Discrete Time Systems by Mario A. Jordan and Jorge L. Bustamante - HTML preview

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2 d

A 2

0

S 2

0

0

0

T

N

S

d

A N

SN

X

< 0 (14)

1

0

0

1

S

0

X

1

0

N

S

1

T

0

1

d

1

d

N

T

X

1

0

0

0

0

0

0

N

d

dN

290

Discrete Time Systems

Theorem 2: For a given set of upper and lower bounds d , i id for corresponding time-varying

delays d

n n

ki , if there exist symmetric and positive-definite matrices X

×

∈ℜ

1

,

n n

i

S

×

∈ℜ

and

n n

=

i

T

×

∈ℜ

, i 1,…, N and general matrices X 2 and X 3 such that LMIs below hold, the

memoryless state-feedback gain is given by

1

K FX

=

1 .

Proof: Now we consider substituting system matrices of (12) into LMIs conditions (13), the

LMIs-based conditions of the memoryless state-feedback problem can be obtained directly

as (14). □

Remark:

When these time delays are constant, that is, d =

=

=

i

d

i

d , i 1,…, N , theorem 2 is reduced to

the following condition

X

∗ ⎤

1

T

AX

X

X

X

+

+

1

2

3

3

X

X

X

2

3

1

0

T

S A

0

S

1

d 1

1

0

T

S A

0

0

S

2

d 2

2

⎥ < 0

(15)

0

0

T

S A

0

0

S

N

dN

N

X

0

0

0

0

S

∗ ⎥

1

1

0

X

0

0

0

0

0

0 − S

1

N

The condition above is delay-independent, which is more restrictive than delay-dependent

conditions (14).

Remark:

When the time-varying delay of discrete systems is assumed to be unique in state variables,

that is, N = 1 , these results in theorem 2 could be reduced to those obtained in (Boukas, E.

K. , 2006).

Remark:

As to robust control problem of discrete time systems with poytopic-type uncertainties,

robust state feedback synthesis can be considered by these new formulations. When system

state matrices in (11) are assumed as

L

[ (

A λ( k)) A (λ( k)) (

B λ( k))] = ∑∂ ( k)⎡ A A B ⎤,

di

j

j

dij

j

j=1

L

∂ ( k) ≥ 0, ∑∂ ( k) = 1

j

j

,

j=1

Robust state feedback synthesis can be formulated as:

For a given set of upper and lower bounds d , i id for corresponding time varying delays dki ,

if there exist symmetric and positive-definite matrices

n n

X

×

∈ℜ

1

,

n n

i

S

×

∈ℜ

and

n n

i

T

×

∈ℜ

,

i = 1,…, N and general matrices X 2 and X 3 such that LMIs (16) hold, the memoryless

state-feedback gain is given by

1

K FX

=

1 .

Stability Criterion and Stabilization of

Linear Discrete-time System with Multiple Time Varying Delay

291

X

1

T

⎢− A

+

+

j X 1

BjF X 2 X 3 X 3

X

2

X 3

X 1

0

T

1

S d

A 1

0

j

1

S

0

T

S

2 d

A 2

0

j

S 2

0

0

0

T

S

N d

A Nj

N

S

⎥ < 0

X

(16)

1

0

0

1

S

0

X

1

0

SN

1

T

0

1

d

1

d

N

T

X

1

0

0

0

0

0

0

d

N

dN ⎦⎥

j = 1,…, L .

5. Numerical example

To illustrate the usefulness of the previous theoretical results, let us give the following

numerical examples.

Consider a discrete system with multiple time-varying delays N = 2 as

⎡ 0

1 ⎤

⎡0⎤

⎡0.01 0.01⎤

A = ⎢

, B =

,

=

2

3⎥

⎢ ⎥

⎣1⎦

d

A 1 ⎣ 0 0.01⎦

and

⎡0.02 0.25⎤

=

d

A 2 ⎢0.10 0.01⎥

with 1 ≤

1

d

2, 2 d 2 3 . Now the stabilization of this system will be considered with a

memoryless state feedback.

Using Matlab LMI toolbox (P. Gahinet, et al., 1995), solving (21) we can get

⎡1.36 e − 3 4.26 e − 3⎤

⎡7.31 e − 3 2.70 e − 2⎤

X =

=

1

, X

4.26 e 3 1.62 e 2⎥

2

1.95 e − 2 7.15 e

2⎦

⎡ −

and

2.73 e 4

1.89 e 4 ⎤

X =

,

3

⎢ 1.565 e 3 3.42 e 3⎥

⎡2.17 e 2

62.5 ⎤

⎡1.64 e 2

47.8 ⎤

=

=

1

S

, S

,

62.5

3.45 e 2⎥

2

⎣ 47.8

8.56 e 2⎦

⎡4.04 e 2 1.22 e 2⎤

⎡2.84 e 2

96.6 ⎤

=

=

1

T

, T

.

1.22 e 2 6.32 e 2⎥

2

⎣ 96.6

1.03 e 3⎦

292

Discrete Time Systems

Therefore, a memoryless state-feedback gain is given by

1

K FX

=

=

1

[2.0 3.0] .

The closed-loop discrete-time system with multiple time-varying time delay is simulated in

case of

=

=

=

=

=

=

=

=

1

d

1, d 2 2 , 1

d

1, d 2 3 , 1

d

2, d 2 2 , and 1

d

2, d 2 3 , respectively. And

these results are illustrated in Figure 1, Figure 2, Figure 3 and Figure 4. These figures show

that this system is stabilized by the state feedback.

1

0.5

es 0tatS

-0.5

-1

0

5

10

15 Time 20

Fig. 1. The behavior of the states in case of

=

=

1

d

1, d 2 2

1

0.5

ste 0

aSt-0.5

-1

0

5

10

15 Time20

Fig. 2. The behavior of the states in case of

=

=

1

d

1, d 2 3

1

0.5

es 0tatS

-0.5

-1

0

5

10

15 Time 20

Fig. 3. The behavior of the states in case of

=

=

1

d

2, d 2 2

Stability Criterion and Stabilization of

Linear Discrete-time System with Multiple Time Varying Delay

293

1

0.5

es 0

tatS

-0.5

-1

0

5

10

15 Time 20

Fig. 4. The behavior of the states in case of

=

=

1

d

2, d 2 3

6. Conclusion

Stability Criterion and Stabilization for linear discrete-time systems with multiple time-

varying delays have been considered. Main results have been given in terms of linear matrix

inequalities formulation. It provided us an efficient numerical method to stabilize these

systems. Based on these results, it can be also extended to the memory state feedback

problem of these systems in the future research.

7. Acknowledgements

This work is supported by the National Natural Science Foundation of China (Grant no.

6070422), the Fundamental Research Funds for the Central Universities, SCUT 2009ZZ0051,

and NCET-08-0206.

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