (Hol and
Scherer 2004).
2.6 Quadratic stability of Lyapunov

The stability analysis of a linear time invariant (LTI) system, continuous time, can be
T
studied with Lyapunov stability. The requirement P > 0 , A P + PA < 0 is called the
17
Lyapunov inequality. A representation of all the matrices P satisfying Lyapunov’s LMI is

represented in Figure 2.5 (Henrion 2003b),
⎛0 1 ⎞
Figure 2.5. Lyapunov’s LMI with A = ⎜⎜ ⎟⎟ ,
⎝ − 1 − 2⎠
Lyapunov also showed that this first LMI could be explicitly solved, choosing any value
of Q where Q = QT > 0 . The linear equation AT P + PA = −Q for the matrix P is
guaranteed to be positive-definite if the system x& = Ax is stable. The same problem can
be formulated as a SDP problem or LMI optimisation problem, thus,
consider the system

x& (t ) = Ax(t ) , (2.12)
with an initial value x(0) = x 0 and the criterion function
∞
J = ∫ x(t ) T Qx(t )dt , (2.13)
0
where Q = Q T is positive definite. Assume that the system is asymptotically stable, then
all solutions of (2.12) are bounded so that J < ∞ . In order to show this, consider a
quadratic Lyapunov function V ( x(t )) = x T (t ) Px(t ) to establish a bound on J. Using the
second method of Lyapunov, for some P = P T > 0 , the condition is
dV
dt
( x(t )) =
d
dt
( )
x(t ) T Px(t ) ≤ − x T (t )Qx(t ) dt , (2.14)
18
which is negative definite, for all trajectories and all t. Integrating this inequality from t=0
to t=T , the equation (2.14) becomes
T
x(T ) Px(T ) − x(0) T Px(0) ≤ − ∫ x(t ) T Qx(t )dt ,
T
since x(T )T Px(T ) ≥ 0 , and this holds for t → ∞ , then,

∞
J = ∫ x(t ) T Qx(t )dt ≤ x(0) T Px(0) . (2.15)
0
The criterion function is bound as follows,

T
J ≤ xo Pxo .
For any solution P = P T of (2.14), the differentiation,
d
dt
( )
x(t ) T Px (t ) = x(t ) T ( AT P + PA) x(t ) ≤ − x(t ) T Qx(t ) , (2.16)
provides that the condition (2.14) is equivalent to

AT P + PA + Q ≤ 0 .
Thus, finding a P that provides a bound J can be done by solving an LMI feasibility
problem. Moreover, it can be optimized over the Lyapunov function P by searching for
the best (i.e. smallest) bound, the optimisation problem being written as follows,
minimize xoT Pxo
subject to P > 0, AT P + PA + Q ≤ 0 (2.17)
Since xoT Pxo is a linear function of the variable P, this is an SDP in the variable P = PT,
and is numerically tractable by using interior-point methods.
2.7 Control Systems problems expressed as LMIs

In SDP problems, there is a wide list of approaches for control systems (Vandenberghe
and Balakrishnan 1997). Examples include: optimal system realization, robust stability,
inverse problem of optimal control (Boyd et al. 1994b), regional pole placement (Chilali
et al. 1999), RMS gain attenuations and gain scheduled controller design expressed as
LMIs (Packard 1994). For very few, there are analytical solutions to SDPs (via Riccati
equations, e.g. H2, H∞) but in general they can be solved numerically.
19
In this Section some of the fundamental tools for expressing control problems as LMI
optimisation problem will be presented. This procedure involves changes of variables and
the use of Schur complements, and the use of the KYP lemma.
2.7.1 Definition of the Schur complement

Nonlinear (convex) inequalities are converted to LMI form using Schur complements.
The Lemma of Schur has the basic idea as follows: the block matrix
⎛Q S⎞
⎜⎜ T ⎟ is positive definite, (2.18)
⎝S R ⎟⎠
if and only if,

Q > 0 and R − S T R −1 S > 0 , (2.19)
if and only if,
R > 0 and Q − SR −1 S T > 0 , (2.20)
Proof:
⎛ I 0 ⎞⎛ Q S ⎞⎛ I − Q −1 S ⎞ ⎛ Q 0 ⎞
⎜⎜ T −1 ⎟⎜ ⎟⎟⎜⎜ ⎟ = ⎜⎜ ⎟
T −1 ⎟ . (2.21)
⎝− S Q I ⎟⎠⎜⎝ S T R ⎠⎝ 0 ⎟
I ⎠ ⎝0 R−S Q S⎠
Thus, the set of nonlinear inequalities (2.19) and (2.20) can be represented as the LMI
(2.18). An example to illustrate the use of Schur complement, is the quadratic matrix
inequality
AT P + PA + PBR −1 B T P + Q < 0 , R>0, (2.22)
where A, B, Q=QT, R=RT>0 are given matrices of appropriate size, and P=PT is the
variable. Note that this is a quadratic inequality matrix in the variable P. It can be
expressed as the linear matrix inequality using Schur complements, see equation (2.23).
⎛ − AT P − PA − Q PB ⎞
⎜ ⎟ > 0. (2.23)
⎜ B T
P R ⎟
⎝ ⎠
20
2.7.2 LMI formulation of the LQR optimal problem

Consider the linear system with input u, given by
x& (t ) = Ax(t ) + Bu(t ), x ( 0) = x o , (2.24)
and the feedback gain K, i.e., u (t ) = Kx(t ) , so the closed-loop system is described by
x& (t ) = ( A + BK )x (t ) , x ( 0) = x o . (2.25)
The linear quadratic regulator (LQR) can be used to solve a family of regulator design
problems in which the state is accessible and regulation and actuator effort are each
measured by mean-square deviation. The LQR cost function has the form,
∫ (x(t ) )
∞
( )
∞
J = T
Qx (t ) + u (t ) T Ru (t ) dt = ∫ x(t ) T Q + K T RK x(t )dt , (2.26)
0 0
where Q and R are positive definite. This cost depends on the trajectory, of x(t ) , taken,
so the worst trajectory will correspond to the worst cost. The control problem is to find a
state feedback gain K and a quadratic Lyapunov function P that minimizes the bound
xoT Pxo on the worst cost of J . With the LMI formulation from Section 2.6, this problem
can be solved by designing K and finding a Lyapunov function that gives a guaranteed
performance bound. Proceeding in the same way as Section 2.6, the problem can be
translated into an optimisation problem as follows,
minimize xoT Pxo
subject to P > 0, ( A + BK )T P + P( A + BK ) + Q + K T RK ≤ 0 . (2.27)
As a result and contrary to the SDP problem, this optimisation problem cannot be
considered an SDP because the constraint involves a quadratic term K and products
between the variables P and K. However, this problem can be formulated as an SDP with
the following transformations (Boyd et al. 1997). Define new matrices Y and W as,
Y = P −1 , W = KP −1 ,
21
since P > 0, hence Y > 0, so that
P = Y −1 , K = WY −1 .
Substituting of the variables Y and W instead of P and K in equation (2.27), and then
multiplying the left and the right hand sides by Y, the inequality above becomes
YAT + W T B T + AY + BW + YQY + W T RW ≤ 0 . (2.28)
The matrix inequality (2.28) can be expressed as the LMI,
⎛ − (YAT + W T BT + AY + BW ) Y W T ⎞
⎜ ⎟
⎜ Y Q −1 0 ⎟ ≥ 0 , (2.29)
⎜⎜ ⎟
⎝ W 0 R −1 ⎟⎠
where it is assumed that Q and R are invertible. Once again, using the Schur complement,
the cost,
xoT PxoT = xoT Y −1 xo ≤ γ ,
is expressed as the LMI
⎛γ xoT ⎞
⎜ ⎟≥0. (2.30)
⎜x Y ⎟⎠
⎝ o
Then, the SDP problem can be formulated in terms of LMIs (2.29) and (2.30)
minimize γ
⎛ − (YAT + W T BT + AY + BW ) Y W T ⎞
⎜ ⎟
−1
subject to ⎜ Y Q 0 ⎟≥0, (2.31)
⎜⎜ −1 ⎟
⎝ W 0 R ⎟⎠
⎛γ xoT ⎞
⎜ ⎟≥0.
⎜x Y ⎟⎠
⎝ o
This is an SDP problem that can be solved by interior-point methods. The reader is
referred to Feron et al. (1992) for the stochastic interpretation of the LQR optimal
problem and its LMI formulation. In the stochastic case, the cost function (2.26) is
formulated as the expected value of the quadratic function and the state space equation
(2.24) contains unit intensity white noise.
22
2.7.3 YKP Lemma

The so-called Kalman-Yacubovich-Popov (YKP) lemma is one of the most fundamental
tools of systems theory. It first originates from the criterion of absolute stability of Popov
(1962), which gives frequency conditions for stability of nonlinear systems. Then,
Yakubovich (1962) and Kalman (1963) complement these results and state the YKP
lemma, sometimes also referred to as the positive real lemma. The following statement of
this lemma follows the lines of Rantzer (1996) and Scherer (1990), which also contain its
proof.
YKP lemma. Given A ∈ ℜ nxn , B ∈ ℜ nxm , M=MT ∈ ℜ ( n+ m ) x ( n+ m ) , with det(iωI − A) ≠ 0 for

ω ∈ ℜ and (A,B) controllable, the following two statements are equivalent.
• The frequency domain inequality (FDI)
∗
⎡(iωI − A)−1 B ⎤ ⎡(iωI − A)−1 B ⎤
⎢ ⎥ M⎢ ⎥<0, (2.32)
⎢⎣ I ⎥⎦ ⎢⎣ I ⎥⎦
∀ω ∈ ℜ .
• There exists a matrix P ∈ ℜ nxn such that P = P T and the LMI,

⎛ AT P + PA PB ⎞
⎜ ⎟+M <0. (2.33)
⎜ BT P 0 ⎟
⎝ ⎠
The corresponding equivalence for strict inequalities holds even if (A, B) is not
controllable.
2.7.4 Bounded Real Lemma

The bounded real lemma will be derived alongside the LMI formulation of H∞ norm. This
presentation of the lemma follows the lines of Molinari (1977) and Scherer (1990).
Consider the linear input-output system,
⎛ x& ⎞ ⎛ A B ⎞⎛ x ⎞
⎜⎜ ⎟⎟ = ⎜⎜ ⎟⎟⎜⎜ ⎟⎟ , (2.34)
⎝ y ⎠ ⎝ C D ⎠⎝ u ⎠
23
where x is the state, u is the input and y the output of the system, with x(0) = 0 . The
transfer function of this system is
T ( s ) = C ( Is − A) −1 B + D . (2.35)
The H∞ norm of the system (2.34) measures the system input-output gain for finite energy
or finite root mean square (RMS) inputs signals and when applied to a transfer function
(2.35) gives the largest gain across frequency in the singular value norm. This constraint
is useful to enforce robust stability in the face of norm-bounded uncertainties.
The system (2.34) is asymptotically stable and the maximum singular value of its transfer
function (2.35) is bounded by γ > 0 . Thus,
y
T ∞
= sup 2
< γ , ∀u ∈ L2 (2.36)
0< u 2 < ∞ u 2
The right hand side of the equality is the input-output relation and is equivalent to the
quadratic condition,
∞
y
2
2
2
(
− γ u 2 := ∫ y T y − γ 2 u T u dt < 0 .
2
) (2.37)
0
Rearranging,
T
∞
⎛ y⎞ ⎛ (γI ) −1 0 ⎞⎛ y ⎞
∫ ⎜⎜ u ⎟⎟ ⎜ ⎟⎜ ⎟dt ,
0⎝ ⎠
⎜ 0
⎝ − γI ⎟⎠⎜⎝ u ⎟⎠
substituting the output equation y = Cx + Du ,
T T
∞
⎛ x⎞ ⎛ C D ⎞ ⎛ (γI ) −1 0 ⎞⎛ C D ⎞⎛ x ⎞
∫ ⎜⎜ u ⎟⎟ ⎜⎜ ⎟⎟ ⎜⎜ ⎟⎜ ⎟⎜ ⎟dt , (2.38)
0⎝ ⎠ ⎝1044
I⎠ ⎝ 0 − γI ⎟⎠⎜⎝ 0 I ⎟⎠⎜⎝ u ⎟⎠
444 42444444 3
M
suppose that (A, B) is controllable and making use of the YKP lemma with the symmetric
matrix M indicated in (2.38),
⎛ AT P + PA PB ⎞ ⎛ γ −1C T C γ −1C T D ⎞
⎜ ⎟+⎜ ⎟
⎜ BT P 0 ⎟ ⎜ γ −1 D T C − γ + γ −1 D T D ⎟ < 0 ,
⎝ ⎠ ⎝ ⎠
24
The next step is to make use of Schur complements. In summary, the system (2.34) is
asymptotically stable and T ∞
< γ , if and only if, there exists a solution P = P T to the
system of LMIs:
⎛ AT P + PA PB CT ⎞
⎜ ⎟
⎜ BT P − γI DT ⎟ < 0 ,
⎜⎜ ⎟
⎝ C D − γI ⎟⎠
P >0, (2.39)
and the FDI for all ω ∈ ℜ with det(iωI − A) ≠ 0 is
[C (iωI − A) −1
][
∗
]
B + D C (iωI − A) −1 B + D − γ 2 I < 0 ,
which is equivalent to the left hand side of the equality (2.36), i.e.
C ( sI − A) −1 B + D <γ.
∞
2.8 Multiobjective optimisation

Design problems in science, engineering, economics, and in daily life bring optimisation
questions and decision making processes. Invariably, it involves selecting the best
decision from a number of options or a set of candidate decisions. When it requires
simultaneous optimisation of more than one objective function, a multiobjective problem
arises.
Multiobjective optimisation (also referred to as a vector optimisation problem) consists of

optimising a number of objective functions and it can be stated in the general form:
min f m ( X ) , m=1, 2, …, M; (2.40)

subject to g j ( X ) ≥ 0 , j=1, 2, …, J; (2.41)
hk ( X ) = 0 , k=1, 2, …, K. (2.42)
where X is the vector of n decision variables: X=(x1, x2, …, xn)T and the decision space.
Each decision variable is bound as follows:
25
xi(l ) ≤ xi ≤ xi(u ) , i=1, 2, …, n.
The functions g i ( X ) and hk ( X ) are called constraint functions. The definitions of

convexity and feasibility from Section 2.3 remain valid in the context of multiobjective
optimisation. In multiobjective optimisation, as pointed out before, a trade-off is sought
between competing objectives. In such a problem, no single optimal solution exists,
rather a set of equally valid solutions, known as the Pareto optimal set. This concept was
formulated by Vilfredo Pareto in the XIX century (Coello Coello 1998) in the context of
economics theory.
2.8.1 Pareto Optimality

A solution xu ∈ S is said to be Pareto optimal if and only if there is not xv ∈ S such that
f i ( xv ) ≤ f i ( xu ) ∀ i=1, 2, …, n. (2.43)
The Pareto optimal or Pareto front set is also known as the non-inferior or non-dominated
solutions. The set of non-dominated solutions is identified as the boundary of the
feasibility region, illustrated in Figure 2.6.
Feasible region
Objective function 2
Pareto front
Objective function 1
Figure 2.6 Multiobjective optimisation problem with two objective function.
2.9 Multiobjective Control

In control systems when synthesis of controllers is attempted, conflicts among different
specifications such as closed-loop stability, gain and phase margins, rise time, settling
26
time, overshoot and output error have been observed (Boyd and Barratt 1991; Astrom
2000).
Multiobjective optimisation in the context of control systems theory was introduced by

Zadeh (1963). Then, a book on vector optimisation in control systems was written by
Salukvadze (1979). Since then, this area has been approached with multiobjective
optimisation techniques. This problem is formalized as follows; the controller design
problem formulated as a multiobjective optimisation problem refers to the synthesis
problem, which consists of optimising a number n of control specifications f,
min
K
( f1 ( K ) f 2 (K ) L f n ( K )) ,
T
(2.44)
subject to K ∈ Ω ,
where Ω is the set of all controllers that internally stabilize the plant P.
Designing a controller involves achieving a number of certain performance criteria such

as: rise time, settling time, overshoot, gain and phase margins, small disturbance response
and bounds on frequency response and other specifications. However, the multiobjective
design of a controller is a trade-off problem among competitive objectives such as noise
sensitivity, overshoot and time to peak, open loop controller stability, low order
complexity, sensitivity and complementary sensitivity functions (Boyd and Barratt 1991;
Middleton 1991; Astrom 2000).
Note, an advantage of solving control systems problems with a multiobjective

optimisation approach indicate not only which goals are achieved but also provide a good
insight of the mechanisms that cause the limitation, through the study of the relationship
among objectives (trade-off).
The multiobjective optimisation problem has been tackled with single objective
optimisation techniques, such as the weighted sum approach, goal programming, goal
attainment, the ε-constraint method, etc. However, these approaches combine objectives
into a single function (Dorato 1991; Coello Coello 1998; Liu et al. 2003). Consequently,
the multiobjective control problem has adopted the same approach, although the
engineering application demands several control specifications e.g. rise time, overshoot,
27
gain and phase margins (Fleming and Pashkevich 1986). Another approach is the method
of inequalities (MoI) (Zakain and Al-Naib 1973; Maciejowski 1989; Whidborne and Liu
1993). In the method of inequalities, the problem is expressed as a set of algebraic
inequalities which need to be satisfied for a successful design. Based on simulated
annealing, two algorithms to solve a set of inequalities were proposed by Whidborne et
al. (1996). This method and other multiobjective approaches are well explained in the
book “Multiobjective Optimisation and Control” by Liu et al. (2003).
In robust control, the problem of multiobjective control has been treated with the use of
performance indices, e.g. linear quadratic index, H∞ norm and H2 norm, etc, and then the
approach of reducing the multiobjective control problem into a single objective. These
techniques are known as mixed techniques, e.g. mixed sensitivity H∞ approach
(Jonckheere and Verma 1986; Baeyens and Khargonekar 1994), H∞ control and pole-
placement constraints (Yedavalli and Liu 1995), multiple objective optimal control of
linear systems: the quadratic case (Khargonekar and Rotea 1991b).
The mixed H2/H∞ control problem, which has been intensely studied (Bernstein and
Haddad 1989; Khargonekar and Rotea 1991a; Kaminer et al. 1993; Doyle et al. 1994;
Sznaier 1994; Zhou et al. 1994; Scherer 1995a), guarantees robust stability while
minimizing a nominal H2 norm performance measure. Since the solvability of Riccati
equations have been shown to be fairly numerically reliable for the H∞ control theory
(Glover and Doyle 1988; Doyle et al. 1989), the solution to the mixed H2/H∞ control
problem has been tackled by coupling Riccati equations from H2 theory and H∞ theory
(Bernstein and Haddad 1989; Doyle et al. 1989; Doyle et al. 1994). However, solving the
coupled Riccati equations is a major problem and the controllers resulting from this
method have a sub-optimal performance, along with many assumptions on the plant.
During the early 1990’s, Khargonekar and Rotea (1991c) showed that the mixed H2/H∞
control problem might be cast into a format of a constrained convex optimisation
problems over a bounded set of quadratic matrix inequalities, expecting that well
established techniques from convex programming literature will solve the computational
problem. Notice, from Section 2.4.1, that at this time, it was relatively early for interior-
point methods to become recognized as efficient algorithms for solving convex problems
28
over LMIs. Other algorithms such as the method of centers by Boyd and El Ghaoui
(1993) were still used to solve the mixed H2/H∞ control (Baeyens and Khargonekar
1994).
Then, after the consolidation of the interior-point method to solve convex problems by
Nesterov and Nemirovski (1994), research in robust control started formulating the mixed
H2/H∞ control problem as a convex problem over LMIs (Scherer 1995a). Due to the
“flexibility” of LMI techniques to include multiple constraints on the control design
(Boyd et al. 1994b), the LMI control formulation was combined with constraints, such as
root-clustering, the state-feedback case was investigated by Chilali and Gahinet (1996).
Further investigations showed that a general quadratic synthesis procedure could lead to
formulation of multiobjective output-feedback control via LMI optimisation. This
synthesis method gives a framework that can include several constraints, such as H2
performance, H∞ performance, peak to peak gain and regional pole constraints (Scherer et
al. 1997). In this approach, all LMI characterizations have the following common origin:
Let A and xcl denote the closed-loop state matrix and state vector, respectively. Since the
controller has to be internally stabilizing, the closed-loop system must admit a quadratic
Lyapunov function
V ( x cl ) = x clT Pxcl , P > 0,
such that AT P + PA < 0.
This LMI characterization relies on the assumption that it can be solved using the same
Lyapunov function, at the expenses of conservatism. Otherwise this approach becomes a
multiobjective controller design problem written as a system of bilinear matrix
inequalities (BMIs). Bilinear matrix inequalities are affine in two different sets of
variables but not in all together. Unfortunately, no reliable numerical algorithms are
available to solve BMIs (Arzelier and Peaucelle 2002; Dettori and Scherer 2002).
In Chapter 4 of this thesis, the mixed H2/H∞ control problem is studied using the general
quadratic synthesis procedure developed by Scherer et al. (1997). The numerical results
of this LMI technique are compared with numerical results resulting from the MOGA-
base method (in Section 2.11).
29
Another approach resulted from the fact that the multiobjective H2/H∞ control problem is
equivalent to the generally infinite-dimensional convex optimisation problem (Scherer
1995b; Elia and Dahleh 1997). The infinite-dimensional formulation can be shown by
using the Youla parametrization of all internally stabilizing controllers,
T j1 + T j 2QT j 3 with Q varying in norm space H ∞ℜ qxp ,
where Tj is obtained from an arbitrary initial stable controller and H ∞ℜqxp denotes the
algebra of real-rational proper and stable transfer matrices of dimension q x p. Thus, the
multiobjective H2/H∞ control problem can be stated as follows:
T1,1 + T1, 2 QT1,3 < γ1 , T2,1 + T2, 2 QT2,3 < γ2 . (2.45)

2 ∞
This problem is then translated into a convex optimisation problem in the parameter Q,
which varies in the infinite-dimensional space of all transfer functions which are in the
space H ∞ℜqxp . An approximation sketched by Scherer and Weiland (1999) showed that a
Ritz-Galerkin approximation scheme leads to finite-dimensional problem by using the
following sequence of finite-dimensional subspaces, and a fixed real a > 0 ,
⎧ s−a ( s − a) 2 (s − a) υ qxp ⎫
ξ υ = ⎨Q0 + Q1 + Q2 + L + Qυ | Qυ , L , Qυ ∈ ℜ ⎬. (2.46)
⎩ s+a (s + a) 2 ( s + a) υ ⎭
For a more comprehensive discussion, the reader is referred to Scherer (1995b). The
advantage over the single Lyapunov approach method by Scherer et al. (1997) is that the
Youla parametrization gives a better approximation to the optimal result at the expense of
increasing the order of the controller (Scherer 1995a; Hindi et al. 1998; Scherer 2000).
Another approximation to the mixed H2/H∞ problem was proposed by Arzelier and
Peaucelle (2002). They proposed an iterative method which relies on the “smart” choice
of an initial seed.
30
The remaining sections of this chapter are devoted to introducing a novel approach to the
multiobjective control problem; this is the multiobjective genetic algorithm. This
approach is fundamentally different to traditional optimisation techniques because it is
not deterministic and it can be applied to a wide range of applications in engineering,
medicine, social science, etc. First, the basis of this approach will be presented with the
standard genetic algorithm.
2.10 Genetic Algorithms

Genetic algorithms (GAs) are a search procedure based on Darwinian “survival of the
fittest” theory (Darwin 1859). GAs were developed to solve optimisation problems based
on the mechanics of natural selection and genetics. The artificial implementation of the
natural selection and reproduction into genetic operations have been shown to optimize
design problems (Goldberg 1989; Coello Coello 1998; Veldhuizen and Lamont 2000;
Fleming and Purshouse 2002). GAs optimize by evolving or generating successive
populations from an initial random population of individuals (binary strings) to improved
populations.
GAs are part of a broad class of search techniques within the field of evolutionary
algorithms (EAs) or evolutionary computing (EC) (Fonseca 1994; Fleming and
Purshouse 2002). The genetic algorithm concept was developed by Holland (1975) and
the computational implementation and mathematical foundations were developed by
Goldberg, who first investigated the application of GAs to the control of gas pipeline
transmission for his PhD dissertation (Investigation co-chaired by J. Holland). In his
book, “Genetic Algorithms in Search, Optimisation, and Machine Learning” (Goldberg
1989), the computational code of the so-called standard genetic algorithm (SGA) is
introduced, and it constitutes of three genetic operators: reproduction, crossover, and
mutation. These operators perform the evolution using probabilistic rules, which
manipulate the “genetic code”. Goldberg identifies fundamental differences with
traditional search methods (deterministic):
• GAs work from a population; many other methods work from a single point.
• GAs only require an evaluation function or objective function to assess the fitness
of the individuals, this objective function is the only information from the
31
problem. Other search methods need assumption on the existence of derivatives,

such as the hill-climbing method.
• GAs use probabilistic rules to guide their search, not deterministic rules.
2.10.1 The population

First, an initial population (decision space) of individuals is needed, where the individuals
in the population are the candidate solution made to compete with each other for survival.
Each individual is equivalent to the design parameters, e.g. in a PID controller design
problem the gains are the parameters, and the set of parameters are encoded as a
chromosome. The chromosome or genetic code is the one used for reproduction,
crossover, and mutation. Traditionally, a chromosome is encoded as a concatenated
binary string. When starting a GA, a genotypic domain is initially generated at random.
An individual’s genotype is a representation of its phenotype at a lower level, analogous
to the genetic sequences contained in the biological chromosomes. Then, they are
decoded or mapped to phenotypes or the decision variables, which, in turn, will be
evaluated and fitness assigned.
2.10.2 A Simple Function Optimisation Problem

To explain the basic idea of how the genetic operators work, the same optimisation
example from the book of Goldberg is used. The simple function optimisation example
consists of maximizing the function f(x) = x2, where x ∈ [0, 31]. This optimisation
problem with just one parameter might be treated by the genetic operators in the
following way: consider a binary string of length five, where each of the bits will be
generated randomly by using successive coin flips (head = 1, tail = 0), and consider a
population of four genotypes (small by genetic algorithm standards), see Table 2.1.
Individual genotypic phenotypic Fitness % total

number (binary) (decimal) f(x)= x2
1 10111 23 529 57.8%
2 10000 16 256 27.9%
3 01001 9 81 8.8%
4 00111 7 49 5.3%
Total 915 100%
Table 2.1 Simulation by hand: population, assign fitness.
32
2.10.3 Replication (Selection)

Replication or selection is the process of choosing the best individuals to participate in
the production of offspring. This process is carried out stochastically and proportionally
to their fitness. Typical selection operators are:
• Sampling with replacement or roulette wheel selection (RWS) (Goldberg 1989).
• Stochastic universal sampling (SUS).
• Tournament selection.
For the simple optimisation problem, the roulette is constructed with slots sized
according to their fitness. With the percentage of fitness taken from Table 2.1, the
roulettes, in Figure 2.7, are divided in four slots each of one is proportional to their
fitness in percentage. If the roulette in Figure 2.7a spins, individual two (Table 2.1) has a
probability 0.279 of been selected by the pointer. In this way, individuals with height
fitness have more probability of being selected for the succeeding generation, by making
an exact replica of the selected individual. This new individual is then entered into a
mating pool for further manipulations of its code. This kind of selection is known as
roulette wheel selection (RWS). Unfortunately, the RWS approach allows large selection
errors to occur (Fonseca 1994), and introduces a large variance in its realizations (Deb
2001). An alternative selection approach is the stochastic universal sampling (SUS),
which (Fonseca 1994) visualizes this selection as follows: SUS has the same principia of
RWS but with multiple, equally spaced pointers.
5.3% 5.3%
8.8% 8.8%
57.8% 57.8%
27.9% 27.9%
a) (RWS) b) (SUS)
Figure 2.7 Reproduction using a roulette wheel with slots sized according to fitness.
33
Notice that in the roulette Figure 2.7b, individual one will have four copies (see Table
2.1), the individual two will have two copies and the remainder only one copy each.
These proportionate selection methods have a scaling problem (Deb 2001), for example
in the simple problem, Table 2.1, individual one has a probability tending to 1. This
might dominate the mating pool with its copies, and it might not necessarily be the
optimal solution. The scaling problem can also be avoided by using a ranking selection
method. A third selection operation known as the tournament selection works by
comparing a pair of individuals, where the better of those two is declared winner of the
tournament.
In summary, the primary objective of reproduction is to make duplicates of good

solutions by performing the following tasks (Deb 2001):
• Identify good solutions in a population.

