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H-infinity methods in control theory

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not necessarily represent the best controller in terms of the usual performance measures used to evaluate controllers such as settling time, energy expended, etc. Also, non-linear constraints such as saturation are generally not well-handled. These methods were introduced into control theory in the late 1970s-early 1980s by
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techniques can be used to minimize the closed loop impact of a perturbation: depending on the problem formulation, the impact will either be measured in terms of stabilization or performance. Simultaneously optimizing robust performance and robust stabilization is difficult. One method that comes
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techniques include the level of mathematical understanding needed to apply them successfully and the need for a reasonably good model of the system to be controlled. It is important to keep in mind that the resulting controller is only optimal with respect to the prescribed cost function and does
1119: 260: 758: 175:, which allows the control designer to apply classical loop-shaping concepts to the multivariable frequency response to get good robust performance, and then optimizes the response near the system bandwidth to achieve good robust stabilization. 467:{\displaystyle {\begin{bmatrix}z\\v\end{bmatrix}}=\mathbf {P} (s)\,{\begin{bmatrix}w\\u\end{bmatrix}}={\begin{bmatrix}P_{11}(s)&P_{12}(s)\\P_{21}(s)&P_{22}(s)\end{bmatrix}}\,{\begin{bmatrix}w\\u\end{bmatrix}}} 979: 1213: 586: 971: 860: 198: 635: 147:
of the matrix over that space. In the case of a scalar-valued function, the elements of the Hardy space that extend continuously to the boundary and are continuous at infinity is the
891: 792: 516: 922: 1151: 814: 623: 1114:{\displaystyle ||F_{\ell }(\mathbf {P} ,\mathbf {K} )||_{\infty }=\sup _{\omega }{\bar {\sigma }}(F_{\ell }(\mathbf {P} ,\mathbf {K} )(j\omega ))} 1384:
Zames, George (1981). "Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses".
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techniques are readily applicable to problems involving multivariate systems with cross-coupling between channels; disadvantages of
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Helton, J. William (1978). "Orbit structure of the Mobius transformation semigroup action on H-infinity (broadband matching)".
535: 1595: 1572: 1540: 930: 819: 151:. For a matrix-valued function, the norm can be interpreted as a maximum gain in any direction and at any frequency; for 1474: 753:{\displaystyle F_{\ell }(\mathbf {P} ,\mathbf {K} )=P_{11}+P_{12}\,\mathbf {K} \,(I-P_{22}\,\mathbf {K} )^{-1}\,P_{21}} 1358: 594: 152: 865: 766: 1308: 144: 480: 896: 17: 1127: 58: 1488: 1364: 1325: 925: 797: 1615: 1433:(1980). "Feedback stabilization of linear dynamical plants with uncertainty in the gain factor". 1353: 166: 1483: 601: 1620: 193:
First, the process has to be represented according to the following standard configuration:
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to synthesize controllers to achieve stabilization with guaranteed performance. To use
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comes from the name of the mathematical space over which the optimization takes place:
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systems, this is effectively the maximum magnitude of the frequency response.
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techniques have the advantage over classical control techniques in that
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Optimal State Estimation: Kalman, H-infinity, and Nonlinear Approaches
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problem and then finds the controller that solves this optimization.
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to find the controller, but require several simplifying assumptions.
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norm of the closed loop system is mainly given through the matrix
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An optimization-based reformulation of the Riccati equation uses
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methods, a control designer expresses the control problem as a
1208:{\displaystyle F_{\ell }(\mathbf {P} ,\mathbf {K} )(j\omega )} 1311:
of the closed loop often leads to very high-order controller.
