# Observer-Based Mixedℋ2/ℋ∞ Tracking Control for Continuous-Time Systems with Integral Action and Pole Placement

Authors: Huxiong Li
Journal: Discrete Dynamics in Nature and Society
 (2012)

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## Abstract

The tracking problem for continuous-time systems is investigated. It is assumed that the states
of the systems are not available. An observer is firstly designed to estimate the states by using theℋ∞ method.
The control action is consist of a state-feedback control, an integral component, and a feedforward loop. The
linear-matrix-inequality region is used to constrain the eigenvalue location for the closed-loop systems. The control
gains can be obtained by solving a sequence of linear matrix inequalities (LMIs) which can guarantee the mixed
ℋ2/ℋ∞ performance for the closed-loop systems.


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## Body

## 1. Introduction

The tracking control is a fundamental  and also the most important control problem no matter from the control theory and from the practical applications [1]. As we know, in industry, the proportional-integral-derivative (PID) controller has greatly dominated the feedback control loops since it was firstly introduced in the 1940s. It was shown in a recent survey that more than 90% of all feedback controllers in use recently were PID controllers, although there are a lot of newly emerging advanced control theories and practical design techniques such as the sliding mode control, the model predictive control, and the robust control [1].For those newly emerging advanced control theories and practical design techniques, it is obvious that there are some advantages over the traditional PID control. However, PID controllers have simple structures but can provide good tracking performance for the majority of industrial plants, such as chemical processes, motor drives, automotive, bio-mechanical systems, hydraulic systems, and flight vehicles. It is also necessary to mention that it is difficult to tune the PID gains (no theoretical optimal solution). Moreover, there is not an effective algorithm to design the PID controller for multi-input-multi-output systems. However, if we analyze the system in the state-space model, there is not a significant difference between the single-input-single-output systems and multi-input-multi-output systems [2]. It is natural to ask whether we can employ new controller design techniques to design the tracking controller but maintaining the simplicity of the controller structure. Meanwhile, the design scenario is also applicable for the multi-input-multi-output systems.On another research frontier, the robust control has attracted a lot of attention in the past decades [3, 4]. One of the prominent strengthes of the robust control is that the effect of the external inputs on the controlled output can be attenuated and minimized. For the reference tracking control problem, the external inputs are the tracking reference and the load disturbance. Therefore, it is possible to convert the design problem for the tracking controller to a standard robust controller design problem.In the robust control, there are mainly three control strategies:(1)ℋ∞  control which aims to minimize the energy-to-energy gain from the external inputs to the controlled output [5–9];  (2)ℋ2control which is used to attenuate the controlled output when the external input is a unit white noise [10]; (3) mixed ℋ2/ℋ∞ control which considers both performance indexes [11–16]. It is well known that the ℋ∞ control has been applied to various plants and offers more robust results than the ℋ2 control. However, the ℋ∞ control is sensitive to the white noise when the system is subject to a white external disturbance. For the tracking control problem, although the reference and the load disturbance are both taken as the external inputs, they are different from the distribution of the frequencies. Therefore, in order to embrace the advantages of both ℋ∞ control and ℋ2 control, it is desired to employ the strategy of the mixed ℋ2/ℋ∞ control which was proposed in [11, 12, 17, 18]. It is also necessary to mention that there is another strategy named energy-to-peak control [19, 20]. Actually, the energy-to-peak control can be classified into the ℋ2 control.For the sake of improving the transient response, only the feedback loop is insufficient. The feedforward loop is also necessary to contribute into the control law [21–25]. The main contributions of this work can be summarized as follows. (1) The tracking control strategy of the modified PI control is proposed. The integral action is used to eliminate the tracking error. The modified proportional control (observer-based state feedback control) is used to re-assign the eigenvalues of the closed-loop systems. (2) The feedforward control loop is also utilized to further improve the tracking performance. (3) A mixed ℋ2/ℋ∞ control framework is proposed to the tracking control problem.