• Make multiple copies of good solutions
• Eliminate bad solutions from the population, while keeping the population size
constant.
2.10.4 Crossover (Recombination).

After selection, the next task is to create new individuals or solutions by mixing couples
from the matting pool. The aim of recombination is to exchange genetic information with
one another by bringing into a single individual, the genetic features of two or more
parents. Overall, this operation significantly accelerates the search process (Fonseca
1994). Typically the reproduction is created by picking two strings (solutions) from the
mating pool and performing a crossover operation between them (Goldberg 1989).
34
Parents Crossover operation Offspring
0 1 0 0 1 0 1 0 1 1 0 1 0 1 1
0 0 1 1 1 0 0 1 0 1 0 0 1 0 1
Crossover point
Figure 2.8 Recombination: Single point Crossover.
Each string is split in two by the crossover point, which is chosen at random. The second
part of each string is in a crossover position with the second. As a result, two new
offspring are created, see Figure 2.8. Other typical recombination operators are:
• Double-point crossover (Booker 1987). The above concept of exchanging genetic

information is extended to perform the recombination with two crossover points.
• Uniform crossover (Syswerda 1989). One offspring is constructed by choosing
every bit with a probability from either parent.
• Shuffle crossover (Caruana et al. 1989). Performs shuffle before single-point
crossover is applied, according to probability. After recombination, the bits in the
offspring are unshuffled.
• Reduced surrogate crossover (Booker 1987). The crossover point is restricted to
the non-identical bits in the chromosome, and then one of the above crossover
operators is applied.
• Shuffle crossover with reduced surrogate (Chipperfield et al. 1994). Performs
shuffle crossover with reduced surrogates between pairs of individuals contained
in the current population according to the crossover probability, standard
probability 0.7.
2.10.5 Mutation
This genetic operation causes individuals’ genotypes to be changed according to some
probabilistic rule. In other words it is a random alteration of some bits in individuals. In
artificial genetic algorithms, the mutation operator protects against an irrecoverable loss
35
of some potentially useful genetic material (Goldberg 1989). The probability is calculated
in different ways, the probability pm of mutation according to Fonseca (1994) is
p m = 1 − σ −1 / l (2.47)
where l = length of the chromosome, σ is the selective pressure, recommended value 1.8.
Initialize population
gen = 0
False
stop gen < maxgen
True
Evaluation
Assign Fitness
gen =gen +1
Replication
Crossover
Mutation
Figure 2.9 Flowchart of the Standard Genetic Algorithm (SGA).
36
Some applications have found difficulties with the binary representation of the
population. Research in GAs has brought continuous search space representation. This
has advantages, such as achieving any arbitrary precision in the optimal solution. The
replication operator remains the same, but the crossover and mutation operator are
applied in a different way; the approaches used in this work are, simulated binary
crossover (SBX) (Deb and Agrawal 1995) and polynomial mutation (Deb and Goyal
1996) respectively.
The SGA consists of replication, crossover and mutation, and it works as follows (see
Figure 2.9): it starts with a random population, while a condition is true that the following
will be executed; each individual will be evaluated and the assignment of fitness will be
performed, and then replication crossover and mutation is executed as explained above.
Traditionally by practitioners of GAs, a simulation of a SGA is conditioned to be
executed for a finite number of generations. This number changes according to the
application; in this work, the problems treated had a range of generations between 100
and 250.
Recall that the aim of this section and the next one is to introduce an alternative approach
to the multiobjective control problem. Before completing this section, two observations
by researchers in the field of multiobjective control and in the field of genetic algorithms
will be presented.
The field of multiobjective control has been developed though techniques with the aims
of finding a unified framework to include a variety of control engineering specifications
and overcome conservatism, high order controllers, nonlinearities, etc. Moreover, solving
a truly multiobjective control problem is desired instead of mixed or aggregating
approaches. The benefits will be to get a better approximation to the optimal Pareto-front,
and consequently a deeper understanding of the trade-offs that a particular problem might
have. The reason for applying GAs to the multiobjective control problem is linked with
the following two quotes:
37
Quote one: first, consider the population, strings and fitness, generated for the simple
optimisation problem. In the book by Goldberg (1989, page 18), a similar population was
presented with the following explanation of ideas:
String Fitness
10111 529
10000 256
01001 81
00111 49
“What information is contained in this population to guide a directed search

for improvement? On the face of it, there is not very much: four independent
samples of different strings with their fitness values. As we stare at the page,
however, quite naturally we start scanning up and down the string column,
and we notice certain similarities among the strings. Exploring these
similarities in more depth, we notice that certain strings patterns seem
highly associated with good performance. The longer we stare at the strings
and their fitness values, the greater is the temptation to experiment with
these high fitness associations. It seems perfectly reasonable to play mix and
match with some of the substrings that are highly correlated with the past
success.”
Quote two: Let us think that the strings are controllers and the fitness is their
performance in controlling a plant. The following quote was written in a paper by
Khargonekar and Rotea (1991c), where they explain the challenges of the multiobjective
control problem.
“For example, suppose we design a finite number of controllers each of

which meets a certain design specification. One might wonder if it is
possible that these controllers could somehow be glued together to meet
some or all of the objectives simultaneously. This remains a mostly
unexplored area.”
Although research on multiobjective control has been carried out up to today, this
challenge of the multiobjective control problem has not been entirely solved. The next
38
section introduces a GA-based multiobjective optimisation technique, which offers

alternative approach and is method undertaken in this thesis.
2.11 Multiobjective Genetic Algorithms

The main difference between GAs and multiobjective GAs is that the latter explore the
relevant trade-offs between multiple objectives. Engineering problems do not usually
have a unique, perfect solution. Instead, they admit a set of equally valid, or a non-
dominated, alternative solution, which is known as the Pareto optimal. As it was pointed
it out before, GAs work with a population, and support several different solutions
simultaneously. This ability has been exploited, with the minimal of effort, to set up GAs
to search for Pareto optimal (Fonseca and Fleming 1995). This field of research is known
as multiobjective evolutionary algorithms (MOEAs).
There exist numerous MOEAs available in literature, the interested reader is referred to
(Coello Coello 1998; Veldhuizen and Lamont 2000; Deb 2001) for a survey of the most
popular approaches. In this work the one used is the Multiobjective Genetic Algorithm
(MOGA) by Fonseca and Fleming (1993). MOGA can be applied to multiobjective
control problems by encoding the control problem, defining the vector spaces and the
objectives. If a successful design is easily located, further improvements such as reduced
controller order can be incorporated. Alternatively, if acceptable solutions are not readily
obtained, the designer may choose to relax the design goals.
MOGA has been successfully applied to control systems problems, e.g. the MIMO
controller structure and parameter optimisation for a gas turbine engine (Chipperfield
and Fleming 1996), the H∞ design of an electromagnetic suspension (EMS) control
system for maglev vehicle (Dakev et al. 1997), the optimisation of the low-pressure spool
speed governor of a Rolls-Royce Pegasus gas turbine engine (Fonseca and Fleming
1998b). MOGA was also used in conjunction with an H∞ loop-shaping design procedure
(LSDP) for the ALSTOM benchmark problem (Griffin et al. 2000). MOGA has been
applied in combination with other approaches, such as the Fuzzy Logic approach to the
scheduling controller design of a gas turbine engine (Chipperfield et al. 2002), and a
multiobjective optimisation approach with DK-Iteration (Griffin and Fleming 2003).
39
MOGA is an evolutionary algorithm that uses standard genetic algorithm operators

(selection, crossover and mutation), Pareto optimal ranking, fitness sharing and mating
restriction (see Figure 2.10). The design philosophy of MOGA is to develop a population
of Pareto optimal or near Pareto optimal solutions whilst maintaining the independence of
the objectives throughout the optimisation process (Fonseca and Fleming 1998a).
Initialize population
gen = 0
False
stop gen < maxgen
True
Multiobjective Evaluation
Pareto Optimal Ranking
Fitness
Assignment Kernel density Estimation
Fitness Sharing
gen = gen+1
σ share = σ mate Replication
Mating Restriction
Crossover
Mutation
Figure 2.10 Flowchart of the Multiobjective Genetic Algorithm (MOGA).
40
Within MOGA, the initial population is randomly generated within a defined range and
then decoded (in case of a non-real chromosome) to produce the corresponding vectors of
decision variables. A set of objective function values is then evaluated for each individual
within the population (see Figure 2.11a). The sequence of genetic operators is then
applied, resulting in the subsequent generation of further potential solutions. Note that
fitness assignment is a more elaborate process (see shaded region in Figure 2.10).
Dominated solutions
0 5
2
2
0 1
F2 F2
0
nondominated
0 solutions
attainment
surface
F1 F1
a) b)
approximation
to optimality
F2 F2
diversity
density estimation
F1 F1
c) d)
Figure 2.11 MOGA approach: a) Pareto Ranking, b) Nondominated and dominated

solutions, c) Kernel Density estimation, d) Diversity and approximation to optimality.
41
2.11.1 Pareto Optimal Ranking

In the absence of any information regarding the relative importance of design objectives,
Pareto-dominance (Goldberg 1989) is the only method of determining the relative
performance of solutions estimates. Nondominated individuals are all therefore,
considered the best performers and are thus assigned the same fitness, e.g. zero.
However, determining a fitness value for dominated individuals is a more subjective
matter (Fonseca and Fleming 1995). Individuals in a population dominate a given
individual. In Figure 2.11a, the Pareto ranking approach adopted, for a two dimension
problem, is to assign a cost proportional to how many individuals in a population
dominate a given individual (see equation 2.43).
MOGA employs multiobjective preference articulation extensions to the standard GA.

Individuals are ranked, based on the objective vector and the designer’s preference (goal,
priority). The consideration of goal and priority selectively excludes objectives according
to their priority and whether or not they meet their goals, the decision support tool was
developed and mathematically formalized by Fonseca and Fleming (1998a). Priority and
goal information can often be extracted directly from the problem description. Priorities
are integer values that determine in which order objectives are to be optimized, according
to their importance. Frequently in control systems, closed-loop stability has the highest
priority and is minimized first. Goals values indicate the desired level of performance in
each objective dimension. The goal vector delineates the region of the trade-off where
MOGA concentrates its computational effort. Once rank is sorted, this genetic operator
will assign fitness to individuals by interpolating from the best to the worse, according to
an exponential rule. Then a single value of fitness is derived for each group of individuals
with the same cost, through averaging.
In the Pareto set, interpolating between the solutions to obtain a smooth representation of
the Pareto set is not generally correct. Solutions corresponding to intermediate non-
dominated individuals, even if they exist, are unknown. A more convenient
representation will be to draw a boundary separating those points in objective space or
the attainment surface, see Figure 2.11b. This concept was introduced by Fonseca and
Fleming (1993).
42
2.11.2 Fitness Sharing and Kernel Density Estimation

Although the population is potentially able to search many local optima, a finite
population will tend to evolve towards a small region of the search space even if other
equivalent optima exist. This phenomenon is known as genetic drift. A remedy to this
problem has been proposed by Fonseca and Fleming (1995) with Fitness Sharing. This is
a technique involving the estimation of the population density, niche size σ share , at the
points defined by each individual. An appropriate niche size was developed by Fonseca
and Fleming by using a remarkable similar density estimation method known as
Epanechnikov kernel (Silverman 1986), and is used to penalize individuals according to
the proximity of other individuals (see figure 2.11c).
2.11.3 Mating Restriction

Mating restriction specifies how close individuals should be in order to mate and it is
used before crossover. The issue is to keep diversity along the trade-off surface, see
Figure 2.11d. This avoids an arbitrary combination of pairs outside a given distance σ mate
that might conduct to the formation of a large number of unfit offspring. The distance is
commonly σ mate = σ share . In addition, population diversity is encouraged by applying a
mutation operator to a small number of the existing individuals.
The genetic operators presented in this section might be implemented with the SGA as in
Figure 2.10. The MOGA has been recognized as a good approach, efficient and easy to
implement (Coello Coello 1998). The approximation to the Pareto optimal is particularly
difficult because the Pareto optimal is unknown. The traditional way is to experiment and
decide either by using prior knowledge or by comparing with the results of other methods
if the current Pareto-front is improving towards the Pareto optimal. In general, caution
must be taken when using evolutionary algorithms. Even if a good choice of parameters
is found for a particular application; this set will be sub-optimal for many other problems.
Making the wrong choice of parameters can produce exceedingly poor results (Fleming
and Purshouse 2002).
43
2.12 Conclusions
LMI formulations can mix various specifications and objectives, which is an
improvement over classical LQG or H∞ techniques. Semidefinite program (SDP) has an
efficient numerical solution using recent interior-point methods for convex optimisation.
This brings a numerical solution to problems when no analytical solution is known. Some
problems in control systems will reduce to convex problems, in general, due to the
existence of convex constraints.
According to researches Ghaoui and Silviu-lulian (1999), in the future, LMIs will play
the same central role in post-modern theory as the Lyapunov function and Riccati
equations played in modern, theory and in turn, the role various graphical techniques
such as Bode, Nyquist and Nichols plots played in the classical.
There is not a general method that converts a control specification into LMI constraints
and even if this is achieved it might be non-convex as in the case of the reduced order
controller. Alternatively, MOGA can deal with non-convex constraints and provide truly
multiobjective optimisation treatment to multiobjective control problems.
The following chapters will present multiobjective control problems and their solution
with both LMI techniques and the MOGA-based method.
44
Chapter 3
Multiobjective Optimisation of Controller
Structure via YK parametrization using GAs and
LMIs
3.1 Introduction
This chapter studies the open problem of reduced- and fixed-order synthesis, which is
known to be a rank minimization problem subject to a linear matrix inequality (LMI)
constraint in H∞ state-space techniques. The optimisation involved is difficult to solve
due to the non-convexity of the objectives. In order to address this problem, the
application of an evolutionary approach is considered. A controller of optimal order is
selected from a set of feasible controller structures. Two controller design problems are
presented. A comparison of time and frequency domain responses shows that low order
controllers resulting from the evolutionary optimisation perform as well as those low
order controllers designed using the latest achievements in LMI techniques.
Within the field of embedded control systems, it is desirable to implement a low order
controller. When a state-space H∞ technique is used, the order of the controller must be at
least the same as the order of the plant. There are three alternatives to reduce the order of
such controllers:
45
Chapter 3 Multiobjective Optimisation of Controller Structure via YK parametrization
using GAs and LMIs
1. A reduced order approximation of the plant can be generated before designing the
controller.
2. A reduced order approximation of the controller can be generated after controller

design. However, the resulting reduced-order controller may not stabilize the plant.
3. The order of the controller can be constrained during the design.
This work examines the third alternative. Using LMIs, the intention is to include a
constraint dim (Ac) ≤ k for some k that is less than or equal to the dimension of A where A
and Ac are the state matrices of the plant and controller respectively. The corresponding
LMIs can be derived.
⎧⎪⎡ X I ⎤ ⎫⎪
rank ⎨⎢ ⎬ ≤ n + nk
⎪⎩⎣ I Y ⎥⎦ ⎪⎭
where n is the order of matrix Ac and nk is the order of the matrix Ac, X>0 and Y>0 are n x
n matrices. However, the rank constraints are non-convex and difficult, if not impossible,
to treat by current optimisation techniques (Scherer et al. 1997). However, recent
research has developed some solutions to this problem; e.g. an algorithm in state space
realization (Iwasaki and Skelton 1994b; Apkarian et al. 2003; Xin 2004) and a sufficient
LMI condition in polynomial systems (Henrion 2003a) have been proposed to overcome
this non-convexity and can be used to fix the order of the controller.
Alternatively, the multiobjective genetic algorithm (MOGA) has been shown capable of
optimizing controller structure and controller parameters (Chipperfield and Fleming
1996; Schroder 1998). A controller is designed by optimising the controller structure
(order of the controller) and multiple design objectives in both the time domain
(overshoot, undershoot and settling time) and the frequency domain. In Section 3.4, two
examples of flexible structures have been solved numerically to illustrate the proposed
procedure. The results and the procedure are compared with those obtained by LMI
techniques.
46
using GAs and LMIs
3.2. Problem Statement

The mathematical framework employed in this work is polynomial systems. Consider the
plant P of order n where
bn
P= (3.1)
an
and the SISO feedback configuration shown in figure 3.1,
v
u +
r + K P z
- +
Figure 3.1 Feedback system.
with coprime polynomials an and bn, and where K is the controller of order m with
coprime polynomials yn and xn,
yn
K=
xn , (3.2)
r is the reference signal and v is the disturbance and z is the control system output. Given
a plant, P, the design of the feedback control system consists of designing the controller,
K, such that the resulting feedback system exhibits the desired performance.
3.2.1 Youla-Kučera parametrization of stabilizing controllers

Another desired specification is that the system be internally bounded-input bounded-
output (BIBO) stable. This means that for any bounded exogenous input in r and v, the
internal signal u will be bounded too. This can be achieved by using the Youla-Kučera
(YK) parametrization of stabilizing controllers (Kučera 1979; Kučera 1993). For a given
continuous-time plant, P=b/a, a stabilizing controller exists in a feedback configuration
and all the controllers that stabilize the given plant are generated by all pairs of x̂ , ŷ that
solve the Bézout equation (3.3).
axˆ + byˆ = 1 (3.3)
47
using GAs and LMIs
This particular Diophantine equation (Bézout equation) has been useful in the area of
control systems because it provides the parametrization of a family of all stabilizing
controllers for P and it was proposed by Kučera (1975); Youla et al. (1976a); Youla et al.
(1976b) (see equation 3.4):
yˆ − aq
K= (3.4)
xˆ + bq
where q is an arbitrary proper stable rational parameter.
Traditionally, controller design with YK parametrization leads to high order controllers;

however, recent research has shown that this problem can be overcome in the scalar case.
The following results in this section are a brief description of this achievement on YK
parametrization and the reader is referred to Lemma 1 in Henrion et al. (2004) for a more
formal statement. The procedure starts by calculating an initial proper controller of order
m. Such a controller can be obtained by placing the poles at arbitrary locations and
solving the Diophantine equation in equation (3.5):
an xˆn + bn yˆ n = ad xd (3.5)
where the degree of the polynomials ad and xd are n and m=n-1 respectively and x̂ n and
ŷ n define the initial controller. Defining
an bn xˆ n yˆ n
a= , b= , xˆ = , yˆ = , (3.6)
ad ad xd xd
equation (3.5) can be transformed into the Bézout equation (3.3). Defining the Youla-
ad qn
Kučera polynomial q = , and substituting (3.6) in (3.4), the parametrization can be
xd qd
expressed with the controller polynomials xn and y n in the arrangement of equation

(3.7).
⎡ x n ⎤ ⎡ bn x d a d xˆ n ⎤ ⎡ a d q n ⎤
(a d x d )2 ⎢ ⎥=⎢ ⎥ , (3.7)
⎣ y n ⎦ ⎣− a n x d a d yˆ n ⎦ ⎢⎣ x d q d ⎥⎦
48
using GAs and LMIs
where xdqd is an arbitrary stable polynomial and adqn is an arbitrary polynomial of equal
or lower degree. Equation (3.7) can be simplified in equation (3.8) indicating that the
vector N = [x n yn qn q d ]T belongs to the null-space of a given polynomial matrix
A,
⎡ xn ⎤
⎢
⎡a d x d 0 − bn − xˆ n ⎤ ⎢ y n ⎥⎥
⎢ ⎥ =0 (3.8)
⎣14 0 ad xd a n − yˆ n ⎦ ⎢ q n ⎥
4444244444 3⎢ ⎥
A ⎣q d ⎦
Assuming that q n , q d are polynomials and noting also that polynomial matrix A has full
row rank, the dimension of the null-space will be equal to two. Let
⎡ x1n x 2n ⎤
⎢y y 2 n ⎥⎥
N = ⎢ 1n (3.9)
⎢ q1n q 2n ⎥
⎢ ⎥
⎣q1d q 2d ⎦
be a minimal basis for the null-space of matrix A, i.e. such that AN = 0 and the column
degree of N are minimal among all possible null-space bases. By extracting a minimal
polynomial basis N for the null-space of the polynomial matrix A defined in (3.8), all the
stabilizing controllers with denominator and numerator polynomials xn and yn can be

generated with the parametrization shown in equation. (3.10),
⎡ xn ⎤ ⎡ x1n x2 n ⎤ ⎡ λ1 ⎤
⎢y ⎥ = ⎢y y 2 n ⎥⎦ ⎢⎣ λ2 ⎥⎦
, (3.10)
⎣ n ⎦ ⎣ 1n
where λ1 , λ2 are polynomials such that the YK denominator polynomial, qd, is stable and
the corresponding YK numerator polynomial is given by
⎡q d ⎤ ⎡q1d q 2 d ⎤ ⎡ λ1 ⎤
⎢q ⎥ = ⎢q q 2 n ⎥⎦ ⎢⎣ λ2 ⎥⎦
. (3.11)
⎣ n ⎦ ⎣ 1n
Then a controller, K, of fixed order m can be found if there exist polynomials λ1 and λ2 of
order m. The remainder of the controller design procedure using LMI techniques is fully
49
using GAs and LMIs
explained in Henrion et al. (2004) and used later in this chapter to find the LMI
controllers.
3.2.2 LMI optimisation for fixed-order H∞ controller design

In Henrion et al. (2003a), results on positive polynomials and strictly positive real (SPR)
transfer functions were used to produce an LMI formulation of fixed-order robust
controller design, in the algebraic, or polynomial framework. The key ingredient in the
design procedure resides in the choice of a central polynomial. The continuous-time H ∞
design problem for scalar transfer functions can be stated as follows.
Given a set of polynomials ni (s) , d i (s) for i = 1,2,... Ni as well as the positive real
number γ , seek polynomials xi ( s ) of given degrees such that.
∑ ni ( s ) x i ( s )
i
< γ, (3.12)
∑ d i (s) xi ( s)
i ∞
In the above inequalities: S ∞

= sup S ( s )
s =iω ,ω∈ℜ
denotes the peak value of the magnitude of rational transfer function S evaluated along
the imaginary axis. If c(s) is defined as a central polynomial, the degree of this
polynomial is equal to the highest degree of polynomials ni (s) , d i (s) plus the degree of
the desired polynomial xi ( s ) , which is the desired controller. Similarly to standard H∞
techniques, this LMI design technique is iterative, and a trial-and-error approach cannot
be avoided in choosing appropriate the central polynomial. A general rule-of-thumb is
that open-loop stable poles must be mirrored in the central polynomial, completed by
sufficiently fast additional dynamics.
⎛ ⎞
n ( s ) = γ⎜⎜ ∑ d i ( s ) xi ( s ) ⎟⎟ + ∑ ni ( s ) xi ( s ) ,
⎝ i ⎠ i
⎛ ⎞
d ( s ) = γ⎜⎜ ∑ d i ( s ) xi ( s ) ⎟⎟ − ∑ ni ( s ) x i ( s ) .
⎝ i ⎠ i
50
using GAs and LMIs
Let us define the 2 by 2 polynomial matrices
⎡ n( s ) 0 ⎤ ⎡d ( s ) 0 ⎤ ⎡ c( s ) c( s ) ⎤
N (s) = ⎢ , D( s ) = ⎢ , C ( s) = ⎢ ⎥,
⎣ 0 n( s )⎥⎦ ⎣ 0 d ( s )⎥⎦ ⎣ − c( s ) c( s ) ⎦
whose coefficient matrices corresponding to increasing powers of indeterminate s are

gathered in block matrices,:
N = N0[ N1 ... ]
Nδ , [
D = D0 D1 ... Dδ , ] C = [C 0 C1 ... Cδ ] .
Note that matrices N and D are linear in coefficients of polynomials xi ( s ) , where δ is
the highest degree arising in polynomials ni (s) , d i (s) and c(s). With these notations,
results on positive polynomial matrices are invoked in Henrion (2003a) to derive the
following solution.
Theorem 3.1 (Henrion 2003a) Given polynomials ni (s) , d i (s) , positive scalars γ for and
central polynomial c( s ) , there exist polynomials xi ( s ) solving H ∞ specifications (3.12)
if matrix inequalities
( N ) T C + C T N − H ( Pn ) > 0 , (3.13)
( D) T C + C T D − H ( Pd ) > 0 , (3.14)
are feasible. This is a convex LMI problem in coefficients of polynomials xi ( s ) and
symmetric matrices Pn and Pd . The linear mapping
H ( P) = Π T (H ⊗ P )Π
where,
⎡I 2 0⎤
⎢
⎢ O M ⎥⎥
⎢ I2 0⎥
Π=⎢ ⎥
⎢0 I2 ⎥
⎢M O ⎥
⎢ ⎥
⎢⎣ 0 I 2 ⎥⎦
51
using GAs and LMIs
is a matrix of size {4δ x 2(δ+1)},
⎡0 1⎤ ⎡− 1 0⎤
P=⎢ , P=⎢ ⎥.
⎣1 0⎥⎦ ⎣ 0 1⎦
for the left half-plane and the unit disk respectively.
3.3. Optimizing Controller Structure with Genetic Algorithms

As an alternative to the LMI techniques, YK parametrization can be used to structure the
controller (3.18), which is then optimised with the MOGA-based method. The suitability
of MOGA is due to a trade-off between the controller order and the performance of the
closed-loop system (Middleton 1991; Chipperfield and Fleming 1996; Astrom 2000).
Hence, rather than a single optimal solution, this multiobjective problem results in a
family of non-dominated or Pareto optimal solutions.
3.3.1 Evaluation function