581:{\displaystyle z=F_{\ell }(\mathbf {P} ,\mathbf {K} )\,w} 1515:
Doyle, John; Francis, Bruce; Tannenbaum, Allen (1992),
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It is therefore possible to express the dependency of
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that we want to minimize, and the measured variables
966:{\displaystyle F_{\ell }(\mathbf {P} ,\mathbf {K} )} 855:{\displaystyle F_{\ell }(\mathbf {P} ,\mathbf {K} )} 1587:
Multivariable Feedback Control: Analysis and Design
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Multivariable Feedback Control: Analysis and Design
1207: 1145: 1113: 965: 916: 885: 854: 808: 786: 752: 617: 580: 510: 466: 1607: 1043: 1584:Skogestad, Sigurd; Postlethwaite, Ian (2005), 1563:Skogestad, Sigurd; Postlethwaite, Ian (1996), 1464: 1526: 178:Commercial software is available to support 215:. There are two outputs, the error signals 1465:Barbu, V.; Sritharan, Sivaguru S. (1998), 1429: 125:and bounded in the open right-half of the 1487: 1423: 1296:)). There are several ways to come to an 924:control design. The infinity norm of the 739: 720: 700: 694: 574: 504: 437: 307: 886:{\displaystyle {\mathcal {H}}_{\infty }} 787:{\displaystyle {\mathcal {H}}_{\infty }} 794:control design is to find a controller 231:to calculate the manipulated variables 14: 1608: 1467:"H-infinity Control of Fluid Dynamics" 1410: 1386:IEEE Transactions on Automatic Control 235:. Notice that all these are generally 188: 1538: 1404: 1383: 893:norm. The same definition applies to 625:is defined (the subscript comes from 223:, that we use to control the system. 1377: 511:{\displaystyle u=\mathbf {K} (s)\,v} 207:has two inputs, the exogenous input 24: 1475:Proceedings of the Royal Society A 1034: 917:{\displaystyle {\mathcal {H}}_{2}} 903: 878: 872: 779: 773: 25: 1632: 1359:Linear-quadratic-Gaussian control 1527:Green, M.; Limebeer, D. (1995), 1435:International Journal of Control 1186: 1178: 1146:{\displaystyle {\bar {\sigma }}} 1089: 1081: 1015: 1007: 956: 948: 845: 837: 802: 722: 696: 661: 653: 595:linear fractional transformation 567: 559: 491: 294: 196: 1457: 1328:and requires fewer assumptions. 1202: 1193: 1190: 1174: 1137: 1108: 1105: 1096: 1093: 1077: 1064: 1058: 1029: 1023: 1019: 1003: 989: 984: 960: 944: 862:is minimised according to the 849: 833: 727: 701: 665: 649: 571: 555: 501: 495: 426: 420: 405: 399: 382: 376: 361: 355: 304: 298: 13: 1: 1370: 1317:-based approaches solve two 1309:Youla-Kucera parametrization 809:{\displaystyle \mathbf {K} } 763:Therefore, the objective of 254:In formulae, the system is: 91:(gain margin optimization). 