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

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10

15

20

25

30

35

40

45

50

k

0.3

0.25

0.2

| e 0.15

k|

0.1

0.05

00

5

10

15

20

25

30

35

40

45

50

k

Fig. 9. Time behavior of yk and | ek| in blue solid lines and model response (top) and estimated

H∞ guaranteed cost (bottom) in red dashed lines, for vertex 1 and delays from 2 to 13.

0.2

0

−0.2

uk

−0.4

−0.6

−0.80

5

10

15

20

25

30

35

40

45

50

k

Fig. 10. Control signals used in time simulations presented in Figure 9.

as decentralized control, switched systems, actuator failure, output feedback and following

model conditions.

It has been shown that the proposed convex conditions can be systematically obtained by

i) defining a suitable positive definite parameter dependent Lyapunov-Krasovskii function;

ii) calculating an over bound for Δ V( k) < 0 and iii) applying Finsler’s Lemma to get a set

of LMIs, formulated in a enlarged space, where cross products between the matrices of the

system and the matrices of the Lyapunov-Krasovskii function are avoided. In case of robust

design conditions, they are obtained from the respective analysis conditions by congruence

transformation and, in the H∞ guaranteed cost design, by replacing some matrix blocs by

their over bounds. Numerical examples are given to demonstrated some relevant aspects of

the proposed conditions.

index-336_1.png

index-336_2.png

324

Discrete Time Systems

0.7

0.6

0.5

loop

0.4

en

op0.3

) )

( z ( z 0.2

E

W

0.1

00

0.5

1

1.5

2

2.5

3

3.5

ω[rad/s]

0.7

0.6

0.5

-loopd0.4

0.3

close

) )( z 0.2

( zE W 0.1

00

0.5

1

1.5

2

2.5

3

3.5

ω[rad/s]

Fig. 11. Gain frequency response between signals ek and wk for the open loop (top) and

closed-loop (bottom) cases for delays from 2 to 13 and a sweep on α ∈ [0, 1].

The approach used in this proposal can be used to deal with more complete

Lyapunov-Krasovskii functions, yielding less conservative conditions for both robust stability

analysis and design, including closed-loop performance specifications as presented in this

chapter.

7. References

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Chen, W. H., Guan, Z. H. & Lu, X. (2004). Delay-dependent guaranteed cost control for

uncertain discrete-time systems with both state and input delays, Journal of The

Franklin Institute 341(5): 419–430.

Chu, J. (1995). Application of a discrete optimal tracking controller to an industrial electric

heater with pure delays, Journal of Process Control 5(1): 3–8.

Coutinho, D. F., Pereira, L. F. A. & Yoneyama, T. (2009). Robust H2 model matching from

frequency domain specifications, IET Control Theory and Applications 3(8): 1119–1131.

de Oliveira, M. C. & Skelton, R. E. (2001). Stability tests for constrained linear systems, in

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Control and Information Science, Springer-Verlag, New York, pp. 241–257.

de Oliveira, P. J., Oliveira, R. C. L. F., Leite, V. J. S., Montagner, V. F. & Peres, P. L. D. (2002).

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Robust Stabilization with Performance Specification via LMI Formulations

325

Du, D., Jiang, B., Shi, P. & Zhou, S. (2007). H∞ filtering of discrete-time switched systems

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Automatic Control 52(8): 1520–1525.

Fridman, E. & Shaked, U. (2005a). Delay dependent H∞ control of uncertain discrete delay

system, European Journal of Control 11(1): 29–37.

Fridman, E. & Shaked, U. (2005b). Stability and guaranteed cost control of uncertain discrete

delay system, International Journal of Control 78(4): 235–246.

Gao, H., Lam, J., Wang, C. & Wang, Y. (2004). Delay-dependent robust output feedback

stabilisation of discrete-time systems with time-varying state delay, IEE Proceedings

— Control Theory and Applications 151(6): 691–698.

Gu, K., Kharitonov, V. L. & Chen, J. (2003). Stability of Time-delay Systems, Control Engineering,

Birkhäuser, Boston.

He, Y., Wu, M., Liu, G.-P. & She, J.-H. (2008).