To define the control problem, an evaluation function is encoded, which contains all the
objectives functions that the controller, K, has to satisfy. The performance evaluation
function used in this work has seven objectives. The first two objectives are the H∞ norm
in polynomial systems (Kwakernaak 1990) of the sensitivity function and the
complementary sensitivity function. In the feedback system, Figure 3.1, the sensitivity of
the control system output z to disturbances υ is characterized by the sensitivity function:
1 an xn a n xn
S= = , then the H∞ norm is: S ∞
= (3.15)
b y a n x x + bn y n a n x n + bn y n
1+ n n ∞
an xn
and the complementary sensitivity function:
bn y n bn y n
T =1− S = , then the H∞ norm is: T ∞
= (3.16)
a n x n + bn y n a n x n + bn y n ∞
If the controller design requires limiting the actuator effort, the transfer function KS
should be included as another objective. In this work this objective was not required and
hence not studied.
52
using GAs and LMIs
Because of the nature of the problems in this Chapter (flexible structures), a third
objective called Total Variation (TV) (Owens and Chotai 1981) was included. TV
provides a measure of the oscillations in the time response to a step change in reference
signal. The TV of a function f, is defined by
N
TV ( f ) = max ∑
0≤ti ≤t N i =1
f (t i +1 ) − f (t i ) (3.17)
where ti+1 and ti corresponds to a peak and valley or vice verse.
The function f used in this chapter is the step response of the complementary transfer
function T. Another way to compute the total variation is by using the truncated integral
of absolute area (L1 norm) of the derivative of f(t) Boyd and Barratt (1991, page 98).
tN
TV = ∫ | f& (t ) |dt.
0
Another suitable function would be the integral of the step response of the sensitivity
function S (Whidborne and Liu 1993, Chapter 8), as this would give a bound on the
maximum tracking error.
In order to ensure good time-response performance, three time-domain objectives were

also included:
• Overshoot is the maximum amplitude of the step response of T(s).
• Undershoot is minimum amplitude of the step response of T(s).
• Settling time is the time required for the step response of T(s) settle and stay
within 5% of its final value.
An additional objective was included that measured the order of the controller. The
chromosome structure shown in Figure 3.2 was implemented along the lines of Schroder
(1998), where he used for the optimisation of the weighting function structure.
C α0 α1 β0 α2 α3 α4 β1
β2 α5 α6 α7 α8 β3 β4 β5
Fig. 3.2. Structure of the chromosome.
53
using GAs and LMIs
The variable C shown in Figure 3.2 selects the controller structure, and then the controller
K(λ1,λ2) is decoded according to equations (3.18). Finally, the controller K=yn/xn can be
obtained using equation (3.10).
⎧ λ1 = α 0 + α1 s
⎪ 0 ≤ C < 1,
⎪ λ2 = β 0 + s
⎪⎪ λ1 = α 2 + α 3 s + α 4 s 2
K ( λ1 , λ2 ) = ⎨1 ≤ C < 2,
⎪ λ2 = β1 + β 2 s + s 2 (3.18)
⎪ λ1 = α 5 + α 6 s + α 7 s 2 + α8 s 3
⎪ 2 ≤ C ≤ 3,
⎪⎩ λ2 = β 3 + β 4 s + β 5 s 2 + s 3
3.4. Numerical Examples

The numerical examples were carried out with the help of the MATLAB® Genetic
Algorithm Toolbox with MOGA extension (Fonseca and Fleming 1998a) for the
optimisation of controller structure, the Polynomial Toolbox for MATLAB® (PolyX
2001) to solve polynomial equations, and the semidefinite programming problems were
solved with SeDuMi 1.05 (Sturm 1999) interfaced with YALMIP (Lofberg 2004).
3.4.1 Example 1: Low-order damping mode
bn 1
P= = 2 (3.19)
an s ( s + s + 10)
The control problem is to design a controller, K, so that the resulting feedback system
exhibits a step response with no undershoot and the minimal possible overshoot and
settling time as well as a high damping signal response. The first step is to obtain an
initial controller, for example by solving the Diophantine equation (3.5) with arbitrary
placement of the poles at s = -1, giving
a d x d = ( s + 1) 5 .
The result is an initial controller with order m=2 and polynomials
yˆ n 1 + 45s − 26s 2
= .
xˆ n − 4 + 4s + s 2
54
using GAs and LMIs
Step Response
10
6
Amplitude
-2
0 5 10 15 20 25 30
Time (sec)
Figure 3.3 Flexible mode controlled by initial controller.
Figure 3.3 shows an unacceptable overshoot as well as a small undershoot (inverse

response). The initial controller is unstable and non-minimum phase. However, the only
requirement of the initial controller is to be stabilizing. In fact this controller has to
satisfy the Bézout equation (3.3) (Kučera 1993). The minimal polynomial basis N for the
nominal matrix A is given by
⎡ 0 1 ⎤
⎢ −1 − 26 ⎥
N=⎢ ⎥
⎢− 4 + 4 s + s 2 − 103 + 149s ⎥
⎢ ⎥
⎣ −1 − 26 + 10s + s 2 + s 3 ⎦
By solving equations (3.10) and (3.11), all the stabilizing controllers can be computed
from polynomials λ1 and λ 2 in equation. (3.20) and it may be possible to find
polynomials x n and y n (controllers K) that have low degree with a stable YK polynomial
qd (3.11),
⎧ x n = λ2
K =⎨ (3.20)
⎩ y n = − λ1 + 26λ2
55
using GAs and LMIs
LMI Approach
The H∞ design procedure was used to find polynomials x n and y n (controllers K). The
formulation to solve the control problem is as follows: Given the polynomials an and bn
from plant (14) and the bound γ s , the sensitivity function with YK controller (3.4) is:
1
S= = axˆ + abq
b ⎛ yˆ − aq ⎞
1+ n ⎜⎜ ⎟⎟
an ⎝ xˆ + bq ⎠
ad qn
This transfer function can be simplified by substituting q = , equation (3.8), and
xd qd
using equations (3.6). The sensitivity function is transformed, thus:

a n (xˆ n q d + bn q n ) a n x n
S = axˆ + abq = =
ad xd qd qd
The frequency domain specification of the sensitivity function is then expressed as

follows:
a n xn a n xn
S ∞
= = < γs (3.21)
a n xn + bn y n ∞
qd ∞
where polynomial xn satisfies the algebraic constraint
a d x d x n = bn q n + xˆ n q d (3.22)
This frequency domain specification (3.21) can be expressed as an LMI constraint, using
specification 3.12 and theorem 3.1, and then solved simultaneously with the linear
constraint. The H ∞ design algorithm was set up to solve the optimisation control
problem, and then the polynomials xn, qd and qn of a given degree were sought such that
(3.21) and (3.22) are satisfied.
In each single run, a controller was found by using the concept of the central polynomial,
c(s), which is the key design step. The H∞ design procedure consists of iteratively
adjusting roots of c(s), while lowering the upper bound γ s , see Table 3.1. After a series
of trials a set of controllers of orders m=1, 2 and 3 were obtained and the closed-loop step
responses of the best controllers are shown in Figure 3.3.
56
using GAs and LMIs
trial num c(s) λ1 λ2 S ∞

γs
1 (s+4)(s+0.5)(an/s) -54.618-26.177s 1.909+s 1.1642 70

2 (s+4)(s+0.5)(an/s) -92.906-26.57s 3.362+s 1.1490 1.3
3 2 2
3 (s+5) (an/s) -1915.9-376.3648s-108.8049s 59.3898 + 11.9056s +s 1.2970 70
2 2
4 (s+4)(s+4)(s+3)(an/s) -1081.9-307.0037s-55.9931s 33.3574+11.5561s+s 1.1918 1.5
5 (s+2)(s+2.5)2(s+1.5)(an/s) -299.92-750.64s-254.36s2-45.409s3 8.2823+23.11s+9.0767s2+s3 1.2946 2
2 2 2 3 2 3
6 (s+2) (s+2.5) (an/s) -370.45-929.48s-296.19s -50.108s 9.5269+27.50s+10.186s +s 1.2662 1.5
Table 3.1 Family of controllers resulting from the H∞ design procedure: LMI Approach.
Step Response
1.2
K (2nd)
1
0.8
Amplitude
0.6 K (1st)
0.4 K (3rd)
0.2
0
0 5 10 15
Time (sec)
Figure 3.4 Step response of: first-order controllers (‘dotted line‘), second-order
controllers (‘dashed line’) and third order controllers (‘solid line’): LMI approach.
MOGA-based method
The controller design problem was then tackled using the MOGA-based method. The
decision variables used were the controller parameters defined in (3.18) in the
chromosome structure from Figure 3.2. An evaluation function was encoded with seven
objectives defined in Section 3.3.1. The MOGA parameters used were:
• 16 bit resolutions Gray coding and linear scaling,

• Crossover operator employed was shuffle with reduced surrogate with probability
0.7. The mutation operator was modified such that only decision variables that are
currently active are mutated.
57
using GAs and LMIs
• The probability of applying mutation is 7e-4.
• A population of 100 individuals.
The algorithm was iterated for 100 generations. The results are illustrated in Figures 3.5
and 3.6. It can be seen that one single solution does not exist, rather a family of solutions.
The trade-off of the objectives is shown in Figure 3.5, which is a graphical format known
as the method of parallel coordinates. Each line represents a Pareto optimal solution. The
x-axis represents the objective and the y-axis shows the normalized performance in the
interval [0, 1]. Table 3.2 shows objective functions values (the second and the third row)
of the cost for each objective in Figure 3.5 as well as the goal vector (the fourth row).
MOGA Trade-off
Cost
1 2 3 4 5 6 7
Objective no.
Figure 3.5. Trade-off graph for the controllers KMOGA
1 2 3 4 5 6 7
Objective ||T||∞ ||S||∞ TV Overshoot Settling time K Undershoot
(amplitude) (sec) nth-order (amplitude)
Normalized 1.1 2 1.8 1.04 22 4 0.1
Cost [1]
Normalized 0.9 1 0.9 0.94 0 0 -0.5
Cost [0]
Goal vector 2 2 4 1.001 25 4 0
Table 3.2 Normalization of the design objectives in Figure 3.5 and goal vector.
For comparison, the LMI controller, shown in equation (3.24) using trial number 4 as
shown in Table 3.1, was included with bold lines and marked (o) in Figure 3.5. The
objective 2 H∞ norm of the sensitivity function, the objective 3 TV, the objective 4
overshoot and objective 5 settling time appear to compete quite heavily, since the
improvement in one objective is the detriment in the other. Here is where the control
58
using GAs and LMIs
engineer can select candidate solutions depending on the specifications of the
applications. Figure 3.6 illustrates the most representative step responses. Most of the
step responses that have large settling times are first-order controllers. The second-order
and third order controllers show better settling time, and this is confirmed by looking at
the Trade-off graph in Figure 3.5.
Step Response
1.2
0.8
Amplitude
0.6
0.4
0.2
0
0 2 4 6 8 10 12 14 16 18 20
Time (Sec)
Figure 3.6. Family of preferable step responses.
By changing the values of the goals, the search is forced to examine other areas of the
trade-off surface. Note for example, different values of TV produce a range of responses
from smooth to oscillatory. Taking advantage of the initial information, some of the goals
(||T||∞, ||S||∞, TV and settling time) were tightened. The new goal vector is shown in Table
3.3. The new results are displayed in Figure 3.7, which shows the performance of the
controllers that meet the new design requirements. The order of the objectives was
rearranged in order to facilitate the visualisation of the trade-offs among the objectives,
such as TV, ||S||∞ and settling time. Figure 3.8 illustrates the “best” closed-loop step
responses obtained by the MOGA.
The MOGA controller (3.23) was chosen and compared with the LMI controller (3.24).
The first comparison is in Figure 3.7, where the MOGA controller is marked (◊) and the
LMI controller is marked (o); both solutions are in bold lines. The selected MOGA
59
using GAs and LMIs
controller offers the best compromise among the Pareto front. For example, it offers best
compromise between settling time and ||S||∞. The step response produced by the selected
MOGA controller is compared with the “best” step response produced by the LMI
controller (Henrion et al. 2004). The objective measures of those controllers are shown in
Table 3.4.
MOGA Trade-off
Cost
1 2 3 4 5 6 7
Objective no.
Figure 3.7. New trade-off graph for the controllers KMOGA.
1 2 3 4 5 6 7
Objective ||T||∞ Overshoot TV ||S||∞ Settling time K Undershoot
(amplitude) (sec) nth-order (amplitude)
Cost [1] 2 0.008 1.2 1.4 4.3 4 0.1
Cost [0] 0 0 0.99 1.1 2 0 -0.99
Goal 1.5 0.001 1.2 1.5 4 4 0
vector
The selected MOGA controller and the LMI controller are:
yn 1311.4 + 49.513s + 191.81s 2

K ( s ) MOGA = = (3.23)
xn 167.47 + 13.465s + s 2
yn 214.59 + 6.5461s + 29.993s 2

K ( s) LMI = = (3.24)
xn 33.357 + 11.556s + s 2
60
using GAs and LMIs
Objective KLMI KMOGA

||S||∞ 1.1918 (1.5241db) 1.1185 (0.97272db)
||T||∞ 1 (0 db) 1 (0 db)
TV 1.0092 1.0078
Overshoot 0.003 0
Undershoot 0 0
Settling time (sec) 3.8182 3.8
K nth-order 2 2
Table 3.4 Objective measures of the final controllers.
Step Response
1
0.9
0.8
0.7 KLMI
KMOGA
0.6
Amplitude
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8
Time (sec)
Figure 3.8. Flexible mode closed-loop step responses of a MOGA controller (‘solid line’)
and the best LMI controller (‘dashed line’).
In Figure 3.9, the closed-loop frequency domain performance characteristics of the

MOGA controller are ||T||∞= 0 dB and ||S||∞ ≈0.9 dB and those of the LMI controller are
||T||∞= 0 dB and ||S||∞ ≈1.5 dB
The closed-loop bandwidth of the MOGA controller is ωb1 ≈0.7079 rad /s (||S||∞ crosses -
3db from below, dashed grey line) whereas the bandwidth of the LMI controller is
ωb 2 ≈0.52481 rad/s. Since ωb1 > ωb 2 , the MOGA controller will have effective control for
61
using GAs and LMIs
a larger frequency range, and after the frequency ωb1 , the tracking performance (see ||T||∞
) will degrade and reach higher magnitude of resonance than the LMI controller.
Bode Diagram Bode Diagram

5 5
0 0
-5 -5
-10 -10
|T(jw)| (dB)
|S(jw)| (dB)
-15 -15
-20 -20
-25 -25
-30 -30
-35 -35
-40 -40
-2 0 2 -2 0 2
10 10 10 10 10 10
Frequency (rad/sec) Frequency (rad/sec)
Figure 3.9 Flexible mode closed-loop frequency-domain characteristics of the MOGA

controller (‘solid line’) and the LMI controller (‘dashed line’).
Some experiments showed that MOGA with YK parametrization enhances the population
of closed-loop stable controllers providing a reduction in the computational burden more
so than the same formulation without YK parametrization. This experiment was
performed with a fixed-order controller (3.25)
α 0 + α1 s + α 2 s 2
K= (3.25)
β0 + β1 s + s 2
Using the settings of Example 1 and the controller (3.25), MOGA was iterated for 100
generations. Figure 3.10 illustrates a family of preferable closed-loop step responses
obtained by the MOGA-base method and LMI techniques. This figure shows that for the
same number of generations in Example 1, the MOGA results are still inferior to the LMI
results or the MOGA with YK parametrization results. The YK parametrization changes
62
using GAs and LMIs
the shape of the decision space; the benefit is that it might change the shape of narrow
decision space.
Step Response
1.2
LMI:Approach
1
0.8
Amplitude
0.6 MOGA-base method

Without YK Parametrization
0.4
0.2
0 2 4 6 8 10 12 14 16 18 20
Time (Sec)
Figure 3.10 Step responses of controllers resulting from MOGA-base method without YK
parametrization.
3.4.2 Example 2: Flexible Beam (Doyle et al. 1992):
− 6.475s 2 + 4.0302 s + 175.77

P= (3.26)
s (5s 3 + 3.5682 s 2 + 139.5021s + 0.0929)
The control problem is to design a controller, K, so that the resulting feedback system
exhibits a step response with overshoot no greater than 10% and settling time
approximately 8 sec. The procedure is the same as in Example 1. A new initial controller
was calculated by solving the Diophantine equation (3.5) with arbitrary placement of the
poles at s=-1, then a d x d = ( s + 1) 7 . The controller design problem was then tackled using
the MOGA-based method. All the settings of the MOGA were the same as for Example
1. The goal vector was set up to search for controllers of first, second and third order and
Table 3.5 shows the objective function values (the second and the third row) of the cost
for each objective in Figure 3.11 as well as the initial goal vector (the fourth row). In this
way a Pareto optimal front was found. This information allows the control engineer to
visualise which specification can be achieved and if a reduction in the order of the
63
using GAs and LMIs
controller will achieve good performance. (see Figure 3.11). For comparison, the LMI
controller, shown in equation (3.28) was included with bold line and marked (o) in Figure
3.11.
Cost MOGA Trade-off
1 2 3 4 5 6 7
Objective no.
Fig. 3.11. Trade-off graph.
1 2 3 4 5 6 7
Objective ||S||∞ ||T||∞ TV Overshoot Undershoot Settling K
(amplitude) (amplitude) time (sec) nth-order
Cost [1] 1.9 1.5 2 0.3 0 20 4
Cost [0] 1.2 0.9 1 0 -0.025 0 1
Goal 2 2 2 0.3 0 20 4
vector
Table 3.5 Normalization of the design objectives and goal vector.
The objectives 4 to 6 appear to compete whereas the objectives 1 to 4 exhibit poor

competence. Here the control engineer might draw some preliminary conclusions, such
as: First order controllers will have an excessive settling time, whereas third order
controllers will have the minimum settling time, and second order controllers have a good
compromise between settling time and undershoot. According to the time domain
specifications and the information from Figure 3.10, all the goals were tightened except
the objective 5 undershoot and the new goal vector is shown in Table 3.6. The new trade-
off results are shown in Figure 3.12.
The MOGA controller 3.27 was chosen and compared with the LMI controller 3.27. The
first comparison is in Figure 3.12, where the MOGA controller is marked (◊) and the
LMI controller is marked (o); both solutions are in bold lines and cannot be distinguish
because they overlap.
64
using GAs and LMIs
MOGA Trade-off
Cost
1 2 3 4 5 6 7
Objective no.
Figure 3.12. New trade-off graph for the controllers KMOGA for example 2.
1 2 3 4 5 6 7
Objective ||S||∞ ||T||∞ TV Overshoot Undershoot Settling K
(amplitude) (amplitude) time (sec) nth-order
Cost [1] 1.5 1.04 1.17 0.065 -0.004 7.5 3
Cost [0] 1.25 1 1 0 -0.011 3.5 1
Goal 1.5 1.5 1.5 0.1 0 8 2
vector
Table 3.6 Normalization of the design objectives and goal vector.
The selected MOGA controller offers the best compromise among all the objectives, for
example, it offers best compromise among overshoot, undershoot and settling time.
Figure 3.13 illustrates the “best” closed-loop step responses obtained by the MOGA and
LMI techniques (Henrion 2003a). Both controllers produced very similar step responses.
Step Response
1.2
0.8
KLMI
Amplitude
0.6
0.4
0.2
KMOGA
0 2 4 6 8 10 12 14
Time (sec)
Figure 3.13. Flexible Beam closed-loop step responses of MOGA controller (‘solid line’)
and the best LMI controller (‘dashed line’).
65
using GAs and LMIs
The selected MOGA controller and the LMI controller are:
0.56229⋅ 10−2 + 1.3052s − 1.3691⋅10−2 s 2
K MOGA = (3.27)
3.851+ 3.73s + s 2
7.7489⋅10−5 + 0.016572s + 0.36537s 2

K LMI = (3.28)
0.041025+ 1.0437 + s 2
Although is impossible to have zero undershoot since the plant is non-minimum phase,
and thus the plant has a right-half-plane (rhp) zero that will appear in T(s). In MOGA, the
goal was set up to be zero in order to enforce minimization of the undershoot. The final
MOGA controller is non-minimum phase. However, the rhp zero is far in the rhp, and
could be ignored. Thus a final controller of
0.56229⋅10−2 + 1.3052s
K MOGA =
3.851+ 3.73s + s 2
would remove the additional rhp zero, and the performance remain almost unaffected
Objective KLMI KMOGA

||S||∞ 1.2704 (2.0788 db) 1.3554 (2.6413 db)
||T||∞ 1.0093 (0.0804 db) 1.0018 (0.0156 db)
TV 1.1108 1.0554
Overshoot 0.039858 0.021325
Undershoot -0.0097915 -0.0060244
Settling time (sec) 4.4496 4.5104
K nth-order 2 2
Table 3.7 Objective measures of the final controllers.
In Figure 3.13 the closed-loop frequency domain performance measures of the MOGA
controller in equation. (3.25) are ||T||∞ = 0 dB and ||S||∞ ≈2.07 dB and those the LMI
controller are ||T||∞ = 0 dB and ||S||∞ ≈1.5 dB. It is important to mention that similar
specifications were achieved with H∞ state space techniques. However, the controller was
of order eight (Doyle et al. 1992). The closed-loop bandwidth of the MOGA controller
and LMI controller are ωb =0.3 rad/s. The LMI controller has slightly better bandwidth.
However, the tracking performance (see ||T||∞) will reach slightly higher magnitude of
resonance than the MOGA controller.
66
using GAs and LMIs
Bode Diagram Bode Diagram

10 10
0 0
-3 -3
-10 -10
-20 -20
-30 -30
|T(iw)| (dB)
|S(iw)| (dB)
-40 -40
-50 -50
-60 -60
-70 -70
-80 -80
-90 -90
-5 0 -2 0 2
10 10 10 10 10
Frequency (rad/sec) Frequency (rad/sec)
Figure 3.14 Flexible Beam closed-loop frequency-domain characteristics of the MOGA

controller (‘solid line’) and the LMI controller (‘dashed line’).
The algorithms were run on a standard PC with Pentium IV, 1.7GHz processor. The
computational cost of solving the examples with MOGA was CPU time 15min to 25min.
A single run of LMI algorithms was CPU time 15 sec. The MOGA-based method can
deal with MIMO systems, but because of the controller structure, equation (3.18) relies
on the preliminary results of YK paramatrization by Henrion et al. (2004), and only
applies to the SISO case.
67
using GAs and LMIs
3.5. Conclusions
The LMI optimisation for fixed-order H∞ controller design can be computed quickly.
However, the whole procedure for designing a controller requires several attempts.
Multiple trials changing the central polynomial, bound on the frequency domain
specification and the order of the controller have to be carried out until the specification
seems to be satisfied or no progress is noticed. Despite the computational cost of the
MOGA, the Pareto surface between controller order and closed-loop performance can be
investigated in a single run. Thus, the control engineer has a choice from among the
family of Pareto optimal solutions and design time is saved.
The YK parametrization of stabilizing controllers in conjunction with the MOGA-base

method has shown to be successful in finding a controller of optimal order. The non-YK
parametrization experiment performed on Example 1 shows that a faster convergence of
MOGA might be achieved when using YK parametrization.
In general, it is rather difficult with LMI techniques to cope with time-domain

specifications (non-convex specifications), whereas the MOGA approach affords a
straightforward way of the use of them. Moreover, a mixture of objectives with a
considerable mathematical complexity can be included in the evaluation function of
MOGA with excellent flexibility.
68
Chapter 4
Mixed H2/H∞ problem with LMIs Approach and
MOGA-based method.
4.1 Introduction
This chapter deals with two of the most popular design specifications, H2 (LQG case)
performance and H∞ performance, which have been shown to have competing objectives
(Bernstein and Haddad 1989). This chapter highlights the relative flexibility offered by a
multiobjective genetic algorithm (MOGA) and linear matrix inequalities (LMIs) in
addressing complex problems.
Research into LMIs reveals an extensive list of possible design specifications (Boyd et al.
1994b; Ghaoui and Silviu-lulian 1999), which can be expressed in an LMI formulation.
However, the application usually requires transformation of the controller parameters,
more about this later in section 4.3. This chapter illustrates briefly how the H2 norm case
can be cast as an LMI optimisation problem. Alternatively, MOGA can be applied to
multiobjective control problems by encoding the control problem, defining the vector
spaces and the objectives. If a successful design is easily located, further improvements
such as reduced controller order can be incorporated. Alternatively, if acceptable
solutions are not readily obtained, the designer may choose to relax the design goals.
69
Chapter 4 Mixed H2/H∞ problem with LMIs Approach and MOGA-based method
These techniques are applied to two control problems. Firstly, the LQG design problem,
which has been used to find the trade-off between process and sensor noise for a simple
but realistic controller design problem (see Section 4.8.1 and 4.8.2). Secondly, these
techniques have also been applied to the mixed H2/H∞ problem (see Section 4.8.3 and
4.8.4).
The LQG problem is an example from Barratt and Boyd (1989), they computed an exact
trade-off involving noise sensitivity and robustness measurements. Such trade-off can
serve as the limit of performance bounds against which controllers of any complexity,
obtained by any design method, can be computed. This chapter shows how this problem
can be formulated as a convex program (LMI formulation) using the equivalence between
LQG control problem and the H2 optimal control theory. This formulation is presented in
continuous-time. However, because the Barratt and Boyd (1989) example is given in
discrete-time, the LMI constraints are derived in discrete-time. The LMI technique and
the MOGA-based method are used to find the same trade-off as Barratt and Boyd (1989)
and the advantages and disadvantages of using each method are addressed.
The mixed H2/H∞ problem has been extensively studied and it remains an open problem
(Bernstein and Haddad 1989; Khargonekar and Rotea 1991a; Kaminer et al. 1993; Doyle
et al. 1994; Zhou et al. 1994). The LMI techniques for multiobjective control design have
been proposed to handle the mixed H2/H∞ control problem (Boyd et al. 1994b). The
approaches can be divided in two. The first approach (Scherer 1995b; Scherer 2000)
expresses the mixed H2/H∞ control problem as LMI conditions by using the Youla
parametrization of the controller. This approach truly solves the multi-objective problem
but at the expense of an infinite dimensional problem. In order to alleviate this problem,
the Youla parameter is approximated (see Section 2.9). The accuracy of the
approximation compromises the order of the controller. The second approach (Scherer
1995a; Scherer et al. 1997) leads to finite dimensional controllers but at the expense of
introducing dependence (see Section 4.4) between objectives. It also makes the problem a
single-objective problem. In this chapter, when using the LMIs, the second approach is
studied.
70
4.2 Problem statement

Consider a linear time invariant (LTI) plant P:
⎛ x& ⎞ ⎛ A B1 B2 B ⎞⎛ x ⎞
⎜ ⎟ ⎜ ⎟⎜ ⎟
⎜ z1 ⎟ ⎜ C1 D11 D12 E1 ⎟⎜ w1 ⎟
⎜ z ⎟ = ⎜C D21 D22 E2 ⎟⎜ w2 ⎟
(4.1)
⎜ 2⎟ ⎜ 2 ⎟⎜ ⎟
⎜ y⎟ ⎜C
⎝ ⎠ ⎝ F1 F2 0 ⎟⎠⎜⎝ u ⎟⎠
where, x is the state vector, u is the control input, y is the measured output available for
the controller, and the channels from wi (disturbance inputs) to zi (controlled outputs)
serve to specify performance objectives. A controller, K, is a LTI system described as:
⎛ x& c ⎞ ⎡ Ac Bc ⎤⎛ xc ⎞
⎜⎜ ⎟⎟ = ⎢ ⎜ ⎟. (4.2)
⎝ u ⎠ ⎣Cc Dc ⎥⎦⎜⎝ y ⎟⎠
w1 z1
w2 z2
P
u y
K
Figure 4.1 Generalized control structure for a two objective control design problem.
The controller is parameterized by the matrices (Ac, Bc, Cc, Dc). The closed loop system
in figure 4.1 is denoted in equation (4.3),
⎡ Acl Bcl , j ⎤
z j = Tj wj = ⎢ w ,
Dcl , j ⎥⎦ j
(4.3)
⎣C cl , j
where the index, j, refers to a given channel. Then Tzw = Dcl + C cl ( sI − Acl ) −1 Bcl with the
notation:
71
⎛ A + BDC C BC C B j + BDC F j ⎞
⎛ Acl Bcl , j ⎞ ⎜ ⎟
⎜ ⎟=
⎜ Ccl , j Dcl , j ⎟ ⎜ BC C AC BC F j ⎟. (4.4)
⎝ ⎠ ⎜
⎝ C j + E j DC C E j CC D j + E j DC F j ⎟⎠
This chapter deals with the computation of a dynamic output-feedback control law
u = Ky .
4.3 LMI Formulation of H2 and H∞
In Section 4.3.1 a general procedure to design a controller that satisfies a performance

specification (e.g. H2, H∞) is presented. In Sections 4.3.2 and 4.2.3 the LMI formulation
for H2 and H∞ will be presented. These sections will show that their inequalities are in
general nonlinear, hence non-convex, since products among the variables appear. The
purpose of section 4.3.1 is to show the procedure that transforms the synthesis problem
into convex. The procedures illustrated in this sections 4.3 follow the lines of Scherer and
Weiland (1999).
4.3.1 Quadratic performance synthesis (Scherer et al. 1997)

The following proposition provides an equivalent condition in terms of a frequency
domain inequality and equivalent linear matrix inequality for this. These results are a
consequence of the YKP lemma (see Section 2.7.3) and it is used to derive the controller
parametrization.
Consider the design of a controller that achieves stability and quadratic performance in
the channel wi to zi and suppose have the following performance index:
⎛Q j Sj ⎞
P j = ⎜⎜ T ⎟, Rj ≥ 0 .
⎝S j R j ⎟⎠
A characterization of linear dissipative systems have revealed (Scherer et al. 1997) that
the controller (4.2) renders (4.3) internally stable and leads to
∞ T ∞
⎛ w j (t ) ⎞ ⎛ w (t ) ⎞
∫⎜
⎜ z j (t ) ⎟
0⎝ ⎠ ⎝ ⎠ 0
∫
⎟ P j ⎜ j ⎟dt ≤ −ε w j (t ) T w j (t )dt
⎜ z j (t ) ⎟
for some ε>0 if and only if
72
1) All the eigenvalues of A have negative real parts.

