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

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G

0

0

0

0

λ−

i

i 2 X 2

"

*

#

#

#

#

#

#

%

*

1

G

0

0

0

0

0

0 λ−

i

iN XN

is satisfied, where

T

T

Θ = − X + ε [ M M + M M ]

i

i

i

ai

ai

bi

bi ,

then the state feedback gain matrices can be given by (4) with

1

Ki

i

Y i

G

=

(20)

356

Discrete Time Systems

and the corresponding switching rule is given by

T

1

σ ( x( k)) = arg min{ x ( k) Xx( k)}

i

(21)

i∈Ξ

Proof. By theorem 1, the closed-loop system (5) is asymptotically stable for all admissible

uncertainties if that there exist G , X ,

λ

i

i

i

Y and ij such that

T

⎡∑λ ( G + G X ) * * ⎤

ij

i

i

i

j∈Ξ

A G + B Y

Θ

* ⎥ < 0 (22)

i i

i i

i

0

Γ

Φ

i

i

⎢⎣

⎥⎦

where Γ = [ G G " G ]T

, ,

i

i

i

i

,

Φ = diag{1 /λ

λ

λ

λ

",1 /λ iNXN}

1 X 1 ,1 /

2 X 2 ,",

i

i

i

1 / ( −1) X −1,1 / ( +1) X +1,

i i

i

i i

i

,

which can be rewritten as

T T

T

A + M F ( k) N + N F ( k) M < 0

i

i i

i

i i

i

where

T

⎡∑λ ( G + G X ) * * ⎤

ij

i

i

i

j∈Ξ

⎡ 0

0 ⎤

A = ⎢

A G + B Y

Θ

* ⎥ , M = M

M

,

i

i i

i i

i

i

ai

bi

0

Γ

Φ

⎢⎣ 0

0 ⎥

i

i

F ( k) = diag( F ( k), F ( k)),

NaiGi

i

ai

bi

0 0

N =

i

N K 0 0⎥

bi i

It follows from Lemma 1 and T

T

F ( t) F ( t) ≤

i

i

I that

T

T

A + M M + N N < 0

i

i

i

i

i

(23)

By virtue of the properties of the Schur complement lemma, inequality (19) can be rewritten

as

T

⎡∑λ ( G + G X ) * *

*

* ⎤

ij

i

i

i

j∈Ξ

A G + B Y

Θ

*

*

* ⎥

i i

i i

i

⎥ < 0 i

∀ ∈ Ξ (24)

Γ

0

Φ

*

*

i

i

N G

0

0

ε

I

*

ai i

i

N Y

0

0

0

ε ⎥

bi i

iI

It is obvious that inequality (24)is equal to inequality (19), which finished the proof.

Let the scalars λ = 0

=

=

ij

and Xi Xj X , it is easily to obtain the condition for robust stability

of the closed-loop system (5) under arbitrary switching as follows.

Robust Stabilization for a Class of Uncertain Discrete-time Switched Linear Systems

357

Corollary 1: The closed-loop system (5) is asymptotically stable for all admissible

uncertainties under arbitrary switching if there exist a symmetric positive definite matrix

n n

X

×

R

ε >

i

, matrices

m n

i

G

×

R

,

m n

i

Y

×

R

, scalars

0

i

and such that

T

⎡− G G + X

*

*

* ⎤

i

i

i

A G + B Y

Θ

*

*

i i

i i

i

⎥ < 0 i

∀ ∈ Ξ (25)

N G

0

ε I

* ⎥

ai i

i

⎢⎣

N Y

0

0

ε

bi i

iI ⎥⎦

is satisfied, where

T

T

Θ = − X + ε [ M M + M M ]

i

i

i

ai

ai

bi

bi , then the state feedback gain matrices can

be given by (4) with

1

Ki

i

Y i

G

=

(26)

4. Example

Consider the uncertain discrete-time switched linear system (1) with N =2. The system

matrices are given by

⎡1.5 1.5 ⎤

⎡1⎤

⎡0.5⎤

⎡0.3⎤

=

=

=

=

=

=

1

A

⎥ , 1

B

⎢ ⎥ , Ma 1 ⎢

⎥ , Na 1 [0.4 0.2], Mb 1 ⎢

⎥ , Nb 1 [0.2],

0

1

.2⎦

⎣0⎦

⎣0.2⎦

⎣0.4⎦

⎡1.2

0 ⎤

⎡0⎤

⎡0.3⎤

⎡0.3⎤

=

=

=

=

=

=

2

A

⎥ , 2

B

⎢ ⎥ , Ma 2 ⎢

⎥ , Na 2 [0.3 0.2], Mb 2 ⎢

⎥ , Nb 2 [0.1].

⎣0.6 1.2⎦

⎣1⎦

⎣0.4⎦

⎣0.3⎦

Obviously, the two subsystems are unstable, and it is easy to verify that neither subsystem

can be individually stabilized via state feedback for all admissible uncertainties. Thus it is

necessary to design both switching rule and feedback control laws to stabilize the uncertain

switched system. Letting λ = −

λ = −

12

10 and 21

10 , the inequality (19) in Theorem 1 is

converted into LMIs. Using the LMI control toolbox in MATLAB, we get

⎡41.3398

8.7000

⎡38.1986

8

− .6432⎤

X =

=

1

⎥ , X 2

8.7000 86.6915

⎢ 8.6432 93.8897⎥

⎡41.3415

8.6

656⎤

⎡−51.2846 T

=

=

1

G

⎥ , 1

Y

⎥ ,

8.7540

86.4219

26.5670

⎡38.1665

8.6003

⎡ 44.3564 T

=

=

2

G

⎥ , 2

Y

⎥ ,

8.61

86 93.6219⎦

⎣ 54.4478 ⎦

ε =

ε =

1

56.6320, 1 24.3598

With

1

Ki

i

Y i

G

=

, the switched state feedback controllers are

K = −

= −

1

[ 1.4841 1.1505], K 2 [ 1.0527 0.4849].

358

Discrete Time Systems

It is obvious that neither of the designed controllers stabilizes the associated subsystem.

Letting that the initial state is x = −

0

[ 3,2] and the time-varying uncertain

F ( k) = F ( k) = f ( k)

ia

ib

( i = 1,2) as shown in Figure 1 is random number between -1 and 1, the

simulation results as shown in Figure 2, 3 and 4 are obtained, which show that the given

uncertain switched system is stabilized under the switched state feedback controller

together with the designed switching rule.

1

0.5

k)

0

f(

-0.5

-10

5

10

15

20

k/step

Fig. 1. The time-varying uncertainty f(k)

2

x1

x2

1

0

k)x( -1

-2

-30

5

10

15

20

k(step)

Fig. 2. The state response of the closed-loop system

5. Conclusion

This paper focused on the robust control of switched systems with norm-bounded

time-varying uncertainties with the help of multiple Lyapunov functions approach and

Robust Stabilization for a Class of Uncertain Discrete-time Switched Linear Systems

359

matrix inequality technique. By the introduction of additional matrices, a new condition

expressed in terms of matrices inequalities for the existence of a state-based switching

strategy and state feedback control law is derived. If some scalars parameters are selected in

advance, the conditions can be dealt with as LMIs for which there exists efficient numerical

software available. All the results can be easily extended to other control problems

( H 2 , H∞ control, etc.).

2

iganl

ng S

itchiwS

1

0

5

10

15

20

k(step)

Fig. 3. The switching signal

2

1

0

x2

-1

-2

-3-3

-2

-1

0

1

x1

Fig. 4. The state trajectory of the closed-loop system

6. Acknowledgment

This paper is supported by the National Natural Science Foundation of China (60674043).

360

Discrete Time Systems

7. References

Liberzon, D. & Morse, A.S. (1999). Basic problems in stability and design of switched

systems, IEEE Control Syst. Mag., Vol 19, No. 5, Oct. 1999, pp. 59-70

DeCarlo, R. A.; Branicky, M. S.; Pettersson, S. & Lennartson, B. (2000). Perspectives and

results on the stability and stabilizability of hybrid systems, Proceedings of the IEEE,

Vol 88, No. 7, Jul. 2000, pp. 1069-1082.

