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Stability Analysis and Controller Synthesis for a Class of Piecewise Smooth Systems
1. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Stability Analysis and Controller Synthesis for a
Class of Piecewise Smooth Systems
The Oral Examination
for the Degree of Doctor of Philosophy
Behzad Samadi
Department of Mechanical and Industrial Engineering
Concordia University
18 April 2008
Montreal, Quebec
Canada
4. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Practical Motivation
c Quanser
Memoryless Nonlinearities
Saturation Dead Zone Coulomb &
Viscous Friction
5. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Theoretical Motivation
Richard Murray, California Institute of Technology: “
Rank Top Ten Research Problems in Nonlinear Control
10 Building representative experiments for evaluating controllers
9 Convincing industry to invest in new nonlinear methodologies
8 Recognizing the difference between regulation and tracking
7 Exploiting special structure to analyze and design controllers
6 Integrating good linear techniques into nonlinear methodologies
5 Recognizing the difference between performance and operability
4 Finding nonlinear normal systems for control
3 Global robust stabilization and local robust performance
2 Magnitude and rate saturation
1 Writing numerical software for implementing nonlinear theory
...This is more or less a way for me to think online, so I wouldn’t take any of this
too seriously.”
6. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Special Structure
Piecewise smooth system:
˙x = f (x) + g(x)u
where f (x) and g(x) are piecewise continuous and bounded
functions of x.
7. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Objective
To develop a computational tool to design controllers for
piecewise smooth systems using convex optimization
techniques.
8. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Objective
To develop a computational tool to design controllers for
piecewise smooth systems using convex optimization
techniques.
Why convex optimization?
There are numerically efficient tools to solve convex
optimization problems.
Linear Matrix Inequalities (LMI)
Sum of Squares (SOS) programming
9. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Literature
Hassibi and Boyd (1998) - Quadratic stabilization and control
of piecewise linear systems - Limited to piecewise linear
controllers for PWA slab systems
Johansson and Rantzer (2000) - Piecewise linear quadratic
optimal control - No guarantee for stability
Feng (2002) - Controller design and analysis of uncertain
piecewise linear systems - All local subsystems should be stable
Rodrigues and How (2003) - Observer-based control of
piecewise affine systems - Bilinear matrix inequality
Rodrigues and Boyd (2005) - Piecewise affine state feedback
for piecewise affine slab systems using convex optimization -
Stability analysis and synthesis using parametrized linear
matrix inequalities
10. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Major Contributions
1 To propose a two-step controller synthesis method for a class
of uncertain nonlinear systems described by PWA differential
inclusions.
2 To introduce for the first time a duality-based interpretation of
PWA systems. This enables controller synthesis for PWA slab
systems to be formulated as a convex optimization problem.
3 To propose a nonsmooth backstepping controller synthesis for
PWP systems.
4 To propose a time-delay approach to stability analysis of
sampled-data PWA systems.
11. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Lyapunov Stability for Piecewise Smooth Systems
12. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Lyapunov Stability for Piecewise Smooth Systems
Theorem (2.1)
For nonlinear system ˙x(t) = f (x(t)), if there exists a continuous
function V (x) such that
V (x⋆
) = 0
V (x) > 0 for all x = x⋆
in X
t1 ≤ t2 ⇒ V (x(t1)) ≥ V (x(t2))
then x = x⋆ is a stable equilibrium point. Moreover if there exists a
continuous function W (x) such that
W (x⋆
) = 0
W (x) > 0 for all x = x⋆
in X
t1 ≤ t2 ⇒ V (x(t1)) ≥ V (x(t2)) +
t2
t1
W (x(τ))dτ
and
x → ∞ ⇒ V (x) → ∞
then all trajectories in X asymptotically converge to x = x⋆.
13. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Lyapunov Stability for Piecewise Smooth Systems
Why nonsmooth analysis?
