Notes
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Outline
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Chapter 10: m and m-Synthesis
  • general framework
  • analysis and synthesis methods for unstructured uncertainty
  • stability with structured uncertainties
  • unstructured perturbation
  • structured perturbation
  • definition of SSV
  • examples
  • tighter bounds
  • tightness of bounds
  • computing bounds using Matlab
  • structured robust stability
  • structured robust stability theorem
  • robust performance
  • extension to nonlinear time varying uncertainties
  • HIMAT example
  • skewed problem
  • overview on m-synthesis


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General Framework
  • Every problem can be put in the general framework with






  • For analysis, the controller can be absorbed into the system:


3
Analysis and Synthesis Methods for Unstructured Uncertainty
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Stability with Structured Uncertainties
  • Assume D(s)=diag[d1Ir1, …, dsIrs, D1, …, DF] Î RH¥  with ||di||¥<1 and ||Dj||¥<1.
  • Robust Stability  Û    The interconnection is stable.
  • Stability Conditions:
  • (1) (sufficient condition) ||M11||¥ £1
  •       Conservative: ignoring structure of D(s).
  • (2) (necessary conditions ) Test for each di (Dj) individually (assuming no uncertainty in other channels): ||(M11 )ii ||¥ £1
  • Optimistic: ignoring interaction between the di (Dj).
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Unstructured Perturbation
  • Problem: Given M Î C p´ q , find a smallest D Î C p´ q (no structure imposed on D) in the sense of          such that   det(I-MD)=0.
  • It is easy to see that



  • with a smallest “destabilizing”


  • So the largest singular value of M can be defined as
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Structured Perturbation
  • Problem: Given M Î C p´ q , find a smallest D Î D
  •    D={diag[d1Ir1, …, dsIrs, D1, …, DF] Î C p´ q : di Î C, Dj Î C mj´ mj }
  • such that   det(I-MD)=0.





  • We shall call 1/amin as structured singular value (SSV).
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Definition of SSV
  • For M Î C n´ n , mD(M) is defined as



  • unless no D Î D makes I-MD singular, in which case mD(M) :=0.


    • If D={dIn : d Î C} (S=1, F=0, r1=n), then mD(M)=r(M), the spectral radius of M.
    • If D={D Î C n´n  } (S=0, F=1, m1=n), then mD(M) =           .
  • Thus we have the following bounds:
  • r(M) £ mD(M) £
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Examples
  • Let D={diag[d1, d2] Î C 2´ 2 : di Î C}. Consider two matrices:







  • Thus neither r(M) nor            provides useful bounds even in these simple cases
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Tighter Bounds
  • To obtain tighter bounds, define U={U Î D : UU*=In}




10
Tightness of Bounds


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Computing Bounds Using Matlab
  • Example: Let M be a 13x13 matrix and suppose D is given by







  • where the size of D is specified by the matrix blk.
    • >> [bounds,rowd] = mu(M,blk)
    • >> [Dl,Dr] = unwrapd(rowd,blk)
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Structured Robust Stability
  • We are interested in the following question: How large D (in the sense of ||D||¥) can be without destabilizing the feedback system?
  •   Since the closed-loop poles are given by det(I-G(s)D)=0 the feedback system becomes unstable if det(I-G(s)D(s))=0 for some s in the closed right half plane.  Now let a>0 be a sufficiently small number such that the closed-loop system is stable for all stable ||D||¥< a.  Next increase a until amax so that the closed-loop system becomes unstable. So amax is the robust stability margin.
  • Consider a general feedback interconnection where D is structured uncertainty block and G(s) is the interconnection matrix.
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Structured Robust Stability Theorem
  • Define
  • D :={D(·) Î RH¥ : D(s0) Î D  for all s0 Π     }
  • Theorem: Let b>0. The interconnected system is well-posed and internally stable for all D(·) Î D  with ||D||¥< 1/b if and only if
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Robust Performance
  • Let





  • Theorem: Let b>0. For all D(s) Î D  with ||D||¥< 1/b , the system is well-posed, internally stable, and  ||Fu(Gp, D) ||¥ £ b if and only if


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Extension to Nonlinear Time Varying Uncertainty
  • Suppose D Î DN  is a structured Nonlinear (Time-varying) Uncertainty and suppose D is constant scaling matrix such that DDD-1 Î DN .  (Note that we do not require DD=DD.)
  • Then a sufficient stability condition for all D Î DN with ||D||¥< 1, is (by small gain theorem)
  • ||D-1G(s)D||¥ £ 1


