Abstract
Let b/a be a strictly proper reduced rational transfer function, with a monic. Consider the problem of designing a controller y/x, with deg(y) ≤ deg(x) < deg(o) - 1 and x monic, subject to lower and upper bounds on the coefficients of y and x, so that the poles of the closed loop transfer function, that is the roots (zeros) of ax + by, are, if possible, strictly inside the unit disk. One way to formulate this design problem is as the following optimization problem: minimize the root radius of ax + by, that is the largest of the moduli of the roots of ax + by, subject to lower and upper bounds on the coefficients of x and y, as the stabilization problem is solvable if and only if the optimal root radius subject to these constraints is less than one. The root radius of a polynomial is a non-convex, non-locally-Lipschitz function of its coefficients, but we show that the following remarkable property holds: there always exists an optimal controller y/x minimizing the root radius of ax + by subject to given bounds on the coefficients of x and y with root, activity (the number of roots of ax + by whose modulus equals its radius) and bound activity (the number of coefficients of x and y that are on their lower or upper bound) summing to at least 2deg(x) + 2. We illustrate our results on two examples from the feedback control literature.
Original language | English (US) |
---|---|
Pages (from-to) | 382-387 |
Number of pages | 6 |
Journal | IFAC-PapersOnLine |
Volume | 28 |
Issue number | 14 |
DOIs | |
State | Published - Jul 1 2015 |
Event | 8th IFAC Symposium on Robust Control Design, ROCOND 2015 - Bratislava, Slovakia Duration: Jul 8 2015 → Jul 11 2015 |
Keywords
- Frequency domain stabilization
- Polynomial optimization
- Robust control
ASJC Scopus subject areas
- Control and Systems Engineering
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In: IFAC-PapersOnLine, Vol. 28, No. 14, 01.07.2015, p. 382-387.
Research output: Contribution to journal › Conference article › peer-review
}
TY - JOUR
T1 - Polynomial stabilization with bounds on the controller coefficients
AU - Eaton, Julia
AU - Grundel, Sara
AU - Gürbüzbalaban, Mert
AU - Overton, Michael L.
N1 - Funding Information: Abstract: Let b/a be a strictly proper reduced rational transfer function, with a monic. Abstract: Let b/a be a strictly proper reduced rational transfer function, with a monic. CAobnsstirdaecrtt:heLeptrobb/laembeofadestirginctinlyg aprcoopnetrrorleledrucye/dx,rwatitiohndalegt(rya)n≤sfedrefgu(nxc)t<iond,egw(iat)h−a1maonndicx. CAobnsstirdaecrtt:heLeptrobb/leambeofadestirginctinlyg aprcoopnetrrorleledrucye/dx,rwatitiohndalegt(rya)n≤sfedrefgu(nxc)t<iond,egw(iat)h−a1maonndicx. Cmoonnsicid,esrutbhjeecptrtooblleomweorfadnedsiugnpipnegr abocuontdrsololenrtyh/exc,owefiftihciednetgs(yo)f ≤y adnedg(x), s<o dthega(tat)h−e 1poalnesdoxf Coonnsicid,esrutbhjeecptrtooblleomweorfadnedsiugnpipnegr