Discontinuous vector fields
Piecewise smooth Lyapunov functions
Lyapunov Function
Vector Field
Continuous Discontinuous
Smooth
Piecewise Smooth
14. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of local linear controllers to global PWA
controllers for uncertain nonlinear systems
15. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Objectives:
Global robust stabilization and local robust performance
Integrating good linear techniques into nonlinear
methodologies
16. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
PWA Differential Inclusions
Consider the following uncertain nonlinear system
˙x = f (x) + g(x)u
Let
˙x ∈ Conv{σ1(x, u), . . . , σK(x, u)}
where
σκ(x, u) = Aiκx + aiκ + Biκu, x ∈ Ri ,
with
Ri = {x|Ei x + ei ≻ 0}, for i = 1, . . . , M
≻ represents an elementwise inequality.
18. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
19. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Theorem (3.2)
Let there exist matrices ¯Pi = ¯PT
i , ¯Ki , Zi , ¯Zi , Λiκ and ¯Λiκ that
verify the conditions for all i = 1, . . . , M, κ = 1, . . . , K and for a
given decay rate α > 0, desired equilibrium point x⋆, linear
controller gain ¯Ki⋆ and ǫ > 0, then all trajectories of the
nonlinear system in X asymptotically converge to x = x⋆.
20. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Theorem (3.2)
Let there exist matrices ¯Pi = ¯PT
i , ¯Ki , Zi , ¯Zi , Λiκ and ¯Λiκ that
verify the conditions for all i = 1, . . . , M, κ = 1, . . . , K and for a
given decay rate α > 0, desired equilibrium point x⋆, linear
controller gain ¯Ki⋆ and ǫ > 0, then all trajectories of the
nonlinear system in X asymptotically converge to x = x⋆.
If the conditions are feasible, the resulting PWA controller
provides global robust stability and local robust performance.
21. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Theorem (3.2)
Let there exist matrices ¯Pi = ¯PT
i , ¯Ki , Zi , ¯Zi , Λiκ and ¯Λiκ that
verify the conditions for all i = 1, . . . , M, κ = 1, . . . , K and for a
given decay rate α > 0, desired equilibrium point x⋆, linear
controller gain ¯Ki⋆ and ǫ > 0, then all trajectories of the
nonlinear system in X asymptotically converge to x = x⋆.
If the conditions are feasible, the resulting PWA controller
provides global robust stability and local robust performance.
The synthesis problem includes a set of Bilinear Matrix
Inequalities (BMI). In general, it is not convex.
23. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Controller synthesis for PWA slab differential inclusions: a
duality-based convex optimization approach
Objective:
To formulate controller synthesis for stability and L2 gain
performance of piecewise affine slab differential inclusions as
a set of LMIs.
24. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
L2 Gain Analysis for PWA Slab Differential Inclusions
PWA slab differential inclusion:
˙x ∈Conv{Aiκx + aiκ + Bwiκ
w, κ = 1, 2}, (x, w) ∈ RX×W
i
y ∈Conv{Ciκx + ciκ + Dwiκ
w, κ = 1, 2}
RX×W
i ={(x, w)| Li x + li + Mi w < 1}
Parameter set:
Φ =
Aiκ1 aiκ1 Bwiκ1
Li li Mi
Ciκ2 ciκ2 Dwiκ2
i = 1, . . . , M, κ1 = 1, 2, κ2 = 1, 2
25. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Dual Parameter Set
ΦT
=
AT
iκ1
LT
i CT
iκ2
aT
