IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 42, NO.

5, MAY 1997

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Output Feedback Controllers for Systems with Structured Uncertainty

Faryar Jabbari

Abstract This paper deals with the design of compensators that provide a guaranteed level of performance, in the sense of 2 gain, for systems with time-varying structured uncertainty. For stability, the notion of quadratic stability, using a single Lyapunov function, is used. The uncertainty is assumed to be polytopic (e.g., the uncertainty vector enters the state-space representation of the systems afnely). Recent results in the characterization of 1 controllers are used to show that quadratic stability with performance is equivalent to a bi-afne problem. A set of conditions, under which the problem becomes convex, is discussed.

Index TermsOutput feedback, robust control, structured uncertainty.

I. INTRODUCTION Designing controllers for uncertain systems has been the focus of much attention in robust control. A great many results have been obtained on norm-bounded uncertainty and the related problem of scaled H1 (see [1][8] among many). In [8], it was shown that to avoid conservatism, when the uncertainty enters in the model afnely, the polytopic approach can be used to model the uncertainty. The search for the full state feedback law can be shown to be equivalent to nding two matrices that satisfy a linear matrix inequality (LMI) at the vertices of the uncertainty polytope [8]. It is relatively easy to show that this problem is a convex search for which efcient numerical methods are available [9]. The full state feedback case is, in many ways, similar to the basic H1 method, for which the recent progress in H1 methods [10], [11] can be used. The H1 solutions, however, cannot be easily modied for the problem of output feedback control design for uncertain systems. When the uncertainty is assumed to be norm bounded (i.e., the case of the scaled H1 ), the search for the controller parameters and the scales is not convex (see [6] or [7]). In the polytopic case, the three-LMI solution of the H1 problem, for example, does not guarantee a constant compensator for all corners of the uncertainty polytope (though when uncertainty is assumed to be measured directly, linear parameter-varying (LPV) controllers, which depend explicitly on the uncertain parameters, can be constructed based on the three LMIs faced in the H1 problem [12]). More recently, an alternative approach for the H1 -controller design was proposed in [14]. This approach characterizes all of the unknown variables (including controller matrices) in a simple set of LMIs which is easy to solve. In [14] and [13], such an approach is used for solving a variety of multi-objective problems. In this paper, motivated by [14], the design of output feedback compensators for uncertain systems is studied. For quadratic stability, with guaranteed L2 gain bound, it is shown that the existence of a full order compensator is equivalent to a search for a set of constant matrices. While uncertainty in some of the matrices (i.e., those related to the disturbance and controlled output channels) does not destroy the convexity of the search, uncertainty in the system matrix, measurement output, and control input channels (which are the most common forms of uncertainty) results in a bi-afne search.
Manuscript received March 1, 1996; revised July 29, 1996. This work was supported by the NSF under Grant NSF-BCS-93-02101. The author is with the Department of Mechanical and Aerospace Engineering, University of California, Irvine, CA 92697 USA (e-mail: fjabbari@uci.edu). Publisher Item Identier S 0018-9286(97)03587-3.

Furthermore, it can be shown that without any loss of generality, any strictly proper compensator can be interpreted as an observerbased compensator that recovers the properties of some full state feedbacks. This fact can be used as the motivation for a variety of iterative approaches for the controller design. While in the general case this fact does not guarantee a feasible approach, under some additional assumptions it can be shown that without any loss of generality (or additional conservatism), the design can be separated into two steps: the full state feedback design (which a convex search) and the observer design (which is convex and is guaranteed to be feasible). Two cases where this approach is guaranteed to work are discussed. For clarity of exposition, only strictly proper compensators are considered, though most of the development here can also be applied for the case of proper compensators. Also, to simplify the notations, uncertainty is only assumed in the three main matrices that destroy the convexity of the problem. As discussed below, the uncertainty in the rest of matrices does not create any serious difculty, and it can be added with relative ease. II. MAIN RESULTS Consider the following state-space model:

_ = (A + 1A)x + B1 w + (B2 + 1B)u = C1 x + D11 w + D12u (1) = (C2 + 1C )x + D21w where x(t) 2 Rn is the state, z (t) and y (t) are the controlled and measurement outputs, respectively, and u(t) 2 Rm is the control. Throughout this paper, it is assumed that the nominal system, (A; B2 ; C2 ), is stabilizable and detectable. The uncertainty matrices 1A; 1B; and 1C are assumed to be polytopic, i.e., they depend linearly (or afnely) on the, possibly time varying, vector r(t). The uncertainty vector, r(t) 2 IRs , itself is assumed to belong to the
x z y
compact set

( ) 2 R = fr(t) : ri  ri (t)  ri 8i = 1; 2; 1 1 1 sg  with the following extreme values (i.e., the 2s corners): Rvex = fr : ri = ri or ri = ri 8i = 1; 2; 1 1 1 sg: 
r t

(2)

(3)

Remark 1: As discussed below, uncertainty in other matrices of (1) (e.g., C1 ; B1 , etc.) can be incorporated without any major difculty. The three matrices with explicit uncertainty are those that create difculty by destroying convexity. The main focus of this paper is to design controllers that stabilize the closed-loop system for all uncertainty in R and provide a desirable performance in the form of the L2 gain of the system from the disturbance to the controlled output. Consider the closed-loop system

x z

_ = Acl (r)x + Bcl (r)w = Ccl (r)x + Dcl (r)w:

(4)

Along the lines of [8], we use the following denition which implies global asymptotic stability and L2 gain of less than (dependence on r is suppressed for simplicity of notation). Denition 1 (QS- ): A system described by (4) is said to be quadratically stable with disturbance attenuation of if Rcl T 2 I 0 Dcl Dcl > 8r 2 R, and there exists a (constant) positive denite matrix P such that

P Acl

T T + AT P + Ccl Ccl + P Bcl + Ccl Dcl cl 0 T 2 Rcl 1 P Bcl + Ccl Dcl T < 0 8r 2 R:

(5)

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While much of the development here can be applied to the case of proper compensators, only strictly proper compensators are considered (to avoid a great deal of algebraic manipulations and a few technical issues). As a result, we seek full order controllers of the form

After some routine manipulation, (11), as shown at the bottom of the page, is obtained where

xc Ac xc u Cc xc

_ = =

+ Bc y

(6)

which, in turn, necessitates the following assumption. Assumption max D11 < : Forming the closed loop from (1) and (6), Denition 1 can be applied. Using the matrix inversion 2 P 01 ) yield lemma for (5), some manipulations (and using Q the following [dual form of (5)]: the closed loop is QS- if there exists Q > such that

~ 0 T T ~ ~ cl ~ T Acl Q + QAT + Bcl Bcl + QCcl + Bcl D11 T T ~ T 2 2 I 0 D11 D11 01 QCcl + Bcl D11 T < 0; ~

~=

= Y (A + 1A) + (A + 1A)T Y T 0 SBc (C2 + 1C ) 0 (C2 + 1C )T Bc S 12 = Y [A + 1A + (B2 + 1B )Cc ]X 0 S [Ac + Bc (C2 + 1C )]X + (A + 1A)T 22 = (A + 1A + B2 Cc + 1BCc )X + X (A + 1A + B2 Cc + 1BCc )T :
11
Dening

Wc
and

= CcX;

Wo

= 0SBc

(12)

8r 2 R (7)

where D11 is the Dcl (due to the strictly proper structure of the controller). Now, along the lines of [10, proof of Th. 4, p. 1316], the (1, 2) and (2, 1) blocks of Q can be assumed to be invertible without any loss of generality. Performing a transformation where 0 T fI; T1 g with T1 Q1Q12T only affects the realization of the compensator but results in Q T QT T , where Q   X X 01 Q1 Q0T Q2 Q01Q1 0 Q1 ,    12 12 X S +X with X Q1 and S 0 where it is easy to show that S 01 > (since S 01 Q1 Q12T Q2 0 T Q01 Q12 Q01 Q1 and the term in the bracket is positive denite Q12 1 12 due to positive deniteness of Q). Through the use of Schur complement formula, the transformed version of (7) is equivalent to

= Y AX + Y B2 Wc 0 SAc X + Wo C2 X + AT = 0
Y I I X

(13)

(11) can be written as shown in (14), at the bottom of the page, along with S Y 0 X 01 > or