## 2. Problem Formulation

The tracking control scheme used in this paper is illustrated in Figure1. There are three components in the control action: feed-forward control, integral control, and observer-based state feedback control. The plant is subject to an external disturbance v1(t) which is assumed to be an energy-bounded signal. In order to stabilize unstable systems, the feedback control loop is a state-feedback control. Since not all the states are available from the measurements, a Luenberger observer is used to estimate the states of the plant by using the contaminated output y(t).Figure 1
Tracking control scheme for continues-time systems.Consider the following continuous-time systems:(2.1)ẋ(t)=Ax(t)+B1u(t)+B2v1(t),y(t)=Cx(t)+Du(t),
where x(t)∈ℝn denotes the state vector of the system, u(t)∈ℝm1 represents the control input, y(t)∈ℝq is the measured output, and  v1(t)∈ℝm2 denotes the load disturbance to the plant. The matrices A,B1,B2,C, and D are constant with appropriate dimensions.In the following, we will discuss our main assumptions. Based on these assumptions, we will present the controller design procedure in the following sections.(1)
The matrix set(A,B1) is stabilizable and the matrix set (C,A) is  detectable.(2)
The determinant of the matrix[ABCD] exists.(3)
The output matrixC has full row rank.(4)
All the external excitations are energy bounded.In the stabilization and the pole placement, we propose to use the observer-based state-feedback control. The dynamics of Luenberger observer can be represented by(2.2)x̂̇(t)=Ax̂(t)+B1u(t)+K(y(t)-Cx̂(t)-Du(t)),
where x̂(t) has the same dimension as x(t), and K is one parameter to be designed. The design objective of the observer is to choose the parameter K such that the state x̂(t) can track the state x(t), well. Defining the state-tracking error as xe(t)=x(t)-x̂(t), we have (2.3)ẋe(t)=ẋ(t)-x̂̇(t)=(A-KC)xe(t)+B2v(t).Here, v(t)=v1(t) is assumed to be energy bounded.To deal with another external inputr(t) and eliminate the output tracking error, we introduce a new state xr(t) as (2.4)ẋr(t)=r(t)-y(t)=r(t)-Cx(t)-Du(t).Note that xr(t) is the integration of the output tracking error. By considering the equations from (2.1) to (2.4), we derive an augmented system as (2.5)ξ̇(t)=A̅ξ(t)+B̅u(t)+B̅∞w∞(t)+B̅2w2(t),
where
(2.6)ξ(t)=[x̂(t)xe(t)xr(t)],B̂=[I-I0],Ĉ=[0C0],A̅=[AKC00A-KC0-C-C0]=Â+B̂KĈ,B̅=[B10-D],B̅∞=[00I],w∞(t)=r(t),B̅2=[0B20],w2(t)=v(t),Â=[A000A0-C-C0].To fulfill the proposed control scheme, the control law used is(2.7)u(t)=L1Hξ(t)+L2w∞(t),where H=diag⁡{I,0,I}, and L1 and L2 are two parameters to be designed. Note that a suitable value for L1 can place the poles for the closed-loop system such that the system has a good transient response. Substituting the control law into the augmented system (2.5), the dynamics of the closed-loop system is described as (2.8)ξ̇(t)=(A̅+B̅L1H)ξ(t)+(B̅∞+B̅L2)w∞(t)+B̅2w2(t).In the tracking control, the tracking error is required to be as smaller as possible. Hence, we utilize the following cost function:(2.9)J=∫t=0∞{xrT(t)Rxr(t)},
where R is the positive-definite weighting matrix. It is necessary to mention that the cost function can be transformed into the 2-norm of a controlled output: (2.10)z(t)=Eξ(t).Here,(2.11)E=[00R1/2].In summary, the closed-loop system with the controlled output has the following form:(2.12)ξ̇(t)=(A̅+B̅L1H)ξ(t)+(B̅∞+B̅L2)w∞(t)+B̅2w2(t),z(t)=Eξ(t).It is important to emphasize that there are two external inputsw∞(t) and w2(t) in the closed-loop system in (2.12). In order to constrain the impact of these two excitations, we introduce the following control objectives for the closed-loop system:(2.13)‖Tzw2‖2<β,‖Tzw∞‖∞<γ,
where ∥𝒯zw2∥2 is the 2-norm of the transfer function from w2(t) to z(t) and ∥𝒯zw∞∥∞ is the infinity norm of the transfer function from w∞(t) to z(t). In addition, to obtain a suitable transient response of the closed-loop system, it is required to place the poles into a specific region. More specifically, the following issues are to be dealt with.  (Q1)
To design the observer and the feedback controller that the poles of the closed-loop system in (2.12) are located in a prescribed region.(Q2)
To investigate the mixedℋ2/ℋ∞ performance of the closed-loop system in (2.12) with ℒ2 bounded w2(t) and w∞(t), that is, for given scalars γ>0 and β>0, find conditions and design the tracking controller such that(2.14)‖Tzw2‖2<β,‖Tzw∞‖∞<γ.Before ending the section, a useful lemma named Schur complement is introduced.Lemma 2.1 (Schur complement).
Given a symmetric matrixΞ=[Ξ11Ξ12Ξ21Ξ22], the following three conditions are identical: (i)
Ξ<0;(ii)
Ξ11<0, Ξ22-Ξ12TΞ11-1Ξ12<0;(iii)
Ξ22<0,Ξ11-Ξ12Ξ22-1Ξ12T<0.