iκ1
li cT
iκ2
BT
wiκ1
MT
i DT
wiκ2
i = 1, . . . , M, κ1 = 1, 2, κ2 = 1, 2
26. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
LMI Conditions for L2 Gain Analysis
Parameter Set
P > 0,
AT
iκ1
P + PAiκ1 + CT
iκ2
Ciκ2 ∗
BT
wiκ1
P + DT
wiκ2
Ciκ2 −γ2I + DT
wiκ2
Dwiκ2
< 0
for i ∈ I(0, 0), κ1 = 1, 2 and κ2 = 1, 2 and λiκ1κ2 < 0
AT
iκ1
P + PAiκ1
+CT
iκ2
Ciκ2
+λiκ1κ2
LT
i Li
∗ ∗
aT
iκ1
P + cT
iκ2
Ciκ2
+ λiκ1κ2
li Li λiκ1κ2
(l2
i − 1) + cT
iκ2
ciκ2
∗
BT
wiκ1
P
+DT
wiκ2
Ciκ2
+λiκ1κ2
MT
i Li
DT
wiκ2
ciκ2
+ λiκ1κ2
li MT
i
−γ2I
+DT
wiκ2
Dwiκ2
+λiκ1κ2
MT
i Mi
< 0
for i /∈ I(0, 0), κ1 = 1, 2 and κ2 = 1, 2
27. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
LMI Conditions for L2 Gain Analysis
Dual Parameter Set
Q > 0,
Aiκ1Q + QAT
iκ1
+ Bwiκ1
BT
wiκ1
∗
Ciκ2 Q + Dwiκ2
BT
wiκ1
−γ2I + Dwiκ2
DT
wiκ2
< 0
for i ∈ I(0, 0), κ1 = 1, 2 and κ2 = 1, 2 and µiκ1κ2 < 0
Aiκ1
Q + QAT
iκ1
+Bwiκ1
BT
wiκ1
+µiκ1κ2
aiκ1
aT
iκ1
∗ ∗
Li Q + Mi BT
wiκ1
+ µiκ1κ2
li aT
iκ1
µiκ1κ2
(l2
i − 1) + Mi MT
i ∗
Ciκ2
Q + Dwiκ2
BT
wiκ1
+µiκ1κ2
ciκ2
aT
iκ1
Dwiκ2
MT
i + µiκ1κ2
li ciκ2
−γ2I
+Dwiκ2
DT
wiκ2
+µiκ1κ2
ciκ2
cT
iκ2
< 0
for i /∈ I(0, 0), κ1 = 1, 2 and κ2 = 1, 2
28. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
PWA L2 gain controller synthesis
The goal is to limit the L2 gain from w to y using the
following PWA controller:
u = Ki x + ki , x ∈ Ri
New variables:
Yi = Ki Q
Zi = µi ki
Wi = µi ki kT
i
Problem: Wi is not a linear function of the unknown
parameters µi , Yi and Zi .
29. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Proposed solutions:
Convex relaxation: Since Wi = µi ki kT
i ≤ 0, if the synthesis
inequalities are satisfied with Wi = 0, they are satisfied with
any Wi ≤ 0. Therefore, the synthesis problem can be made
convex by omitting Wi .
30. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Proposed solutions:
Convex relaxation: Since Wi = µi ki kT
i ≤ 0, if the synthesis
inequalities are satisfied with Wi = 0, they are satisfied with
any Wi ≤ 0. Therefore, the synthesis problem can be made
convex by omitting Wi .
Rank minimization: Note that Wi = µi ki kT
i ≤ 0 is the
solution of the following rank minimization problem:
min Rank Xi
s.t. Xi =
Wi Zi
ZT
i µi
≤ 0
Rank minimization is also not a convex problem. However,
trace minimization (maximization for negative semidefinite
matrices) works practically well as a heuristic solution
max Trace Xi , s.t. Xi =
Wi Zi
ZT
i µi
≤ 0
31. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
The following problems for PWA slab differential inclusions with
PWA outputs were formulated as a set of LMIs:
Stability analysis (Propositions 4.1 and 4.2)
L2 gain analysis (Propositions 4.3 and 4.4)
Stabilization using PWA controllers (Propositions 4.5 and 4.6)
PWA L2 gain controller synthesis (Propositions 4.7 and 4.8)
32. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
33. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Objective:
To formulate controller synthesis for a class of piecewise
polynomial systems as a Sum of Squares (SOS) programming.
34. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Objective:
To formulate controller synthesis for a class of piecewise
polynomial systems as a Sum of Squares (SOS) programming.