Output feedback stabilization for a

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Control 53(11): 2372–2377.

Hetel, L., Daafouz, J. & Iung, C. (2008). Equivalence between the Lyapunov-Krasovskii

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Kandanvli, V. K. R. & Kar, H. (2009). Robust stability of discrete-time state-delayed systems

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89: 161–173.

Kapila, V. & Haddad, W. M. (1998). Memoryless H∞ controllers for discrete-time systems with

time delay, Automatica 34(9): 1141–1144.

Kolmanovskii, V. & Myshkis, A. (1999).

Introduction to the Theory and Applications of

Functional Differential Equations, Mathematics and Its Applications, Kluwer Academic

Publishers.

Leite, V. J. S. & Miranda, M. F. (2008a). Robust stabilization of discrete-time systems with

time-varying delay: an LMI approach, Mathematical Problems in Engineering pp. 1–15.

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time-varying delay, Proceedings of the 17th IFAC World Congress, Seul.

Leite, V. J. S., Montagner, V. F., de Oliveira, P. J., Oliveira, R. C. L. F., Ramos, D. C. W. & Peres,

P. L. D. (2004). Estabilidade robusta de sistemas lineares através de desigualdades

matriciais lineares, SBA Controle & Automação 15(1).

Leite, V. J. S. & Peres, P. L. D. (2003). An improved LMI condition for robust D-stability of

uncertain polytopic systems, IEEE Transactions on Automatic Control 48(3): 500–504.

Leite, V. S. J., Tarbouriech, S. & Peres, P. L. D. (2009). Robust H∞ state feedback control of

discrete-time systems with state delay: an LMI approach, IMA Journal of Mathematical

Control and Information 26: 357–373.

Liu, X. G., Martin, R. R., Wu, M. & Tang, M. L. (2006). Delay-dependent robust stabilisation of

discrete-time systems with time-varying delay, IEE Proceedings — Control Theory and

Applications 153(6): 689–702.

Ma, S., Zhang, C. & Cheng, Z. (2008). Delay-dependent robust H∞ control for uncertain

discrete-time singular systems with time-delays, Journal of Computational and Applied

Mathematics 217: 194–211.

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Discrete Time Systems

Mao, W.-J. & Chu, J. (2009). D-stability and D-stabilization of linear discrete time-delay

systems with polytopic uncertainties, Automatica 45(3): 842–846.

Montagner, V. F., Leite, V. J. S., Tarbouriech, S. & Peres, P. L. D. (2005).

Stability and

stabilizability of discrete-time switched linear systems with state delay, Proceedings

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state delays, IEEE Transactions on Circuits and Systems Part II: Analog and Digital Signal

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Robust

reference model control with LMI formulation, Proceedings of the IASTED International

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cff1b946 d134a052d36dbe498df5bd

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18

Stability Analysis of Grey Discrete Time

Time-Delay Systems: A Sufficient Condition

Wen-Jye Shyr1 and Chao-Hsing Hsu2

1Department of Industrial Education and Technology,

National Changhua University of Education

2Department of Computer and Communication Engineering

Chienkuo Technology University

Changhua 500, Taiwan,

R.O.C.

1. Introduction

Uncertainties in a control system may be the results modeling errors, measurement errors,

parameter variations and a linearization approximation. Most physical dynamical systems

and industrial process can be described as discrete time uncertain subsystems. Similarly, the

unavoidable computation delay may cause a delay time, which can be considered as time-

delay in the input part of the original systems. The stability of systems with parameter

perturbations must be investigated. The problem of robust stability analysis of a nominally

stable system subject to perturbations has attracted wide attention (Mori and Kokame, 1989).

Stability analysis attempts to decide whether a system that is pushed slightly from a steady-

state will return to that steady state. The robust stability of linear continuous time-delay

system has been examined (Su and Hwang, 1992; Liu, 2001). The stability analysis of an

interval system is very valuable for the robustness analysis of nominally stable system

subject to model perturbations. Therefore, there has been considerable interest in the

stability analysis of interval systems (Jiang, 1987; Chou and Chen, 1990; Chen, 1992).