= block diag = ~ ~ = ~ = =~  =~ ~ ~ ~ ~ ~ ( )  0  = ~ ~ [~ ~ ~ ~ ]~ ~ ~

Acl Q QAT cl Ccl Q T Bcl

>

(15)

for

where Q

  = 01 Q and has the same structure as Q, i.e., X X Q= : X S 01 + X

Y S

T QCcl 0 I T D11

Bcl D11 0 I

< ;

8r 2 R

(8)

= Y (A + 1A) + (A + 1A)T Y + Wo (C2 + 1C ) + (C2 + 1C )T WoT 12 = L + Y 1AX + Y 1BWc + Wo 1CX + 1AT 22 = (A + 1A)X + X (A + 1A)T + (B2 + 1B)Wc + WcT (B2 + 1B)T :
11

(16) (17) (18)

(9)

Dening

=)

+ X 01 > 0
X X

X S 01 X

T Next, (8) is pre- and post-multiplied by T2 and T2 , respectively, where

T2 T3 0 0 = 0 I 0 0 0 I ; T3

01

S = 0Y 0S S

(10)

Y I

0S

Considering the above development, the fact that (7) is equivalent to (14) and (15), and the fact that (14) depends afnely on r, the following theorem holds. Theorem 1: System (1) is quadratically stabilizable, with disturbance attenuation , with controllers of the form (6), if and only if there exists Y > ; X > ; L; Wo ; and Wc such that (14) and (15) hold for all r 2 Rvex . Furthermore, if these are satised, the controller in (6) is obtained from (12) (for Bc and Cc ) and (13) (for Ac ). Remark 2: If there were no uncertainty, (14) would reduce to a single LMI with afne dependence on the unknown variables (and the dual form of the characterization used in [14]). The addition of the uncertainty creates bilinear terms in 12 and 21 terms (e.g., Y AX ). While the underlying problem is unsolved, it remains an active area of research (e.g., see [15]). Finally, incorporating

11 T 12 C1 T T T B1 Y 0 D21 BC S

12 22 C1 X D12 Cc X T B1

XC T
1

T C1 T T XCc D12 0 I T D11

Y B1 0 SBc D21 B1 D11 0 I

<

0 8r 2 R

(11)

11 T 12 C1 T T T B1 Y D21 Wo

12 22 C1 X D12 Wc T B1

XC T
1

T C1 T T Wc D12 0 I T D11

Y B1

B1 D11 0 I

+ W0 D21
<

0 8r 2 R

(14)

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uncertainty in B1 ; C1 , etc., can be accomplished with relative ease and does not introduce any additional difculty since such uncertainty would not create nonlinear terms in the inequalities. For clarity of exposition, only the terms that create difculty are kept. For given X and Wc , the search for the rest of the variables becomes a convex search, and (14) needs to be evaluated only at the s corners of Rvex (and similarly for the case of given Y and Wo ). This can be used as the motivation for a variety of iterative techniques for obtaining the desired solutions. Next, it might be instructive to consider the necessary conditions associated with (14) carefully. Recall the following result from linear algebra (e.g., [10], [11]): given a symmetric matrix and matrices B and C of compatible dimensions, there exists a matrix L such T that BLC BLC T < if and only if B? B? < and T C T ? C T ? < , where we dene B? as a basis for the null space of B T (i.e., B T B? and B B? is square and invertible, and columns of B form a basis for the range of B ). Applying this result to the solvability of L in (14), along with (15), we obtain (19) and (20), as shown at the bottom of the page. Note that (19) and (20) are necessary conditions only (their satisfaction guarantees the existence of some L but not necessarily the same L for all r). Also, (19) is the inequality that is obtained in the full state feedback case (i.e., the problem is QS- with u Kx if and only if (19) holds, in which case K Wc X 01 ). Now, consider the compensator that is obtained from the solutions of (14). Minor rearranging, including the use of (10), results in the structure as shown in (21), at the bottom of the page. Considering (19) and (21), the following interpretation is clear: if a desirable controller can be foundfor QS ; then without any loss of generality, it can be considered the combination of a full state feedback gainCc via (19)and an observer with estimator gain of Bc and a worst case term type (i.e., S 01 X 01 A B2 Cc AT 0 L X 01 xc . While this interpretation can be used for ad-hoc iterative design procedures (e.g., solving a state feedback problem rst for Wc and X and then search for the rest of the variables), the compensator in (21) recovers the properties of some state feedback laws and not any. The following theorem states the conditions under which controllers can be obtained that recover the properties of any state feedback controllers. In such cases, without any loss of generality, one can solve (19) for X and Wc rst and then search for the rest of the variables (where the feasibility of thissecondconvex search is guaranteed). For clarity of exposition, the proof is presented in the next section. First, consider the structure of the uncertainty matrices. Without losing generality, let