## 3. Main Results

The pole placement in LMI regions with feedback control has attracted increasing attentions since it was originally proposed in [26]. In this paper, we adopt the definition of the LMI region.Definition 3.1 (LMI region [26]).
A subset𝒟 of the complex plane is called an LMI region if there exists a symmetric matrix Γ and a matrix Π such that
(3.1)D={Z=x+jy∈C:fD(Z)<0}.
Here, j=-1 and the characteristic equation f𝒟(Z) has the following expression:
(3.2)fD(Z)=Γ+ΠZ+ΠTZ̅<0,
where, for a complex Z, Z̅=x-jy.
For the closed-loop system in (2.12), the requirement of the stability is fundamental and crucial. Now, we are in a position to introduce the quadratic 𝒟-stability for the closed-loop system.Definition 3.2 (Quadratical𝒟-stability [26]).
For a given LMI region defined in (2.2), the unforced closed-loop system in (2.12) is said to be quadratically𝒟-stable if there exists a positive defined matrixPsuch that(3.3)Γ⊗P+Π⊗(P(A̅+B̅L1H))+ΠT⊗(P(A̅+B̅L1H))T<0.
Note that there are external excitations in the closed-loop system. In order to evaluate the impact of the external excitations, we study the mixedℋ2/ℋ∞ performance of the closed-loop system in (2.12) by assuming the parameters of the controller and the observer are known. The following theorem provides the conditions under which the closed-loop system in (2.12) is quadratically 𝒟-stable, ∥𝒯zw2∥2<β, and ∥𝒯zw∞∥∞<γ.Theorem 3.3.
Given two positive scalarsβ and γ, the closed-loop system in (2.12) is quadratically 𝒟∞-stable with ∥𝒯zw2∥2<β and ∥𝒯zw∞∥∞<γ if there exists a symmetric matrix P=PT>0 satisfying (3.3):
(3.4)tr(B̅2TPB̅2)<β,(3.5)[P(A̅+B̅L1H)+(A̅+B̅L1H)TPP(B̅∞+B̅L2)ET*-γI0**-γI]<0.Proof.
The condition (3.3) can guarantee the quadratically 𝒟∞-stability of the closed-loop system in (2.12). In addition, the conditions (3.4) and (3.5) are a special case in [27] with only one vertex.It is important to emphasize that the parameters to be determined are coupled with the positive-definite matrixP in Theorem 3.3. Thus, Theorem 3.3 cannot directly be used to design the observer and the tracking controller. The main challenge is to decouple the parameters to be determined with the Lyapunov weighting matrix P and derive conditions in LMIs when the observer and the tracking controller are unknown.In order to deal with the challenge, anℋ∞ observer is designed firstly. For the estimation error system (2.3), a controlled output ze(t) is chosen as the state, that is,(3.6)ẋe(t)=(A-KC)xe(t)+B2v(t),ze(t)=xe(t).It can be seen from (3.6) that there is an external disturbance exciting the system. To attenuate and minimize the effect of this disturbance, the control strategy of ℋ∞ control will be employed. The design method is proposed in the following theorem.Theorem 3.4.
Given a positive scalarγe, the estimation error system in (3.6) is asymptotically stable with an  ℋ∞ performance index  γe if there exists a symmetric matrix  Q=QT>0 and  K̅ satisfying
(3.7)[(QA-K̅C)+(QA-K̅C)TQB2I*-γeI0**-γeI]<0.
