• Title/Summary/Keyword: Linear Matrix Inequality (LMI)

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Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality (선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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Multi-Objective Controller Design using a Rank-Constrained Linear Matrix Inequality Method (계수조건부 LMI를 이용한 다목적 제어기 설계)

  • Kim, Seog-Joo;Kim, Jong-Moon;Cheon, Jong-Min;Kwon, Soon-Mam
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.1
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    • pp.67-71
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    • 2009
  • This paper presents a rank-constrained linear matrix inequality (LMI) approach to the design of a multi-objective controller such as $H_2/H_{\infty}$ control. Multi-objective control is formulated as an LMI optimization problem with a nonconvex rank condition, which is imposed on the controller gain matirx not Lyapunov matrices. With this rank-constrained formulation, we can expect to reduce conservatism because we can use separate Lyapunov matrices for different control objectives. An iterative penalty method is applied to solve this rank-constrained LMI optimization problem. Numerical experiments are performed to illustrate the proposed method.

Simultaneous stabilization via static ouput feedback using an LMI method (LMI를 이용한 정적출력궤환 동시안정화 제어기 설계)

  • Kim, Seog-Joo;Cheon, Jong-Min;Lee, Jong-Moo;Kwon, Soon-Man
    • Proceedings of the KIEE Conference
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    • 2005.10b
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    • pp.523-525
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    • 2005
  • This paper deals with a linear matrix inequality (LMI) approach to the design of a static output feedback controller that simultaneously stabilizes a finite collection of linear time-invariant plants. Simultaneous stabilization by static ouput feedback is represented in terms of LMIs with a rank condition. An iterative penalty method is proposed to solve the rank-constrained LMI problem. Numerical experiments show the effectiveness of the proposed algorithm.

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Robust and Reliable H$\infty$ State-Feedback Control : A Linear Matrix Inequality Approach

  • Kim, Seong-Woo;Kim, Byung-Kook;Seo, Chang-Jun
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.1
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    • pp.31-39
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    • 2000
  • We present a robust and reliable H$\infty$ state-feedback controller design for linear uncertain systems, which have norm-bounded time-varying uncertainty in the state matrix, and their prespecified sets of actuators are susceptible to failure. These controllers should guarantee robust stability of the systems and H$\infty$ norm bound against parameter uncertainty and/or actuator failures. Based on the linear matrix inequality (LMI) approach, two state-feedback controller design methods are constructed by formulating to a set of LMIs corresponding to all failure cases or a single LMI that covers all failure cases, with an additional costraint. Effectiveness and geometrical property of these controllers are validated via several numerical examples. Furthermore, the proposed LMI frameworks can be applied to multiobjective problems with additional constraints.

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Stability of time-delayed Linear Systems Based on Augmented LKF Including Time-delay Product Quadratic Terms (시간지연 곱 이차항을 포함하는 LKF에 기초한 시간지연 선형 시스템의 안정성)

  • Kim, Jin-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.5
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    • pp.651-655
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    • 2018
  • In this paper, based on an augmented Lyapunov-Krasovskii functional(LKF) with time-delay product quadratic terms, the stability result in the form of linear matrix inequality(LMI) is proposed. In getting an LMI result, the free matrix based integral inequality is used. Finally, two well-known numerical examples are given to demonstrate the usefulness of the proposed result.

Design of Repetitive Control System for Linear Systems with Time-Varying Uncertainties (시변 불확실성을 가지는 선형 시스템을 위한 반복 제어 시스템의 설계)

  • Chung Myung Jin;Doh Tae-Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.1
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    • pp.13-18
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    • 2005
  • This paper considers a design problem of the repetitive control system for linear systems with time-varying norm bounded uncertainties. Using the Lyapunov functional for time-delay systems, a sufficient condition ensuring robust stability of the repetitive control system is derived in terms of an algebraic Riccati inequality (ARI) or a linear matrix inequality (LMI). Based on the derived condition, we show that the repetitive controller design problem can be reformulated as an optimization problem with an LMI constraint on the free parameter.

Rank-constrained LMI Approach to Simultaneous Linear Quadratic Optimal Control Design (계수조건부 LMI를 이용한 동시안정화 LQ 최적제어기 설계)

  • Kim, Seog-Joo;Cheon, Jong-Min;Kim, Jong-Moon;Kim, Chun-Kyung;Lee, Jong-Moo;Kwon, Soom-Nam
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.11
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    • pp.1048-1052
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    • 2007
  • This paper presents a rank-constrained linear matrix inequality(LMI) approach to simultaneous linear-quadratic(LQ) optimal control by static output feedback. Simultaneous LQ optimal control is formulated as an LMI optimization problem with a nonconvex rank condition. An iterative penalty method recently developed is applied to solve this rank-constrained LMI optimization problem. Numerical experiments are performed to illustrate the proposed method, and the results are compared with those of previous work.

Analysis and Design Using LMI Condition for C (sI-A)^{-1} to Be Minimum Phase (C(sI-A)-1B가 최소위상이 될 LMI 조건을 이용한 해석과 설계)

  • Lee Jae-Kwan;Choi Han Ho
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.11
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    • pp.895-900
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    • 2005
  • We derive a linear matrix inequality(LMI) condition guaranteeing that any invariant zeros of a triple (A, B, C) lie in the open left half plane of the complex plane, i.e. $C(sI-A)^{-1}B$ is minimum phase. The LMI condition is equivalent to a certain constrained Lyapunov matrix equation which can be found in many results relating to stability analysis or control design. We show that the LMI condition can be used to simplify various control engineering problems such as a dynamic output feedback control problem, a variable structure static output feedback control problem, and a nonlinear system observer design problem. Finally, we give some numerical examples.

Well-Conditioned Observer Design via LMI (LMI를 이용한 Well-Conditioned 관측기 설계)

  • 허건수;정종철
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2003.04a
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    • pp.21-26
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    • 2003
  • The well-conditioned observer in a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic issues such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic issues such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_2$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic issues and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

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Sliding Mode Observer for Uncertain Fuzzy System: An LMI Approach (LMI를 이용한 불확실한 퍼지 시스템의 슬라이딩 모드 관측기 설계)

  • Song Min-Guk;Ju Yeong-Hun;Park Jin-Bae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2006.05a
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    • pp.159-163
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    • 2006
  • 본 논문에서는 비선형 시스템의 슬라이딩 모드 관측기 설계에 대해서 논의한다. 제어 대상인 비선형 시스템을 모델링 하는데 있어서 Takagi-Sugeno(T-S) 퍼지 모델 기법을 이용하였고, 이 때 발생할 수 있는 모델 불확실성과 외란에 대해 그것의 최대 최소 범위를 안다고 가정하였다. 제안된 시스템의 LMI (Linear Matrix Inequality)를 기반으로 한 슬라이딩 모드 관측기 설계 방법에서는 관측기와 시스템의 차이를 슬라이딩 표면으로 설정한다. 안정한 슬라이딩 표면을 갖는 슬라이딩 관측기의 존재 가능성을 선형 행렬 부등식의 형태로 표현한다. 슬라이딩 모드 관측기 이득은 LMI 존재 조건의 해를 이용하여 구한다.

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