and

+ +( ) 0 ( )
( ) 0 =0 [ 

1 ( +1 ) 1 1 =0 ~ ~) ( [ ] ~ =[

that matrices DA ; EA ; DB ; EB , etc., are used to describe the structure of the uncertainty. While the general results presented earlier do not depend on the matrices in (22), these matrices are used in the following sufcient condition. Theorem 2: Suppose C and A; B1 DA DB ; C2 ; D21 is left invertible and minimum phase. Then given any Wc and X satisfying (19), the search for Y; Wo ; and L such that (14) holds is feasible. The dual form of the above development can also be used. For that, the steps taken above are directly applied to (5) [instead of (7)]. The results will be similar to those obtained above with relatively simple changes (e.g., the interpretation will be recovering the properties of full state feedback control law for the dual systemwith AT T T T AT ; C1 ; C2 C T ; B1 ; D21 instead of A A; B1 ; B2 and B; C1 ; D12 above. Furthermore, in cases where B C 6 , recovery of the properties would be guaranteed when A; B2 ; C; D is right invertible and minimum phase, where C T T T T T C1 EA EC and DT D12 . The details are quite similar to those of Theorems 1 and 2 and are omitted (see [16] for an outline of the proof).

1C (r) = DC FC (r)EC (22) where FA (r) and FB (r) depend linearly (or afnely) on r(t). Note 1 = 0 ( [ ]

0 0])

0 0]
OF

+ +1 + 1 =0 ~ =

III. PROOF

THEOREM 2

] )

( +

)+(

1A(r) = DA FA (r)EA ; 1B(r) = DB FB (r)EB

The proof is by construction, i.e., starting with any X and Wc such that (19) holds, it will be shown that there exists at least one set of Wo ; Y; and L (or equivalently Cc ; Bc ; and Ac ) that satises (8). Since the search for Wo ; Y; and L is convex (for xed X and Wc ), in practice one can directly solve (14) and not use the particular choices discussed here in the proof. First, however, consider the following result. Lemma 1: Consider the system x Ax B1 w B2 u along with the controlled output z C1 x D12 u. If A; B2 ; C1 ; D12 is right invertible and minimum phase (with A; C1 detectable), then there exist a positive denite matrix P and a full state feedback gain, K , such that u Kx renders the closed-loop system QS- for arbitrarily small > . Proof: The proof is based on (and similar to) the technique used in [17], and details are omitted here for brevity. The following is a sketch of the main points. First a state transformation, based on the singular value decomposition of D12 , is used. The control gain K is comprised of two parts: K1 , which depends on the structure of D12 and is aimed at nulling certain elements of z directly and K2 , which reduces the L2 norm of the remaining portion of z . A standard cheap control approach can then be used to obtain K2 as well as a positive denite matrix P that can be used in the framework of this paper.

_= +

= 0

(A + 1A)X + X (A + 1A)T + (B2 + 1B)Wc + WcT (B2 + 1B)T C1 X + D12 Wc T

B1 Y A

T XC1

0 I T
D11

T + WcT D12

B1 D11 0 I

<

0 8r 2 R

(19)

( + 1A) + (A + 1A)T Y + Wo (C2 + 1C ) + (C2 + 1C )T WoT C1T C1 0 I T T T T B1 Y + D21 Wo D11

Y B1

+ W0 D21
0 I
D11

<

0 8r 2 R

(20)

xc Axc u Cc xc

_ = =

+ B2 u + Bc (y 0 C2 xc ) + S 01 [X 01(A + B2 Cc ) + (AT 0 L)X 01]xc

(21)