Time-delay is often encountered in various engineering systems, such as the turboject

engine, microwave oscillator, nuclear reactor, rolling mill, chemical process, manual control,

and long transmission lines in pneumatic and hydraulic systems. It is frequently a source of

the generation of oscillation and a source of instability in many control systems. Hence,

stability testing for time-delay has received considerable attention (Mori, et al., 1982; Su, et

al., 1988; Hmamed, 1991). The time-delay system has been investigated (Mahmoud, et al.,

2007; Hassan and Boukas, 2007).

Grey system theory was initiated in the beginning of 1980s (Deng, 1982). Since then the

research on theory development and applications is progressing. The state-of-the-art

development of grey system theory and its application is addressed (Wevers, 2007). It aims

to highlight and analysis the perspective both of grey system theory and of the grey system

methods. Grey control problems for the discrete time are also discussed (Zhou and Deng,

1986; Liu and Shyr, 2005). A sufficient condition for the stability of grey discrete time

systems with time-delay is proposed in this article. The proposed stability criteria are simple

328

Discrete Time Systems

to be checked numerically and generalize the systems with uncertainties for the stability of

grey discrete time systems with time-delay. Examples are given to compare the proposed

method with reported (Zhou and Deng, 1989; Liu, 2001) in Section 4.

The structure of this paper is as follows. In the next section, a problem formulation of grey

discrete time system is briefly reviewed. In Section 3, the robust stability for grey discrete

time systems with time-delay is derived based on the results given in Section 2. Three

examples are given to illustrate the application of result in Section 4. Finally, Section 5 offers

some conclusions.

2. Problem formulation

Considering the stability problem of a grey discrete time system is described using the

following equation

x( k + 1) = (

A ⊗) x( k) (1)

where ( )

n

x k R represents the state, and (

A ⊗) represents the state matrix of system (1).

The stability of the system when the elements of (

A ⊗) are not known exactly is of major

interest. The uncertainty can arise from perturbations in the system parameters because of

changes in operating conditions, aging or maintenance-induced errors.

Let ⊗

=

ij ( i, j

1,2,..., n) of (

A ⊗) cannot be exactly known, but ij are confined within the

intervals

≤ ⊗ ≤

⊗ ∈ ⎡⊗ ⊗⎤

i

e j

ij

fij . These e and

ij

fij are known exactly, and

,

ij

⎦ . They are called

white numbers, while ⊗ ij are called grey numbers. (

A ⊗) has a grey matrix, and system (1)

is a grey discrete time system.

For convenience of descriptions, the following Definition and Lemmas are introduced.

Definition 2.1

From system (1), the system has

⎡⊗

" ⊗

11

12

1 n

" ⊗

⎢ 21

22

2

(

A ⊗) = [

]

n

=

ij n× n

(2)

#

#

# ⎥

" ⊗

n 1

n 2

nn

⎡ 11

e

1

e 2 " 1

e n

e

e

" e

⎢ 21

22

2

E = [ e ]

n

=

ij n× n

(3)

#

#

# ⎥

n

e 1

n

e 2 " n

e n

f 11 f 12 " f 1 n

f

f

" f

⎢ 21

22

2

F = [ f ]

n

=

ij n× n

(4)

#

#

# ⎥

fn 1 fn 2 " fnn

where E and F represent the minimal and maximal punctual matrices of (

A ⊗) , respectively.

Suppose that A represents the average white matrix of (

A ⊗) as

Stability Analysis of Grey Discrete Time Time-Delay Systems: A Sufficient Condition

329

e + f

E + F

A = [ a ]

ij

ij

= ⎢

=

ij n× n

(5)

2

2

n× n

and

A = [ a ]

× = [⊗ − a ] × =

(

A ⊗) −

G

gij n n

ij

ij n n

A (6)

M = [ m ] × = [ f a ]

= −

ij n n

ij

ij n× n

F A (7)

where G

A represents a bias matrix between (

A ⊗) and A; M represents the maximal bias

matrix between F and A. Then we have

G

A m M m (8)

where M m represents the modulus matrix of M; r[ M] represents the spectral radius of

matrix M; I represents the identity matrix, and λ( M) is the eigenv