Moreover, the estimation gain K can be calculated by using the formula K=Q-1K̅.Proof.
It follows from Theorem3.3 that the system in (3.6) is asymptotically stable with an ℋ∞ performance index γe if there exists a positive definite matrix Q such that the following condition is satisfied:
(3.8)[(QA-QKC)+(QA-QKC)TQB2I*-γeI0**-γeI]<0.
Defining a new variable K̅=QK, the condition (3.7) implies that the inequality (3.8) holds, that is, the system is asymptotically stable and the performance is guaranteed.Generally, we need to minimize the disturbance attenuation levelγe. The minimal index γe can be obtained by using the following corollary.Corollary 3.5.
The minimumℋ∞ performance index  γe for the estimation error system in (3.6) can be found by solving the following convex optimization problem:
(3.9)minγs.t.(3.7).Recalling the conditions in Theorem3.3, although the observer gain K is calculated by using the proposed ℋ∞ design in Theorem 3.4, the inequalities (3.3) and (3.5) are still bilinear matrix inequalities which cannot be easily solved due to the NP-hard. As we know, there is not existing effective algorithm which can be applied to solve the bilinear matrix inequalities. In this paper, we propose an approach to transfer the bilinear matrix conditions into linear matrix inequalities and linear matrix equation.Theorem 3.6.
Given two positive scalarsβ and  γ, the closed-loop system in (2.12) is quadratically  𝒟-stable with  ∥𝒯zw2∥2<β and  ∥𝒯zw∞∥∞<γ if there exist a symmetric matrix  P=PT>0,  G,  W=WT>0,  L̅1, and  L̅2 satisfying the following hybrid conditions:
(3.10)PB̅=B̅G,(3.11)Γ⊗P+Π⊗(PA̅+B̅L̅1H)+ΠT⊗(PA̅+B̅L̅1H)T<0,(3.12)tr(W)<β,(3.13)[-PPB̅2*-W]<0,(3.14)[PA̅+B̅L̅1H+A̅TP+(B̅L̅1H)TPB̅∞+B̅L̅2ET*-γI0**-γI]<0.
Moreover, the feedback gains L1 and L2 can be calculated by the following equations:
(3.15)L1=G-1L̅1,L2=G-1L̅2,Proof.
By using the Schur complement, the inequality (3.13) implies
(3.16)B̅2TPB̅2<W.
By further considering the condition (3.12), one can conclude that the conditions (3.12) and (3.13) imply that the inequality (3.4) holds.
SincePB̅=B̅G, the bilinear terms PB̅L1H and PB̅L2 in Theorem 3.3 become B̅GL1H and B̅GL2. By defining two new variables L̅1=GL1 and L̅2=GL2, we can get the rest of conditions in Theorem 3.6 from Theorem 3.3. This proof is completed.Remark 3.7.
It is necessary to point out that there is one matrix equation in Theorem3.6. The matrix equation cannot be directly solved by the MATLAB LMI toolbox. However, we can further transfer the equation to an approximate inequality as:
(3.17)[-IPB̅-B̅G*-εI]<0,
where ε is a smaller scalar.Remark 3.8.
It is necessary to show some examples on LMI regions. Generally, there are three types of regions are widely considered.(1) Vertical Strip
As shown in Figure2, the left-half plane is delimited by a vertical strip Re=-α with a positive α. In this case, the characteristic equation is
(3.18)fD(Z)=2α+Z+Z̅,
with Γ=2α and Π=1.(2) Disk
The disk is with the center at(-σ,0) and with the radius of r. In this case, the characteristic equation is
(3.19)fD(Z)=[-rZ+σZ̅+σ-r].(3) Conic Sector
The conic sector is with the center at the origin and with the inner angle0<θ<π/2. In this case, the characteristic equation is
(3.20)fD(Z)=[sin⁡θ(Z+Z̅)cos⁡θ(Z-Z̅)cos⁡θ(Z̅-Z)sin⁡θ(Z+Z̅)].There are two prescribed performance indexes β and γ in Theorem 3.6. For the control problem, it is required that both performance indexes should be as smaller as possible. However, the indexes are conflicting. When the first one is minimized, the second one will increase. When the second one is minimized, the first one will increase. In order to compromise both performance indexes, there are the following three choices for the mixed ℋ2/ℋ∞.Figure 2
Illustration of LMI regions.Corollary 3.9.
For a givenℋ2 performance index  β, the minimum  ℋ∞ performance index  γ for the closed-loop system in (2.12) can be found by solving the following convex optimization problem:
(3.21)minγs.t.(3.10),(3.11),(3.12),(3.13),(3.14).Corollary 3.10.
For a givenℋ∞ performance index  γ, the minimum  ℋ2 performance index  β for the closed-loop system in (2.12) can be found by solving the following convex optimization problem:
(3.22)minβs.t.(3.10),(3.11),(3.12),(3.13),(3.14).Corollary 3.11.
The minimum mixedℋ2/ℋ∞ performance index for the closed-loop system in (2.12) can be found by solving the following convex optimization problem:
(3.23)minγ+ρβs.t.(3.10),(3.11),(3.12),(3.13),(3.14),
where ρ is a given weighting scalar.Design Algorithm
The design procedure of the controller is summarized as follows.Step 1.
Derive the dynamics of the control plant or identify the system model of the control plant.Step 2.
Augment the system to an augmented one in the form of (2.5).Step 3.
Choose the weighting factorR̅.Step 4.
Design the estimator gainK by using Theorem 3.4 or Corollary 3.5.Step 5.
Design the gainsL1 and L2 in the control law by using Corollary 3.9, Corollary 3.10, or Corollary 3.11.


## 4. Numerical Example

In this section, a numerical example is considered to show the effectiveness of the proposed design method.Consider the continuous-time system in Figure1 with the following matrices: (4.1)A=[-11-0.8-0.4],B1=[10.5-12],B2=[0.10.2-0.20.5],C=[-0.510.30.8],D=[10.5-12].When theγe is set to 0.1, the calculated estimator gain is(4.2)K=[-2.188310.855511.19134.7614].By employing Corollary3.9, the gains in the control law are (4.3)L1=[-241.6833-977.9893-1.9270-1.4184242.2333977.2293487.4994-492.50270.0033-4.6593-487.0994492.0227],L2=[0.4000-0.10000.20000.2000].


## 5. Conclusions

The control problem for continuous-time systems under the framework ofℋ2/ℋ∞ control was studied in this work. By using the augmentation technique, the design of observer-based PI control was transferred to the design of an output feedback control. Moreover, the constraint on the eigenvalue location was also incorporated in the design. The parameters can be tuned by solving a set of linear matrix inequalities.



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