Robust Control Design Using H-∞ Methods

1. Introduction.- 1.1 The concept of an uncertain system.- 1.2 Overview of the book.- 2. Uncertain systems.- 2.1 Introduction.- 2.2 Uncertain systems with norm-bounded uncertainty.- 2.2.1 Special case: sector-bounded nonlinearities.- 2.3 Uncertain systems with integral quadratic constraints.- 2.3.1 Integral quadratic constraints.- 2.3.2 Integral quadratic constraints with weighting coefficients.- 2.3.3 Integral uncertainty constraints for nonlinear uncertain systems.- 2.3.4 Averaged integral uncertainty constraints.- 2.4 Stochastic uncertain systems.- 2.4.1 Stochastic uncertain systems with multiplicative noise.- 2.4.2 Stochastic uncertain systems with additive noise: Finitehorizon relative entropy constraints.- 2.4.3 Stochastic uncertain systems with additive noise: Infinite-horizon relative entropy constraints.- 3. H? control and related preliminary results.- 3.1 Riccati equations.- 3.2 H? control.- 3.2.1 The standard H? control problem.- 3.2.2 H? control with transients.- 3.2.3 H? control of time-varying systems.- 3.3 Risk-sensitive control.- 3.3.1 Exponential-of-integral cost analysis.- 3.3.2 Finite-horizon risk-sensitive control.- 3.3.3 Infinite-horizon risk-sensitive control.- 3.4 Quadratic stability.- 3.5 A connection between H? control and the absolute stabilizability of uncertain systems.- 3.5.1 Definitions.- 3.5.2 The equivalence between absolute stabilization and H? control.- 4. The S-procedure.- 4.1 Introduction.- 4.2 An S-procedure result for a quadratic functional and one quadratic constraint.- 4.2.1 Proof of Theorem 4.2.1.- 4.3 An S-procedure result for a quadratic functional and k quadratic constraints.- 4.4 An S-procedure result for nonlinear functionals.- 4.5 An S-procedure result for averaged sequences.- 4.6 An S-procedure result for probability measures with constrained relative entropies.- 5. Guaranteed cost control of time-invariant uncertain systems.- 5.1 Introduction.- 5.2 Optimal guaranteed cost control for uncertain linear systems with norm-bounded uncertainty.- 5.2.1 Quadratic guaranteed cost control.- 5.2.2 Optimal controller design.- 5.2.3 Illustrative example.- 5.3 State-feedback minimax optimal control of uncertain systems with structured uncertainty.- 5.3.1 Definitions.- 5.3.2 Construction of a guaranteed cost controller.- 5.3.3 Illustrative example.- 5.4 Output-feedback minimax optimal control of uncertain systems with unstructured uncertainty.- 5.4.1 Definitions.- 5.4.2 A necessary and sufficient condition for guaranteed cost stabilizability.- 5.4.3 Optimizing the guaranteed cost bound.- 5.4.4 Illustrative example.- 5.5 Guaranteed cost control via a Lyapunov function of the Lur’e-Postnikov form.- 5.5.1 Problem formulation.- 5.5.2 Controller synthesis via a Lyapunov function of the Lur’e-Postnikov form.- 5.5.3 Illustrative Example.- 5.6 Conclusions.- 6. Finite-horizon guaranteed cost control.- 6.1 Introduction.- 6.2 The uncertainty averaging approach to state-feedback minimax optimal control.- 6.2.1 Problem Statement.- 6.2.2 A necessary and sufficient condition for the existence of a state-feedback guaranteed cost controller.- 6.3 The uncertainty averaging approach to output-feedback optimal guaranteed cost control.- 6.3.1 Problem statement.- 6.3.2 A necessary and sufficient condition for the existence of a guaranteed cost controller.- 6.4 Robust control with a terminal state constraint.- 6.4.1 Problem Statement.- 6.4.2 A criterion for robust controllability with respect to a terminal state constraint.- 6.4.3 Illustrative example.- 6.5 Robust control with rejection of harmonic disturbances.