Robust output feedback \(H_\infty\) control and filtering for uncertain linear systems (Q2454139)

This monograph aims to present some new results on robust output feedback \(H_{\infty}\) control and filtering for uncertain linear systems. Although a large number of design methods have been developed to deal with the robust \(H_{\infty}\) control and filtering problems for both continuous-time and discrete-time uncertain linear systems, the design problem of output feedback \(H_{\infty}\) controllers cannot be formulated in the framework of Linear Matrix Inequalities (LMIs). In general, the problem can be represented as a Bilinear Matrix Inequality (BMI) problem. However, the BMI problem is nonconvex and consequently, difficult to be solved. The goal of this book is to provide a LMI decoupling approach of an output \(H_{\infty}\) control and filtering problem. The book is divided in six chapters, each of them accompanied by a rich list of references. The first chapter is an introductory one and it contains the background to robust output feedback \(H_{\infty}\) control and filtering problem. Some existing results are cited and the contribution of this book is summarized. Finally, some LMI technique and matrix property lemmas are given, which are helpful in the derivation of the main results of the book. Chapter 2 is focused on robust static output feedback \(H_{\infty}\) control design for linear systems with polytopic uncertainties and norm bounded uncertainties. In the first part of the chapter, new \(H_{\infty}\) performance criterions are proposed for the systems by a LMI decoupling approach. Then, sufficient conditions for designing static output feedback \(H_{\infty}\) controllers are given in terms of solutions to a set of LMIs. In contrast to the existing methods for designing the static output feedback \(H_{\infty}\) controllers, the input matrices and output matrices of the considered systems are allowed to have uncertainties. Theoretical proofs are given to show that the proposed design conditions include the existing results as special cases. Simulation examples are provided to show the effectiveness of the proposed design method. Chapter 3 deals with the robust dynamic output feedback \(H_{\infty}\) control problem for uncertain discrete-time linear systems. This study is geared to systems with polytopic uncertainties based on the parameter-dependent Lyapunov approach. By applying the properties of input or output matrices, basic conditions for designing \(H_{\infty}\) controllers have been proposed. These design conditions are presented in the form of LMIs. The conservativeness of the proposed design method is analyzed via a simulation example. Chapter 4 studies observer-based output feedback \(H_{\infty}\) control problem for discrete-time linear systems with polytopic uncertainties and norm bounded uncertainties. For systems with polytopic uncertainties, the descriptor systems approach is used to design observers and controllers. For systems with norm bounded uncertainties, in the so-called two step procedure, a selective approach is introduced first, in which results of the first step are allowed to be selected in order to reduce the conservatism of previous approaches. Then, a simple LMI result for observer-based output feedback \(H_{\infty}\) control design for uncertain linear systems with a special case is given. Finally, the LMI decoupling approach is also considered for designing observers and controllers. The problem of \(H_{\infty}\) filtering of both discrete-time systems and continuous-time systems with polytopic uncertainties is considered in Chapter 5. The uncertain parameters are supposed to lie in a polytope. Sufficient conditions for the \(H_{\infty}\) filter design are presented in terms of solutions to a set of LMIs, which guarantees the filtering error system to be asymptotically stable and has a prescribed \(H_{\infty}\) performance. The derivation of these conditions is based on using the parameter dependent Lyapunov function technique and introducing some auxiliary matrix variables. The main advantage of the proposed design methods, in contrast to the existing results of \(H_{\infty}\) filter design, is the reduced conservativeness. In addition, the LMI decoupling approach is also considered for designing \(H_{\infty}\) filters. Chapter 6 studies the problems of output feedback \(H_{\infty}\) control and filtering for discrete-time linear systems with other types of uncertainties. Unlike usual polytopic uncertainties and norm-bounded uncertainties, the chapter is toward systems with feedback uncertainties and Frobenius norm-bounded uncertainties. It is worth mentioning that these kind of uncertainties have not been fully investigated in the literature and the relevant results have been very few. Here, the attention is focused on the design of an output feedback controller (filter) such that the closed-loop system (filtering error system) preserves a prescribed \(H_{\infty}\) performance, where the system matrices or the controller (observer, filter) to be designed are assumed to have gained variations. Sufficient conditions for the \(H_{\infty}\) controller (filter ) design are proposed in terms of LMIs. When these LMIs are feasible, an explicit expression of the state space representation of the desired controller (filter) is given. The background required of the reader is knowledge of basic control system theory, basic Lyapunov stability theory, linear algebra, matrix theory and basic LMI techniques. Although this monograph can serve primarly as a handbook for the graduate students in control and filtering, the book can also serve as a valuable reference work for researchers wishing to explore the area of robust \(H_{\infty}\) control and filtering of uncertain systems.