Skip to main content

Control under structural constraints: An input-output approach

  • Part II Robust Control
  • Conference paper
  • First Online:
Robustness in identification and control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 245))

Abstract

In this paper we present an input-output point of view of certain optimal control problems with constraints on the processing of the measurement data. In particular, considering linear controllers and plant dynamics, we present solutions to the ℓ1, H and H 2 optimal control problems under the so-called one-step delay observation sharing pattern. Extensions to other decentralized structures are also possible under certain conditions on the plant. The main message from this unified input-output approach is that, structural constraints on the controller appear as linear constraints of the same type on the Youla parameter that parametrizes all controllers, as long as the part of the plant that relates controls to measurements possesses the same off-diagonal structure required in the controller. Under this condition, ℓ1, H and H 2 optimization transform to nonstandard, yet convex problems. Their solution can be obtained by suitably utilizing the Duality, Nehari and Projection theorems respectively.

This work is supported by ONR grant N00014-95-1-0948/N00014-97-1-0153 and National Science Foundation Grant ECS-9308481

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. T. Başar. “Two-criteria LQG decision problems with one-step delay observation sharing pattern,” Information and Control, vol. 38, pp. 21–50, 1978.

    Article  MathSciNet  Google Scholar 

  2. T. Başar and R. Srikant. “Decentralized control of stochastic systems using risk-sensitive criterion,” Advances in Communications and Control, UNLV Publication, pp. 332–343, 1993.

    Google Scholar 

  3. M.A. Dahleh and I.J. Diaz-Bobillo. Control of Uncertain Systems: A Linear Programming approach, Prentice Hall, 1995.

    Google Scholar 

  4. M.A. Dahleh and J.B. Pearson. “l 1 optimal feedback controllers for MIMO discrete-time systems,” IEEE Trans. A-C, Vol. AC-32, April 1987.

    Google Scholar 

  5. M.A. Dahleh and J.B. Pearson. “Optimal rejection of persistent disturbances, robust stability and mixed sensitivity minimization,” IEEE Trans. Automat. Contr., Vol AC-33, pp. 722–731, August 1988.

    Article  MathSciNet  Google Scholar 

  6. M. A. Dahleh, P.G. Voulgaris, and L. Valavani, “Optimal and robust controllers for periodic and multirate systems,” IEEE Trans. Automat. Control, vol. AC-37, pp. 90–99, January 1992.

    Article  MathSciNet  Google Scholar 

  7. C.A. Desoer and M. Vidyasagar. Feedback Systems: Input-Output Properties, 1975, Academic Press, Inc, N.Y.

    MATH  Google Scholar 

  8. B.A. Francis. A Course in H Control Theory, Springer-Verlag, 1987.

    Google Scholar 

  9. Y.C. Ho and K.C. Chu. “Team decision theory and information structures in optimal control problems-parts I and II,” IEEE Trans. A-C, Vol AC-17, 15–22, 22–28, 1972.

    MathSciNet  Google Scholar 

  10. D.G. Luenberger. Optimization by Vector Space Methods, New York: Wiley, 1969.

    MATH  Google Scholar 

  11. J. Marschak and R. Rander. “The firm as a team,” Econometrica, 22, 1954

    Google Scholar 

  12. J.S. McDonald and J.B. Pearson. “Constrained optimal control using the ℓ1 norm”, Automatica, vol. 27, March 1991.

    Google Scholar 

  13. R. Rander. “Team decision problems,” Ann. Math. Statist., vol 33, pp. 857–881, 1962

    MathSciNet  Google Scholar 

  14. H. Rotstein and A. Sideris, “H optimization with time domain constraints,” IEEE Trans. A-C, Vol AC-39, pp. 762–779, 1994.

    Article  MathSciNet  Google Scholar 

  15. N. Sandell and M. Athans. “Solution of some nonclassical LQG stochastic decision problems,” IEEE Trans. A-C, Vol. AC-19, pp. 108–116, 1974.

    Article  MathSciNet  Google Scholar 

  16. J.S. Shamma and M.A. Dahleh. “Time varying vs. time invariant compensation for rejection of persistent bounded disturbances and robust stability,” IEEE Trans. A-C, Vol AC-36, July 1991.

    Google Scholar 

  17. A. Sideris and H. Rotstein. “H optimization with time domain constraints over a finite horizon,” Proceedings of the 29th CDC, Honolulu, Hawaii, December 1990.

    Google Scholar 

  18. J.L. Speyer, S.I. Marcus and J.C. Krainak. “A decentralized team decision problem with an exponential cost criterion,” IEEE Trans. A-C, Vol AC-25, pp. 919–924, 1980.

    Article  MathSciNet  Google Scholar 

  19. J.C. Krainak, F. W. Machel, S.I. Marcus and J.L. Speyer. “The dynamic linear exponential Gaussian team problem” IEEE Trans. A-C, Vol AC-27, pp. 860–869, 1982.

    Article  Google Scholar 

  20. C. Fan, J.L. Speyer and C. Jaensch. “Centralized and decentralized solutions to the linear exponential-Gaussian problem,” IEEE Trans. A-C, Vol AC-39, pp. 1986–2003, 1994.

    Article  MathSciNet  Google Scholar 

  21. R. Srikant, “Relationships between decentralized controllers design using H and stochastic risk-averse criteria,” IEEE Trans. A-C, Vol AC-39, pp. 861–864, 1994.

    Article  MathSciNet  Google Scholar 

  22. A.A. Stoorvogel. Nonlinear L 1 optimal controllers for linear systems. IEEE Transactions on Automatic Control, AC-40(4):694–696, 1995.

    Article  MathSciNet  Google Scholar 

  23. P.G. Voulgaris, M.A. Dahleh and L.S. Valavani, “H and H 2 optimal controllers for periodic and multirate systems,” Automatica, vol. 30, no. 2, pp. 252–263, 1994.

    Article  MathSciNet  Google Scholar 

  24. M. Vidyasagar. Control Systems Synthesis: A Factorization Approach, MIT press, 1985.

    Google Scholar 

  25. H.S. Witsenhausen, “A countrexample in stochastic optimal control,” SIAM J. Contr., vol 6, pp. 131–147, 1968.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

A. Garulli (Assistant Professor)A. Tesi (Assistant Professor)

Rights and permissions

Reprints and permissions

Copyright information

© 1999 Springer-Verlag London Limited

About this paper

Cite this paper

Voulgaris, P.G. (1999). Control under structural constraints: An input-output approach. In: Garulli, A., Tesi, A. (eds) Robustness in identification and control. Lecture Notes in Control and Information Sciences, vol 245. Springer, London. https://doi.org/10.1007/BFb0109875

Download citation

  • DOI: https://doi.org/10.1007/BFb0109875

  • Published:

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-85233-179-5

  • Online ISBN: 978-1-84628-538-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics