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Optimal and Robust
Control
Optimal and Robust
Control
Advanced Topics with MATLAB®
Second Edition
Luigi Fortuna
Mattia Frasca
Arturo Buscarino
MATLAB® is a trademark of The MathWorks, Inc. and is used with permission. The MathWorks
does not warrant the accuracy of the text or exercises in this book. This book’s use or discussion of
MATLAB® software or related products does not constitute endorsement or sponsorship by The
MathWorks of a particular pedagogical approach or particular use of the MATLAB® software.
Reasonable efforts have been made to publish reliable data and information, but the author and pub-
lisher cannot assume responsibility for the validity of all materials or the consequences of their use.
The authors and publishers have attempted to trace the copyright holders of all material reproduced
in this publication and apologize to copyright holders if permission to publish in this form has not
been obtained. If any copyright material has not been acknowledged please write and let us know so
we may rectify in any future reprint.
Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced,
transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or
hereafter invented, including photocopying, microfilming, and recording, or in any information stor-
age or retrieval system, without written permission from the publishers.
For permission to photocopy or use material electronically from this work, access www.copyright.
com or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA
01923, 978-750-8400. For works that are not available on CCC please contact mpkbookspermis-
[email protected]
Trademark notice: Product or corporate names may be trademarks or registered trademarks and are
used only for identification and explanation without intent to infringe.
DOI: 10.1201/9781003196921
Publisher’s note: This book has been prepared from camera-ready copy provided by the authors.
Preface xiii
Symbol List xv
2 Fundamentals of Stability 11
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.2 Controllability Canonical Partition . . . . . . . . . . . . . . 37
3.3 Observability Canonical Partition . . . . . . . . . . . . . . . 39
3.4 General Partition . . . . . . . . . . . . . . . . . . . . . . . . 40
3.5 Remarks on Kalman Decomposition . . . . . . . . . . . . . 47
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
vii
viii Contents
Index 303
Preface
The main aim of this book is to provide for undergraduate and graduate
students, as well as researchers, who already possess the main concepts of
automatic control and system analysis, a self-contained resource collecting
advanced techniques for linear system theory and control design. Selected
theoretical backgrounds are also presented in the book, together with many
numerical exercises and MATLABr examples.
We intend to offer a complete and easy-to-read handbook of advanced
topics in automatic control, including techniques such as the Linear Quadratic
Regulator (LQR) and H∞ control. Large emphasis is also given to Linear
Matrix Inequalities (LMIs) with the purpose of demonstrating their use as a
unifying tool for system analysis and control design.
In presenting the different approaches to control design, the books explic-
itly takes into account the problem of the robustness of the obtained closed-
loop control. Robustness, in fact, represents the capability of a control system
to guarantee the stability in the presence of uncertainty, due to the model itself
or to the use of approximated models, and as such is deemed as particularly
important in view of the practical implementation of the control techniques.
Many books on LQR control and H∞ control have been proposed since
1980. The LMI technique has become well-known in the control community,
and MATLABr toolboxes to solve advanced control problems have been de-
veloped. However, these subjects are often presented for a specialist audience
in materials that are excellent resources for researchers and PhD students.
This book, on the contrary, is oriented to illustrate these topics in an easy
and concise way, using a language suitable for students, yet maintaining the
necessary mathematical rigor.
This book is, therefore, a compendium of many ordered subjects. For spe-
cific proofs, the reader is often referred to the proposed literature. Many ex-
amples and MATLABr based exercises are included here to assist the reader
in understanding the proposed methods. The book can be considered as a
palimpsest of advanced modern topics in automatic control, including an ad-
vanced set of analytical examples and MATLABr exercises. The topics in-
cluded in the book are mainly illustrated with reference to continuous-time
linear systems, even if some results for discrete-time systems are briefly re-
called.
The book is organized into chapters structured as follows. The first chapter
is an introduction to advanced control, the second discusses some fundamental
concepts on stability and provides the tools for studying uncertain systems.
xiii
xiv Preface
The third presents the Kalman decomposition. The fourth chapter is on sin-
gular value decomposition of a matrix, given the importance of numerical
techniques for systems analysis. The fifth and sixth chapters are on open-loop
balanced realization and reduced order models. The seventh chapter presents
the essential aspects of variational calculus and optimal control and the eighth
illustrates closed-loop balancing. The properties of positive-real, bounded-real
and negative-imaginary systems are the subject of the ninth and tenth chap-
ter. In the eleventh and twelfth chapter, the essential aspects of H∞ control
and LMI techniques commonly used in control systems design are dealt with.
The thirteenth chapter is devoted to discuss the class of stabilizing controllers.
The fourteenth chapter reviews some of the problems already discussed in the
book by introducing an approach based on the steady-state solution of a non-
linear dynamical system. Finally, the fifteenth chapter briefly discusses some
fundamental aspects of time-delay systems. The book also includes numerous
examples and exercises, considered indispensable for learning the methodology
of the topics dealt with, and a list of essential references.
This book is targeted at electrical, electronic, computer science, space and
automation engineers interested in advanced topics on automatic control. Me-
chanical engineers as well as engineers from other fields may also be inter-
ested in the topics of the book. The contents of the book can be learned
autonomously by the reader in less than a semester.
III
IV
SO tall that he looked over most men’s heads, so strong that his
movements must be for ever circumscribed and timid, Dudley
Leicester had never in his life done anything—he had not even been
in the Guards. Least of all did he ever realize personal attitudes in
those around him. The minute jealousies, the very deep hatreds, and
the strong passions that swelled in his particular world of deep
idleness, of high feeling, and of want of occupation—in this world
where, since no man had any need of anything to do, there were so
many things to feel—Dudley Leicester perceived absolutely nothing,
no complexities, no mixed relationships. To him a man was a man, a
woman a woman; the leader in a newspaper was a series of
convincing facts, of satisfying views, and of final ideals. Belonging as
he did to the governing classes, Dudley Leicester had not even the
one outlet for passion that is open to these highly groomed and stall-
fed creatures. The tradition of the public service was in his blood. He
owned a slice of his kingdom that was more than microscopic on the
map. But though he had come into his great possessions at the age
of twenty-seven, he made no effort whatever to put things straight,
since he had more than enough to satisfy his simple needs,—to
provide him with a glass bath and silver taps, to pay his subscription
at his club, to give him his three cigars a day, his box at a music-hall
once a week, his month on the Riviera—and to leave him a thousand
or two over every year, which was the fact most worrying to his
existence.
It was Robert Grimshaw who set his estates in order; who found
him a young, hard steward with modern methods; who saw to it that
he built additions to several Church schools, and who directed the
steward to cut down the rent on overburdened farms, to raise other
rents, to provide allotments, to plant heavy land with trees, and to let
the shootings to real advantage. It was, indeed, Robert Grimshaw
who raised Dudley Leicester’s income to figures that in other
circumstances Leicester would have found intolerable. But, on the
other hand, it was Robert Grimshaw who put all the surplus back into
the estates, who had all the gates rehung, all the hedges replanted,
all the roofs of the barns ripped and retiled, and all the cottages
rebuilt. And it was Robert Grimshaw who provided him with his
Pauline.
So that at thirty-two, with a wife whom already people regarded
as likely to be the making of him, a model landlord, perfectly sure of
a seat in the House, without a characteristic of any kind or an enemy
in the world, there, gentle and exquisitely groomed, Dudley Leicester
was a morning or so after his return to town. Standing in front of his
mantelshelf in a not too large dining-room of Curzon Street, he
surveyed his breakfast-table with an air of immense indifference, of
immense solitude, and of immense want of occupation. His shoulder-
blades rubbed the glass front of the clock, his hand from time to time
lightly pulled his moustache, his face was empty, but with an
emptiness of depression. He had nothing in the world to do. Nothing
whatever!
So that turning round to take a note from the frame of the mirror
behind him was with him positively an action of immense
importance. He hadn’t a visit to pay to his tailor; there wouldn’t be at
his club or in the Park anyone that he wanted to be talked to by. The
one bright spot in his day was the P—— exercise that he would take
just before lunch in his bath-room before the open window. This
interested him. This really engrossed him. It engrossed him because
of his docility, his instructor having told him that, unless he paid an
exact attention to each motion of his hands and wrists the exercises
would cause him no benefit whatever. He longed immensely for
physical benefit, for he suffered from constant panics and ideas of ill-
health. He remembered that he had an aunt who had been a
consumptive; therefore he dreaded tuberculosis. He had read in
some paper that the constant string of vehicles passing us in the
streets of London so acted on the optic nerves that general paralysis
was often induced. Therefore sometimes he walked along the streets
with his eyes shut; he instructed his chauffeur to drive him from
place to place only by way of back streets and secluded squares,
and he abandoned the habit of standing in the window of his club,
which overlooked Piccadilly. Because Pauline, by diverting his
thoughts, diverted also these melancholy forebodings, he imagined
that marriage had done him a great deal of good. The letter that he
took from the mantelshelf contained an invitation from the Phyllis
Trevors to dine that night at the Equator Club, and to go afterwards
to the Esmeralda, the front row of whose stalls Phyllis Trevors had
engaged. That matter was one for deep and earnest consideration,
since Dudley Leicester had passed his last three evenings at the
place of entertainment in question, and was beginning to feel himself
surfeited with its particular attractions. Moreover, the Phyllis Trevors
informed him that Etta Stackpole—now Lady Hudson—was to be
one of the party. But, on the other hand, if he didn’t go to the Phyllis
Trevors, where in the world was he to spend his evening?
Promptly upon his return to town, he had despatched letters to
the various more stately houses where he and Pauline were to have
dined—letters excusing himself and his wife on account of the
extreme indisposition of his wife’s mother. He dreaded, in fact, to go
to a dinner alone; he was always afraid of being taken ill between the
soup and the fish; he suffered from an unutterable shyness; he was
intolerably afraid of “making an ass of himself.” He felt safe,
however, as long as Pauline had her eyes on him. But the Phyllis
Trevors’ dinners were much more like what he called “a rag.” If he
felt an uncontrollable impulse to do something absurd—to balance,
for instance, a full glass on the top of his head or to flip drops of wine
at his neighbour’s bare shoulders—nobody would be seriously
perturbed. It was not necessary to do either of these things, but you
might if you wanted to; and all the Phyllis Trevors’ women could be
trusted either to put up the conversation for you, or—which was quite
as good—to flirt prodigiously with their neighbours on the other side.
The turning-point of his deliberations, which lasted exactly three-
quarters of an hour, the actual impulse which sent him out of the
room to the telephone in the hall, came from the remembrance that
Pauline had made him promise not to be an irrational idiot.
He had promised to go out to some dinners, and it was only
dinners of the Phyllis Trevors’ sort that he could bring himself to face.
So that, having telephoned his acceptance to Mrs. Trevor, who
called him the Great Chief Long-in-the-fork, and wanted to know why
his voice sounded like an undertaker’s mute, a comparative
tranquillity reigned in Dudley Leicester’s soul. This tranquillity was
only ended when at the dinner-table he had at his side red-lipped,
deep-voiced, black-haired, large, warm, scented, and utterly
uncontrollable Etta Stackpole. She had three dark red roses in her
hair.
VI