7: 1332: 165:close to achieving this is 121:-valued functions that are 10: 1637: 1326:linear matrix inequalities 1447:10.1080/00207178008922838 618:{\displaystyle F_{\ell }} 59:mathematical optimization 1398:10.1109/tac.1981.1102603 1365:Rosenbrock system matrix 926:transfer function matrix 133:) > 0; the 1590:(2nd ed.), Wiley, 1545:, Wiley, archived from 1517:Feedback Control Theory 1354:H-infinity loop-shaping 1498:10.1098/rspa.1998.0289 1413:Adv. Math. Suppl. Stud 1236:is given in the form ( 1209: 1147: 1115: 967: 918: 887: 856: 810: 788: 754: 619: 582: 512: 468: 185:controller synthesis. 1529:Linear Robust Control 1210: 1148: 1116: 968: 919: 888: 857: 811: 789: 755: 620: 583: 513: 469: 1161: 1128: 980: 931: 897: 866: 820: 798: 767: 636: 602: 536: 481: 261: 1539:Simon, Dan (2006), 1482:(1979): 3009–3033, 189:Problem formulation 1205: 1143: 1111: 1051: 963: 914: 883: 852: 806: 784: 750: 615: 578: 508: 464: 458: 431: 328: 284: 1597:978-0-470-01167-6 1574:978-0-471-94277-1 1431:Tannenbaum, Allen 1319:Riccati equations 1232:(when the system 1140: 1061: 1042: 16:(Redirected from 1628: 1600: 1577: 1556: 1555: 1554: 1532: 1520: 1508: 1491: 1471: 1451: 1450: 1427: 1421: 1420: 1408: 1402: 1401: 1381: 1339:Blaschke product 1214: 1212: 1211: 1206: 1189: 1181: 1173: 1172: 1152: 1150: 1149: 1144: 1142: 1141: 1133: 1120: 1118: 1117: 1112: 1092: 1084: 1076: 1075: 1063: 1062: 1054: 1050: 1038: 1037: 1032: 1026: 1018: 1010: 1002: 1001: 992: 987: 972: 970: 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1006: 997: 993: 988: 983: 981: 978: 977: 973:is defined as: 955: 947: 938: 934: 932: 929: 928: 908: 902: 901: 900: 898: 895: 894: 877: 871: 870: 869: 867: 864: 863: 844: 836: 827: 823: 821: 818: 817: 801: 799: 796: 795: 778: 772: 771: 770: 768: 765: 764: 744: 740: 730: 726: 721: 714: 710: 695: 688: 684: 675: 671: 660: 652: 643: 639: 637: 634: 633: 609: 605: 603: 600: 599: 566: 558: 549: 545: 537: 534: 533: 490: 482: 479: 478: 457: 456: 450: 449: 439: 438: 430: 429: 414: 410: 408: 393: 389: 386: 385: 370: 366: 364: 349: 345: 338: 337: 327: 326: 320: 319: 309: 308: 293: 283: 282: 276: 275: 265: 264: 262: 259: 258: 191: 184: 172: 163: 139: 110: 100: 81: 74: 67: 56: 33: 23: 22: 15: 12: 11: 5: 1634: 1624: 1623: 1618: 1616:Control theory 1603: 1602: 1596: 1580: 1579: 1573: 1559: 1558: 1535: 1534: 1523: 1522: 1511: 1510: 1461: 1459: 1456: 1453: 1452: 1422: 1403: 1392:(2): 301–320. 1375: 1374: 1372: 1369: 1368: 1367: 1362: 1356: 1351: 1346: 1341: 1334: 1331: 1330: 1329: 1322: 1312: 1300: 1293: 1286: 1279: 1272: 1265: 1258: 1251: 1244: 1229: 1222: 1204: 1201: 1198: 1195: 1192: 1188: 1184: 1180: 1176: 1171: 1167: 1157:of the matrix 1155:singular value 1139: 1136: 1122: 1121: 1110: 1107: 1104: 1101: 1098: 1095: 1091: 1087: 1083: 1079: 1074: 1070: 1066: 1060: 1057: 1049: 1045: 1041: 1036: 1031: 1025: 1021: 1017: 1013: 