abocuontdrsololenrtyh/exc,owefiftihciednetgs(yo)f ≤y adnedg(x), s<o dthega(tat)h−e 1poalnesdoxf mthoenciclo,sseudbljoecotpttoralnowsfer afunndctuipopn,erthbaotunisdtshoenrothoetsc(ozeefrfiocsi)enotfsaoxf +y abny,daxr,e,soiftphoastsitbhlee,psotrleicstolyf tmhoenciclo,sseudbljoecotpttoralnowsfer afunndctuipopn,erthbaotunisdtshoenrothoetsc(ozeefrfiocsi)enotfsaoxf +y abny,daxr,e,soiftphoastsitbhle,psotrleicstolyf tinhseidcelotsheedulonoitpdtirsakn.sOfenrefuwnacytitoonf,otrhmautlaisteththeisrodoetssig(nzeproros)bloefmaixs+asbtyh,eafroel,loifwpinogssoibplteim, sitzraitcitolny inhseidcelotsheedulonoitpdtirsakn.sOfenrefuwnacytitoonf,otrhmautlaisteththeisrodoetssig(nzeproros)bloefmaixs+asbtyh,eafroel,loifwpinogssoibplteim, sitzraitcitolny ipnrsoibdleemth:emuinniitmdiizsek.thOenreowotayratdoiufosromfualxat+e tbhyi,stdheastigins tphreoblalermgesist aosf the fmololodwuliingofotphteimroizoattsionf pnrsoibdleemth:emuinniitmdiizsek.thOenreowotayratdoiufosromfualxat+e tbhyi,stdheastigins tphreoblalermgesist aosf the fmololodwuliingofotphteimroizoattsioonf paxro+blebmy, sisubsojelvctabtloe liofwaenrdanodnluypipf etrhbeooupntdims aolnrtohoet croaedfifuicsiesnutbs joefctxtaontdhyes,eascotnhsetrsatianbtislizisatlieosns paxro+blebmy, sisubsojelvctabtloe liofwaenrdanodnluypipf etrhbeooupntdims aolnrtohoet croaedfifuicsiesnutbs joefctxtaontdhyes,eascotnhsetrsatianbtislizisatlieosns pthraonbleomne.isTshoelvraobolteriafdaiunsdoofnalypoiflytnhoemoipaltiims alnroono-tcornavdeiuxs, nsuonb-jleocctaltloy-tLhiepssechciotznsfturnacintitosnisofleistss thraonbleomne.isTshoelvraobolteriafdaiunsdoofnalypoiflytnhoemoipaltiims alnroono-tcornavdeiuxs, nsuonb-jleocctaltloy-tLhiepssechciotznsfturnacintitosnisofleists tchoaefnficoineen.tsT, hbeurtowote rsahdoiwustohfaat tphoelyfnoollmowiainl gis raemnoanrk-caobnlevepxr,onpoenrt-ylochaollldys-L: itphsecrheitazlwfuanycsteioxnistosf iatns choaefnficoineen.tsT, hbeurtowote rsahdoiwustohfaat tphoelyfnoollmowiainl gis raemnoanrk-caobnlevepxr,onpoenrt-ylochaollldys-L: itphsecrheitazlwfuanycsteioxnistosf iatns coopetfifmicaielnctosn,tbruoltlewreys/hxowmitnhimatiztihnegftohlleowroinogt rraemdiaurskaobflaexp+ropbyerstyubhjoecldtst:othgeirvenalbwoauynsdesxiosntstahne oopetfifmicaielnctosn,tbruoltlewreys/hxowmitnhimatiztihnegftohlleowroinogt rraemdiaurskaobflaexp+ropbyerstyubhjoecldtst:othgeirveenalbwoauynsdesxiosntstahne ocopetfifmicaielnctosnotfroxllearndy/yxwmitihnirmooiztinagctitvhietyro(tohternaudmiubseorfoafxro+otbsyosfuabxje+ctbytowghiovseenmboduunlduss oenqutahles oopetfifmicaielnctosnotfroxllearndy/yxwmitihnirmooiztinagctitvhietyro(tohternaudmiubseorfoafxro+otbsyosfuabxje+ctbytowghiovseenmboduunlduss oenqutahles ictoserffaicdiieunst)saonfdxbaonudndy awcittihvitryoo(tthacetinvuitmyb(etrheofncuomefbfiecrieonftsroooftsxoafnadxy+tbhyatwahroeseonmtohdeuirlulsoweqeuraolsr ictoserffaicdiieunst)saonfdxbaonudndy awcittihvitryoo(tthacetinvuitmyb(etrheofncuomefbfiecrieonftsroooftsxoafnadxy+tbhyatwahroeseonmtohdeuirlulsoweqeuraolsr iutpspreardbiuosu)nadn)dsubomumndinagcttoiviattyle(athste 2nduemgb(xer) +of2c.oWeffeiciilelunsttsraotfexoaunrdreysutlhtsatonartewonetxhaemirplloews efrroomr uitpspreardbiuosu)nadn)dsubomumndinagcttoiviattyle(athste 2nduemgb(xer) +of2c.oWeffeiciilelunsttsraotfexoaunrdreysutlhtsatonartewonetxhaemirplloews efrroomr uthpepeferebdobuanckd)cosunmtromlilnitgetroatautrel.east 2deg(x)+2. We illustrate our results on two examples from thpepeferebdobuanckd)cosunmtromlilnitgetroatautrel.east 2deg(x)+2. We illustrate our results on two examples from the feedback control literature. t©he20f1e5e,d IbFaAcCk (cIonntetrrnoaltliiotnearla Ftuedreer.ation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved. Keywords: Robust control, polynomial optimization, frequency domain stabilization Keywords: Robust control, polynomial optimization, frequency domain stabilization Keywords: Robust control, polynomial optimization, frequency domain stabilization 1. INTRODUCTION 2. A THEOREM ON ROOT AND BOUND ACTIVITY 1. INTRODUCTION 2. A THEOREM ON ROOT AND BOUND ACTIVITY 1. INTRODUCTION 2. A THEOREM ON ROOT AND BOUND ACTIVITY 1. INTRODUCTION 2. A THEORE1 M OnN ROOT AND BOUND ACTIVITY Let Pn denote the space of real polynomials of degree Letcoeff:Pn1→Rnbedefinedby Let Pn denote the1space of real polynomials of degree Letcoeffn:PLetcoeff:Pn11→R→Rnnn−b1edefinedbyTbedefinedby nLeotrPlesnsdeannodtelethPen1spdaecneotoeftrheealmpoonlyicnormeailalpsoloyfndomegiraeles Letcocoeffeff(zn:P+nc→n−1Rzn−b1e+de·fine··+dcb0y)=[c0,c1,...,cn−1]T. n n1 coeff(zn+cn−1zn−1+···+c0)=[c0,c1,...,cn−1]T. nof odreglersese ann.dLlet aPn1radtieonnoatle ftuhnectmioonnibc/arebale pgoivlyenno, mwiiatlhs Thcoeoeffrem(zn1.+Lcent−1aznan−1d+b· ··be+ficx0e)d=p[co0ly,cn1o,.m..,ialscnw−i1t]hT .no nofodreglerseseann.dLleet aPnradtieonnoatleftuhnectmioonnibc/arebalepgoivlyenno,mwiiatlhs coeff(z +cn−1z +···+c0)=[c0,c1,...,cn−1] . odfegd(ebg)r<eedne.g(Lae)taandrawtiiotnhaal fmunocntiico.nWbe/awibsehgtoivedne,sigwnitha nTohne-ocroenmst1a.ntLceotmamaonndfabctbores,fiwxeitdh pdoegly(nb)om<iadlesg(wai)t,hanndo doengt(rbo)ll<erdye/gx(afo)rabn/da,wwitihthadmego(nyi)c≤. Wdegw(xis)h<tdoedge(asi)g−n a1 nTohne-ocroenmst1a.ntLceotmamaonndfabctbores,fiwxeitdh pdoegly(nb)om<iadlesg(wai)t,hanndo doengt(rbo)ll<erdye/gx(afo)rabn/da,wwitihthadmego(nyi)c≤. Wdegw(xis)h<tdoedge(asi)g−n a1 wnoitnh-caonmstoannitc.coLmetm0on≤fadct≤orsd,ewg(itah) −de2g(ab)nd<cdoengs(ida)e,r atnhde aonndtrxolmleornyi/c,xsfoorthba/ta,thweitphodleesgo(yf)th≤edcelogs(exd) <loodpegt(raa)ns−fe1r with Let 0 ≤ d ≤ deg(a) − 2 and consider the aonndtrxolmleornyi/c,xsfoorthba/ta,thweitphodleesgo(yf)th≤edcelogs(exd) <loodpegt(raa)ns−fe1r wopitthimaizamtoionnicp.rLoebtle0m:≤d ≤deg(a) −2andconsiderthenon-caonmstoannitc.commonfactors,withdeg(b)<deg(a),and