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As a result, when the conditions of Lemma 1 are satised, there exist P > and K such that

0 T P (A + B2 K ) + (A + B2 K )T P + 1 P B1 B1 P 1 + (C1 + D12 K )T (C1 + D12 K ) < 0

.
Or equivalently, there exist

for arbitrarily small such that

P >

0 and K
(23)

T   912 = 921 = (1A + 1BCc )X 0 S 01 CcT 1BT : Using (29) and the identity xy T + yxT  xGxT + yG01 y T for any G > 0 and after some manipulation, it can be shown that ~ ~  9 = T4 9T4T  block diagf911 ; 922g
where

it is easy to show that

for any Proof of Theorem: We start by assuming that (19)i.e., the full state problemis solved, and there exist appropriate X and Wc which will be xed in the following development. Now recall, from (8), that QS- , with controller (6), is equivalent to the existence of a Q > such that

^^ P (A + B2 K ) + (A + B2 K )T P + P B B T P T (C1 + D12 K ) < 0 + (C1 + D12 K ) ^ and  arbitrarily large. B

1  T T ~  911 = 911 +  XEA FA FA EA X T T T T T + WC EB FB FB EB WC + DB FB FB DB ~ 9 ~ 9

for any positive . Clearly, one can choose  large enough so that 11 is negative denite (which is always possible since the uncertainty is assumed to be in a compact set). For 22 , the following bound can be obtained:

T T    cl  T 9 = Acl Q + QAT + Bcl Bcl + QCcl + Bcl D11 T  T 2 R01 QCcl + Bcl D11 T < 0 8r 2 R T R = 2 I 0 D11 D11 :

(24)

where

(25)

 Q

Also recall that, without any loss of generality, we could assume   X X    X S +X , where X , for example, is X [X from (10)]. I 0 on the representations Performing the transformation T4 I 0I used in (24) yields

=(

=( )  ^  T Q = T4 QT4 = X S0 1 0 0

(26)

~   922 = (A 0 Bc C2 )S 01 + S 01 (A 0 Bc C2 )T T T  01J~J~T S 01 + DA DA + DB DB +S T ~ + (B1 0 Bc D21)R(B1 0 Bc D21 ) (30) ~ ~ for some known R > 0 and some J which is known and independent  of S and Bc . Now considering Lemma 1 (and (23) in particular), it ~  is clear that appropriate S 01 and Bc can be found so that 922 is T ; C2 ; [B1 R DA DB ]T ; [D21 R 0 0]T ) T ~ ~ negative denite if (A is right invertible and minimum phase, or equivalently (considering ~ the structure of the matrices and the positive deniteness of R), if (A; [B1 DA DB ]; C2 ; [D21 0 0]) is left invertible and minimum  9
phase. As a result, if the left invertibility and minimum phase conditions are satised, we can nd S 01 and Bc and from (29) Ac such that in (24) is negative denite, starting with any pair of X and Wc satisfying (19). Reversing the transformation T4 [used in (26)], and following the necessary part of Theorem 1, it follows that (14) has at least one solution with this X; Wc ; S 01 ; and Wo (where Y and L are obtained from (10) and (13), respectively). Therefore, for any X and Wc from (19)the convex search for L; Y; and Wo in (14)has at least one set of solutions. Remark 3: The development of this section is for the proof of the feasibility of (14) only. The bounds used in (27) and (30) will in most cases result in excessively high gains for Bc . In practice, (19) is solved rst, for X and Wc , then (14) and (15) are solved for the remaining variables.

along with the following:

^ ^ Bcl = B 0B1 D ; Ccl = (C1 + D12 Cc Bc 21 1

0 D12 Cc )

and the equation shown at the bottom of the page. After some routine manipulation, we get the following for the (1, 1) block of T T4 T4 :

 9= 9  911 = [A + 1A + (B2 + 1B)Cc]X T  + X [A + 1A + (B2 + 1B)Cc ]T + B1 B1 T  + X (C1 + D12 Cc )T + B1 D11 01 X (C1 + D12 Cc )T + B1 DT T 2R  11