2) The Frequency Domain Inequality (FDI)
T
⎛ I ⎞ ⎛ I ⎞
⎜ ⎟ Pj ⎜ ⎟
⎜ T j (i ω ) ⎟ ⎜ T j (iω) ⎟ < 0 for all ω ∈ ∞
⎝ ⎠ ⎝ ⎠
With these results, it can be stated that the closed loop system (4.3) is asymptotically
stable and has quadratic performance with index Pj if and only if there exists a matrix x
such that,
x>0, (4.5)
⎜ x xA xB
⎛ AclT + cl cl
⎞ ⎛ 0
⎟+⎜
I ⎞
T
⎟
⎛Qj
⎜ T
S j ⎞⎛ 0
⎟⎜
I ⎞
⎟ < 0. (4.6)
⎜
⎝ x
BclT 0 ⎟ ⎜C
⎠ ⎝ cl Dcl ⎟⎠ ⎜Sj
⎝ R j ⎟⎠⎜⎝ Ccl Dcl ⎟⎠
Since Acl , Bcl , Ccl , Dcl are in terms of the state variables Ac , Bc , Cc , Dc of the controller
and the inequality (4.6) turns into nonlinear after substitution, a transformation is
necessary. A partition of x is proposed:
⎛Y V⎞
x = ⎛⎜⎜UX U⎞
⎟ x −1
= ⎜⎜ T ⎟
* ⎟⎠ * ⎟⎠
T
⎝ ⎝V
with the auxiliary variables: ( U , V ) and I − XY nonsingular, there exists a nonsingular

U , V with I − XY = UV T . Define
⎛Y I⎞ ⎛I 0⎞
y = ⎜⎜V T ⎟ ,
0 ⎟⎠
z = ⎜⎜ X ⎟ to get
U ⎟⎠
yT x = z
⎝ ⎝
Using the matrix y the following two transformations can be performed
⎛Y I⎞
y T
xy = ⎜⎜ I ⎟ = X (v) ,
X ⎟⎠ (4.7)
⎝
where ν denotes the new Lyapunov matrices (X,Y), and the second transformation is
T
⎛ y 0 ⎞ ⎛ x 0 ⎞⎛ Acl Bcl ⎞⎛ y 0 ⎞ ⎛ y T xAcl y y T xBcl ⎞⎟
⎜ ⎟ ⎜ ⎟⎜ ⎟⎜ ⎟ =⎜
⎜ 0 I ⎟ ⎜ 0 I ⎟⎜⎝ C cl Dcl ⎟⎠⎜⎝ 0 I ⎟⎠ ⎜⎝ C cl y Dcl ⎟, (4.8)
⎝ ⎠ ⎝ ⎠ ⎠
substituting (4.4) into transformation (4.8),
73
⎛ AY 0 Bj ⎞
⎜ ⎟
⎛ y T xAcl y y xBcl ⎞⎟ ⎛⎜ zAcl y
T zBcl ⎞⎟
⎜ = =⎜ 0 XA XB j ⎟ +
⎜ C y Dcl ⎟⎠ ⎜⎝ C cl y Dcl ⎟⎠ ⎜⎜ ⎟
⎝ cl
⎝C jY C j D j ⎟⎠
⎛0 B ⎞
⎜ ⎟ ⎡⎛U XB ⎞⎛ AC BC ⎞⎛V T 0 ⎞⎟ ⎛ XAY 0 ⎞⎤⎛ I 0 0⎞
⎜ I 0 ⎟ ⎢⎜⎜ ⎟⎜ ⎟⎜ +⎜ ⎟⎥⎜ ⎟
+
⎜⎜ ⎟⎟ ⎣⎢⎝ 0 I ⎟⎠⎜⎝ C C DC ⎟⎠⎜⎝ CY I ⎟⎠ ⎜⎝ 0 0 ⎟⎠⎦⎥⎜⎝ 0 C F j ⎟⎠ . (4.9)
⎝0 E j ⎠
The term inside the square brackets contains all the non-linear products. By introducing
⎛K L⎞
the parameters ⎜⎜ ⎟ , the expression (4.9) becomes affine in the new set of variables
⎝M N ⎟⎠
if:
⎛K L ⎞ ⎛U XB ⎞⎛ AC BC ⎞⎛ V T 0 ⎞⎟ ⎛ XAY 0⎞
⎜⎜ ⎟=⎜ ⎟⎜ ⎟⎜ +⎜ ⎟, (4.10)
⎝M N ⎟⎠ ⎜⎝ 0 I ⎟⎠⎜⎝ CC DC ⎟⎠⎜⎝ CY I ⎟⎠ ⎜⎝ 0 0 ⎟⎠
then the transformation is
⎛ ⎛ AC BC ⎞ ⎞ ⎛ ⎛K L ⎞⎞
⎜ ,⎜ x ⎟⎟ → v = ⎜⎜ X , Y , ⎜⎜ ⎟⎟ .
⎜ ⎜C
⎝ ⎝ C DC ⎟⎠ ⎟⎠
⎝ ⎝M N ⎟⎠ ⎟⎠
where ν now denotes the new Lyapunov matrices (X,Y) and the new controller variables
(K, L, M, N). This nonlinear transformation v relies on a simple mapping of all LMIs,
(e.g. H2 performance) into a set of affine constraints on the new controller variables,
⎛Y I⎞
X (v) = ⎜⎜ ⎟
⎝I X ⎟⎠ ,
⎛ B j + BNF j ⎞
⎛ y T xAcl y y T xBcl ⎞ ⎛⎜ A(v) B j (v) ⎞ ⎜ AY + BM A + BNC
⎟
⎜ ⎟= ⎟=⎜ K XA + LC XB j + LF j ⎟ . (4.11)
⎜ C y Dcl ⎟⎠ ⎜⎝ C j (v) D j (v) ⎟⎠ ⎜
⎝ cl
⎝ C jY + E j M C j + E j NC D j + E j NF j ⎟⎠
Then the LMIs (4.5) and (4.6) are transformed as follows:

y T xy > 0
and
T
⎛ y 0 ⎞ ⎡⎛ AclT x + xAcl xBcl ⎞⎟ + ⎛⎜ 0 I ⎞
T
⎛Q j S j ⎞⎛ 0 I ⎞⎤⎛ y 0 ⎞
⎜ ⎟ ⎢⎜ ⎟ ⎜ T ⎟⎜ ⎟⎥⎜ ⎟ < 0,
⎜ 0 I ⎟ ⎢⎜ BclT x 0 ⎟⎠ ⎜C Dcl ⎟⎠ ⎜S j R j ⎟⎠⎜⎝ C cl Dcl ⎟⎠⎥⎜⎝ 0 I ⎟⎠
⎝ ⎠ ⎣⎝ ⎝ cl ⎝ ⎦
as a result the LMIs (4.5) and (4.6) are transformed into a set of affine variables v .
X (v ) > 0 , (4.12)
74
T
⎛ A(v) T + A(v) B j (v) ⎞ ⎛ 0 I ⎞ ⎛Q j S j ⎞⎛ 0 I ⎞
⎜ ⎟+⎜ ⎟ ⎜ T ⎟⎜ ⎟ < 0. (4.13)
⎜ B T
( v ) 0 ⎟ ⎜ C j (v ) D j (v ) ⎟ ⎜S j R j ⎟⎠⎜⎝ C j (v) D j (v) ⎟⎠
⎝ j ⎠ ⎝ ⎠ ⎝
Theorem 4.1 (Scherer and Weiland 1999)

There exists a controller ( Ac , Bc , Cc , Dc ) and x satisfying (4.17) if only if there exists
v that solves the inequalities (4.13). If v satisfies (4.13), then I − XY is nonsingular and
there exist nonsingular U , V T with I − XY = UV T .
After having solved the synthesis inequalities for v , one factorizes I − XY into square
and non-singular blocks U and V T using SVD and the controller by the following
equations:
−1 −1
⎛ AC BC ⎞ ⎛U XB ⎞ ⎛ K − XAY L ⎞ ⎛V T 0⎞
⎜⎜ ⎟=⎜ ⎟ ⎜⎜ ⎟⎜ ⎟ , (4.14)
⎝ CC DC ⎟⎠ ⎜⎝ 0 I ⎟⎠ ⎝ M N ⎟⎠ ⎜⎝ CY I ⎟⎠
and the Lyapunov matrix x as,

−1
⎛Y V ⎞ ⎛ I 0 ⎞
x = ⎜⎜ ⎟⎟ ⎜⎜ ⎟⎟ . (4.15)
⎝ I 0 ⎠ ⎝0 U ⎠
Proof. The necessity part has been proven in the construction of the theorem. The
sufficiency part of the proof leads to an Ac that has the same size as A.
4.3.2 H2 Performance
This section shows the formulation of H2 performance specifications as an LMI
constraint on the design variables. The Frobenius norm is used to obtain the H2 norm of
G(s) and is defined by integrating over frequency.
1 ∞
G( s) 2
= ∫
2π −∞
trace(G(iω) H G(iω))dω (4.16)
where G(s) must be strictly proper. By Parseval’s theorem, G (s ) 2 is equal to the H2
norm of the impulse response,
75
∫ trace(g )
T
G ( s ) 2 = g (t ) 2 = ( τ ) g ( τ ) dτ ,
0
and the impulse response matrix is:

⎧ 0 t<0
g (t ) = ⎨ At ,
⎩Ce B + Dδ (t ) t ≥ 0
only if D=0, using linearity of the trace, it gives the H2 norm of G(s) as:
⎧ ∞ T ⎫
= trace ⎨ B T ∫ e A t C T Ce At dt B ⎬ = trace ( B T QB ) ,
2
G (s) 2
⎩ 0 ⎭
⎧ ∞ ⎫
G ( s) 2 = trace⎨C ∫ e At BBT e A t dtC T ⎬ = trace(CPC T ) ,
2 T
⎩ 0 ⎭
where Q and P are the observability and controllability Gramians respectively. The
system (A, B) is state controllable if and only if the controllable Gramian P is positive
defined (P>0) and thus has full rank n. P may also be obtained as the solution to the
Lyapunov equation:
AP2 + P2 AT = − BB T , (4.17)
where P2 denotes the controllability Gramian for the H2 norm. The controllability
Gramian is the unique positive solution to the Lyapunov equation. This is equivalent to
saying that there exists P2>0 such that
2
A is stable and G ( s ) 2
<γ, (4.18)
trace(CP2 C T ) < γ and AP2 + P2 AT + BB T < 0 . (4.19)
This work requires the discrete-time Lyapunov equation. The Lyapunov equations for the
closed-loop system with an auxiliary parameter Z are:
Acl P2 AclT − P2 + Bcl BclT < 0 , (4.20)
C cl P2 C clT + Dcl DclT < Z , trace( Z ) < γ . (4.21)
76
These Lyapunov equations (4.20) and (4.21) are affine in the variable P2 . To convert
(4.20) and (4.21) into LMI constraints, a Schur complement method is applied,
⎛ P2 − Acl P2 AclT Bcl ⎞

⎜ ⎟ > 0, (4.22)
⎜
⎝ BclT I ⎟⎠
⎛ P2 −1 C clT ⎞
⎜ ⎟>0, trace( z ) < γ . (4.23)
⎜C T ⎟
Z − Dcl Dcl ⎠
⎝ cl
Observe that the matrix inequalities in equations (4.22) and (4.23), are non-linear, as they
involve multiplication of variables, and the variables ( Acl , Bcl , C cl , Dcl ) are expressed in
terms of the state controller variables ( Ac , Bc , Cc , Dc ). Hence, they cannot be handled by

LMI optimisation and do not seem easily tractable numerically. In order to alleviate this
problem, two transformations have to be carried out. The first is a simple change of
variable x=P 2
−1
(Boyd et al. 1994b). The LMIs in (4.22) have to be transformed by
multiplying dig ( P2−1 , I ) on the left and right hand side, the change of variable x=P 2
−1
must be applied as well as the Schur complement for the terms x − xAx−1A x T
and
Z − Dcl DclT . The results are LMI (4.24) and LMI (4.25).
⎛ x xA xB ⎞
⎜ T cl
⎟
cl
⎜ Acl x x 0 ⎟ > 0, (4.24)

⎜ BT 0 I ⎟⎠
⎝ cl
⎛
⎜ x 0 C clT ⎞⎟
⎜ 0 I DclT ⎟ > 0 . (4.25)
⎜⎜ ⎟
C Dcl Z ⎟
⎝ cl ⎠
The second more sophisticated transformation (see Section 4.3.1) has been proposed by
(Scherer et al. 1997). The idea is to rewrite the H2 norm inequalities involving y , which
leads to inequalities in the blocks y T xy , y T xAcl y , y T xBcl , C cl y , Dcl . Multiplying
77
the LMI (4.24) by diag ( y, y, I ) T on its left hand side and diag ( y , y , I ) on its right hand
side gives the LMI (4.26). Multiplying the LMI (4.25) by diag ( y , I , I ) T on its left hand
side and with diag ( y , I , I ) on the right hand side gives the LMI (4.27).
⎛ X (v ) A(v) B j (v) ⎞
⎜ T ⎟
⎜ A (v ) X (v ) 0 ⎟ >0, (4.26)
⎜ B T (v ) 0 I ⎟⎠
⎝ j
⎛ X (v ) 0 C Tj (v) ⎞
⎜ ⎟
⎜ 0 I D Tj (v) ⎟ > 0 . (4.27)
⎜C v D v Z ⎟⎠
⎝ j( ) j( )
where X(v), A(v), Bj(v), Cj(v), Dj(v) are linear and affine on the controller variables K, L,
M and N. Using equation (4.11) the LMIs (4.26 and 4.27) can be transformed into LMIs
(4.28 and 4.29). Then the LMI optimisation is tractable numerically and the controller
can be recovered by reversing the transformation using Theorem 4.1.
⎛ Y I AY + BM A + BNC B j + BNF j ⎞
⎜ ⎟
⎜ I X K XA + LC XB j + LF j ⎟
⎜ ( AY + BM ) T KT Y I 0 ⎟ > 0,
⎜ ⎟
⎜ ( A + BNC ) T ( XA + LC ) T
I X 0 ⎟
⎜ B + BNF T ⎟
⎝( j j) ( XB j + LF j )T 0 0 I ⎠
(4.28)
⎛ Y I 0 (C j Y + E j M )T ⎞
⎜ ⎟
⎜ I X 0 (C j + E j NC )T ⎟
⎜ >0. (4.29)
⎜ 0 0 I ( D j + E j NF j )T ⎟⎟
⎜C Y + E M C j + E j NC D j + E j NF j Z ⎟
⎝ j j ⎠
4.3.3 H∞ Performance
The H ∞ performance has been formulated as an LMI constraint (Scherer and Weiland
1999). Using the Kalman-Yacubovich-Popov lemma together with a specific quadratic
supply function reduces frequency domain inequalities to equivalent systems of LMIs
78
and this is known as the Bounded Real Lemma (Scherer 1990). Using this lemma, let A
be asymptotically stable and T j < γ ∞ if and only if there exists a solution P∞=(P∞)T
∞
with the LMI constraint:

⎛ AclT P∞ + P∞ Acl P∞ Bcl C clT ⎞
⎜ ⎟
⎜ BclT P∞ − γ∞ I DclT ⎟ < 0 , P∞ > 0 (4.30)
⎜ C cl Dcl − γ ∞ I ⎟⎠
⎝
where P∞ denotes the positive definite matrix for the H∞ norm. Using the LMI approach
general procedure from section 4.3.1, the LMI in equation (4.30) can be turned into
equation (4.31), which is affine in v , (see equation (4.11)).
⎛ A(v) T + A(v) B (v) C (v ) T ⎞

⎜ ⎟
⎜ B (v ) T − γ∞ I D (v ) T ⎟ < 0 , X ∞ (v) > 0 . (4.31)
⎜ C (v ) D (v ) − γ ∞ I ⎟⎠
⎝
The smallest possible upper bound of the L2-induced gain of the system can be computed
by minimizing γ ∞ > 0 over all variables in v satisfying equation (4.31).
4.4 Mixed H2/H∞: LMI Approach
The multiobjective H2/H∞ control problem is to keep bounds on the H2 norm of, say, the
first channel w1 → z1 and on the H∞ norm of, say, the second channel w2 → z 2 of the
controlled system:
TZ1W < γ 2 and TZ 2W < γ∞ (4.32)

2 ∞
Despite the recent advances in robust control theory, the robust performance problem
formulated in the multiobjective H2/H∞ framework largely remains an open problem.
First of all, this problem is an infinite-dimensional optimisation problem. Approximations
to the finite dimensional problem using Youla parameter Q have been developed (Scherer
1995b; Hindi et al. 1998). System impulse responses were truncated to a finite horizon
but LMIs have shown that when a state-space description is available, then many of the
79
infinite horizon cost and constraints can be represented as LMIs and minimized
efficiently as semidefinite programs (SDPs). In this way, errors by truncations are
eliminated. Another alternative is to introduce dependence among the different
objectives, which leads to finite dimensional controllers of the same order of the
generalized plant (Scherer 1995a; Scherer et al. 1997). This last approach is known as the
mixed H2/H∞ problem and it is used in this work.
Mixed H2/H∞ problems can be motivated in different ways. As a matter of fact, there are
many different mixed H2/H∞ problems. The mixed H2/H∞ problem studied in this work is
to find an internal stabilizing controller K(s) which:
min TZ1W subject to TZ 2W < γ∞ . (4.32)

2 ∞
A controller that solves this mixed H2/H∞ problem will ensure that the closed-loop system
is robustly stable to all finite-gain stable perturbations Δ, and at the same time TZ1W
2
represents the steady-state variance of the output z1 when w2 = 0 and w1 is white noise
with unit intensity.
Investigating the trade-off between H∞ norm and the H2 norm constraints consist of plot a
[ ]
curve of optimal values, by varying γ ∞ in some interval γ ∞l ,..., γ ∞u , where the lower
bound γ ∞l could be taken close to the smallest achievable H∞ norm of transfer function
TZ 2W .
∞
In order to solve the problem (4.32), the mixed H2/H∞ problem is reformulated in terms
of the solvability of LMIs. In fact, Acl is stable and (4.32) holds if only if there exist
symmetric P1, P2, Z such that trace(Z) < γ2 and
⎛ AclT P∞ + P∞ Acl
⎜ P∞ Bcl ,1 C clT ,1 ⎞⎟
⎜ BclT ,1 P∞ − γ∞ I DclT ,1 ⎟ < 0 , P∞ > 0 , (4.33)
⎜ ⎟
⎜ C cl ,1 Dcl ,1 − γ∞ I ⎟
⎝ ⎠
80
⎛ AclT P2 + P2 Acl P2 Bcl , 2 ⎞⎟ ⎛ P2 C clT , 2 ⎞⎟

D cl , 2 = 0 , ⎜ <0, ⎜ > 0 . (4.34)
⎜ BclT , 2 P2 − γ 2 I ⎟⎠ ⎜ C cl , 2 Z 2 ⎟⎠
⎝ ⎝
This reformulation includes two different LMI constraints (4.33, 4.34), making the
problem non-convex (bilinear matrix inequality). In order to recover convexity, a
common Lyapunov function is used by equating the Lyapunov matrices P2 from H2
performance to the P∞ from H∞ performance:
P = P2 = P∞ . (4.35)
This leads to a conservative result, which will be illustrated in section 4.8.3. The
controller can be recovered by using the general procedure (see Section 4.3.1)
4.5 Mixed H2/H∞: MOGA-based method
Typically the problems of H2 optimal control and H∞ optimal control have been studied
independently when using EAs. For example the H∞ design has been assisted with the
MOGA in order to satisfy a number of conflicting design criteria (Dakev et al. 1997;
Griffin et al. 2000; Schroder et al. 2001). Other researchers (Hunt 1992; Patton and Liu
1994; Chen and Cheng 1998) have been directly optimized over the mixed sensitivity
functions (S, T, KS). Their GA has been used to search for a controller which minimized
the following criteria:
⎧⎡ S ⎤ ⎫
⎪ ⎪
min sup σ ⎨⎢⎢ T ⎥⎥ ⎬ ,
K ω∈Ω ⎪⎢ KS ⎥ ⎪
⎩⎣ ⎦ ⎭
where Ω denotes the frequency range and σ denotes the maximum singular value. The
demand of controllers with multiple criteria like robustness and performance has
motivated the research into mixed H2/H∞ problems. This problem is originally a
multiobjective control problem that has been found difficult to solve because of the non-
convexity in the controller parameters. Recently, this problem has been tackled with GAs
(Chen et al. 1995; Herreros et al. 2002; Takahashi et al. 2004). The idea of optimising the
norm of transfer functions and the previous work of Fonseca and Fleming (1994) have
motivated, in this thesis, the study of the multiobjective H2/H∞ problem. Details are
shown in Section 4.8.4.
81
4.6 Equivalence of LQG and H2 Optimal Control

The equivalence derived in this section is used in section 4.8.1. It provides the
formulation of the linear quadratic Gaussian (LQG) control problem into the H2 optimal
control: LMI approach. It is known that the LQG problem is a special case of H2 optimal
control (Boyd and Barratt 1991; Skogestad and Postlethwaite 1996; Burl 1999). The
LQG controller overcomes the need to measure the entire state by estimating the state,
using a Kalman filter. The estimated state is then used in the linear quadratic regulator
(LQR). Thus, the LQG controller is a combination of a LQR and a Kalman filter, known
as the separation principle.
The LQG control refers to an optimal control problem where the plant model is linear, the
cost function is quadratic, and the test conditions consist of random initial condition w , a
white noise disturbance input wd , and a white measurement noise wn . The plant is
described by the following linear state equation:
x& = Ax + Bu + wd ,
y = Cx + wn .
The cost function
1 ⎡ T
∞
⎤
{
J ( x (t ), u (t )) = E ⎢ ∫ x (t )Qx (t ) + u T (t ) Ru (t ) dt ⎥ .
2 ⎣0
} (4.36)
⎦
This cost function is equal to the cost functions specified for the Stochastic LQR version.
A reasonable controller design for the LQG control problem can be obtained by using the
LQR feedback gain matrix K operating on the state estimate generated by the Kalman
filter u (t ) = − Kxˆ (t ) ,
The cost function (4.36) is rewritten as follows:
1 ⎡ x (t ) ⎤ ⎤
]⎡⎢Q
∞
[
1/ 2
J= E ⎢ ∫ (Q1 / 2 x(t ))T ( R1 / 2 u (t ))T 1/ 2 ⎥dt ⎥
2 ⎢⎣ 0 ⎣ R u (t ) ⎦ ⎥⎦
82
⎡Q1 / 2 0 ⎤ ⎡ x⎤
Defining an error signal z as z=⎢ ⎥⎢ ⎥ ,
⎣ 0 R1 / 2 ⎦ ⎣u ⎦
1 ⎡ T
∞
⎤
J = E ⎢ ∫ z (t ) z (t )dt ⎥ ,
2 ⎣0 ⎦
∞
⎡ T
⎤
J = E ⎢lim
1
T →∞ 2T ∫
{ }
z T (t ) z(t )dt⎥ = trE z(t ) z T (t ) =
1
2π ∫ tr (G ( jω )
H
G ( jω ))dω . (4.37)
⎣ −T ⎦ −∞
2
In 4.37 Parseval’s theorem was applied and it is equal to G (s ) 2 , which is H2 norm. In
order to finish with the stochastic interpretation of H2 norm and LQG, the input w has to
be the white noise of the unit intensity. That is
{ }
E w(t ) w(τ ) T = S wδ (t − τ ) .
With the scalar spectral density of each element S w = I ,
⎧ ⎡ w (t ) ⎤ ⎫ ⎡W
[
E ⎨⎢ d ⎥ wd (τ ) T ]
wn (τ ) T ⎬ = ⎢
0⎤
V ⎥⎦
δ (t − τ ) .
⎩⎣ wn (t ) ⎦ ⎭ ⎣0
In summary, by minimizing the H2 norm, the output power of the system, due to a unit
intensity white noise input, is minimized; we are minimizing the root-mean-square
(RMS) value of z. Thus, the LQG can be cast as an H2 optimisation in the following
general framework:
Stochastic inputs wd , wn as Output signal regulation
⎡ wd ⎤ ⎡W 1 / 2 0 ⎤ ⎡Q1 / 2 0 ⎤ ⎡ x⎤
⎢w ⎥ = ⎢ ⎥w , z=⎢ ⎥⎢ ⎥ .
⎣ n⎦ ⎣ 0 V 1/ 2 ⎦ ⎣ 0 R1 / 2 ⎦ ⎣u ⎦
Looking at these two stochastic conditions, the input and the output signal of the LQG
problem leads to a control configuration of the H2 optimal problem. See Figure 4.2 and
equation (4.38).
83
⎧ W1/2
process noise
R1/2 ⎫
w ⎨ ⎬ z
⎩ ⎭
+ x
B (sI-A)-1 Q1/2
+
+ y
u V 1/2
measurement noise
Figure 4.2 The LQG problem formulated in the H2 optimal control problem.
In Figure 4.2, w is a white noise process of unit intensity. Finally the state-space
description of the LQG problem is
x& = Ax + (W 1 / 2 0)w + Bu ,
⎛ Q1 / 2 ⎞ ⎛ 0 0 ⎞ ⎛ 0 ⎞
z = ⎜⎜ ⎟ x + ⎜⎜ ⎟⎟ w + ⎜⎜ 1 / 2 ⎟⎟u , (4.38)
⎟
⎝ 0 ⎠ ⎝0 0⎠ ⎝R ⎠
y = Cx + (0 V 1 / 2 )w + (0)u .
It was shown that LQG problem can be cast as an H2 optimal control problem. Thus,
under this framework, the LQG problem can be cast using linear matrix inequalities. This
is shown in Section 4.8.1.
4.7 H2 Optimal Control: MOGA-based method

The H2 optimal controller design can be tackled with GAs, applying an indirect
methodology. For example, Mei and Goodall (2000) developed an H2 optimal controller
for active steering and which is fine-tuned using GAs. The separation principle is adopted
in the development of the LQG controller. First, an optimal controller is designed as if
full state feedback is available to optimize the design. GAs are used to fine-tune the
controller parameters, and thus, they are used to search for the best values of the
weighting factor matrix Q in the cost function (4.39).
84
[ ]
J = E y T (∞ )Qy (∞ ) + u T (∞ ) Ru (∞ ) , (4.39)
where the infinity symbol is used as an argument to indicate that the given quantity has
reached steady state, y is the output regulation, and u is the control effort. The polynomial
LQG problem (Hunt 1992) is another approach where the optimisation problem aims to
select the regulator in such a way that the cost function J is minimal. In the genetic
algorithm, J serves as the evaluation function in the search. Hunt used the cost function J
in the frequency domain and introduces another parameter to check stability.
Fonseca and Fleming (1994) tackled the LQG problem from a multiobjective point of
view. LQG controller design was used to find a trade-off between steady-state output and
actuator variances due to the presence of process and measurement noise. The aim was to
find the minimum of the linear combination of the two variances, in equation (4.39).
Fonseca and Fleming used the MOGA-based method to minimize the cost function J by
encoding the controller parameters (poles zeros and gain). The closed-loop system
evaluation of RMS(u) and RMS(y) served as multi-evaluation functions. The MOGA was
used to search for a Pareto optimal set or non-dominated solutions, these results are
recalculated in section 4.8.2 and compared with the Pareto optimal resulting from the
LMI approach.
4.8. Numerical Evaluations of MOGA and LMIs

In this section, computational examples of the H2 optimal control and the mixed H2/H∞
problem were taken in order to illustrate how both LMI techniques and the MOGA-based
method work for the same problem.
4.8.1 H2 Optimal Control (LQG): LMI Approach.

This section studies a problem already considered by Barratt and Boyd (1989) and
Fonseca and Fleming (1994). It consists of designing a regulator for the plant with a
double integrator and a non-minimum phase (NMP) zero shown in equation (4.40).
85
(4 − s)
P(s) = (4.40)
s 2 (4 + s)
The objective is to investigate the trade-offs in the design of a regulator, K(s), for this
plant, where the closed loop system shown in figure 4.3 is disturbed by an input process
noise, wP. The only signal available to the controller is yp=y+vs , where vs is sensor noise
and y is the output,
u wP
+ +
r =0 K P y
- + +
vS
+
Figure 4.3 Closed-loop regulator system with noise injection wP and vs.
The process and sensor noise variances are zero mean, white noise, with root-mean-
square (RMS) values of wP = 10 for and vs = 1. The trade-off under study is between the
steady-state output variance lim k →∞ E y k2 { } and the steady state actuator
{ }
variance lim k →∞ E u k2 . This trade-off can be computed finding the LQG optimal
regulator for different penalty values on the control effort, ρ , which minimises (over all
stabilizing regulators) the linear combination, JLQG, of actuator and output variance.
{ }
J LQG = lim E y k2 + ρ u k2 = lim E x kT Qx k + u kT Ru
k→∞ k→∞ k
{ } (4.50)
Alternatively, this trade-off can be found using H2 performance measures by the fact that
LQG is a special case of H2 optimal control and it can be solved via LMI optimisation.
The smallest possible upper bound of the H2 norm of the transfer function can be
calculated by minimizing the criterion trace (z) over the variables X, Y, K, L, M and N
that satisfy LMIs (4.28 and 4.29).
The trade-off was computed as follows. The NMP plant (4.49) was discretized using a
zero-order hold at 10 Hz and its state space realization, equation (4.51), was used.
86
⎛ 0.6703 0 0 0.0824 ⎞
⎜ ⎟
⎛ A B ⎞ ⎜ 0.0824 1 0 0.0044 ⎟ . (4.51)
⎜⎜ ⎟⎟ =
⎝ C D ⎠ ⎜ 0.0044 0.1 1 0.0002 ⎟
⎜ ⎟
⎝ 0 −1 4 0 ⎠
The H 2 optimal problem under consideration can be stated using the state-space
description of the plant for the LQG problem (4.38). One could obtain the LTI plant
(4.52) with some H2 performance γ>0 to find an LTI control law u = K ( z ) y such that:
Twz < γ where Twz (z ) denotes the closed-loop transfer function from w to z. The LTI
controller K (z ) can be represented with the state space realization (4.2) and the
generalized state-space description of the plant in equation (4.51) for the LQG problem is
derived from equation (4.38) with Q = CT C , R = ρ and the stochastic inputs are wp=[W1/2
0]w and vs=[0 V1/2]w. The resulting realization is state-space realization (4.52).
⎛ 0.6703 0 0 ⎞ ⎛ 1 0 ⎞ ⎛ 0.0824 ⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
x& = ⎜ 0.0824 1 0 ⎟ x + ⎜ 0 0 ⎟ w + ⎜ 0.0044 ⎟u ,
⎜ 0.0044 0.1 1 ⎟ ⎜ 0 0 ⎟ ⎜ 0.0002 ⎟
⎝ ⎠ ⎝ ⎠ ⎝ ⎠
⎛0 0 0 ⎞ ⎛0 0⎞ ⎛0⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎜ 0 0 .2425 0. 9791 ⎟ ⎜0 0⎟ ⎜0⎟ , (4.52)
z =⎜ x+ w + ⎜ ⎟u
0 0.9701 3.8806 ⎟ ⎜ 0 0 ⎟ 0
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎜0 0 ⎟⎠ ⎜⎝ 0 ⎟ ⎜ ⎟
⎝ 0 0⎠ ⎝ρ⎠
y = (0 1 − 4)x + (0 − 1)w + (0)u .
The optimal LQG cost, JLQG, was calculated through the specification G (s) 2 ≤ γ , which
is achievable if and only if γ2≥ JLQG (Boyd and Barratt 1991). In order to cast the H2
optimal problem with LMI techniques, the H2 performance can be formulated as the
linear objective minimization problem.
min γ (4.53)
subject to Acl P2 AclT − P2 + B cl BclT < 0 ,
C cl P2 C cl + Dcl DclT < Z .
87
2
where P2 = P2T > 0 and also, G ( s ) 2
= trace(C T PC ) < γ 2 .
The optimisation problem was solved implementing the LMIs (4.28 and 4.29) in the
MATLAB® LMI Control Toolbox (Gahinet et al. 1995). Single runs changing ρ from
0.0001 to 10 (marked ♦) were computed to search for the Pareto optimal surface, which
represents the trade-off between noise sensitivities, as shown in figure 4.4. The result
obtained was the same as that in Barratt and Boyd (1989). Note that this LMI technique
found third order controllers. In general, the output-feedback technique applied will
always find a controller with the same order as the plant.
1
Trade-off between noise sensitivites
10
rho=10
rho=1
(RMS) value of y
rho=0.1
rho=0.01
rho=0.001
rho=0.0001
0
10
0 1 2
10 10 10
(RMS) value of u
Figure 4.4 Trade-off between noise sensitivities achieved with LMI techniques.
4.8.2 H2 Optimal Control (LQG): MOGA-based method

Next, the problem used by Barratt and Boyd (1989) was tackled with MOGA. The plant
(4.40) and the closed-loop system shown in figure 4.3 were used in the feedback
configuration again. The decision variables for this problem were the controller
parameters, which have the form given in equation (4.54). This discrete-time controller
was parameterized in terms of its roots (poles and zeros) and its gain. Two parameters
88
were used, the average, α , and the deviation, β , of each pair of roots (Kristinsson and
Dumont 1992).
K (z + a1 )( z + a 2 )
C= (4.54)
( z + a3 )( z + a 4 )
where a1, 2 = α1 ± β1 and a3, 4 = α 2 ± β 2 . A positive deviation indicates real roots and negative
deviation indicates complex conjugate roots. A pair of zeros and a pair of poles were set
up to search in the interval [-1, 1], and the remainder were set up to search the interval [0,
1]. The gain was set up to search the interval [0, 100].
The objectives under consideration were the RMS values of noise sensitivity for the
output y and actuator u. These variances RMS(y) and RMS(u) for a given discrete-time
controller plant were computed as two separated objectives. In order to avoid unstable
closed-loop systems, another objective was added. The maximum of the magnitudes of
the poles of the corresponding close loop systems were evaluated minimizing the degree
of instability of the closed-loop system. Since closed-loop stability is an absolute design
requirement, it was set as a high priority objective, or constraint, with an associated
priority level of 1. The region of the trade-off curve to be evolved was delimited with the
goal vector u rms = 100 and y rms = 10 . A population of 100 individuals were generated as real
parameters. The recombination operator was simulated binary crossover (SBX) for
continuous search space and the mutation operator was a polynomial mutation (Deb
2001).
In figure 4.5 the evolution of the individuals (family of controllers) is shown. Notice how
the solution evolves at generation 50, 100 and 250 and how they have found a
preliminary trade-off. The Pareto surface at generation 250 (marked o) is close to the
desired trade-off (solid line). Fonseca and Fleming’s (1994) results used 100 generations,
but in order to improve the diversity, SBX was used, which requires a population size
equal to 100 and 250 generations as a standard setting. Note from Table 4.1 that MOGA
was fixed to find second order controllers; see equation (4.54). In Table 4.1, six
controllers, resulting from the LMI optimisation, have been chosen. They are third order
controllers. For each of these controllers, a controller resulting from MOGA optimisation
89
has been chosen by finding the closest MOGA controller (marked ♦ in figure 3) to the
LMI controller in the Pareto front.
1 Trade-off between noise sensitivities

10
rho = 10 Generation 250
Generation 100
rho = 1 Generation 50
(RMS) value of y
rho = 0.1 “MOGA Approach”
rho = 0.01
rho = 0.001
rho = 0.0001
“LMI Approach”
0
10 0 1 2
10 10 10
(R M S) value of u
Figure 4.5 Trade-off between input and output RMS noise sensitivities achieved with
MOGA and LMIs.
LMI . MOGA .
ρ (rho) 3rd order controllers RMS (u) RMS (y) 2nd order controllers
10 0.85715( z + 0.004227 )( z − 0.6511)( z − 0.9715) 3.3125 8.4555 1.8398( z − 0.9547 )( z − 0.1961)
2
( z − 0.5464)( z − 1.57 z + 0.6831) ( z − 0.7181)( z − 0.4166 )
1 1.8014 ( z + 0.01199)( z − 0.6094 )( z − 0.9589 ) 4.8383 5.6014 1.6811( z − 0.8057 )( z − 0.3795)

2
( z − 0.4448)( z − 1.558 z + 0.7054 ) ( z − 0.6143)( z − 0.5449 )
0.1 4.0011( z + 0.01609)( z − 0.6393)( z − 0.9449 ) 8.7479 3.6898 1.728( z − 0.9772)( z − 0.2097 )
2
( z − 0.415)( z − 1.502 z + 0.7137 ) ( z + 0.1479)( z − 1.204 )
0.01 9.2423( z − 0.9318)( z − 0.657 )( z + 0.001701) 16.027 2.8678 7.8333( z − 0.9371)( z − 0.0482)
2
( z − 0.3651)( z − 1.374 z + 1.7106) ( z + 2.462)( z − 3.69 )
0.001 21.3759( z − 0.9209)( z − 0.6617 )( z + 0.01372) 26.962 2.4089 1.728( z − 0.9773)( z − 0.2096)
2
( z − 0.2566)( z − 1.11z + 0.6779) ( z + 0.1349)( z − 1.195)
0.0001 45.8816( z − 0.914 )( z − 0.663)( z + 0.05016) 72.593 2.0798 11.6629( z − 0.8942)( z − 0.542)
2
( z − 0.1311)( z − 0.6331z + 1.6107 ) ( z + 2.442)( z − 3.844)
Table 4.1 LMI and MOGA Controllers from the Pareto front for the Trade-off between
input and output RMS noise sensitivities.
90
4.8.3 Mixed H2/H∞: LMI Approach
The second problem is the mixed H2/H∞ output-feedback problem and the plant
considered is the following LTI system, which was studied by Herreros et al. (2002),
⎛ − 21 − 120 − 100 1⎞
⎜ ⎟
⎛ A B⎞ ⎜ 1 0 0 0⎟ . (4.55)
⎜⎜ ⎟⎟ = ⎜
⎝ C D ⎠ ⎜ 0 1 0 0⎟
⎟
⎜ 0 0 150 0 ⎟⎠
⎝
The control system under consideration is the output-feedback problem for the
generalized plant in its state-space realization form shown in equation (4.56),
⎛ x& ⎞ ⎛ A I B⎞
⎜ ⎟ ⎜ ⎟⎛ x ⎞
⎜ z1 ⎟ ⎜ C 0 D ⎟⎜ ⎟ , (4.56)
⎜z ⎟ = ⎜A ⎜ w⎟
0 0 ⎟⎜ ⎟
⎜ 2⎟ ⎜ ⎟ u
⎜ y ⎟ ⎜C
⎝ ⎠ ⎝ 0 D ⎟⎠⎝ ⎠
where x is the system state vector, u is the control input vector and w is the exogenous
disturbance vector, z1 is the regulated output that satisfies H2 performance and z2 is the
regulated output that satisfies H∞ performance. An assumption is: w1 = w2 , which is a
necessary condition to obtain a convex approximation of the problem (Khargonekar and
Rotea 1991a).
Mixed H2/H∞ output-feedback has a trade-off that is interesting to investigate because the
H∞ norm and the H2 norm are objectives that mutually compete. In order to find such a
trade-off, the mixed H2/H∞ problem seeks an internal controller, K(s), as shown in
equation (4.57).
min TZ1W subject to TZ 2W < γ2 . (4.58)
2 ∞
The trade-off between the H∞ norm and the H2 norm constraints consists of plotting the
curve of values of γ 2 in some interval, [ γ 2 ,..., γ 2 ], versus optimal values of

l u
TZ1W obtained from equation (4.57). For this problem γ 2 = [10…600], where γ 2l was
2
chosen to be close to the smallest achievable TZ W . As was discussed in section 4.4, this
2 ∞
91
problem can be cast as LMI constraints. The LMI Algorithm was set up with the
generalized plant (4.56) and single optimisation for fifty values within the range of γ 2
was computed and the resulting trade-off is plotted in figure 4.6. The synthesis values
obtained by the LMI approach (marked ◊) are just an upper bound. The trade-off curve
looks non-convex. This might be a result of controller computation, the existence of the
controller depends on the non-singularity of the matrix I-XY as I-XY=UVT with non-
singular U and V. A simple test shows that the minimal eigenvalues of matrix XY of the
fifty LMI controllers are close to one, which means that the controllers are ill-
conditioned; this issue is studied in Chapter 5, Section 5.4.1.
Trade-off Mixed H2/Hinf

600
500
"Analysis values: LMI Approach"

400
||Tz2w ||inf
300
"Synthesis values: LMI Approach"
200
100
0
20 30 40 50 60 70 80 90 100 110 120 130
||Tz1w (s) ||2
Figure 4.6 Trade-off Mixed H2/H∞ achieved with LMI techniques.
In order to illustrate the conservatism of this approach, a second curve is plotted and
labelled “Analysis values: LMI Approach” (marked ∆). For example, considering the
following problem, see equation (26), for γ 2 =600, and solving this problem with LMI
optimisation, gives 26.5376 as the best constrained H2 performance, which was achieved
with the following LMI controller:
92
KLMI= − 2.9598e12(s + 21.09s + 117 ) .

2
(s + 4.225e5)(s + 3.995e4)(s + 1124 )
The loop with the plant (see equation (4.56)) is then closed, and the H2 norm computed.
The result will be 22.2081 (16% lower than the LMI optimal value). When computing the
H∞ norm, the result will be 492.6874 (18% lower than the LMI constraint 600). In this
way, the second curve, labelled “Analysis values: LMI Approach”, was computed. This
conservatism of the results is due to the introduction of the common Lyapunov matrix
(see Section 4.4). It is clear that LMI optimal values are only an upper bound on the
closed-loop H2 performance.
4.8.4 Example of Mixed H2/H∞ using MOGA Approach

Next, the mixed H2/H∞ output-feedback problem was tackled with MOGA. The
generalized plant in equation (4.56) was used again and the mixed H2/H∞ problem was
encoded in MOGA to search for internally stabilizing controllers, K, with canonical
controller form as follows.
⎛ − a1 − a2 − a3 1⎞
⎜ ⎟
⎛ Ac Bc ⎞ ⎜ 1 0 0 0⎟ (4.59)
⎜⎜ ⎟=
⎝ Cc Dc ⎟⎠ ⎜ 0 1 0 0⎟
⎜ ⎟
⎜ b b2 b3 0 ⎟⎠
⎝ 1
The lower and upper boundaries on the decision variables were -5e+15 and -5e+4
respectively and the binary resolution was 32 bit Gray coding with exponential scaling in
each of the six decision variables space. Objectives were taken into account: The first
objective was Closed-Loop Stability. It was evaluated to minimise the degree of
instability of the closed-loop system and it was set up as a high priority objective, with an
associated goal of 0. The second objective was min ||Tz1w||2 norm with an associated goal
of 120.
∞
1
TZ1W = ∫ tr (T ( jω ) H TZ1W ( jω ))dω , (4.60)
2π
2 Z1W
−∞
⎡ A + BDC C BC C B j + BDC F j ⎤
⎢ ⎥
where TZ 1W = ⎢ BC C AC BC F j ⎥. (4.61)
⎢C1 + E1 DC C E1C C D1 + E1 DC F j ⎥⎦
⎣
93
The third objective was min ||Tz2w||∞ norm with an associated goal of 600, where
TZ 2W ( s) = max TZ 2W ( jω ) , (4.61)
∞ ω
⎡ A + BDC C BC C B j + BDC F j ⎤
⎢ ⎥
where TZ 2W = ⎢ BC C AC BC F j ⎥. (4.62)
⎢C 2 + E 2 DC C E 2 CC D2 + E 2 DC F j ⎥⎦
⎣
MOGA used mating restriction and crossover shuffle with reduced surrogate with
probability 0.7. A mutation rate of 0.09 was applied to all individuals after crossover. The
population size was 200 candidate solutions and the result after 250 generations is
presented in Figure 4.7 (marked o) to compare with the corresponding LMI results.
Trade-off Mixed H2/ H i n f

600
"Analysis values: LMI Approach"

500
400
|| Tz2w ( s ) || i n f
“Synthesis values: LMI Approach”

300
200
100
“MOGA Approach”
0
10 20 40 60 80 100 120 130
|| Tz1w ( s ) || 2
Figure 4.7 Trade-off Mixed H2/H∞ achieved with MOGA and LMIs.
Results obtained from 5 independent runs of the algorithm provide a clear estimate of
how likely the various regions of the objective space were to be attained in a run of GA.
The Pareto fronts are presented in Figure 4.8. The Pareto front obtained using MOGA is
better than the one obtained with the LMI approach. Another achievement was that this
94
Pareto front is better than the one obtained by Herreros et al. (2002). Note the way in
which both problems were solved. When the LMI approach is used, the multi-objective
problem is reduced to a problem that optimises a single objective function. In the case of
the MOGA approach, there is no need for such a reduction and the original objectives are
optimised retaining the multiobjective formulation.
For the LMI approach, the difference between the synthesis values and analysis values
only shows the conservatism of the approach. A good estimation can be achieved only
through lower bound computation (Scherer 1999) and the use of Youla techniques to
approximate the optimal value (Scherer 2000).
Trade-off Mixed H2/Hinf Trade-off Mixed H2/Hinf

600 600
500 500
400 400
||Tz2w (s) ||inf
||Tz2w (s) ||inf
300 300
200
200
100
100
0
0 20 40 60 80 100 120 140 0
0 20 40 60 80 100 120 140
||Tz1w (s) ||2
||Tz1w (s) ||2
a) 25 generations b) 100 generations

Trade-off Mixed H2/Hinf Trade-off Mixed H2/Hinf
600 600
500 500
400 400
||Tz2w (s) ||inf
||Tz2w (s) ||inf
300 300
200
200
100
100
0
0 20 40 60 80 100 120 140 0
0 20 40 60 80 100 120 140
||Tz1w (s) ||2
||Tz1w (s) ||2
c) 150 generations d) 250 generations
Figure 4.8 Evolution of the Multiobjective H2/H∞ Trade-off achieved with MOGA (5
runs).
95
4.9. Conclusions
In conclusion, solving control design problems with LMI techniques lacks full flexibility.
There is not a general method that converts a control specification into LMI constraints
and even if this is achieved it might be non-convex as in the case of the reduced order
controller.
A significant issue with using MOGA is that the search space is not always known. For
complex problems where there is no indication where the solutions are, MOGA will need
more prior knowledge until a set of Pareto optimal solutions can be found. However,
once the results are found the design requirements can be refined, by introducing more
constraints into the design, such as minimising the order of the controller.
The order of the controllers is of great relevance in control design. The flexibility of
MOGA permits the structure of the controller to be changed and a reduction in the order
of the controller to be found. Using the LMI framework, the problem of controller order
reduction is still a hard constraint on the optimisation and is often not tractable
numerically. This comparison was illustrated by the problem trade-off of noise
sensitivities.
The example, involving noise sensitivity and robustness measurements, demonstrated

that H2 optimal control using the LMI approach finds the exact trade-off of noise
sensitivities. However, as soon as any other norm or constraint is introduced (eg: H∞)
there is not an exact solution, and approximations and bounds must be required. Using
LMI techniques, the multiobjective problems were formulated with upper bounds,
whereas the MOGA-based method truly formulates the multiobjective H2/H∞ problem.
Thus, it is clear that LMI techniques are limited and they do not represent a true
multiobjective design methodology.
Despite the emergence of the LMI approach as a powerful optimisation technique, it

introduces conservatism into the design by using a single Lyapunov function. The second
problem studied illustrates that the LMI solutions are still far from optimal. In contrast,
MOGA offers flexibility and a truly multiobjective treatment of the original objectives.
96
Chapter 5
Multiobjective Control Design for the Turbofan
Engine
5.1 Introduction
Both the multiobjective H2/H∞ control design: evolutionary approach and mixed H2/H∞
control design: LMI approaches are applied to the optimisation of the Turbofan engine
model MIMO controller. In this chapter, a numerical analysis on the Pareto optimal result
is carried out. Numerical issues are assessed and a solution based on the evolutionary
approach is proposed. The gain scheduling controller design is considered and practical
issues are addressed. A multiobjective H2/H∞ gain scheduling controller design is
proposed, for two operating points.
5.2 Gas Turbine Engine

The gas turbine engine (GTE) is an internal combustion engine employing a continuous
combustion process; for aviation applications it is called a jet engine. Jet engines produce
propulsive thrust from the thermal energy of fuel and are most effective when they can be
operated at or near their mechanical limits (flow or pressure limitation such as rotor
speeds, turbine temperatures, internal pressures, etc.)
Three basic types of jet engines are in current use. The turbojet is the best for high
subsonic and supersonic flight speeds. The turbofan is chosen for subsonic commercial
97
Chapter 5 Multiobjective Control Design for the Turbofan Engine
airplanes. The turboprop or turboshaft is the best for power plants, helicopters and for
small lower speed aircraft.
This chapter is concerned with the turbofan engine whose core consists of a compressor,
combustor and turbine which drive the compressor. It has a fan in front of the core
compressor and a second power turbine behind the core turbine to drive the fan as shown
in Figure 5.1a.
B Combustor C Exhaust
E
Fuel flow
Fan Core Core Turbine

Compressor Turbine
Double shaft
Inlet, A
(a)
Combustion
(heat energy added)
B
C
Expansion
(output work to
run compressor)
Compression
Pressure
(pressure energy
added)
D
Output work for
Pressure is increased Thrust
through compressor
as volume is reduced
Inlet Ambient Air
Exhaust Heat
A E
Volume
(b)
Figure 5.1 (a) Gas engine schematic (b) Brayton cycle pressure-volume diagram.
98
The turbofan operates on the working cycle as depicted in Figure 5.1b, which is the
thermodynamic Brayton cycle. This cycle is based on the relation between pressure and
volume. The cycle can be described as a sequence of five stages:
1. Inlet (A): the air is taken from the ambient air.

2. Compression (A-B): the pressure increases through the compressor as the volume
of the air is reduced.
3. Combustion (B-C): fuel is burned in the combustor at a slight pressure drop.
4. Expansion (C-D): the resulting product of combustion is expanded in the turbines
and this work provides the power to drive the compression system and the fan.
5. Thrust (D-E): the remainder of output work is used for thrust.
In the compression system, one of the most critical mechanical problems occurs. Two
modes of mechanical instability can occur: “surge” which is a longitudinal flow
oscillation over the length of the compressor and turbine and “stall” which is the lack of
pressure rise between the compressor and blades. Stall occurs at low rotor speeds and
surge at high rotor speeds. Both surge and stall generate violent axial oscillations of the
internal air column which can cause substantial damage to both the compressor and the
engine. Operating characteristics of a typical compressor are shown in terms of corrected
parameters in the compressor map in Figure 5.2.
Surge line
Surge avoidance line

Surge zone
Pressure Ratio
Compressor
Characteristics
Zone of poor
compression
efficiency
Mass flow
Figure 5.2 Compressor map.
99
5.2.1 Control Systems for Gas Turbine Engines

Controlling at, but not exceeding a limit, is a very important aspect of jet engine control.
Therefore, both regulation and limit management are important. Minimum control
requirements include a main fuel control for setting and holding steady-state thrust with
fuel acceleration and deceleration schedules to provide limit protection. Other controls
provide fan and booster stall protection and control variable parasitic engine flows
(Spang and Brown 1999).
Also, the control system must be designed to avoid the compressor becoming too close to
the surge line and to maintain a sufficient design margin, for example a surge avoidance
line, see Figure 5.2. A design parameter to avoid surge is known as surge margin and is
based on the total pressure ratio between outlet pressure P0 and inlet pressure Pi at the
compressor. The surge margin (SM) is defined as follows (Tavakoli et al. 2004):
⎛ Po ⎞ ⎛P ⎞
⎜⎜ ⎟⎟ − ⎜⎜ o ⎟⎟
⎝ Pi ⎠ surge ⎝ Pi ⎠ surge avoidance
SM = .
⎛ Po ⎞
⎜⎜ ⎟⎟
⎝ Pi ⎠ surge avoidance
The overall function of the engine controller is to provide thrust in response to throttle
position. It must achieve the requested thrust with the lowest specific fuel consumption. It
must also ensure that limits are not exceeded, such as maximum compressor speed,
maximum turbine temperature, fan stall and compressor stall.
The overall control must control each limiting parameter so that none of the limits are
exceeded. Part power engine operation should occur below all limits at the lowest
specific fuel consumption for the thrust requested.
Because of the nature of thrust, commercial jet engines use an indirect measurement
called integrated engine pressure ratio (IEPR) to control it. However, the only closed loop
control in commercial engines is the main fuel control. On modern turbo engines, thrust
is more accurately controlled by setting the fan speed or the engine pressure ratio, which
is defined as the ratio of low pressure turbine to inlet pressure (Spang and Brown 1999).
100
Commercial engines are generally controlled by a single closed loop main fuel control.
There is minimal interaction between each open loop control and the main fuel control.
Consequently, single input single output design techniques are usually adequate (Spang
and Brown 1999). Multivariable control has been developed for military engines or
turbojets and much of the literature on multivariable engine control is focused on the
regulator problem, which maintains the engine near the desired operating trajectory.
In 1978, an international forum on alternatives for linear multivariable control showed

the use of several multivariable techniques using a linear model of the F100 engine
(DeHoff and W. Eral Hall 1979). Three different multivariable techniques have been used
to develop controllers: multivariable transfer function, inverse Nyquist array and
characteristic root locus. Each strategy used some of the measurable variables: fan
speeds, compressor exit speed, exhaust pressure, and turbine inlet temperature.
Polley et al. (1989) found a nonlinear controller by using appropriate engine corrected
parameters to schedule multivariable linear compensator gains designed at selected
operating points of the flight envelope. A KQ (K matrix compensator, Q-desired
response) multivariable control design technique was used to design the compensator
using linear state-space models. The KQ compensator design methodology is a frequency
domain technique, which uses closed-loop Nyquist and Bode plots. Parameters of the
matrix compensator K are estimated by minimizing the mean square error between the
desired closed-loop response Q and the actual closed-loop response. This method is
known as Edmunds’ model matching design technique, and is described in Edmunds
(1979).
Frederick et al. (2000) points out that the use of Edmunds’ design technique is easy to
use. However, it does not guarantee stability and does not take into account actuator
rates. They proposed using H∞ controller design to include weights on actuator rates and
enhance robustness as well as a simplified scheduling scheme to cover a range of power
levels from idle to maximum. They addressed the following areas of future research:
design of a low-order robust H∞ controller, reduction of gain scheduling effort and
complexity. Balas et al. (1998) have proposed applying linear parameter varying (LPV)
techniques for the design of gas turbine controllers. They demonstrated that LPV
101
techniques provide a methodology for designing H∞ gain scheduling controllers with low
design effort and complexity. These new techniques have been developed as a result of
recent improvements in the area of LMI in control systems.
LMI was first introduced in another related area, aircraft design, by Niewoehner and
Kaminer (1996). They developed a new methodology that provided a numerical
framework for the integrated aircraft-controller design. They considered a problem of
combining the design of some aircraft parameters with the control system development
using linear matrix inequalities. The remainder of this chapter investigates multivariable
control strategies using LMI techniques and evolutionary algorithms. The following
section will describe the GTE undertaken for this study.
5.2.2 Gas Turbine Engine ANTLE.

The turbofan engine model used in this investigation was the Affordable Near Term Low
Emissions (ANTLE) technology demonstrator engine from Rolls Royce.
Bypass duct
Variable inlet High Pressure Low Pressure
Fan Guide vanes Compressor (HPC) High Pressure Turbine (LPT)
(XNL) (ZIGV) Speed (ZXNH) Turbine (HPT)
Intermediate Pressure Combustor Intermediate Pressure

Compressor (IPC) Fuel flow (ZWFE) Turbine (IPC) Nozzle area
Figure 5.3 Diagram of a three spool ANTLE gas turbine engine.
102
The engine comprises of 3 spools; the fan being driven by the low pressure turbine
(LPT), the intermediate pressure compressor (IPC) which is driven by the intermediate
pressure turbine (IPT) and the high pressure compressor (HPC) which is driven by the
high pressure compressor (HPC) (see Figure 5.3). The engine has separated ducts; the
outermost part of the flow enters from the fan to the bypass duct which exhausts through
the cold nozzle. The combustor is selected as staged or conventional type. Variable inlet
guide vanes (ZIGV) are provided at IPC entry. The flight envelope was constrained to sea
level, zero Mach number and an outside environment of 15° C and 14.696 lb/in2.
The model is a nonlinear, thermodynamic type. Linear models were obtained for nine
steady-state operating points. The linearisation of the nonlinear plant was carried out by
perturbation of the states or Jacobian linearisation using the software MATRIXx. The
operating point was changed by varying the specified HPC speed (ZXNH), see Appendix
A.
Based on the literature of control for gas turbine engines (Postlethwaite et al. 1995;
Spang and Brown 1999; Frederick et al. 2000), the selected inputs and outputs are
proposed for control; Inputs: u1 is the specified engine fuel flow (ZWFE) and u2 is the
variable guide vane angle in the compressor (ZIGV). Outputs: y1 is the fan speed (XNL),
y2* is the surge margin IP (SMI) and y3* is the surge margin HP (SMH).
Work based on Griffin (2004) and consideration of functional controllability suggests

that a square plan is required for control, e.g. 2 input, 2 output. The two surge margins
SMI and SMH are combined into a measure describing the overall surge risk to the
engine. For this reason the second output, y2, is changed to the mixed surge margin
(SMmix). The state-space realization for the ANTLE RRAP model is:
•
⎛ x1 ⎞ ⎛ x1 ⎞
⎜ ⎟ ⎜ ⎟ ⎛ u1 ⎞
⎜ x 2 ⎟ = Ai ⎜ x 2 ⎟ + Bi ⎜⎜ ⎟⎟ ,
⎜x ⎟ ⎜x ⎟ ⎝ u2 ⎠
⎝ 3⎠ ⎝ 3⎠
⎛ x1 ⎞
⎛ y1 ⎞ ⎜ ⎟ ⎛u ⎞
⎜⎜ ⎟⎟ = C i ⎜ x 2 ⎟ + Di ⎜⎜ 1 ⎟⎟ , (5.1)
⎝ y2 ⎠ ⎜x ⎟ ⎝u2 ⎠
⎝ 3⎠
103
i = 1 L 9.
where the states: x1 is the specified HP speed (ZXNH) , x2 is the specified IP speed (ZXNI)
and x3 is the specified LP speed (ZXNL).
5.3 Controller Design for a Linear Point.

In this section, the controller design strategies are applied to one operating point, at 80%
of power (see Appendix A). In section 5.10 the results are extended to two operating
points.
5.3.1 Scaling
For controller design purposes, the plant was scaled as suggested in Skogestad and
Postlethwaite (1996). A condition number was obtained from the ratio between the
maximum and the minimum singular values of the plant; this condition number was
reduced by a factor of 34.261 (from 3866.7 to 112.86) by pre- and post-multiplying the
plant with diagonal scaling matrices. The inputs were scaled in a way that the maximum
allowed fuel flow (ZWFE) and the maximum allowed angle of the variable guide vine in
the compressor (ZIGV) correspond to the unit at the operating point. The outputs were
scaled in such a way that 2.2% of the fan speed corresponds to the unit and 5% of the
surge margin corresponds to the unit.
5.3.2 Design Controller Strategy.

The literature in robust control design for turbofan engines shows that the H∞ loop-
shaping design procedure (Postlethwaite et al. 1995) and the mixed sensitivity H∞
optimisation (Frederick et al. 2000; Balas 2002; Bruzelius et al. 2002) have been used as
control design strategies. In this research, the second design method has been
investigated. The control configuration of Figure 5.4 shows the tracking problem in S/KS
mixed-sensitivity standard form with integrator. The exogenous input is a reference
command r, and the error signals are Z1= W1 S w and Z2=W2 KS w.
104
z1
Paug
W1
w=r
z2
W2
+
1
G(s) - s
u ym
K(s)
Figure 5.4 S/KS scheme.
The performance specification ||W1S||∞<1 puts a lower bound on the bandwidth which
provides rejection to disturbance. To achieve robustness or restrict the magnitude of the
input signals, u=KS⋅r, one may place an upper bound 1/|W2|, on the magnitude KS. The
objective in the S/KS mixed-sensitivity is to minimize a suitable norm of the transfer
function from the input w to outputs Z1 and Z2. In order to enforce these two
specifications (performance and robustness), H∞ minimisation is utilised in equation
(5.2). If the minimal value of the left-hand side in (5.2) is greater than 1, then no
controller exists that stabilizes the system for all perturbations. In this case, stability
robustness is only obtained for perturbations satisfying (5.2) with the right-hand side
replaced with γ (Kwakernaak 1993).
W1 S
<1 (5.2)
W2 KS ∞
In order to solve this optimisation problem, the output-feedback H∞ synthesis LMI

approach was used. This involves using an algorithm based on Riccati inequalities
expressed as a system of three LMIs (Gahinet and Apkarian 1994). In this section the
controller design was carried out for a linear plant at 80% NH operating point. The
weighting functions W1 were initially selected based on the approximation of weighting
the sensitivity function with equation (5.3)
105
s / M + ωB
W P (s) = , (5.3)
s + ωB A
where the 1/|WP(jω)| is equal to A ≤ 1 at low frequencies, and M ≥ 1 at high frequencies,

and the asymptote crosses 1 at the frequency ωB. After some attempts, the selection of
weighting functions was chosen to be M=1, ωB =3 rad/sec, A=1e-6, for both channels,
such that W1=diag(Wp, Wp). W2 was selected to be 0.1 for both channels.
Step Response
From: ZWFE From: ZIGV
1.5
1
To: XNL
0.5
0
Amplitude
1.5
1
To: SMmix
0.5
-0.5
-1
0 0.5 1 1.5 2 0 0.5 1 1.5 2
Time (sec)
Figure 5.5 Step responses resulting from the controller obtained form the LMI synthesis.
The results presented in Figure 5.5 and Figure 5.6 have a bound γ= 1.9007. Although the
step response shows a stable close-loop system, this has a numerical problem. A
numerical analysis of the controller reveals that it is rank deficient. This numerical issue
will be studied in the next section.
106
Singular Values
20
0
1/|wp|
-20
Singular Values (dB)
-40
-60
1/S
-80
-100
-2 -1 0 1 2 3 4 5
10 10 10 10 10 10 10 10
Frequency (rad/sec)
Figure 5.6 Analysis in frequency response of the controller resulting from the controller
obtained form the LMI synthesis.
5.4 Mixed H2/H∞ Controller Design
In order to treat this problem with different specifications in independent channels, the
mixed H2/H∞ approach is proposed. The use of a single-objective can be a limitation
since there is no reason to assume that the W1 S ∞ and W2 KS ∞

will have a peak at the
same frequency (Dettori 2001). Thus, channel 1 in Figure 5.4 can be optimized with H2
norm to enhance performance. The proposed optimisation problem can be stated as:
min W1 S 2
subject to W 2 KS ∞
≤ γ∞ (5.4)
The problem was solved using LMI techniques (Section 4.4). Figure 5.7 shows the Pareto
optimal front.
107
Trade off Mixed H2/Hinf

2.5
1.5
||W 1 S||2
0.5 "Synthesis values"
"Analysis values"
0
0 1 2 3 4 5 6 7 8 9 10
||W 2 KS||inf
Figure 5.7 Trade-off curves for the mixed H2/H∞. problem. {Synthesis values ( ) and
Analysis values (◊)}.
5.4.1 Numerical Aspects
An analysis of the controllers resulting from solving the mixed H2/H∞ problem (equation
5.4) with LMI techniques shows that they are rank deficient, and this leads to very poor
closed-loop stability. The reasons for this are listed as follows:
1) It is known that the H∞ techniques have problems with jω-axis zeros (see
Appendix B2. In this application, there are two invariant zeros at s=-0.001 (close
to the imaginary axis). This problem leads to incorrect estimations of γ∞. This
problem has been investigated before (Scherer 1992; Gahinet and Apkarian 1994;
Gahinet 1996). The LMI formulation by Gahinet and Apkarian (1994) provides a
parametrization of all H∞ suboptimal controllers where some of the free
parameters are pair (X, Y) of positive definite matrices that solve the LMIs and
satisfy some coupling constraints. The pair (X, Y) moves to infinity when γ∞ is
108
decreased below the upper continuity value and will place some closed-loop poles
very close to the imaginary axis.
2) The existence of the controller depends on the non-singularity of the matrix I-XY
as I-XY= UVT with non-singular U and V (see Section 4.3.1). A simple test shows
that the minimal eigenvalue of matrix XY of each controller is close to one, which
means that the controllers are ill-conditioned, see Table 5.1.
Controller Given Synthesis Analysis Analysis minimal eigenvalues

Number γ∞ γ2,opt W2 KS ∞ W1 S 2 of matrix (X·Y)
1 0.17 2.321 0.16976 1.4751 1.0351
2 0.2 1.6771 0.19931 1.1938 1.0339
3 0.22 1.4468 0.21904 1.0766 1.0237
4 0.25 1.2223 0.24871 0.95089 1.0158
5 0.3 0.99762 0.29786 0.81167 1.0417
6 0.35 0.85909 0.34772 0.71796 1.0013
7 0.4 0.76466 0.39701 0.65001 1.0236
8 0.45 0.69469 0.44548 0.59746 1.0315
9 0.5 0.64041 0.49481 0.5554 1.0121
10 1 0.40641 0.98776 0.36026 1.0141
11 4 0.19758 3.677 0.1728 1.0009
12 6 0.16398 5.41 0.14116 1.0001
13 8 0.14487 7.1092 0.12276 1.0011
14 10 0.13239 8.7794 0.11042 1.0005
Table 5.1 Numerical analysis of the LMI trade-off
In order to improve the conditioning for reconstruction of the controllers, one should
avoid I-XY becoming near singular. This can be managed by fixing γ2 to be “larger” than
γ2,opt and including the LMI constraint
⎛Y βI ⎞
⎜⎜ ⎟ > 0, (5.5)
⎝ βI X ⎟⎠
with an additional variable β, and maximize β. This procedure maximizes the minimal
eigenvalue of X·Y. The extra inequality is expected to push the smallest singular value of
I-XY away from zero. This improves the conditioning U and V, and renders the
calculation of the controller more reliable (Scherer et al. 1997).
In this case, after a series of trials, it was found that: for each controller between number
1 to 4 (from table 5.2), the optimum fixed value of γ2 should be four times larger than
γ2,opt. For each controller between numbers 5 to 14 (from table 5.1), γ2,opt was fixed to
different factors, and the heuristic rule was to gradually decrease the fixed value from the
109
fixed value 4.8891, while the minimal eigenvalues of matrix (X·Y) remain away from one
and the closed-loop feedback system remains stable. The results are presented in Table
5.2, plotted in Figure 5.8 and magnified in Figure 5.9, where the synthesis values are
marked with (∇) and the analysis values are marked with (*).
Controller Given Fix Analysis Analysis minimal eigenvalues

Number γ∞ γ2> γ2,opt W2 KS ∞ W1 S 2 of matrix (X·Y)
1 0.17 9.2838 0.14924 3.8933 2.868
2 0.2 6.7082 0.16132 3.2018 2.5617
3 0.22 5.7872 0.16784 2.9196 2.3713
4 0.25 4.8891 0.17963 2.6077 2.2794
5 0.3 4.7 0.19285 2.4934 2.6341
6 0.35 4.5 0.20632 2.3779 2.8914
7 0.4 4.4 0.21983 2.2959 3.1401
8 0.45 4.3 0.23236 2.2178 3.3102
9 0.5 4.2 0.24462 2.1489 3.409
10 1 4.1 0.33793 1.8759 4.7245
11 4 4 0.57789 1.4902 7.3621
12 6 4 0.6589 1.3704 9.1723
13 8 4 0.73322 1.2708 11.403
14 10 4 0.80508 1.1869 14.08
Table 5.2 Numerical analysis of the LMI trade-off with β condition.
10
6
"Synthesis values"
||W 1 S||2
3 "Analysis values" "well conditioned controllers"
2
"ill-conditioned controllers"
1
0
0 1 2 3 4 5 6 7 8 9 10
||W 2 KS||inf
Figure 5.8 Trade-off curves for problem in equation 5.4 with β constraint.
110

10
8
"Synthesis values with beta constraint"
7
6
||W 1 S||2
4
"Analysis values with beta constraint"
3
"ill-conditioned controllers"
2
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
||W 2 KS||inf
Figure 5.9 Magnification of the trade-off curves for problem in equations 5.4 with β
constraint.
5.5 Multiobjective H2/H∞ Controller Design: MOGA-based method

Based on the results of Chapter 4, the MOGA-based method was used to tackle the
multiobjective H2/H∞ design problem. In this case the system is MIMO, so a different
structure for the controller was proposed. In Chapter 4, the canonical form was proposed
for the scalar case, but in the MIMO case there is not a unique canonical form. However,
some special structures (5.6) have shown good results for control systems purposes
(Kailath 1980).
⎛ 0 1 0 0 0 0 0 0 0 ⎞
⎜ ⎟
⎜ 0 0 1 0 0 0 0 0 0 ⎟
⎜ 0 0 0 1 0 0 0 0 0 ⎟
⎜ ⎟
⎜a a2 a3 a4 a5 a6 a7 1 b15 ⎟
⎛ Ac Bc ⎞ ⎜ 1 ⎟
⎜⎜ ⎟⎟ = ⎜ 0 0 0 0 0 1 0 0 0 ⎟ (5.6)
⎝ Cc Dc ⎠
⎜ 0 0 0 0 0 0 1 0 0 ⎟
⎜ ⎟
⎜ a8 a9 a10 a11 a12 a13 a14 0 1 ⎟
⎜c c17 c18 c19 c 20 c 21 c 22 d 30 0 ⎟
⎜⎜ 16 ⎟
⎝ c 23 c 24 c 25 c 26 c 27 c 28 c 29 0 0 ⎟⎠
MOGA used mating restriction and crossover shuffle with reduced surrogate with
probability 0.7. A mutation rate of 0.09 was applied to all individuals after crossover. The
111
population size was 200 candidate solutions and the Pareto front after 200 generations is
presented in Figure 5.10 and 5.11 (marked o) to compare it with the corresponding LMI
results.
10
7
6
||W 1 S||2
3 "Analysis values with beta constraint"

MOGA
2 "ill-conditioned controllers"
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
||W 2 KS||inf
Figure 5.10 Trade-off curves. Comparison between MOGA-based method and LMI
Approach.
A comparison of step responses resulting from the LMI synthesis and the MOGA-based
method is shown in Figure 5.12. The LMI controller (“dashed line”) is the controller 4 in
Tables 5.1 and 5.2 and it has analysis values W2 KS ∞ = 0.33794 and W1 S 2 =1.8759.
The controller resulting from the multiobjective H2/H∞: MOGA-base method (“solid
line”) has synthesis values γ∞= 0.41946 and γ2 = 1.0072.
It was demonstrated that the H∞ controller design technique and the mixed H2/H∞
controller design technique find ill-conditioned controllers for this gas turbine case study.
Although a remedy has been proposed by Scherer et al. (1997), the procedure to obtain
the Pareto-front set requires a lot of trial and errors to fix an appropriate optimal value or
bound γ. This procedure is impractical and time-consuming. On the other hand, the
multiobjective H2/H∞ controller design technique tackled by the MOGA-based method
overcomes these problems.
112

10
7
6
||W 1 S||2
4
"Analysis values with beta constraint"
3
1
MOGA
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
||W 2 KS||inf
Figure 5.11 Trade-off curves, comparison between MOGA-based method and LMI
Approach with beta constraint.
Step Response
1.5
1
To: XNL
0.5
0
Amplitude
-0.5
1.5
1
To: SMmix
0.5
-0.5
-1
0 1 2 3 4 5 0 1 2 3 4 5
Time (sec)
Figure 5.12 Step responses resulting form the Mixed H2/H∞: LMI Synthesis (“Dashed
line”) and MOGA-base method (“Solid line”).
113
5.6 Gain Scheduling
In the previous section, the linear controller design was applied to a single operating
point. Now the question will be whether or not this control can be extended to a different
operating point while keeping stability and performance. Since the gas turbine engine is a
nonlinear system, gain scheduling control seems to be an attractive approach, and will
now be studied. A three-step gain scheduling control design procedure has been widely
applied (Shamma and Athans 1990; Rugh 1991):
1) Consider the nonlinear plant

x& = f ( x, u )
(5.7)
y = h( x, u ),
where x is the state, u is the input. It is known that the dynamical behaviour of a
nonlinear system (5.7) changes with the operating regions, which are physical
variables, such as speed, temperature, altitude, etc. The designer selects several
operating points which cover the range of the dynamics of the plant, then the model is
linearised about one or more operating points (also called set points, equilibrium
points, or operating conditions). In the literature for nonlinear systems, the
equilibrium point is more frequently used. An equilibrium point is a point such
that f ( xo , u o ) = 0 , Associated with this equilibrium point is the output operating
point y o = h( x o , u o ) . For the purpose of this investigation, an equilibrium point will be
referred to as an operating point.
For the system (5.7), suppose an operating point x o , u o , and y o is known. The
difference between the equilibrium vector function and some slightly perturbed
function x(t ) , u (t ) , and y (t ) can be defined by
δx = x(t ) − xo
δu = u (t ) − u o (5.8)
δy = y (t ) − y o
and the equation (5.7) is written as
114
⎡ ∂f ⎤ ⎡ ∂f ⎤
x& o + δx& = f ( x o + δx, u o + δu ) = f ( x o , u o ) + ⎢ ⎥ δx + ⎢ ⎥ δu + higher − order terms
⎣ ∂x ⎦ o ⎣ ∂u ⎦ o
⎡ ∂h ⎤ ⎡ ∂h ⎤
y o + δy = h( x o + δx, u o + δu ) = h( x o , u o ) + ⎢ ⎥ δx + ⎢ ⎥ δu + higher − order terms
⎣ ∂x ⎦ o ⎣ ∂u ⎦ o
where [ ]o means the derivates are evaluated at the operating point. Since the
operating point solution satisfies equation (5.7), the first terms in the preceding
Taylor series expansions cancel. For sufficiently small δx , δu and δy perturbations,
the higher-order terms can be neglected, leaving the linear equations
⎡ ∂f ⎤ ⎡ ∂f ⎤
δx& = ⎢ ⎥ δx + ⎢ ⎥ δu , (5.9)
⎣ ∂x ⎦ o ⎣ ∂u ⎦ o
⎡ ∂h ⎤ ⎡ ∂h ⎤
δy = ⎢ ⎥ δx + ⎢ ⎥ δu , (5.10)
⎣ ∂x ⎦ o ⎣ ∂u ⎦ o
⎡ ∂f ⎤ ⎡ ∂f ⎤ ⎡ ∂h ⎤ ⎡ ∂h ⎤
where A = ⎢ ⎥ , B = ⎢ ⎥ , C = ⎢ ⎥ , D = ⎢ ⎥ .
⎣ ∂x ⎦ o ⎣ ∂u ⎦ o ⎣ ∂x ⎦ o ⎣ ∂u ⎦ o
When the system has more than one operating point, the linearization family will
require a family of operating points and they may need to be parametrized by the
scheduling variable θ , and then the operating points will be defined as x o (θ ) , u o (θ )
and y o (θ ) as well as the model,
δx& = A(θ )[ x(t ) − x o (θ )] + B (θ )[u (t ) − u o (θ )],
δy = C (θ )[ x(t ) − x o (θ )] + D(θ )[u (t ) − u o (θ )], (5.11)
where δy = y (t ) − y o (θ ) .
2) After linearisation, one arrives at a set of linear models at each operating point. In
order to arrive at a set of linear feedback control laws, linear design methods are
applied performing satisfactorily when the closed-loop systems is operated near
the respective operating points. Consider the linear controller family:
δx& c = Ac (θ )[ x c (t ) − x o ,c (θ )] + Bc (θ )[ y (t ) − y o (θ )] ,
δu = C c (θ )[ x c (t ) − x o ,c (θ )] + Dc (θ )[ y (t ) − y o (θ )] . (5.12)
115
The objective of the controller is that the operating point of the plant matches the
same operating point of the corresponding closed-loop system.
3) The final step is the gain scheduling. This is achieved either by interpolating the
controller parameters between operating points or by using non-smooth switching
strategy between the linear controllers (Astrom and Wittenmark 1989). The result
is a global compensator.
Qualities such as stability and robust performance are then evaluated through exhaustive
simulations, under the assumption that the scheduling variable should very slowly and
that the scheduling variable should capture the nonlinear plant behaviour (Shamma and
Athans 1990). Traditionally, gain scheduling techniques formulated relatively simple
structure control laws and gains were selected for each operating condition by using
classic SISO control methods. As process systems and aerospace applications such as
GTE became more complex, and performance capabilities more demanding, modern
control techniques have to be applied. The resulting controllers became more complex
with many more gains. Consequently, evaluating gain scheduling controllers using
exhaustive simulations results is impractical.
5.7 Linear Parameter Varying Techniques

Linear parameter varying (LPV) techniques, first introduced by Shamma and Athans
(1991), have been developed to provide a natural method for scheduling controllers
(Biannic et al. 1997; Marcos and Balas 2004). By using the LPV techniques, the
traditional three-step gain scheduling control procedure, described in Section 5.6, is
reduced to a two-step procedure. First step, LPV modelling will capture the whole
nonlinear behaviour of the plant, within the range of interesting operating points; this is
discussed in the next Section. Second step, LPV control design will replace the following
procedure: controller synthesis at each operating point, interpolation of resulting
controllers, extensive closed-loop simulation to ensure stability and robust performance.
The closed-loop LPV control structure is represented in Figure.5.13. LPV has been
applied to high performance aircraft systems such as the F-16 aircraft (Shin et al. 2002),
helicopters (Sun and Postlethwaite 1998), turbofan engines (Wolodkin et al. 1999; Balas
2002; Bruzelius et al. 2002), missiles autopilots (Wu et al. 1995; Biannic and Apkarian
116
1999), robots (Kajiwara et al. 1998), inductor motors (Prempain et al. 2002) and power
systems (Qiu et al. 2004).
r + u y
K(s,θ) G(s,θ)
-
θ(t)
Figure 5.13 LPV control structure
The LPV structure incorporates the parameter measurement θ in real time. This technique
“automatically” produces gain scheduling controllers which simultaneously ensure
global stability over the operating domain, and linear time invariant robustness properties
(Biannic et al. 1997). It has been shown that the illustrated LPV control problem
formulated in Figure 5.13 can be formulated as a convex optimisation problem (Gahinet
et al. 1995). This formulation is explained as follows:
Consider the LPV plant
x& = A(θ ) x + B(θ )u

(5.13)
y = C (θ ) x + D(θ )u
where θ := θ (t ) is a time-varying parameter describing the range of possible dynamics of

the plant. LPV-based one step gain scheduling control follows three main approaches:
• Polytopic Systems / quadratic H∞ performance

Based on the notion of quadratic H∞ performance (Becker and Packard 1994),
solvability conditions are obtained for continuous- and discrete-time systems. In
both cases the synthesis problem reduces to solving a system of linear matrix
inequalities (Apkarian et al. 1995). A drawback of this quadratic H∞ performance
design is that it allows arbitrary fast parameters variations, thus conservatism will
be present for slowly varying parameters.
117
• Linear Fractional Transformation (LFT) dependence

This approach treats gain-scheduling controllers as a single entry, with the gain
scheduling being affected entirely using linear fractional transformations (LFT).
This approach relies on the small gain theorem (Packard 1994). The small gain
theorem states that a feedback loop composed of stable operators will certainly
remain stable if the product of all operator gains is smaller than unity. The gain
scheduled H∞ controllers are linear fractional functions of θ and the synthesis
problem is solved using LMI techniques and the bounded real lemma (Apkarian
and Gahinet 1995) or using the necessary and sufficient conditions in the form of
three affine matrix inequalities (AMIs) (Packard 1994). A drawback of the LFT
formulation is that the variations of θ are allowed to be complex, thus introducing
some conservatism when parameters are known to be real.
• Parameter-dependent Lyapunov Functions