faunndctxiomn,oneqicu,ivsoalethnatltytthheeprooloestso(fztehreosc)losfedaxlo+opbyt,raanllsfleier optimizationproblem:wopitthimaizamtoionnicp. rLoebtle0m:≤ d ≤ deg(a) − 2 and consider the faunndctxiomn,oneqicu,ivsoalethnatltytthheeprooloestso(fztehreosc)losfedaxlo+opbyt,raanllsfleier min {ρ(ax+by):ℓ≤coeff(x)≤u,ℓ≤coeff(y)≤u} finusnicdteiotnh,eeuqnuiitvdaliesnkt,lsyubthjeectrotootpsr(ezsecrroibs)edofloawxer+abnyd,uapllpleier ox∈ptimPm1,iyniz∈Patiod{ρn(axpro+blebym):: ℓ ≤ coeff(x) ≤ u,ℓ ≤ coeff(y) ≤ u} finusnicdteiotnh,eeuqnuiitvdaliesnkt,lsyubthjeectrotootpsr(ezsecrroibs)edofloawxer+abnyd,uapllpleier x∈Pm1,yin∈Pd{ρ(ax+by):ℓ≤coeff(x)≤u,ℓ≤coeff(y)≤u} inosuidnedsthoenutnhietcdoiesfkfi,csiuenbtjsecotftxoapnrdesyc.rDibeefdinleowtheerraonodtruapdpiuesr x∈Pmdd1,yin∈Pd{ρ(ax+by):ℓ≤coeff(x)≤u,ℓ≤coeff(y)≤u} inside the unit disk, subject to prescribed lower and upper whed1re ℓ d∈ R ∪ {−≥}, u ∈ R ∪ {≥}, ℓ < u and the ρbooufnadspoonlytnhoemcioaelffpic∈ienPtn1s oafsx and y. Define the root radius wherde ℓ ∈ R ∪ {−≥}, u ∈ R ∪ {≥}, ℓ < u and the ρbooufnadspoonlytnhoemcioaelffpic∈ienPtn1soafsxandy.Definetherootradius winheeqruealℓiti∈es Rare∪t{o−≥be},inuter∈preRte∪d {c≥om}p,oℓne<ntwuisae.ndThthene ρ of a polynomial p ∈ Pn1 as winheeqruealℓiti∈es Rare∪ t{o−≥be},inuter∈preRte∪d {c≥om}p, oℓne<ntwuisae.n∗dThthen∗e ρ of a polynomial p ∈ Pn as inheeqreualliwtiaeyssaerxeisttos abgeloibntaellryproeptteidmaclompinoinmeinztewriasex.∗+Thbeyn∗ ρ(p) = max{|λ| : p(λ) = 0}, tnheeqreuaalliwtiaeyssaerxeisttos abgeloibntaellryproept∗teidmaclo∗mpinoinmeinztewriasex.∗+Thbeyn∗ ρ(p) = max{|λ| : p(λ) = 0}, for which the root activity of ax + by (the numbe∗r of its∗ the maximumρo(fpthe)=mmaxoduli{|λ|of:itsp(λro)o=ts.0}C,learly, b/a can ftohrerwehailcwhatyhseerxoiosttsaactgilvoitbyalolyf aoxp∗∗ti+mably∗∗m(inthimeinzuemr abxer+ofb∗iyts the maximum of the moduli of its roots. Clearly, b/a can roots, counting multiplicity, who∗se modulus∗ equals ρ(ax∗+ btheesmtaabxiliimzeudmboyfyt/hxe wmiotdhutlhi eofreitqsuriroeodtsc.oCnlsetarraliyn,tsb/iaf acnand roforo∗tsw,hcicohunthetingromotulactitiplviictyity,ofwaxhose+mbyodulus(theenquaumlsbeρr(axof∗it+s btheesmtaabxiliimzeudmboyfyt/hxe wmiotdhutlhi eofreitqsuriroeodtsc.oCnlsetarraliyn,tsb/iaf acnand by )) and the bound activity (the number of coefficients∗of obnelystaifbtilhizeegdlobbyaly/mxinwimituhmthoef rtehqeuriroeodt croandsiutrsaρin(tasxi+f abnyd) rboy∗o∗∗)t)s,acnodu∗ntthiengbomuunldtiapclitcivitiyt,yw(hthoesenmumodbuelruosfecqoueaflfsicρie(natxs o+f obnelystaifbtilhizeegdlobbyaly/mxinwimituhmthoef rtehqeuriroeodt croandsiutrsaρin(tasxi+f abnyd) x∗∗and y∗ that are on their lower or upper bound) sum to sounblyjeicfttthoetghleobreaqlumiriendimcuonmstorfaitnhtes roonoxt raanddiuysiρs(laexss+thbayn) bxy∗ a))ndanyd∗tthheatboaurnedonactthiveiitrylo(wtheernourmupbpererofbocouenfdfi)ciseunmtstoof sounblyjeicfttthoetghleobreaqlumiriendimcuonmstorfaitnhtesroonoxtraanddiuysiρs(laexss+thbayn) atx∗laneastdy2∗dtha+2.tareontheirlowerorupperbound)sumto