- 6.5.1 Problem Statement.- 6.5.2 Design of a robust controller with harmonic disturbance rejection.- 6.6 Conclusions.- 7. Absolute stability, absolute stabilization and structured dissipativity.- 7.1 Introduction.- 7.2 Robust stabilization with a Lyapunov function of the Lur’e-Postnikov form.- 7.2.1 Problem statement.- 7.2.2 Design of a robustly stabilizing controller.- 7.3 Structured dissipativity and absolute stability for nonlinear uncertain systems.- 7.3.1 Preliminary remarks.- 7.3.2 Definitions.- 7.3.3 A connection between dissipativity and structured dissipativity.- 7.3.4 Absolute stability for nonlinear uncertain systems.- 7.4 Conclusions.- 8. Robust control of stochastic uncertain systems.- 8.1 Introduction.- 8.2 H? control of stochastic systems with multiplicative noise.- 8.2.1 A stochastic differential game.- 8.2.2 Stochastic H? control with complete state measurements.- 8.2.3 Illustrative example.- 8.3 Absolute stabilization and minimax optimal control of stochastic uncertain systems with multiplicative noise.- 8.3.1 The stochastic guaranteed cost control problem.- 8.3.2 Stochastic absolute stabilization.- 8.3.3 State-feedback minimax optimal control.- 8.4 Output-feedback finite-horizon minimax optimal control of stochastic uncertain systems with additive noise.- 8.4.1 Definitions.- 8.4.2 Finite-horizon minimax optimal control with stochastic uncertainty constraints.- 8.4.3 Design of a finite-horizon minimax optimal controller.- 8.5 Output-feedback infinite-horizon minimax optimal control of stochastic uncertain systems with additive noise.- 8.5.1 Definitions.- 8.5.2 Absolute stability and absolute stabilizability.- 8.5.3 A connection between risk-sensitive optimal control and minimax optimal control.- 8.5.4 Design of the infinite-horizon minimax optimal controller.- 8.5.5 Connection to H? control.- 8.5.6 Illustrative example.- 8.6 Conclusions.- 9. Nonlinear versus linear control.- 9.1 Introduction.- 9.2 Nonlinear versus linear control in the absolute stabilizability of uncertain systems with structured uncertainty.- 9.2.1 Problem statement.- 9.2.2 Output-feedback nonlinear versus linear control.- 9.2.3 State-feedback nonlinear versus linear control.- 9.3 Decentralized robust state-feedback H? control for uncertain large-scale systems.- 9.3.1 Preliminary remarks.- 9.3.2 Uncertain large-scale systems.- 9.3.3 Decentralized controller design.- 9.4 Nonlinear versus linear control in the robust stabilizability of linear uncertain systems via a fixed-order output-feedback controller.- 9.4.1 Definitions.- 9.4.2 Design of a fixed-order output-feedback controller.- 9.5 Simultaneous H? control of a finite collection of linear plants with a single nonlinear digital controller.- 9.5.1 Problem statement.- 9.5.2 The design of a digital output-feedback controller.- 9.6 Conclusions.- 10. Missile autopilot design via minimax optimal control of stochastic uncertain systems.- 10.1 Introduction.- 10.2 Missile autopilot model.- 10.2.1 Uncertain system model.- 10.3 Robust controller design.- 10.3.1 State-feedback controller design.- 10.3.2 Output-feedback controller design.- 10.4 Conclusions.- 11. Robust control of acoustic noise in a duct via minimax optimal LQG control.- 11.1 Introduction.- 11.2 Experimental setup and modeling.- 11.2.1 Experimental setup.- 11.2.2 System identification and nominal modelling.- 11.2.3 Uncertainty modelling.- 11.3 Controller design.- 11.4 Experimental results.- 11.5 Conclusions.- A. Basic duality relationships for relative entropy.- B. Metrically transitive transformations.- References.