(27)

which is negative denite due to (19) (after some manipulation and X and Cc Wc X 01 ). The (2, 2) block is using X

= =   922 = (Ac 0 B2 Cc )S 01 + S 01 (Ac 0 B2 Cc )T 01 0 S 01 C T 1B T   c 0 1BCcS T T 01 CcT D12 + (B1 0 Bc D21 )D11 R01 + 0S T T  2 0S 01 CcT D12 + (B1 0 Bc D21 )D11 T + (B1 0 Bc D21 )(B1 0 Bc D21 )T :  T T Ac = A + B2 Cc 0 Bc C2 + 0 S 01 Cc B2 T  + (B1 0 Bc D21 )B1 X 01 T T  + 0S 01 CcT D12 + (B1 0 Bc D21 )D11 01 D11 B T X 01 + C1 + D12 Cc  2R 1 ^ Acl =

IV. A SIMPLE EXAMPLE Consider the following example, which is based on the model for a helicopter in the vertical plane [18]:

(28)

Next, by choosing

(29)

0:0271 0:0188 00:4555 01:01 0:0024 04:0208 0:2855 + r1 (t) 07:07 1:3229 + r2 (t) 0 0 1 0 1 0:4422 B1 = 0 ; B2 = 3:0447 0 05:52 0

A + 1A(r) 00:0366 = 0::0482 0 1002

A + 1A + (B2 + 1B )Cc 0(B2 + 1B)Cc 0Ac 0 Bc C2 + A + 1A + (B2 + 1B)Cc Ac 0 (B2 + 1B)Cc

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where the state variables are horizontal velocity, vertical velocity, pitch rate, and pitch angle, respectively, and w represents the wind gusts. The uncertainty bounds are assumed to be jri (t)j  2; i = 1; 2. For the control output, let z = x2 , while for measurement let

1 0

0 0

0 0

0 1

x:

For this uncertainty level, the full state problem in (19) can be solved for optimal disturbance attenuation (i.e., lowest ). This can be accomplished either by solving a feasibility problem iteratively or by directly solving for the variables while minimizing (see [19] for details). The optimal full state is 0.3519. To avoid numerical problems, we use a suboptimal value of = 0:36 which is reasonably close to the optimal value. The full state problem (with jri j  2 and = :36) yields a control gain of

Cc

= [ 0:2916

0 30:8084

0:4466

9:0651]:

Keeping this Wc (and the corresponding X constant), (14) and (15) are used to search for the rest of the variables needed to construct the controller. With the measurement vector above, the search is feasible. This is not surprising since the condition of Theorem 2 is satised (note that DA has rank of one and, as a result, these two sensors are sufcient for the left invertibility and the minimum-phase conditions). Since values very close to optimal full state levels are used, the controller has relatively high gains. For example, in this case

Bc

6 = 10

0:0089 0 0 0

0:0001 0 2:87 0:0002

[7] L. Xie, M. Fu, and C. E. de Souza, 1 control and quadratic stabilization of systems with parametric uncertainty via output feedback, IEEE Trans. Automat. Contr., vol. 37, no. 8, pp. 12531255, 1992. [8] K. Zhou, P. P. Khargonekar, J. Stoustrup, and H. N. Niemann, Robust stability and performance of uncertain systems in state space, Automatica, vol. 31, no. 2, pp. 249255, 1995. [9] S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequalities in System and Control Theory. Philadelphia: SIAM, 1994. [10] T. Iwasaki and R. Skelton, All controllers for the general 1 control problem: LMI existence conditions and state space formulas, Automatica, vol. 30, no. 8, pp. 13071317, 1994. [11] P. Gahinet and P. Apkarian, A linear matrix inequality approach to 1 control, Int. J. Robust Nonlinear Contr., vol. 4, pp. 421448, 1994. [12] P. Apkarian, P. Gahinet, and G. Becker, Self-scheduled 1 control of linear parameter varying systems: A design example, Automatica, vol. 31, no. 9, pp. 12511261, 1995. [13] M. Chilali and P. Gahinet, 1 design with pole placement constraint: An LMI approach, IEEE Trans. Automat. Contr., 1996. [14] I. Masubuchi, A. Ohara, and N. Suda, LMI-based output feedback controller design, in Proc. Automat. Contr. Conf., 1995, pp. 34743477. [15] K. C. Gu et al., Biane matrix inequality properties and computational methods, in Proc. Automat. Contr. Conf., Baltimore, MD, 1994, pp. 850855. [16] F. Jabbari and R. W. Benson, Robust stabilization and disturbance attenuation: High gain controllers, in Proc. Automat. Contr. Conf., Baltimore, MD, June 1994, pp. 14111412. [17] B. M. Scherzinger and E. J. Davison, The optimal LQ regulator with cheap control for not strictly proper systems, Optimal Contr. Appl. Methods, vol. 6, pp. 291303, 1995. [18] W. E. Schmitendorf, A design methodology for robust stabilizing controllers, AIAA J. Guidance, Contr. Dynamics, vol. 10, no. 2, 1987. [19] P. Gahinet, Nemirovski, A. J. Laub, and M. Chilali, LMI Control Toolbox. The Math Works Inc., 1995.