osunbe.jeTcthteortohoetrreaqduiiuresdiscoansntorani-nctosnvoenxxfuanndctiyonis alensds tihtains axt laenadsty2dt+ha2t.are on their lower or upper bound) sum to osunbe.jeTcthteortohoetrreaqduiiuresdiscoansntorani-nctosnvoenxxfuanndctiyonis alensds tihtains at least 2d + 2. onoe.loTchaellyroLoitpsrcahdiituzsaits paolnyonno-mcoianlvsexwiftuhncmtuiolntipalnedroiottsis. Sketchleastof2dp+ro2.of. Let n denote the degree of ax + by, so nnot.loTchaellyroLoitpsrcahdiituzsaits paolnyonno-mcoianlvsexwiftuhncmtuiolntipalnedroiottsis. notnelothcaellleyssL, iipt shcahsitaz raetmpaorlkyanbolempiarlospwerittyh tmhautltwipel exrpoloatisn. Sketch of proof. Let n denote the degree of ax + by, so notnelothcaellleyssL,iiptshcahsitazraetmpaorlkyanbolempiarlospwerittyhtmhautltwipelexrpoloatisn. nSketch= degof(ap)ro+of.d,Letandnldeetnomtedethenotedethegreenoufmaxber+obyf ,fresoe inotnheethneelxestss,eictthioans.a remarkable property that we explain nSke=tchdeogf(ap)ro+of.d,Leatndn ldetenmotedethneotdeetghreeenoufmabxer+obfy,frseoe Nnotnheethneelxestss,eictthioans.aremarkablepropertythatweexplain vnaria=bledegs(ina) +x dan, danyd,lsoet mm de=no2ted +the1.nThumebearrguofmfreenet inthenextsection. nvaria= bledegs (ian) +x da,ndanyd, lseot m d=eno2tde +th1e. nTuhmebeargoufmferneet inthenextsection. thavariatblefollsowins rexquireandsytha, sot, wmhen=no2dbo+unds1. Thareeaarctiguvem, thenet ★ vthaaritabfollelsowins rxequainrdes yth, asto, wmhen=no2dbo+un1d.sTahre aacrtgivuem, tehnet ★ The work of M.L. Overton was supported thesautltfionllgownusmrebqeuriroefsitmhpalti,ciwthaefnfinneoebqouuanlidtys acorensatcrtaiivnet,stohne The work of M.L. Overton was supported re1sulting number of implicit affine equality constraints on Science Foundation grant DMS-1317205. Pesu, lstainygkn,uims beexracotflyimnpl−icimt af=findeeegq(uaa)l−itydc−on1st.rFaionrtsthoins SciTenhceewForukndoaftMion.Lg.raOnvterDtMonS-w1a3s17s2u0p5p.orted ren1su, lstainygkn,uims beexracotflyimnpl−icimt af=findeeegq(uaa)l−itydc−on1st.rFaionrtsthoins Science Foundation grant DMS-1317205. Pn1, say k, is exactly n − m = deg(a) − d − 1. For this Copyright © 2015 IFAC 382 n 2405-8963 © 2015, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved. Peer review under responsibility of International Federation of Automatic Control. Copyright © 2015 IFAC 382 10.1016/j.ifacol.2015.09.487 Publisher Copyright: © 2015, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
PY - 2015/7/1
Y1 - 2015/7/1