Sun, Z. & Ge, S. S. (2005). Analysis and synthesis of switched linear control systems,

Automatica, Vol 41, No 2, Feb. 2005, pp. 181-195.

Branicky, M. S. (1998). Multiple Lyapunov functions and other analysis tools for switched

and hybrid systems, IEEE Transactions on Automatic Control, Vol 43, No.4, Apr. 1998,

pp. 475-482.

G. S. Zhai, D. R. Liu, J. Imae, (1998). Lie algebraic stability analysis for switched systems

with continuous-time and discrete-time subsystems, IEEE Transactions on Circuits

and Systems II-Express Briefs, Vol 53, No. 2, Feb. 2006, pp. 152-156.

Margaliot, M. & Liberzon, D. (2006). Lie-algebraic stability conditions for nonlinear switched

systems and differential inclusions, Systems and Control Letters, Vol 55, No. 1, Jan.

2006, pp. 8-16.

Akar, M.; Paul, A.; & Safonov, M. G. (2006). Conditions on the stability of a class of second-

order switched systems, IEEE Transactions on Automatic Control, Vol 51, No. 2, Feb.

2006, pp. 338-340.

Daafouz, J.; Riedinger, P. & Iung, C. (2002). Stability analysis and control synthesis for

switched systems: A switched Lyapunov function approach, IEEE Transactions on

Automatic Control, Vol 47, No. 11, Nov. 2002, pp. 1883-1887.

Xie, D.; Wang, Hao, L. F. & Xie, G. (2003). Robust stability analysis and control synthesis for

discrete-time uncertain switched systems, Proceedings of the 42nd IEEE Conference on

Decision and Control, Maui, HI, Dec. 2003, pp. 4812-4817.

Ji, Z.; Wang, L. and Xie, G. (2003). Stabilizing discrete-time switched systems via observer-

based static output feedback, IEEE Int. Conf. SMC, Washington, D.C, October 2003,

pp. 2545-2550.

Li, Z. G.; Wen, C. Y. & Soh, Y. C. (2003). Observer based stabilization of switching linear

systems, Automatica. Vol. 39 No. 3, Feb. 2003, pp:17-524.

Ji, Z. & Wang, L. (2005). Robust H∞ control and quadratic stabilization of uncertain discrete-

time switched linear systems, Proceedings of the American Control Conference.

Portland, OR, Jun. 2005, pp. 24-29.

Zhang, Y. & Duan, G. R. (2007). Guaranteed cost control with constructing switching law of

uncertain discrete-time switched systems, Journal of Systems Engineering and

Electronics, Vol 18, No. 4, Apr. 2007, pp. 846-851.

Ji, Z.; Wang, L. & Xie, G. (2004). Robust H∞ Control and Stabilization of Uncertain Switched

Linear Systems: A Multiple Lyapunov Functions Approach, The 16th Mathematical

Theory of Networks and Systems Conference. Leuven, Belgium, Jul. 2004, pp. 1~17.

Boyd, S.; Ghaoui, L.; Feron, E. & Balakrishnan, V. (1994). Linear Matrix Inequalities in System

and Control Theory, SIAM, Philadelphia.

Part 5

Miscellaneous Applications

21

Half-overlap Subchannel Filtered

MultiTone Modulation and Its Implementation

Pavel Silhavy and Ondrej Krajsa

Department of Telecommunications, Faculty of Electrical Engineering and

Communication, Brno University of Technology,

Czech Republic

1. Introduction

Multitone modulations are today frequently used modulation techniques that enable

optimum utilization of the frequency band provided on non-ideal transmission carrier

channel (Bingham, 2000). These modulations are used with especially in data transmission

systems in access networks of telephone exchanges in ADSL (asymmetric Digital Subscriber

Lines) and VDSL (Very high-speed Digital Subscriber Lines) transmission technologies, in

systems enabling transmission over power li