1009: 1005: 1000: 996: 991: 986: 962: 958: 954: 950: 946: 941: 937: 911: 905: 880: 874: 851: 847: 843: 839: 835: 830: 826: 804: 781: 775: 761: 760: 747: 743: 736: 733: 729: 724: 717: 713: 709: 706: 703: 698: 691: 687: 683: 678: 674: 670: 667: 663: 659: 655: 651: 646: 642: 612: 608: 589: 588: 577: 573: 569: 565: 561: 557: 552: 548: 544: 541: 519: 518: 507: 503: 500: 497: 493: 489: 486: 475: 474: 461: 455: 452: 451: 448: 445: 444: 442: 434: 428: 425: 422: 417: 413: 409: 407: 404: 401: 396: 392: 388: 387: 384: 381: 378: 373: 369: 365: 363: 360: 357: 352: 348: 344: 343: 341: 336: 331: 325: 322: 321: 318: 315: 314: 312: 306: 303: 300: 296: 292: 287: 281: 278: 277: 274: 271: 270: 268: 190: 187: 182: 170: 161: 145:singular value 137: 129:defined by Re( 108: 98: 79: 72: 65: 54: 48:control theory 31: 9: 6: 4: 3: 2: 1633: 1622: 1619: 1617: 1614: 1613: 1611: 1599: 1593: 1589: 1588: 1582: 1581: 1576: 1570: 1566: 1561: 1560: 1549:on 2010-12-30 1548: 1544: 1543: 1537: 1536: 1530: 1525: 1524: 1518: 1513: 1512: 1507: 1503: 1499: 1495: 1490: 1485: 1481: 1477: 1476: 1468: 1463: 1462: 1448: 1444: 1440: 1436: 1432: 1426: 1418: 1414: 1407: 1399: 1395: 1391: 1387: 1380: 1376: 1366: 1363: 1360: 1357: 1355: 1352: 1350: 1347: 1345: 1342: 1340: 1337: 1336: 1327: 1323: 1320: 1316: 1313: 1310: 1306: 1305: 1304: 1299: 1292: 1285: 1278: 1271: 1264: 1257: 1250: 1243: 1239: 1235: 1228: 1221: 1216: 1199: 1196: 1182: 1169: 1165: 1156: 1134: 1102: 1099: 1085: 1072: 1068: 1055: 1047: 1039: 1011: 998: 994: 976: 975: 974: 952: 939: 935: 927: 909: 841: 828: 824: 745: 741: 734: 731: 715: 711: 707: 704: 689: 685: 681: 676: 672: 668: 657: 644: 640: 632: 631: 630: 628: 610: 606: 597: 596: 575: 563: 550: 546: 542: 539: 532: 531: 530: 528: 524: 505: 498: 487: 484: 477: 476: 459: 453: 446: 440: 432: 423: 415: 411: 402: 394: 390: 379: 371: 367: 358: 350: 346: 339: 334: 329: 323: 316: 310: 301: 290: 285: 279: 272: 266: 257: 256: 255: 252: 250: 246: 242: 238: 234: 230: 226: 222: 218: 214: 210: 206: 201: 199: 194: 186: 181: 176: 174: 169: 160: 156: 154: 150: 146: 143: 136: 132: 128: 127:complex plane 124: 120: 116: 115: 107: 103: 97: 92: 90: 86: 78: 71: 64: 60: 53: 49: 45: 41: 39: 34: 30: 19: 1621:Hardy spaces 1586: 1564: 1551:, retrieved 1547:the original 1541: 1528: 1516: 1479: 1473: 1458:Bibliography 1438: 1434: 1425: 1416: 1412: 1406: 1389: 1385: 1379: 1303:controller: 1297: 1290: 1283: 1276: 1269: 1262: 1255: 1248: 1241: 1237: 1233: 1226: 1219: 1217: 1123: 762: 626: 592: 590: 526: 522: 520: 253: 244: 240: 232: 228: 224: 220: 216: 212: 208: 204: 202: 195: 192: 179: 177: 173:loop-shaping 167: 158: 157: 149:disk algebra 140:norm is the 134: 130: 112: 105: 101: 95: 93: 85:George Zames 76: 69: 62: 51: 46:are used in 43: 37: 36: 28: 27: 26: 1519:, MacMillan 1441:(1): 1–16. 1344:Hardy space 591:Called the 227:is used in 114:Hardy space 94:The phrase 1610:Categories 1553:2006-07-05 1419:: 129–197. 1371:References 816:such that 239:, whereas 203:The plant 18:H infinity 1567:, Wiley, 1506:121983192 1484:CiteSeerX 1200:ω 1170:ℓ 1138:¯ 1135:σ 1103:ω 1073:ℓ 1059:¯ 1056:σ 1048:ω 1035:∞ 999:ℓ 940:ℓ 879:∞ 829:ℓ 780:∞ 732:− 708:− 645:ℓ 611:ℓ 551:ℓ 40:-infinity 1349:H square 1333:See also 249:matrices 142:supremum 123:analytic 1315:Riccati 237:vectors 111:is the 102:control 44:methods 35:(i.e. " 1594:  1571:  1504:  1486:  1124:where 593:lower 119:matrix 1502:S2CID 1470:(PDF) 1361:(LQG) 627:lower 1592:ISBN 1569:ISBN 529:as: 247:are 243:and 153:SISO 1494:doi 1480:545 1443:doi 1394:doi 1044:sup 629:): 598:, 525:on 117:of 42:") 1612:: 1500:, 1492:, 1478:, 1472:, 1439:32 1437:. 1415:. 1390:26 1388:. 1307:A 1294:21 1289:, 1287:22 1282:, 1280:12 1275:, 1273:11 1268:, 1261:, 1254:, 1247:, 1240:, 1230:11 1215:. 746:21 716:22 690:12 677:11 416:22 395:21 372:12 351:11 251:. 1601:. 1578:. 1557:. 1533:. 1521:. 1509:. 1496:: 1449:. 1445:: 1417:3 1400:. 1396:: 1301:∞ 1298:H 1291:D 1284:D 1277:D 1270:D 1266:2 1263:C 1259:1 1256:C 1252:2 1249:B 1245:1 1242:B 1238:A 1234:P 1227:D 1223:∞ 1220:H 1203:) 1197:j 1194:( 1191:) 1187:K 1183:, 1179:P 1175:( 1166:F 1109:) 1106:) 1100:j 1097:( 1094:) 1090:K 1086:, 1082:P 1078:( 1069:F 1065:( 1040:= 1030:| 1024:| 1020:) 1016:K 1012:, 1008:P 1004:( 995:F 990:| 985:| 961:) 957:K 953:, 949:P 945:( 936:F 910:2 904:H 873:H 850:) 846:K 842:, 838:P 834:( 825:F 803:K 774:H 742:P 735:1 728:) 723:K 712:P 705:I 702:( 697:K 686:P 682:+ 673:P 669:= 666:) 662:K 658:, 654:P 650:( 641:F 607:F 576:w 572:) 568:K 564:, 560:P 556:( 547:F 543:= 540:z 527:w 523:z 506:v 502:) 499:s 496:( 492:K 488:= 485:u 460:] 454:u 447:w 441:[ 433:] 427:) 424:s 421:( 412:P 406:) 403:s 400:( 391:P 383:) 380:s 377:( 368:P 362:) 359:s 356:( 347:P 340:[ 335:= 330:] 324:u 317:w 311:[ 305:) 302:s 299:( 295:P 291:= 286:] 280:v 273:z 267:[ 245:K 241:P 233:u 229:K 225:v 221:v 217:z 213:u 209:w 205:P 183:∞ 180:H 171:∞ 168:H 162:∞ 159:H 138:∞ 135:H 131:s 109:∞ 106:H 99:∞ 96:H 80:∞ 77:H 73:∞ 70:H 66:∞ 63:H 55:∞ 52:H 38:H 32:∞ 29:H 20:)

Index

H infinity
control theory
mathematical optimization
George Zames
Allen Tannenbaum
Hardy space
matrix
analytic
complex plane
supremum
singular value
disk algebra
SISO
H loop-shaping

vectors
matrices
linear fractional transformation
transfer function matrix
singular value
Youla-Kucera parametrization
Riccati
Riccati equations
linear matrix inequalities
Blaschke product
Hardy space
H square
H-infinity loop-shaping
Linear-quadratic-Gaussian control
Rosenbrock system matrix

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