SOSTOOLS, a MATLAB toolbox that handles the general
SOS programming, was developed by S. Prajna, A.
Papachristodoulou and P. Parrilo.
p(x) =
m
i=1
f 2
i (x) ≥ 0
41. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
Sampled-data PWA controller
u(t) = Ki x(tk ) + ki , x(tk ) ∈ Ri
Continuous−time
PWA systems
PWA controller
Hold
42. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
The closed-loop system can be rewritten as
˙x(t) = Ai x(t) + ai + Bi (Ki x(tk ) + ki ) + Bi w,
for x(t) ∈ Ri and x(tk ) ∈ Rj where
w(t) = (Kj − Ki )x(tk ) + (kj − ki ), x(t) ∈ Ri , x(tk ) ∈ Rj
The input w(t) is a result of the fact that x(t) and x(tk ) are
not necessarily in the same region.
43. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
Theorem (6.1)
For the sampled-data PWA system, assume there exist symmetric
positive matrices P, R, X and matrices Ni for i = 1, . . . , M such
that the conditions are satisfied and let there be constants ∆K and
∆k such that
w ≤ ∆K x(tk ) + ∆k
Then, all the trajectories of the sampled-data PWA system in X
converge to the following invariant set
Ω = {xs | V (xs, ρ) ≤ σaµ2
θ + σb}
44. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
Solving an optimization problem to maximize τM subject to the
constraints of the main theorem and η > γ > 1 leads to
τ⋆
M = 0.2193
48. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Summary of Major Contributions
1 To propose a two-step controller synthesis method for a class
of uncertain nonlinear systems described by PWA differential
inclusions.
2 To introduce for the first time a duality-based interpretation of
PWA systems. This enables controller synthesis for PWA slab
systems to be formulated as a convex optimization problem.
3 To propose a nonsmooth backstepping controller synthesis for
PWP systems.
4 To propose a time-delay approach to stability analysis of
sampled-data PWA systems.
49. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Publications
1 B. Samadi and L. Rodrigues, “Extension of local linear
controllers to global piecewise affine controllers for uncertain
nonlinear systems,” accepted for publication in the
International Journal of Systems Science.
2 B. Samadi and L. Rodrigues, “Controller synthesis for
piecewise affine slab differential inclusions: a duality-based
convex optimization approach,” under second revision for
publication in Automatica.
3 B. Samadi and L. Rodrigues, “Backstepping Controller
Synthesis for Piecewise Polynomial Systems: A Sum of
Squares Approach,” in preparation
4 B. Samadi and L. Rodrigues, “Sampled-Data Piecewise Affine
Systems: A Time-Delay Approach,” to be submitted.
50. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Publications
1 B. Samadi and L. Rodrigues, “Backstepping Controller Synthesis for Piecewise
Polynomial Systems: A Sum of Squares Approach,” submitted to the 46th
Conference on Decision and Control, cancun, Mexico, Dec. 2008.
2 B. Samadi and L. Rodrigues, “Sampled-Data Piecewise Affine Slab Systems: A
Time-Delay Approach,” in Proc. of the American Control Conference, Seattle,
WA, Jun. 2008.
3 B. Samadi and L. Rodrigues, “Controller synthesis for piecewise affine slab
differential inclusions: a duality-based convex optimization approach,” in Proc.
of the 46th Conference on Decision and Control, New Orleans, LA, Dec. 2007.
4 B. Samadi and L. Rodrigues, “Backstepping Controller Synthesis for Piecewise
Affine Systems: A Sum of Squares Approach,” in Proc. of the IEEE
International Conference on Systems, Man, and Cybernetics (SMC 2007),
Montreal, Oct. 2007.
5 B. Samadi and L. Rodrigues, “Extension of a local linear controller to a
stabilizing semi-global piecewise-affine controller,” 7th Portuguese Conference
on Automatic Control, Lisbon, Portugal, Sep. 2006.
52. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Open Problems
Can general PWP/PWA controller synthesis be converted to a
convex problem?
What is the dual of a PWA system?
53. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Special Structure
Type f (x) g(x)
Piecewise Smooth Piecewise Continuous Piecewise Continuous
Piecewise Polynomial Piecewise Polynomial Piecewise Polynomial
Piecewise Affine Piecewise Affine Piecewise Constant
Piecewise Linear Piecewise Linear Piecewise Constant
Linear Linear Constant
54. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Convex Optimization
“In fact the great watershed in optimization is not between
linearity and nonlinearity, but convexity and
nonconvexity.” (Rockafellar, SIAM review, 1993)
The hard part is to find out if a problem can be formulated as
a convex optimization problem.
55. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Piecewise Quadratic Lyapunov function
V (x) = xT
Pi x + 2qT
i x + ri , for x ∈ Ri
56. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Conditions on the PWA controller:
¯Ki = ¯Ki⋆ , if x⋆
∈ Ri
(¯Aiκ + ¯Biκ
¯Ki )¯x⋆
= 0, if x⋆
∈ Ri
(¯Aiκ + ¯Biκ
¯Ki )¯Fij = (¯Ajκ + ¯Bjκ
¯Kj )¯Fij , if Ri Rj = ∅
57. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Conditions on the PWA controller:
¯Ki = ¯Ki⋆ , if x⋆
∈ Ri
(¯Aiκ + ¯Biκ
¯Ki )¯x⋆
= 0, if x⋆
∈ Ri
(¯Aiκ + ¯Biκ
¯Ki )¯Fij = (¯Ajκ + ¯Bjκ
¯Kj )¯Fij , if Ri Rj = ∅
Continuity of the Lyapunov function:
¯FT
ij (¯Pi − ¯Pj )¯Fij = 0, if Ri Rj = ∅
58. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Conditions on the PWA controller:
¯Ki = ¯Ki⋆ , if x⋆
∈ Ri
(¯Aiκ + ¯Biκ
¯Ki )¯x⋆
= 0, if x⋆
∈ Ri
(¯Aiκ + ¯Biκ
¯Ki )¯Fij = (¯Ajκ + ¯Bjκ
¯Kj )¯Fij , if Ri Rj = ∅
Continuity of the Lyapunov function:
¯FT
ij (¯Pi − ¯Pj )¯Fij = 0, if Ri Rj = ∅
Positive definiteness of the Lyapunov function:
¯Pi ¯x⋆
= 0, if x⋆
∈ Ri
Pi > ǫI, if x⋆
∈ Ri , Ei x⋆
+ ei = 0
Zi ∈ Rn×n, Zi 0
Pi − ET
i Zi Ei > ǫI
, if x⋆
∈ Ri , Ei x⋆
+ ei = 0
¯Zi ∈ R(n+1)×(n+1), ¯Zi 0
¯Pi − ¯ET
i
¯Zi
¯Ei > ǫ¯I
, if x⋆
/∈ Ri
59. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Monotonicity of the Lyapunov function:
for i such that x⋆
∈ Ri , Ei x⋆
+ ei = 0,
Pi (Aiκ + BiκKi ) + (Aiκ + BiκKi )T
Pi < −αPi
for i such that x⋆
∈ Ri , Ei x⋆
+ ei = 0,
Λiκ ∈ Rn×n, Λiκ 0
Pi (Aiκ + BiκKi ) + (Aiκ + BiκKi )TPi + ET
i ΛiκEi < −αPi
for i such that x⋆
/∈ Ri ,
¯Λiκ ∈ R(n+1)×(n+1), ¯Λiκ 0
¯Pi (¯Aiκ + ¯Biκ
¯Ki ) + (¯Aiκ + ¯Biκ
¯Ki )T ¯Pi + ¯ET
i
¯Λiκ
¯Ei < −α¯Pi
60. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Consider the following second order system
˙x1 = x2
˙x2 = −x1 + 0.5x2 − 0.5x2
1 x2 + u
with the following domain:
X =
x1
x2
− 30 < x1 < 30, −60 < x2 < 60
61. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
x1
x2
-6 -4 -2 0 2 4 6
-10
-5
0
5
10
Trajectories of the open loop system
62. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
x1
x2
-30 -20 -10 0 10 20 30
-60
-40
-20
0
20
40
60
Trajectories of the closed-loop system for the linear controller
63. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
x1
x2
-30 -20 -10 0 10 20 30
-60
-40
-20
0
20
40
60
Trajectories of the closed-loop system for the PWA controller
64. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
The main limitation: The controller synthesis is formulated as
a set of Bilinear Matrix Inequalities (BMI).