H H

If somewhat less stringent performance is allowed, smaller gains will result (e.g., for = :5, the largest entry in Cc and Bc would be 6.5 and 6.7 2 103 , respectively). Consider the six possible combinations when the measurement consists of two of the four states. In four cases (except the pairs x1 ; x3 ; and the pair x3 ; x4 which result in transmission zero at s = 0), the method here can be used to design compensators that recover full state performance (at = :36). In two of the cases (pairs x1 ; x2 and the pair x2 ; x3 ) the conditions of the Theorem 2 are not met, which points to the possibility that the two-step design procedure suggested here can be used for the more general cases. REFERENCES
[1] M. A. Rotea, M. Corless, D. Da, and I. R. Petersen, Systems with structured uncertainty: Relations between quadratic and robust stability, IEEE Trans. Automat. Contr., vol. 38, no. 5, pp. 799803, 1993. [2] P. P. Khargonekar, I. R. Petersen, and K. Zhou, Robust stabilization of uncertain linear systems: Quadratic stabilizability and 1 control theory, IEEE Trans. Automat. Contr., vol. 35, pp. 356361, 1990. [3] I. R. Petersen and C. V. Hollot, High gain observers applied to problems in stabilization of uncertain linear systems, disturbance attenuation and 1 optimization, Int. J. Adaptive Contr. Signal Processing, vol. 2, pp. 347369, 1988. [4] K. Gu, 1 control for systems with norm bounded uncertainties in all system matrices, IEEE Trans. Automat. Contr., vol. 39, no. 6, pp. 13201322, 1994. [5] F. Jabbari and W. E. Schmitendorf, Effects of using observers on stabilization of uncertain linear system, IEEE Trans. Automat. Contr., vol. 38, pp. 266271, 1993. [6] A. Packard, K. Zhou, P. Pandey, and G. Becker, A collection of robust control problems leading to lmis, in Proc. 30th Conf. Decision Contr., Dec. 1991, pp. 12451250.

Two Conditions Concerning Common Quadratic Lyapunov Functions for Linear Systems
Tatsushi Ooba and Yasuyuki Funahashi

AbstractConcerning a pair of linear systems, some triangle conditions for the existence of a common quadratic Lyapunov function are presented in this paper. These conditions are derived from a criterion for judging the semipositiveness of a linear map dened on symmetric matrices. Index TermsLinear dynamical systems, Lyapunov stability, positive matrices.

For a given set of matrices A in R n2n , it is important in system and control theory to decide whether the system of Lyapunov inequalities

I. INTRODUCTION

AP

+ PA

has a solution P 2 int Pn or not, where Pn denotes the set of positive semidenite matrices of order n so that int Pn consists of positive denite matrices. We call P a common Lyapunov solution for A if it satises all inequalities in (1) and P 2 int Pn . If A has a common Lyapunov solution, it follows from the convexity of positive denite
Manuscript received October 10, 1995; revised May 20, 1996. The authors are with Department of Mechanical Engineering, Nagoya Institute of Technology, Nagoya 466, Japan. Publisher Item Identier S 0018-9286(97)03596-4.

2 int Pn ;

A2A

(1)

00189286/97$10.00 1997 IEEE