N2 - Let b/a be a strictly proper reduced rational transfer function, with a monic. Consider the problem of designing a controller y/x, with deg(y) ≤ deg(x) < deg(o) - 1 and x monic, subject to lower and upper bounds on the coefficients of y and x, so that the poles of the closed loop transfer function, that is the roots (zeros) of ax + by, are, if possible, strictly inside the unit disk. One way to formulate this design problem is as the following optimization problem: minimize the root radius of ax + by, that is the largest of the moduli of the roots of ax + by, subject to lower and upper bounds on the coefficients of x and y, as the stabilization problem is solvable if and only if the optimal root radius subject to these constraints is less than one. The root radius of a polynomial is a non-convex, non-locally-Lipschitz function of its coefficients, but we show that the following remarkable property holds: there always exists an optimal controller y/x minimizing the root radius of ax + by subject to given bounds on the coefficients of x and y with root, activity (the number of roots of ax + by whose modulus equals its radius) and bound activity (the number of coefficients of x and y that are on their lower or upper bound) summing to at least 2deg(x) + 2. We illustrate our results on two examples from the feedback control literature.
AB - Let b/a be a strictly proper reduced rational transfer function, with a monic. Consider the problem of designing a controller y/x, with deg(y) ≤ deg(x) < deg(o) - 1 and x monic, subject to lower and upper bounds on the coefficients of y and x, so that the poles of the closed loop transfer function, that is the roots (zeros) of ax + by, are, if possible, strictly inside the unit disk. One way to formulate this design problem is as the following optimization problem: minimize the root radius of ax + by, that is the largest of the moduli of the roots of ax + by, subject to lower and upper bounds on the coefficients of x and y, as the stabilization problem is solvable if and only if the optimal root radius subject to these constraints is less than one. The root radius of a polynomial is a non-convex, non-locally-Lipschitz function of its coefficients, but we show that the following remarkable property holds: there always exists an optimal controller y/x minimizing the root radius of ax + by subject to given bounds on the coefficients of x and y with root, activity (the number of roots of ax + by whose modulus equals its radius) and bound activity (the number of coefficients of x and y that are on their lower or upper bound) summing to at least 2deg(x) + 2. We illustrate our results on two examples from the feedback control literature.
KW - Frequency domain stabilization
KW - Polynomial optimization
KW - Robust control
UR - http://www.scopus.com/inward/record.url?scp=84992521845&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84992521845&partnerID=8YFLogxK
U2 - 10.1016/j.ifacol.2015.09.487
DO - 10.1016/j.ifacol.2015.09.487
M3 - Conference article
AN - SCOPUS:84992521845
SN - 2405-8963
VL - 28
SP - 382
EP - 387
JO - IFAC-PapersOnLine
JF - IFAC-PapersOnLine
IS - 14
T2 - 8th IFAC Symposium on Robust Control Design, ROCOND 2015
Y2 - 8 July 2015 through 11 July 2015
ER -