Linear systems analogy: Consider the linear system
˙x = Ax + Bu with a candidate Lyapunov function
V (x) = xTPx and a state feedback controller u = Kx.
Sufficient conditions for the stability of this system are:
Positivity: V (x) = xT
Px > 0 for x = 0
Monotonicity: ˙V (x) = ˙xT
Px + xT
P ˙x < 0
P > 0
(AT
+ KT
BT
)P + P(A + BK) < 0
BMIs are nonconvex problems in general.
65. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Extension of linear controllers to PWA controllers
Contributions:
To propose a two-step controller synthesis method for a class
of uncertain nonlinear systems described by PWA differential
inclusions.
The proposed method has two objectives: global stability and
local performance. It thus enables to use well known
techniques in linear control design for local stability and
performance while delivering a global PWA controller that is
guaranteed to stabilize the nonlinear system.
Differential inclusions are considered. Therefore the controller
is robust in the sense that it can stabilize any piecewise
smooth nonlinear system bounded by the differential inclusion.
Stability is guaranteed even if sliding modes exist.
66. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Linear systems analogy:
Consider the dual system
˙z = (A + BK)T
z
with a candidate Lyapunov function
V (x) = xT
Qx
Sufficient conditions for the stability of this system are:
Positive definiteness: Q > 0
Monotonicity: (A + BK)Q + Q(AT
+ KT
BT
) < 0
Define Y = KQ.
Positive definiteness: Q > 0
Monotonicity: AQ + BY + QAT
+ Y T
BT
< 0
Then K = YQ−1.
67. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
PWA slab system:
˙x =Ai x + ai , x ∈ Ri
Ri ={x| Li x + li < 1}
Literature
Hassibi and Boyd (1998)
Rodrigues and Boyd (2005)
68. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Sufficient conditions for stability
P > 0,
AT
i P + PAi + αP < 0, for 0 ∈ Ri ,
λi < 0,
AT
i P + PAi + αP + λi LT
i Li Pai + λi li LT
i
aT
i P + λi li Li λi (l2
i − 1)
< 0, for 0 /∈ Ri
Hassibi and Boyd (1998)
69. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Sufficient conditions for stability
Q > 0,
Ai Q + QAT
i + αQ < 0, for 0 ∈ Ri ,
µi < 0,
Ai Q + QAT
i + αQ + µi ai aT
i QLT
i + µi li ai
Li Q + µi li aT
i µi (l2
i − 1)
< 0, for 0 /∈ Ri
Hassibi and Boyd (1998)
70. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Parameter set:
Ω =
Ai ai
Li li
i = 1, . . . , M
Dual parameter set
ΩT
=
AT
i LT
i
aT
i li
i = 1, . . . , M
71. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
PWA slab system:
˙x =Ai x + ai + Bwi
w,
x ∈Ri = {x| Li x + li < 1},
y =Ci x + Dwi
w,
Parameter set:
Φ =
Ai ai Bwi
Li li 0
Ci 0 Dwi
i = 1, . . . , M
Hassibi and Boyd (1998)
72. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
A duality-based convex optimization approach
Summary:
Introducing PWA slab differential inclusions
Introducing the dual parameter set
Extending the L2 gain analysis and synthesis to PWA slab
differential inclusions with PWA outputs
Extending the definition of the regions of a PWA slab
differential inclusion
Proposing two methods to formulate the PWA controller
synthesis for PWA slab differential inclusions as a convex
problem
73. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sum of Squares Programming
A sum of squares program is a convex optimization program of the
following form:
Minimize
J
j=1
wj αj
subject to fi,0 +
J
j=1
αj fi,j(x) is SOS, for i = 1, . . . , I
where the αj ’s are the scalar real decision variables, the wj ’s are
some given real numbers, and the fi,j are some given multivariate
polynomials.
74. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sum of Squares Programming
A sum of squares program is a convex optimization program of the
following form:
Minimize
J
j=1
wj αj
subject to fi,0 +
J
j=1
αj fi,j(x) is SOS, for i = 1, . . . , I
where the αj ’s are the scalar real decision variables, the wj ’s are
some given real numbers, and the fi,j are some given multivariate
polynomials.
SOSTOOLS, a MATLAB toolbox that handles the general
SOS programming, was developed by S. Prajna, A.
Papachristodoulou and P. Parrilo.
75. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Consider the following PWP system:
˙x =fi (x) + gi (x)z, x ∈ Pi
˙z =u
where
Pi = {x|Ei (x) ≻ 0}
where Ei (x) ∈ Rpi is a vector polynomial function of x and ≻
represents an elementwise inequality.
76. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Backstepping as a Lyapunov function construction method:
Consider ˙x = fi (x) + gi (x)z, x ∈ Pi
77. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Backstepping as a Lyapunov function construction method:
Consider ˙x = fi (x) + gi (x)z, x ∈ Pi
Assume that there exists a polynomial control z = γ(x) and
V (x) is an SOS Lyapunov function for the closed loop system
verifying
V (x) − λ(x) is SOS
−∇V (x)T(fi (x) + gi (x)γ(x)) − Γi (x)TEi (x) − αV (x) is SOS
for i = 1, . . . , M and any α > 0, where λ(x) is a positive
definite SOS polynomial, Γi (x) is an SOS vector function
78. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Backstepping as a Lyapunov function construction method:
Consider ˙x = fi (x) + gi (x)z, x ∈ Pi
Assume that there exists a polynomial control z = γ(x) and
V (x) is an SOS Lyapunov function for the closed loop system
verifying
V (x) − λ(x) is SOS
−∇V (x)T(fi (x) + gi (x)γ(x)) − Γi (x)TEi (x) − αV (x) is SOS
for i = 1, . . . , M and any α > 0, where λ(x) is a positive
definite SOS polynomial, Γi (x) is an SOS vector function
Consider now the following candidate Lyapunov function
Vγ(x, z) = V (x) +
1
2
(z − γ(x))T
(z − γ(x))
Note that Vγ(x, z) is a positive definite function.
79. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Controller synthesis: The synthesis problem can be formulated
as the following SOS program.
Find u = γ2(x, z) and Γ(x, z)
s.t. −∇xVγ(x, z)T
(fi (x) + gi (x)z)
−∇zVγ(x, z)T
u
−Γ(x, z)T
Ei (x, z) − αVγ(x, z) is SOS,
Γ(x, z) is SOS
γ2(0, 0) = 0
where i2 = 1, . . . , M2 and γ2(x1, x2) is a polynomial function
of x1 and x2.
80. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Example: Single link flexible joint robot:
81. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Example: Single link flexible joint robot:
˙x1 = x2
˙x2 = −
MgL
I
sin(x1) −
K
I
(x1 − x3)
˙x3 = x4
˙x4 = −
f2(x4)
J
+
K
J
(x1 − x3) +
1
J
u
where x1 = θ1, x2 = ˙θ1, x3 = θ2 and x4 = ˙θ2. u is the motor
torque and f2(x4) denotes the motor friction which is described by
f2(x4) = bmx4 + sgn(x4) Fcm + (Fsm − Fcm) exp(−
x2
4
c2
m
)
83. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Typical structure of the regions of a PWP system in strict feedback form
x1 P11
vvmmmmmmmmmmmmmmmm
((QQQQQQQQQQQQQQQQ
(x1, x2) P21
P22
P23
(x1, x2, x3) P31
}}{{{{{{{{
P32
}}{{{{{{{{
!!CCCCCCCC P33
!!CCCCCCCC
(x1, x2, x3, x4) P41 P44 P42 P45 P43 P46
84. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
State variables of the nonlinear model - PWA controller:
Time
x1
Time
x2
Time
x3
Time
x4
0 2 4 60 2 4 6
0 2 4 60 2 4 6
-400
-200
0
200
-1
0
1
2
3
4
-8
-6
-4
-2
0
0
1
2
3
4
85. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Control input - PWA controller:
Time
u
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-7
-6
-5
-4
-3
-2
-1
0
1
×104
86. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
State variables of the nonlinear model - PWP controller:
Time
x1
Time
x2
Time
x3
Time
x4
0 2 4 60 2 4 6
0 2 4 60 2 4 6
-10
-5
0
5
10
0
1
2
3
-5
-4
-3
-2
-1
0
0
1
2
3
4
87. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Control input - PWP controller:
Time
u
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
-300
-250
-200
-150
-100
-50
0
50
100
150
200
88. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Backstepping Controller Synthesis for PWP Systems: A
Sum of Squares Approach
Summary of the contributions:
Introducing PWP systems in strict feedback form
Formulating backstepping controller synthesis for PWP
systems as a convex optimization problem
Polynomial Lyapunov functions for PWP systems with
discontinuous vector fields
PWP Lyapunov functions for PWP systems with continuous
vector fields
Numerical tools such as SOSTOOLS and Yalmip/SeDuMi
89. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
PWA system
˙x = Ai x + ai + Bi u, for x ∈ Ri
with the region Ri defined as
Ri = {x|Ei x + ei ≻ 0},
90. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
PWA system
˙x = Ai x + ai + Bi u, for x ∈ Ri
with the region Ri defined as
Ri = {x|Ei x + ei ≻ 0},
Continuous-time PWA controller
u(t) = Ki x(t) + ki , x(t) ∈ Ri
91. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
Lyapunov-Krasovskii functional:
V (xs, ρ) := V1(x) + V2(xs , ρ) + V3(xs , ρ)
where
xs(t) :=
x(t)
x(tk )
, tk ≤ t tk+1
V1(x) := xT
Px
V2(xs , ρ) :=
0
−τM
t
t+r
˙xT
(s)R ˙x(s)dsdr
V3(xs , ρ) := (τM − ρ)(x(t) − x(tk))T
X(x(t) − x(tk ))
and P, R and X are positive definite matrices.
92. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
for all i such that 0 ∈ Ri ,
Ψi + τM M1i
P
0
Bi + τM
I
−I
XBi
BT
i P 0 + τM BT
i X I −I −γI
0
Ψi + τM M2i τM
AT
i
KT
i BT
i
RBi +
P
0
Bi τM Ni
τM BT
i R Ai Bi Ki + BT
i P 0 τM BT
i RBi − γI 0
τM NT
i 0 − τM
2
R
93. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
for all i such that 0 /∈ Ri , ¯Λi ≻ 0,
Ψi + τM M1i
P
0
0
Bi + τM
I
−I
0
XBi
BT
i P 0 0 + τM BT
i X I −I 0 −γI
0
Ψi + τM M2i
τM
AT
i
KT
i BT
i
kT
i BT
i + aT
i
RBi
+
P
0
0
Bi
τM
Ni
0
τM BT
i R Ai Bi Ki Bi ki + ai
+BT
i P 0 0
τM BT
i RBi − γI 0
τM NT
i 0 0 − τM
2
R
0
94. Outline Introduction Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Conclusions
Sampled-Data PWA Systems: A Time-Delay Approach
Summary of the contributions
Formulating stability analysis of sampled-data PWA systems
as a convex optimization problem