The previous techniques make use of a fixed Lyapunov function. A significant
improvement over such techniques can be obtained by exploiting the concept of
parameter-dependent Lyapunov functions,
V ( x cl , θ ) = x clT P (θ ) x cl , (5.14)
where x cl represents the state of the closed-loop system. The parameter-

dependent Lyapunov function allows the incorporation of knowledge on the rate
of variations in the analysis and synthesis technique, and therefore is less
conservative, see Scherer and Weiland (1999, Chapter 5) and Dettori (2001,
Chapter 3). However, this problem is infinite-dimensional and infinitely
constrained. A remedy for turning this problem into a finite set of LMIs is to
“grid” the value set of θ. This is another design step where the density of the grid
has to be checked until the constraints are satisfied (Apkarian and Adams 1998;
Shamma and Xiong 1999).
118
5.8 LPV Modelling

A condition for applying LPV control is to transform the nonlinear model of the system
into an LPV model. However, this area of research turns out to be not well established
and is not considered as an independent research topic (Marcos and Balas 2004).
The aim of developing an LPV model is to capture the actual non-linear behaviour of the
plant in a global model, although a family of linearized models of a plant can be
parametrized by some signal, and therefore could be presented by an LPV system.
Traditionally, control designers use Jacobian linearisation to obtain a family of linear

time-invariant plants at different operating points. Therefore, this will be the starting
point to globally reconstruct nonlinear systems from families of linear systems into a
LPV model. This task is not straightforward and the method can change depending on the
application. However, different LPV modelling methods have been proposed; such as A
hybrid method which derives from a LPV model by using linear fits (Sun and
Postlethwaite 1998), stochastic methods and system identification methods (Fujisaki et al.
2003; Wu et al. 2004), and a velocity-based linearisation method (Leith and Leithead
1998a; 1998b).
Motivated by the hybrid LPV modelling method (Sun and Postlethwaite 1998), and the
LPV modelling method for the longitudinal control of a high-performance aircraft by
(Biannic et al. 1997), the LPV modelling and control with polytopic systems was selected
to tackle the gas turbine engine control problem.
5.8.1 Polytopic Systems

Provided that the plant satisfies the following requirements, the system can be mapped to
a LPV system with Polytopic form.
1) The state-space matrices A(·), B(·), C(·), D(·) depend affinely on the time-varying
parameter θ , which is a vector of physical variables (velocity, angle, temperature,
etc) in the following structure:
119
i= j
A(θ ) = A0 + ∑ θ i Ai ,
i =1
i= j
B (θ ) = B0 + ∑ θ i Bi ,
i =1
i= j
C (θ ) = C 0 + ∑ θ i C i ,
i =1
i= j
D(θ ) = D0 + ∑ θ i Di . (5.15)
i =1
2) A jth-dimensional parameter vector θ = (θ1 L θ j ) with its variation defined on
{( ) ( )} ( )
the domain Ρ ⊆ θ 1 , θ 1 ,..., θ j , θ j , where θ j , θ j are the lower/upper bounds of
θ j , can be put into an rth order polytopic form, where r = 2 j . The measurements
θ are available in real time and vary in a polytope Ξ of vertices Θ1 , Θ 2 ,...,Θ r ,

that is,
r
θ (t ) ∈ Ξ := Co{Θ1 , Θ 2 ,..., Θ r } := ∑ ρi Θ i , (5.16)
i =1
r
where ρi ≥ 0 , ∑ ρi = 1 .
i =1
These vertices represent the extreme values of the parameters. Though not fully general,
this description encompasses many practical situations. The Polytopic system is defined
as follows:
⎛ A(θ ) B(θ ) ⎞ ⎧⎛ A Bi ⎞ ⎛ A(Θ i ) B(Θ i ) ⎞ ⎫ r ⎛A Bi ⎞

⎜⎜ ⎟⎟ ∈ Co⎨⎜⎜ i ⎟⎟ := ⎜⎜ ⎟⎟, i = 1,..., r ⎬ := ∑ ρi ⎜⎜ i ⎟ (5.17)
⎝ C (θ ) D(θ ) ⎠ ⎩⎝ C i Di ⎠ ⎝ C (Θ i ) D(Θ i ) ⎠ ⎭ i =1 ⎝ C i Di ⎟⎠
From this characterization, it is clear that the state space matrices evolve in a polytope of
matrices whose vertices are the images of the vertices Θ 1 , Θ 2 ,..., Θ r . For an illustration
of this mapping, see Figure 5.14.
120
In Figure 5.14, the variation of two parameters are represented in a polytope of r = 2 2 = 4

vertices, where the vertices are the following polytopic parameters: Θ1 = (θ 1 , θ 2 ) ,
( )
Θ 2 = (θ 1 , θ 2 ) , Θ 3 = (θ 1 , θ 2 ) and Θ 4 = θ 1 , θ 2 . Mapping the polytopic parameters into a
polytopic of matrices creates a set of state-space systems which evolve into a polytope of
matrices with four vertices.
⎛ A(Θ 4 ) B (Θ 4 ) ⎞
⎜⎜ ⎟⎟
⎛ A(Θ 3 ) B(Θ 3 ) ⎞ ⎝ C (Θ 4 ) D (Θ 4 ) ⎠
θ2 Θ4 Θ3 S(θ2) ⎜⎜ ⎟⎟
⎝ C (Θ 3 ) D (Θ 3 ) ⎠
⎛ A(Θ1 ) B (Θ1 ) ⎞
Ξ ⎜⎜ ⎟⎟
⎝ C (Θ 1 ) D (Θ 1 ) ⎠
Θ1
Θ2 ⎛ A(Θ 2 ) B (Θ 2 ) ⎞
⎜⎜ ⎟⎟
⎝ C (Θ 2 ) D (Θ 2 ) ⎠
θ1 S(θ1)
Polytopic of parameters Polytopic of matrices
Figure 5.14 Mapping polytopic systems
The LPV system is extended to augmented plants. Consider an augmented LPV plant,
mapping exogenous inputs w and control inputs u to controlled outputs z and measured
outputs y,
x& = A(θ ) x + B1 (θ ) w + B 2 u ,
z = C1 (θ ) x + D11 (θ ) w + D12 u ,
y = C 2 x + D 21 w + D 22 u . (5.18)
Assumptions concerning the plant are as follows:

A1) D22=0
A2) B2, C2, D12, D21 are parameter independent.
A3) The pairs ( A(θ ) ,B2) and ( A(θ ) ,C2) are quadratically stabilizable and quadratically
detectable over Ξ respectively.
121
If the assumption A2 is not satisfied, the computation of a LPV controller (next Section)
requires the solution of a problem with an infinite number of constraints. However, this
difficulty can be alleviated by pre- and/or post-filtering of the control inputs u and/or the
measured outputs y. In real world problems, the plant will include actuator and sensor
dynamics, and then the control and measurement matrices are parameter independent.
5.9 LPV Control

The LPV plant might be controlled with a LPV controller under the same polytopic
framework. The bounded real lemma for LTI systems can be extended to LPV systems in
conjunction with the notion of quadratic H∞ performance. This approach is valid only
because a single Lyapunov function is used over the entire operating range (Apkarian et
al. 1995). The resulting polytopic LPV controller enforces stability and H∞ performance
over the entire parametric polytope. The parameter dependent controller is defined as
follows:
x&c = Ac (θ ) xc + Bc (θ ) y
(5.19)
u = Cc (θ ) xc + Dc (θ ) y
Following the vertex property, the controller system can be mapped into an LPV system
with polytopic form:
⎛ Ac (θ ) Bc (θ ) ⎞ ⎧⎪⎛ Ac,i Bc ,i ⎞ ⎛ Ac (Θ i ) Bc (Θ i ) ⎞ ⎫⎪ r ⎛ Ac, i Bc , i ⎞

⎜⎜ ⎟⎟ ∈ Co⎨⎜⎜ ⎟ := ⎜⎜ ⎟, i = 1,..., r ⎬ := ∑ ρi ⎜⎜ ⎟.
⎝ C c (θ ) Dc (θ ) ⎠ ⎪⎩⎝ C c,i Dc ,i ⎟⎠ ⎝ C c (Θ i ) Dc (Θ i ) ⎟⎠ ⎪⎭ i =1 ⎝ C c ,i Dc ,i ⎟⎠
(5.20)
The controller state-space matrices at any operating point θ(t) are obtained by convex
interpolation of the LTI vertex controllers, in the following way,
⎛ A (Θ ) B c (Θ 1 ) ⎞ ⎛ A (Θ ) Bc (Θ 2 ) ⎞ ⎛ A (Θ ) Bc (Θ r ) ⎞
K (θ ) := ρ1 ⎜⎜ c 1 ⎟⎟ + ρ 2 ⎜⎜ c 2 ⎟⎟ + L + ρ r ⎜⎜ c r ⎟⎟, (5.21)
⎝ C c (Θ 1 ) D c (Θ 1 ) ⎠ ⎝ C c (Θ 2 ) Dc (Θ 2 ) ⎠ ⎝ C c (Θ r ) Dc (Θ r ) ⎠
where ρ1 ≥ 0 , ρ 2 ≥ 0 , …, ρ r ≥ 0 and ρ1 + ρ 2 + L + ρ r = 1 .
122
The existence of an LPV controller depends on the assumptions (A1)-(A3) and the
following two statements.
1) Given some positive scalar γ, there exists a kth-order LPV controller solving the
quadratic H∞ problem where the Lyapunov function V ( x cl ) = xclT X cl xcl ensures
asymptotic stability, and the L2 gain of the input/output map is bounded by γ. This
is
y 2
<γ u 2.
2) There exists some (n+k)x(n+k) positive definite matrix X cl and the LTI
⎛ Ac ,i B c ,i ⎞
controllers K i = ⎜⎜ ⎟ such that the LMI (5.22) derived from the bounded
⎝ C c ,i Dc ,i ⎟⎠
real lemma (see Section 2.7.4) holds.
⎛ AclT (Θ i ) X cl + X cl Acl (Θ i ) X cl Bcl (Θ i ) C clT (Θ i ) ⎞

⎜ ⎟
⎜ BclT (Θ i ) X cl − γI DclT (Θ i ) ⎟ < 0 , (5.22)
⎜⎜ ⎟
⎝ C cl (Θ i ) Dcl (Θ i ) − γI ⎟⎠
where i=1, 2, …,r.
After computing an adequate Xcl, the problem is reduced to solving a system of LMIs for
all the vertices. The LMI-based solvability conditions are given in the following theorem.
Theorem 5.1 (Convex solvability conditions (Apkarian and Gahinet 1995))

The gain-scheduled H∞ control problem is solvable if two symmetric matrices (R, S) in
ℜ nxn exist and they satisfy the system of 2r+1 LMIs.
⎛ Ai R + RAiT RC1Ti B1i ⎞

⎛ NR 0⎞
T
⎜ ⎟⎛ N 0⎞
⎜⎜ ⎟ ⎜ C1i R − γI D11i ⎟⎜⎜ R ⎟<0, i = 1, 2, …r (5.23)
⎝ 0 I ⎟⎠ ⎜⎜ ⎟ 0 I ⎟⎠
⎝ B1Ti T
D11i − γI ⎟⎠⎝
T ⎛ Ai S + SAi C1Ti ⎞
T
SB1i
⎛ NS 0⎞ ⎜ ⎟
T ⎛ NS 0⎞
⎜⎜ ⎟ ⎜ B1Ti S − γI D11 i ⎟⎜
⎜ ⎟<0, I = 1, 2, …r (5.24)
⎝ 0 I ⎟⎠ ⎜ ⎟ 0 I ⎟⎠
⎜
⎝ C1i D11i − γI ⎟⎠⎝
123
⎛R I ⎞
⎜⎜ ⎟⎟ ≥ 0 , (5.25)
⎝ I S⎠
where N R and N S denote bases of the null spaces of ( B2T , D12T ) and (C 2 , D21 )
respectively. In order to retain convexity, the order of the controller must be the same as
the order of the plant. Proof of this theorem is described in Apkarian and Gahinet (1995).
Once adequate matrices R and S have been computed, the computation of the controller is
as follows: The Lyapunov Xcl, common to all inequalities (5.22), is derived from SVD
computation of R and S. The vertex controllers Ki, can be computed using explicit
formulae of Gahinet and Apkarian (1994), which involves standard linear algebra.
In summary, using the notion of quadratic H∞ performance will enforce the L2 gain
constraint, and observing that the closed-loop system is a polytopic system, the design of
a gain-schedule controller K (θ ) satisfying the vertex property will exhibit the following
characteristics:
• The closed-loop system is stable for all admissible parameter trajectories θ (t ) .

• The worst-case closed-loop L2 gain from w to z does not exceed some level γ > 0.
In the following section, this application of the polytopic approach will be investigated.
5.10 Gain Scheduling for the Gas Turbine Engine

This section investigates the application of LPV control techniques to the GTE. The LPV
approach for GTE has already been investigated by Balas (2002), where he used LFT-
based controller design, and by Bruzelius et al. (2002), where they used parameter
dependent Lyapunov functions, and derived an LPV model from the velocity based
model initially proposed by Leith and Leithead (1998b). A survey was carried out and it
was found that the polytopic approach for GTE had not been investigated. One of the
reasons is that the polytopic approach can be highly computationally demanding (Sun and
Postlethwaite 1998). In order to explain why, first the LTI plants are analyzed. Although,
the polytopic approach is highly computationally demanding within the LMI techniques,
the motivation that drives this further investigation is that the polytopic form is an
124
attractive controller structure to investigate its application in controller design methods

with evolutionary strategies, and it might not be as computationally expensive.
Recalling that the linearisation of the nonlinear plant was carried out by changing the
speed of the fan ZXNH, nine LTI plants were obtained from this process. Figure 5.15
plots the pole map of the corresponding nine LTI plants. The nine LTI plants have three
eigenvalues and Figure 5.15 shows, with numbers, one of the poles of each plant.
Pole Map
1.5
8
7
9 5
6
0.5 4
2
1
Imaginary Axis
3
-0.5
-1
-1.5
-4 -3.5 -3 -2.5 -2 -1.5 -1 -0.5 0
Real Axis
Figure 5.15 Open-loop system poles for the nine LTI plants.
There is not a general method to derive an LPV model. One can start by analyzing the
behaviour of the nine state space matrices A, B, C, D versus the variable ZXNH that was
used to linearize the nonlinear model. Plots of these variations are shown in Figures 5.16
to 5.18, where the values of the entries are marked as (°). In this case, the model is strictly
proper, thus the matrix D = 0. The idea is to capture the nonlinear behaviour of the GTE,
which is represented in Figures 5.16 to 5.18, into an LPV model. The first attempt to
develop an affine model is to consider each of the entries, e.g. aij , of the matrices A, B, C
of the model (5.1) as independent variables. For example, following the notation in (5.15)
for the matrix A(θ ).
125
⎛0 0 0⎞ ⎛1 0 0⎞ ⎛ 0 1 0⎞ ⎛ 0 0 0⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟
A(θ ) = ⎜ 0 0 0 ⎟ + a11 ⎜ 0 0 0 ⎟ + a12 ⎜ 0 0 0 ⎟ + L + a 33 ⎜ 0 0 0 ⎟ (5.26)
⎜ 0 0 0⎟ ⎜ 0 0 0⎟ ⎜ 0 0 0⎟ ⎜0 0 1⎟
⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠
where θ for the whole model is θ = (a11 L a 33 , b11 L b32 , c11 L c 23 ) .
This affine model will have 21 independent variables, and the polytopic model will have
r = 2,097,152 vertices and it means solving a system of 2r+1 LMIs. It has been reported
(Dettori and Scherer 2002) that the LMI solver is not able to solve a problem above 1000
LMIs. Therefore this approach is not tractable.
10 10 10
5 5 5
a11
a12
a13
0 0 0
-5 -5 -5
-10 -10 -10

0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
ZXNH 4 ZXNH 4 ZXNH 4
x 10 x 10 x 10
10 10 10
5 5 5
a21
a22
a23
0 0 0
-5 -5 -5
-10 -10 -10

0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
x 10 x 10 x 10
10 10 10
5 5 5
a31
a32
a33
0 0 0
-5 -5 -5
-10 -10 -10

0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
x 10 x 10 x 10
Figure 5.16 Variation of the matrix A vs ZXNH (Specified HP speed in rpm)
126
10 10 10
5 5 5
c11
c12
c13
0 0 0
-5 -5 -5
-10 -10 -10
0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
x 10 x 10 x 10
10 10 10
5 5 5
c21
c22
c23
0 0 0
-5 -5 -5
-10 -10 -10
0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
x 10 x 10 x 10
Figure 5.17 Variation of the matrix C vs ZXNH (Specified HP speed in rpm)
10 10
5 5
b11
b12
0 0
-5 -5
-10 -10
0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
ZXNH 4 ZXNH 4
x 10 x 10
10 10
5 5
b21
b22
0 0
-5 -5
-10 -10
0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
ZXNH 4 ZXNH 4
x 10 x 10
10 10
5 5
b31
b32
0 0
-5 -5
-10 -10
0.9 1 1.1 1.2 1.3 0.9 1 1.1 1.2 1.3
ZXNH 4 ZXNH 4
x 10 x 10
Figure 5.18 Variation of the matrix B vs ZXNH (Specified HP speed in rpm)
A second attempt of affine modelling was investigated, the purpose being to reduce the
number of vertices. For example, Figure 5.18 shows that b22 and b32 do not vary more
than 12% compared with the maximum variation in matrix B. Also, variables a11, a12, and
a21 can be approximated to a linear function dependent on ZXNH (see the dotted lines in
Figure 5.16):
127
0 1
a11 ≈ a11 + a11 ZXNH . (5.28)
This approach has been applied to missile autopilots (Wu et al. 1995; Biannic and
Apkarian 1999) and a high-performance aircraft (Biannic et al. 1997). In order to
combine the first attempt and the linear approximation idea, an affine LPV model was
developed, based on the hybrid method of affine LPV models by Sun and Postlethwaite
(1998), and trials on the reduction of vertices were carried out. More entries on the state-
space matrices were identified to be approximated to a linear function of ZXNH via least
square optimisation. For example, the matrix A(θ ).
⎛ a11
0 0
a12 0⎞ ⎛ a11
1 1
a12 0⎞ ⎛0 0 0⎞ ⎛ 0 0 0⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟
A(θ ) ≈ ⎜ a21
0
0 0 ⎟ + ZXNH ⎜ a121 0 0 ⎟ + a22 ⎜ 0 1 0 ⎟ + L + a33 ⎜ 0 0 0 ⎟ (5.27)
⎜⎜ ⎟ ⎜⎜ ⎟ ⎜0 0 0⎟ ⎜0 0 1⎟
⎝ 0 0 0 ⎟⎠ ⎝ 0 0 0 ⎟⎠ ⎝ ⎠ ⎝ ⎠
where θ for the matrix A is θ = (ZXNH , a 22 , L , a33 ) .
An affine model of approximately half of the vertices was developed. The experiments on
A(ZXNH) were carried out, attempting to match the pole map and reducing the
interpolation errors or residuals. However, these simplifications on the affine LPV model
did not result in a tractable model. Although these attempts result in very computationally
expensive models, it was decided to study further these ideas in local operating regions.
The motivation was that the polytopic form is an attractive controller structure to
investigate its application in controller design methods with Evolutionary strategies,
whereas the application of LFT and parametric-dependent Lyapunov functions
approaches are not clear. The problem under study was reduced to only two operating
points, and then was simplified to two vertices. The gain scheduling design for the GTE
was carried out between 80% and 85% of power. A linear affine model was derived as
well as its polytopic form, as follows,
x& = ( ρ1 A1 + ρ2 A2 )x + ( ρ1 B1 + ρ2 B2 )u ,
y = ( ρ1C1 + ρ 2 C 2 ) x . (5.28)
where (A1, B1, C1) and (A2, B2, C2) are the state-space matrices of the operating points at
80% and 85% respectively, and the polytopic coordinates are,
128
ZXNH − ZXNH (t )
ρ1 = ,
ZXNH − ZXNH
ZXNH (t ) − ZXNH
ρ2 = ,
ZXNH − ZXNH
ρ1 + ρ 2 = 1 ,
[
ZXNH (t ) ∈ ZXNH ]
ZXNH = [12426rpm 13157 rpm] . (5.29)
Once the LPV model has been derived, an attempt to design a self-scheduled controller
can be investigated. For the purpose of the controller design method, the variation on the
matrix B1 and B2 was neglected, the reason being to satisfy the assumptions of section
5.9. The controller structure is derived from Section 5.2. The augmented plant with
weighting functions and the scheduling parameter ZXNH is depicted in Figure 5.19.
Paug z1
W1
w=r
z2
W2
+
1
G(s, ZXNH) - s
u ym
ZXNH
K(s, ZXNH)
Figure 5.19 Gain scheduling control structure.
As considered in Section 5.3.2, the mixed sensitivity H∞ optimisation is used as a design

strategy, recalling that the problem is to optimize the following constraint.
W1 S
<γ (5.30)
W2 K ( s, ZXNH ) S ∞
129
In order to solve this optimisation problem for the LPV augmented plant Paug (see Figure
5.19), the quadratic H∞ performance approach was used. The weighting functions W1 and
W2 were the same selected in Section 5.3 and were fixed for the two operating points. The
LPV synthesis of the gain-scheduled structure (see Figure 5.19) was solved using the
LMIs (equations 5.23-5.25). The software is available in the MATLAB LMI Toolbox
(Gahinet et al. 1995). A performance level of γ=0.76 was achieved. Then, the LPV
polytopic controller can be constructed from the convex decomposition 5.21, as follows,
⎛ AC ( ZXNH ) BC ( ZXNH ) ⎞ ⎛ AC1 BC1 ⎞ ⎛ AC2 BC2 ⎞

⎜⎜ ⎟⎟ = ρ1 ⎜ 1 ⎟ + ρ2 ⎜ ⎟ (5.31)
⎜C DC1 ⎟⎠ ⎜C 2 DC2 ⎟⎠
⎝ CC ( ZXNH ) DC ( ZXNH ) ⎠ ⎝ C ⎝ C
where ρ1 and ρ 2 are the same as the plant, see polytopic coordinates equation (5.29).
The state-space matrices AC1 , BC1 , C C1 , DC1 and AC2 , BC2 , C C2 , DC2 are obtained by fixing
the polytopic coordinates on the vertices (operating points 80% and 85% respectively).
Therefore, any plant (5.28) between 80% and 85% can be controlled by convex
interpolation of the LTI vertex controllers. An assessment of the LPV controller was
carried out by step responses of closed-loop LTI systems. These closed-loop systems
were obtained by fixing the scheduling parameter ZXNH, both for the plant and the
controller at 20 operating points between 80% and 85%. The step responses are in Figure
5.21
u y
r + 1 K(s, ZXNH) G(s, ZXNH)
s
-
ZXNH(t)
Figure 5.20 Closed-loop system of the gain scheduling control.
130
Step Response
1.5
1
To: XNL
0.5
0
Amplitude
1.5
0.5
To: SMmix
-0.5
-1
-1.5
0 1 2 3 0 1 2 3
Time (sec)
Figure 5.21 Step responses of 20 operating points in between 80% and 85%.
A numerical study of the LPV controllers revealed that they are ill-conditioned for the
same reasons explained in Section 5.4.1. One attempt to get more reliable controllers was
to include the LMI constraint (5.5) proposed by Scherer et al. (1997). This constraint
slightly improved the rank of the controllers but not enough to get full order on the rank
of the controller. The motivation of this section was to study the polytopic form of
controller structure for its application in controller design methods with evolutionary
strategies. Therefore, no further investigation on the numerical issue of the LMI
techniques was carried out.
5.11 LPV Gain-scheduling MOGA-based Method

This section makes use of the polytopic approach in conjunction with the MOGA-based
method to attempt to design gain-scheduling controllers, which simultaneously ensure
global stability over the operating domain, and linear time invariant robustness
properties. The objectives of MOGA were the same as Section 5.5, turning this problem
into the gain scheduling multiobjective H2/H∞ problem. This approach was used to
attempt to find a gain scheduling controller for the LPV model (equations 5.28-5.29) of
the GTE. The controller structure is defined as follows:
131
⎛ AC1 BC1 ⎞ ⎛ AC2 BC2 ⎞

K ( ZXNH (t )) = ρ1 ⎜⎜ 1 ⎟ + ρ2 ⎜ ⎟, (5.32)
⎝ CC DC1 ⎟⎠ ⎜C 2
⎝ C DC2 ⎟⎠
where the state-space matrices AC1 , BC1 , C C1 , DC1 and AC2 , BC2 , C C2 , DC2 are the decision
variables and they have the MIMO canonical structure form (Kailath 1980),
⎛ 0 1 0 0 0 0 0 0 0 0 ⎞
⎜ ⎟
⎜ 0 0 1 0 0 0 0 0 0 0 ⎟
⎜ an a 2n a3n a 4n a5n a 6n a7n 1 n
b22 n ⎟
b23
⎜ 1 ⎟
⎜ 0 0 0 0 1 0 0 0 0 0 ⎟
⎛ ACn BCn ⎞ ⎜ n n ⎟
⎜ ⎟ = a8 a9n n
a10 n
a11 n
a12 n
a13 n
a14 0 1 b24
⎜C n
⎝ C DCn ⎟⎠ ⎜ ⎟, (5.33)
⎜ 0 0 0 0 0 0 1 0 0 0 ⎟
⎜ n n n n n n n ⎟
⎜ a15 a16 a17 a18 a19 a 21 a 22 0 0 1 ⎟
⎜cn n
c 26 n
c 27 n
c 28 n
c 29 n
c30 n
c31 n
d 39 0 0 ⎟
⎜⎜ 25 ⎟
n
⎝ c32
n
c33 n
c34 n
c35 n
c36 n
c37 n
c38 0 0 0 ⎟⎠
where n = 1, 2.
In the LMI approach, the vertex property alleviates the problem of having an infinite
dimensional problem. In other words, the LMI approach solves the problem at the
vertices and guarantees stability and robustness for the entire operating domain. The
same approach was taken here, different attempts being carried out. For example, the
controller at 80% (obtained from Section 5.5) was fixed and the controllers at two
operating points 82.5% and 85% were optimised. However, the resulting controllers were
unstable between the operating points of 80% and 85%.
An appropriate strategy for optimizing the gain scheduling controllers was found to be
one where optimisation is allowed at the two vertices and at a third operating point at the
mid-point. The evaluation function was implemented to evaluate the stability as a
constraint and to evaluate H2 performance and H∞ performance at 80% and 85%. In an
attempt to ensure the same properties over the whole operating domain, the third
operating point was evaluated at the mid-point, 82.5%. In summary, the evaluation
function contains one constraint and two objectives for each operating point, see Table
5.3.
132
80% power 82.5% power 85% power

Operating
point ZXNH= 12426rpm ZXNH=12792rpm ZXNH=13157rpm
ρ1 = 1 , ρ 2 = 0 ρ1 = 0.5 , ρ 2 = 0.5 ρ1 = 0 , ρ 2 = 1
K 82.5% =
Controller ⎛ A1 BC1 ⎞ ⎛ A2 BC2 ⎞
K ( ZXNH (t )) K 80% = ⎜⎜ C1 ⎟ ⎛ A1 BC1 ⎞ ⎛ A2 BC2 ⎞ K 85% = ⎜⎜ C2 ⎟
⎝ CC DC1 ⎟⎠ 0.5⎜⎜ C1 ⎟ + 0.5⎜ C
⎟ ⎜C 2
⎟
⎟ ⎝ CC DC2 ⎟⎠
⎝ CC DC1 ⎠ ⎝ C DC2 ⎠
Constraint (1 max(λ( Acl −80% ) ) < 0 (2) max(λ( Acl −82.5% ) ) < 0 (3) max(λ( Acl −85% ) ) < 0
Objectives (4) W2 (KS ) 80% ∞

(8) W 2 (KS ) 82.5% ∞
(6) W 2 (KS ) 85% ∞
(5) W1 S 80% 2
(9) W1 S 82.5% 2
(7) W1 S 85% 2
Table 5.3 Objectives, constraints and controllers for the evaluation function.
As can be seen in Table 5.3, the evaluation function used three controllers. Two of them
are the controllers at the vertices/operating points 80% and 85% and the third controller,
at the middle operating point 82.5%, is calculated by convex interpolation.
Note, the decision variables are the controller matrices AC1 , BC1 , C C1 , DC1 , AC2 , BC2 , C C2 ,
and DC2 . The third controller uses a convex interpolation of the controllers at the vertices;
thus it does not use extra decision variables.
MOGA used mating restriction and “crossover shuffle with reduced surrogate” with
probability 0.7. A mutation rate of 0.09 was applied to all individuals after crossover, and
the population size was 250 candidate solutions. The Pareto-front was obtained after 100
generations, and is presented in Figure 5.22 (parallel coordinates), the corresponding
values of the normalized coordinates (y-axis, Figure 5.22) are in Table 5.4 as well as the
goal vector. As in the LMI approach, an assessment of the LPV controller was carried out
using step responses of closed-loop LTI systems. These closed-loop systems were
obtained by fixing the scheduling parameter ZXNH both for the plant and the controller at
20 operating points between 80% and 85%. The step responses are plotted in Figure 5.23.
133
MOGA Trade-off
Cost
1 2 3 4 5 6 7 8 9
Objective no.
Figure 5.22 Trade-off of the Gain-scheduling design for the GTE using MOGA-based
method.
These results demonstrate that the MOGA-based method can be used to deal with
uncertain systems or gain-scheduling controllers. These results are preliminary studies
and further investigations are required to establish conclusions about the application of
LPV techniques with evolutionary algorithms. In addition, the MOGA-based method can
deal with nonlinear problems in a different way such as the hybrid Fuzzy-MOGA
approach by Chipperfield et al. (2002).
Normalized Normalized Goal

Cost [0] Cost[1] vector
1 clp @ 80% -0.002 0 0
Constraints
2 clp @ 85% -0.002 0 0
3 clp @ 82.5% -0.002 0 0
4 W1 S 2
@ 80% 5 20 20
5 W2 ( KS ) ∞
@ 80% 0.1 0.8 3
W1 S @ 85%
Objectives
6 2 4 15 20
7 W2 ( KS ) ∞
@ 85% 0.2 0.8 3
8 W1 S 2
@ 82.5% 3 6 20
9 W2 ( KS ) ∞
@ 82.5% 0.2 0.45 3
134
Step Response
1.5
To: XNL
0.5
0
Amplitude
1.5
1
To: SMmix
0.5
-0.5
-1
0 2 4 6 8 10 12 0 2 4 6 8 10 12
Time (sec)
Figure 5.23 Step responses of 20 operating points in between 80% and 85%.
The step responses in Figure 5.23 can be improved by optimising the weighting function
defined in Section 5.3.2. When using H∞ techniques, the weighting function has to be
designed with trial and error. Thus, MOGA can be used to optimise weighting functions
as it was proposed by Dakev et al. (1997); Griffin et al. (2000); Schroder et al. (2001).
135
5.12 Conclusions
The gas turbine engine study case is one of the more challenging applications in the
aerospace industry. The results in this chapter, when controller design is applied, reveal
an important numerical limitation when using LMI techniques. Alternatively, the
multiobjective H2/H∞ control design: evolutionary approach offers a more reliable
optimisation. The well-conditioned controllers were achieved by using the MOGA-based
method. Another achievement by this evolutionary approach was that results from
Chapter 4 were extended to the MIMO case.
When further studies in gain-scheduling control design were considered, it became clear
from section 5.10 that the LMI Control Toolbox solver faces another limitation with the
number of variables that this solver can support. From these preliminary results, it is
concluded that the gain scheduling controller design for GTE is still a theoretical issue
that does not have a clear methodology to parameterize a nonlinear system into an LPV
model. This is a salient issue that might open areas of research in system identification.
The controller design result shown in Section 5.11 demonstrated that the MOGA-based
method has potential in addressing the LPV gain-scheduling controller design.
136
Chapter 6
Conclusions and Future Work
6.1 Multiobjective optimisation
This comparative study of two emerging optimisation techniques looks at the difference
between a convex optimisation technique over LMI constraints, which is single objective
and the multiobjective genetic algorithm (MOGA). At first, it seems unfair to compare
two techniques which are different in nature. However, far from deciding which one is
the best one; this investigation demonstrated the way the second optimisation technique
can assist by improving results or offering a solution to a control problem.
It has been shown, that a control problem, which is formulated into a linear matrix
inequality constraint, can be efficiently solved as a convex optimisation problem by the
interior-point methods. However, to translate a control engineering specification into a
LMI constraint is not a trivial task.
The convex optimisation over LMI constraints or semidefinite programming (SDP) is the
area of research which develops the mathematical theory for translating control
engineering specifications into LMI constraints. Many of these control engineering
specifications are not convex, and SDP theory seeks for a way to overcome non-
convexity. This requires a very deep understanding of theories such as dual theory and
LMI relaxations.
137
Chapter 6 Conclusions and Future Work
When the multiobjective control problem is tackled with LMI techniques, the
optimisation problem is a necessarily single objective problem, due to the nature of
convex optimisation. Recall that this technique is a general form of linear programming
(LP) (Parrillo and Lall 2003).
Although current research has shown advances in nonconvex optimisation (Kocvara and
Stingl 2003; Henrion and Lasserre 2004) and that it might handle problems such as the
mixed H2/H∞ in a more proper way, it is found that LMI techniques are not entirely
prepared to handle truly multiobjective control problems.
6.2 Suitability
On the other hand, MOGA can be applied to multiobjective control problems by
encoding the control problem, defining the vector spaces and the objectives. If a
successful design is easily located, further improvements such as reduced controller order
can be incorporated. Alternatively, if acceptable solutions are not readily obtained, the
designer may choose to relax the design goals. However, all this flexibility has to be
treated with caution; MOGA was not designed only to solve control system problems. In
the case of MOEAs making the wrong choice of EA parameters, exceedingly poor results
can be produced, as was pointed out by Fleming and Purshouse (2002).
In general, when selecting an algorithm to solve an optimisation, the designer has to

decide when to apply a certain algorithm, and more importantly, when not to apply a
particular algorithm, as was pointed out by Michalewicz and Fogel (2000). In fact, there
is criticism about the artificial selection model (e.g. GAs) being not understood well
enough to program them into a machine (Channon and Damper 2000). However, research
into multiobjective evolutionary algorithms MOEAs is still in its infancy (Fleming and
Purshouse 2002), and there is an active community researching the area of EAs.
Thus, the suitability of MOGA has to be defined in comparison with LMI techniques.
First, in control systems theory, any method has to be accompanied by analysis and
design. MOGA is not suitable for analysis; it is an optimisation tool that must be used for
138
synthesis/design purposes. Therefore, in the following paragraphs it will be noticed that

design was the main concern of this thesis.
• In the mixed H2/H∞ problem (Chapter 4) and H∞ performance with time-domain

specifications (Chapter 3) where the problems were tackled by MOGA, numerical
results demonstrate that controller design resulting from LMI techniques can be
improved. The main reason is that truly multiobjective control design is offered
through the use of the MOGA. It is clear that convex optimisation over LMI
constraints only attempts to optimise a single objective.
• In the case of H∞ performance with time-domain specifications, it was

demonstrated that the MOGA-based method assisted the design process in two
ways: first, controller design tools often find it difficult to mix time-domain with
frequency-domain specifications. It explains the effort for many control engineers
in translating time-domain specification into frequency domain specifications.
This translation is one of the most difficult tasks of the designer and it is often
based on rules of thumb which can be rather conservative (Boyd et al. 1988).
Secondly, the MOGA-based method can assist in tuning the design parameters. In
Chapter 3, the multiobjective optimisation of the two academic examples
demonstrated how the visual representation of the trade-off between H∞
performance and time-domain specifications substitutes the manual attempts
carried out by the LMI optimisation for fixed-order H∞ controller design.
• Reducing and/or fixing the order of controller is an LMI constraint, which is

nonconvex. In literature, it is difficult to solve nonconvex constraints for LMI
techniques since they handle convex constraints. The MOGA is a robust search
and optimisation method that is able to cope with nonconvex constraints. In
Chapter 3 it was demonstrated that it can select among different structures of
controllers.
• Estimation of conservatism is theoretically not well understood; so far there is not

a method that provides accurate measurement of conservatism. However, it was
illustrated in Chapter 5 that controller design by LMI techniques have
139
conservatism by comparison of the synthesis Pareto-front and analysis of the

Pareto-front. In the trade-off graph between H2 performance and H∞ performance
it was demonstrated that the MOGA-based method is less conservative than the
LMI approach and it also approximates to optimality.
• The case study of the gas turbine engine showed practical/numerical issues of the
state of the art LMI solvers. It was demonstrated that controllers resulting from
the LMI approached are ill-conditioned, whereas MOGA offers a robust
optimisation and provides well-conditioned controllers. In an attempt to develop
gain scheduling controllers and in the literature of applications, the LMI solvers
have shown that it is not possible to handle more than 1000 decision variables.
This is due to the LMI formulation. In the case of MOGA, it is not well
understood how to gain schedule controllers in a global way. It has been shown
assist in tuning controllers at several operating points (locally) when the structure
is designed by a Fuzzy approach (Chipperfield et al. 2002).
• Although the MOGA-based computation burden involved is of an order of

magnitude greater than the LMI techniques, it is nevertheless reasonable taking
into account those advantages such as increasing the number of objectives,
reducing the order or the controller, or saving multiple attempts performed
manually by control engineers. In addition, the MOGA-based method will benefit
from the fact that computing power is always advancing.
• Even with greater advances in LMI techniques, the multiobjective control

problem has not been fully solved and is still a control theory challenge. On the
other hand, evolutionary algorithms, such as the MOGA, are techniques that will
assist control engineers in finding solutions which have not been achieved yet for
advanced techniques, such as LMI optimisation.
140
6.3 Future Work

MOGA has been applied to a wide range of problems and in general EAs have been used
for controller design, model identification, robust analysis, fault diagnosis, etc. Despite its
flexibility to incorporate design specifications and performance assessment, in the case of
MOGA, it is difficult to directly handle uncertain systems. Preliminary results of this
study have been done by Griffin and Fleming (2003), with the MOGA assisted μ -
synthesis. On the other hand, LMI techniques naturally formulate uncertain systems
(Boyd et al. 1994b; Balakrishnan and Kashyap 1999; Paganini 1999b); these ideas might
help to understand how to incorporate uncertain systems in the MOGA-based method.
The MOGA-based method can be extended to deal with nonlinear problems, using gain-
scheduling techniques. Research can start by using the results from this thesis in
conjunction with the hybrid Fuzzy-MOGA approach by Stirrup et al. (2001),
Chipperfield et al. (2002) and Stirrup and Chipperfield (2002)
Research into uncertain systems will also provide the background to MOGA to be able to
handle gain-scheduling controllers. One possibility is to study linear parametric varying
(LPV) modelling and LPV control to understand what kind of structures can be used by
MOEAs such as the MOGA. In the study case of the gas turbine engine, this result has
not been tested with the nonlinear plant; this research requires a more extensive analysis
of the results with nonlinear theory.
Finally, in the case of the mixed H2/H∞ problem, in order to understand how accurate the
Pareto optimal is, it will be very interesting to use the lower bound computation by
Scherer (1999) and the use of Youla techniques (Scherer 2000) to approximate the
optimal value.
141
Appendix A
Linear models of the ANTLE gas turbine engine were obtained for nine steady-state
operating points. The linearisation of the nonlinear plant was carried out by perturbation
of the states or Jacobian linearisation using the software MATRIXx.
Num Power ZXNH (rpm) XNL (rpm) SMI SMH

state x1 output y1 output y2 output y3
1 50% 8040.4 479.29 0.75861 0.37575
2 55% 8771.4 610.85 0.63674 0.37007
3 60% 9502.4 761.51 0.47772 0.3858
4 65% 10233 953.39 0.27054 0.40872
5 70% 10964 1440.1 0.10301 0.42456
6 75% 11695 1875.3 0.13897 0.43997
7 80% 12426 2292 0.20154 0.41301
8 85% 13157 2686.3 0.29623 0.36756
9 90% 13888 2992.3 0.34575 0.32808
Table A1. Initial conditions of the outputs (yo) for the nine LTI plants
Num Power ZXNH (rpm) ZXNI (rpm) ZXNL (rpm) ZWFE (lb/hr) ZIGV
state x1 state x2 state x3 input u1 (degrees)
input u2
1 50% 8040.4 3257.9 479.29 591.975 37.7
2 55% 8771.4 3891.2 610.85 772.778 37.7
3 60% 9502.4 4732.4 761.51 1051.31 36.4
4 65% 10233 5772.8 953.39 1499.22 14.718
5 70% 10964 6490.8 1440.1 2622.25 -7.3744
6 75% 11695 7048.5 1875.3 4370.62 -15.5
7 80% 12426 7390.3 2292 6916.6 -15.5
8 85% 13157 7797.3 2686.3 10763.2 -15.5
9 90% 13888 8188.1 2992.3 15525.1 -15.5
Table A2. Initial conditions of the states (xo) and inputs (uo) for the nine LTI plants.
142
Appendix B
B1 Partition of the Plant
⎧⎪⎛ x& ⎞ ⎛ a b ⎞⎛ x ⎞
G = ⎨⎜⎜ ⎟⎟ = ⎜⎜ ⎟⎜ ⎟
⎪⎩⎝ y ⎠ ⎝ c d ⎟⎠⎜⎝ u ⎟⎠
Augmented plant
Sate-space representation of the augmented plant

⎛ x& ⎞ ⎛ a p b1 p b2 p ⎞
⎜ ⎟ ⎜ ⎟⎛ x ⎞
⎜ z ∞ ⎟ ⎜ ci d i1 d i 2 ⎟⎜ ⎟
⎜z ⎟ =⎜c d 21
⎜ w⎟
d 22 ⎟⎜ ⎟
⎜ 2⎟ ⎜ 2 ⎟ u
⎜ y ⎟ ⎜c
⎝ ⎠ ⎝ y d y1 d y 2 ⎟⎠⎝ ⎠
Partition of the plant transfer function matrix Paug as:
⎛ Z ∞ (s) ⎞ ⎛W ( s ) ⎞ ⎛ P11( ∞ ) ( s ) P12( ∞ ) ( s ) ⎞

⎜⎜ ⎟⎟ = Paug ⎜⎜ ⎟⎟ , where Paug ( ∞ ) = ⎜⎜ ⎟.
⎟
⎝ Y ( s) ⎠ ⎝ U (s) ⎠ ⎝ P21( ∞ ) ( s ) P22(∞ ) ( s ) ⎠
⎛ Z 2 ( s) ⎞ ⎛W ( s ) ⎞ ⎛ P11( 2) ( s ) P12( 2) ( s ) ⎞
⎜⎜ ⎟⎟ = Paug ⎜⎜ ⎟⎟ , where Paug ( 2) = ⎜⎜ ⎟.
⎟
⎝ Y (s) ⎠ ⎝ U (s) ⎠ ⎝ P21( 2) ( s ) P22( 2) ( s ) ⎠
where
⎧⎪⎛ x& ⎞ ⎛ a p b1 p ⎞⎛ x ⎞ ⎧⎪⎛ x& ⎞ ⎛ a b2 p ⎞⎛ x ⎞
P21( ∞ ) ( s ) = ⎨⎜⎜ ⎟⎟ =⎜⎜ ⎟⎜ ⎟ ; P12( ∞ ) ( s ) = ⎨⎜⎜ ⎟⎟ =⎜⎜ p ⎟⎜ ⎟
⎪⎩⎝ y ⎠ ⎝ c y d y1 ⎟⎠⎜⎝ u ⎟⎠ ⎪⎩⎝ z ⎠ ⎝ c i d i 2 ⎟⎠⎜⎝ u ⎟⎠
B2 Invariant zeros
Definition (Zhou et al. 1996): A complex number zo ∈C is called an invariant zero of the
system realization (A,B,C,D) if it satisfies:
⎡ A − zo I B⎤ ⎡ A − sI B⎤
rank ⎢ ⎥ < normalrank ⎢ .
⎣ C D⎦ ⎣ C D ⎥⎦
143
B3 Numerical analysis of the LTI plant corresponding to 80% of power
Plant
⎛ − 2.6229 − 1.594 − 0.91842 − 3.3568 1.3904 ⎞
⎜ ⎟
⎜ − 0.43951 − 2.5555 − 0.62366 10.728 0.79366 ⎟
⎛a b ⎞ ⎜
G = ⎜⎜ ⎟⎟ = − 2.1691 6.0409 − 2.7649 − 9.8496 0.36931 ⎟
⎝ c d ⎜
⎠ ⎜ − 1.4496 ⎟
1.9607 0.39378 0 0 ⎟
⎜ ⎟
⎝ 2.3984 − 2.4476 1.9979 0 0 ⎠
Poles: Zeros:
-2.4039 -11.626
-2.7697 + 1.0526i
-2.7697 - 1.0526i
State-space representation of the augmented plant
⎛ − 2.6229 − 1.594 − 0.91842 0 0 0 0 0 0 − 3.3568 1.3904 ⎞

⎜ ⎟
⎜ − 2.6229 − 2.5555 − 0.623666 0 0 0 0 0 0 10.728 0.79366 ⎟
⎜ − 2.1691 − 2.5555 − 0.62366 0 0 0 0 0 0 − 9.8496 0.36931 ⎟
⎜ ⎟
⎜ 0 0 0 − 3e − 6 0 1 0 0 0 0 0 ⎟
⎜ ⎟
0 0 0 0 − 3e − 6 0 1 0 0 0 0 ⎟
⎛ x& ⎞ ⎜
⎜ ⎟ ⎜ 1.4496 − 1.9607 − 0.39378 0 0 − 0.001 0 1 0 0 0 ⎟⎛ x ⎞
⎜ z∞ ⎟ ⎜ ⎟⎜ ⎟
⎜ z ⎟ = ⎜ − 2.3984 2.4476 − 1.9979 0 0 0 − 0.001 0 1 0 0 ⎟⎜ w ⎟
⎜ 2⎟ ⎜
⎜ y ⎟ ⎜ 0 0 0 0 0 0 0 0 0 0.1 0.1 ⎟⎜⎝ u ⎟⎠
⎝ ⎠ ⎟
⎜ 0 0 0 0 0 0 0 0 0 0 0.1 ⎟
⎜
⎜ 0 0 0 3 0 1 0 0 0 0 0 ⎟⎟
⎜ 0 0 0 0 3 0 1 0 0 0 0 ⎟
⎜ ⎟
⎜ 0 0 0 0 0 1 0 0 0 0 0 ⎟
⎜
⎝ 0 0 0 0 0 0 1 0 0 0 0 ⎟⎠
Poles: Zeros:
-3e-006 -2.4039
-3e-006 -2.7697 + 1.0526i
-0.0001 -2.7697 - 1.0526i
-0.0001
-2.7697 + 1.0526i
-2.7697 - 1.0526i
-2.4039
The system P12(∞) has an invariant zero in zo=-0.001
⎡a − z o I b2 p ⎤
rank ⎢ p =7
⎣ ci d i 2 ⎥⎦
⎡a − sI d2p ⎤
normalrank ⎢ p =9
⎣ ci d i 2 ⎥⎦
144
Poles of the controller number 1 (tables 5.1)
-2.2371e+005
-32693
-8016.6
-9513.6
-7.7902
-3.5378e-006
-3.0161e-006
Controller number 1 (tables 5.1)

Transfer function from input 1 to output...
9.255e8 s6 + 2.595e14 s5 + 2.337e18 s4 + 2.379e19 s3 + 7.53e19 s2 + 7.493e19 s + 2.269e14

#1: -------------------------------------------------------------------------------------------------------------
s7 + 2.739e5 s6 + 1.189e10 s5 + 1.479e14 s4 + 5.589e17 s3 + 4.345e18 s2 + 2.848e13 s + 4.636e7
1.818e10 s6 + 7.468e14 s5 + 4.782e18 s4 - 2.265e20 s3 - 1.519e21 s2 - 2.397e21 s - 7.206e15

#2: -------------------------------------------------------------------------------------------------------------
s7 + 2.739e5 s6 + 1.189e10 s5 + 1.479e14 s4 + 5.589e17 s3 + 4.345e18 s2 + 2.848e13 s + 4.636e7

-1.871e9 s6 - 4.113e14 s5 - 3.773e18 s4 - 3.941e19 s3 - 1.267e20 s2 - 1.273e20 s - 3.827e14
#1: -------------------------------------------------------------------------------------------------------------
s7 + 2.739e5 s6 + 1.189e10 s5 + 1.479e14 s4 + 5.589e17 s3 + 4.345e18 s2 + 2.848e13 s + 4.636e7
1.031e10 s6 + 4.103e14 s5 + 2.701e18 s4 + 4.731e20 s3 + 2.861e21 s2 + 4.391e21 s + 1.328e16

#2: -------------------------------------------------------------------------------------------------------------
s7 + 2.739e5 s6 + 1.189e10 s5 + 1.479e14 s4 + 5.589e17 s3 + 4.345e18 s2 + 2.848e13 s + 4.636e7
145
Poles of the controller 1 with beta constraint (table 5.2):
-3.4563 + 9.3871i
-3.4563 - 9.3871i
-3.1819 + 4.2961i
-3.1819 - 4.2961i
-5.1852
-2.4958e-006
-1.8223e-006
Controller 1 with beta constraint (table 5.2):

0.9398 s7 + 20.64 s6 + 199.4 s5 + 1108 s4 + 3473 s3 + 5445 s2 + 3400 s + 0.008774
#1: ------------------------------------------------------------------------------------------
s7 + 18.46 s6 + 241.5 s5 + 1729 s4 + 7186 s3 + 1.483e4 s2 + 0.06403 s + 6.745e-8
19.48 s6 + 283.4 s5 + 2261 s4 + 1622 s3 - 1.595e004 s2 - 2.6e004 s - 0.05698

#2: ------------------------------------------------------------------------------------------
s7 + 18.46 s6 + 241.5 s5 + 1729 s4 + 7186 s3 + 1.483e4 s2 + 0.06403 s + 6.745e-8

-9.485e-16 s7 - 3.5 s6 - 63.48 s5 - 477.2 s4 - 1882 s3 - 3750 s2 - 2789 s - 0.008138
#1: -------------------------------------------------------------------------------------------
s7 + 18.46 s6 + 241.5 s5 + 1729 s4 + 7186 s3 + 1.483e004 s2 + 0.06403 s + 6.745e-8
33.87 s6 + 503.9 s5 + 5619 s4 + 3.427e4 s3 + 8.828e4 s2 + 6.49e004 s + 0.1296

#2: ------------------------------------------------------------------------------------------
s7 + 18.46 s6 + 241.5 s5 + 1729 s4 + 7186 s3 + 1.483e4 s2 + 0.06403 s + 6.745e-8
146
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Multiobjective Control:

Linear Matrix Inequality Techniques and

Thesis submitted for the degree of Doctor of Philosophy

Arturo Molina Cristóbal

The University of Sheffield

Department of Automatic Control

In accordance with the copyright legislation no information

derived from the dissertation nor quotation from it may be

published without full acknowledgment of the source being

made nor any substantial extract from the dissertation

published without the author’s written consent.

In the multiobjective control problem, a trade-off is sought between competing

As a novel alternative, multiobjective optimisation using EAs can offer a truly

1.1 Motivation of the Research......................................................................................1

1.2 Outline of the Thesis................................................................................................3

Review of Linear Matrix Inequalities and Evolutionary Optimisation in

2.2 Definition of a Linear Matrix Inequality .................................................................7

2.3 Basic properties........................................................................................................7

2.4 Brief History of Linear Matrix Inequalities ...........................................................11

2.4.1 Interior-Point Methods....................................................................................13

2.5 Application and New Trends of LMI Techniques .................................................15

2.6 Quadratic stability of Lyapunov ............................................................................17

2.7 Control Systems problems expressed as LMIs ......................................................19

2.7.1 Definition of the Schur complement...............................................................20

2.8.1 Pareto Optimality ............................................................................................26

2.9 Multiobjective Control...........................................................................................26

2.10 Genetic Algorithms..............................................................................................31

2.10.1 The population ..............................................................................................32

2.11 Multiobjective Genetic Algorithms .....................................................................39

2.11.1 Pareto Optimal Ranking................................................................................42

Multiobjective Optimisation of Controller Structure via YK paramatrization using

3.2. Problem Statement ................................................................................................47

3.2.1 Youla-Kučera parametrization of stabilizing controllers................................47

3.2.2 LMI optimisation for fixed-order H∞ controller design..................................50

3.3. Optimizing Controller Structure with Genetic Algorithms ..................................52

3.3.1 Evaluation function .........................................................................................52

3.4. Numerical Examples.............................................................................................54

3.4.1 Example 1: Low-order damping mode ...........................................................54

4.2 Problem statement..................................................................................................71

4.3 LMI Formulation of H2 and H∞ .............................................................................72

4.3.1 Quadratic performance synthesis (Scherer et al. 1997) ..................................72

4.4 Mixed H2/H∞: LMI Approach................................................................................79

4.5 Mixed H2/H∞: MOGA-based method ....................................................................81

4.6 Equivalence of LQG and H2 Optimal Control .......................................................82

4.7 H2 Optimal Control: MOGA-based method ..........................................................84

4.8. Numerical Evaluations of MOGA and LMIs........................................................85

4.8.1 H2 Optimal Control (LQG): LMI Approach. ..................................................85

Multiobjective Control Design for the Turbofan Engine.......................................97

5.2 Gas Turbine Engine ...............................................................................................97

5.2.1 Control Systems for Gas Turbine Engines....................................................100

5.3 Controller Design for a Linear Point. ..................................................................104

5.4 Mixed H2/H∞ Controller Design ..........................................................................107

5.4.1 Numerical Aspects ........................................................................................108

5.5 Multiobjective H2/H∞ Controller Design: MOGA-based method .......................111

5.6 Gain Scheduling...................................................................................................114

5.7 Linear Parameter Varying Techniques ................................................................116

5.8 LPV Modelling ....................................................................................................119

5.8.1 Polytopic Systems .........................................................................................119

5.9 LPV Control.........................................................................................................122

5.10 Gain Scheduling for the Gas Turbine Engine ....................................................124

5.11 LPV Gain-scheduling MOGA-based Method ...................................................131

Conclusions and Future Work................................................................................137

6.1 Multiobjective optimisation .................................................................................137