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HIMAT Example
  • We shall first find a H¥ controller using Matlab (details will be discussed in later chapters. Just follow the steps here.), which gives g=1.8612= ||Gp||¥ , a stabilizing controller K, and a closed loop transfer matrix Gp:




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"Now generate the singular value..."
  • Now generate the singular value frequency responses of Gp:
    • >> w = logspace(-3,3,300);
    • >> Gpf = frsp(Gp,w);  % Gpf is the frequency response of Gp;
    • >> [u,s,v] = vsvd(Gpf);
    • >> vplot(‘liv, m’, s)
  • The singular value frequency responses of Gp are shown in Figure 10.6
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"To test the robust stability"
  • To test the robust stability, we need to compute ||Gp11||¥ ,
    • >> Gp11 = sel(Gp, 1:2, 1:2);
    • >> norm_of_Gp11 = hinfnorm(Gp11,0.001);
  • which gives ||Gp11||¥ =0.933<1.  So the system is robustly stable.
  • To check the robust performance, we shall compute the                 for each frequency with


    • >> blk = [2,2;4,2];
    • >> [bnds,dvec,sens,pvec] = mu(Gpf,blk);
    • >> vplot(‘liv,m’,vnorm(Gpf),bnds)
    • >> title(‘Maximum Singular Value and mu’)
    • >> xlabel(‘frequency(rad/sec)’)
    • >> text(0.01,1.7,’maximum singular value’)
    • >> text(0.5,0.8,’mu bounds’)
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"The structured singular value"
  • The structured singular value                                                  are shown in Figure 10.7. It is clear that the robust performance is not satisfied. Note that
  • Using a bisection algorithm, we can also find the worst performance:
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Skewed Problem
  • Recall the skewed problem in Chapter 8. It can be shown that robust performance problem is equivalent to a 2 block structure singular value with the following interconnection matrix



  • So the robust performance condition is



  • for all w³0.
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"Now assume We=wsI,"
  • Now assume We=wsI, Wd=I, W1=I, W2=wtI and P is stable and has a stable inverse (I.e., minimum phase) and K(s)=P-1(s)l(s) such that K(s) is proper and the closed-loop is stable. Then
  • So = Si =1/(1+l(s))I=e(s)I, To = Ti =l(s)/(1+l(s))I=t(s)I
  • and


  • Let the SVD of  P(jw) be
  • P(jw)=USV*, S = diag(s1, s2 , …, sm)
  • with                 and                 where m is the dimension of P.
  • Then



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"Note that"
  • Note that




  • where P1 and P2 are permutation matrices.
  • Hence



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"The maximum is achieved at"
  • The maximum is achieved at



  • and





  • Conclusion: The structure singular value of the skewed problem is (approximately) proportional to the square root of the condition number of the plant.



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Overview on m Synthesis
  • Consider a general feedback system with interconnection G. Find a stabilizing controller K so that the following m-norm is minimized:



  • This problem is called m-synthesis.
  • The m-synthesis is not yet fully solved. But a reasonable approach is to “solve”
  • by iteratively solving for K and D, i.e., first minimizing over K with D fixed, then minimizing point-wise over D with K fixed, then again over K, and again over D, etc. This is the so-called D-K Iteration.
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"Fix D"
  • Fix D
  • is a standard  H¥  optimization problem.
  • Fix K
  •   is a standard convex optimization problem and it can be solved point-wise in the frequency domain:


  • Note that when S = 0, (no scalar blocks)


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"Details of D-K Iterations:"
  • Details of D-K Iterations:
  • (i) Fix an initial estimate of the scaling matrix Dw Î D point-wise across frequency.
  • (ii) Find scalar transfer functions di(s), di-1(s) Î RH¥ for i =1,…, (F-1) such that |di(jw)|» diw .
  • (iii) Let D(s)=diag(d1(s)I, …, dF-1(s)I, I). Construct a state space model for system


  • (iv) Solve an H¥ optimization problem to minimize


  • over all stabilizing K’s. Denote the minimizing controller  by


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"(v)"
  • (v)  Minimize


  • over Dw Î D  point-wise across frequency. The minimization itself produces a new scaling function       .
  •   (vi) Compare      with the previous estimate Dw , Stop if they are close, otherwise, replace Dw with       and return to step (ii).
  • The joint optimization of D and K is not convex and the global convergence is not guaranteed, many designs have shown that this approach works well.