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433
-- -
434
IBBB TRANSACTIONS ON
Notation: In thesequel,primedenotestranspose.
If
M ( t ) and N ( t ) are two m X n matrices defined on [0, GO),
we write M = N (E) if each element of the matrixM - N is
alinearcombination of decayingexponentials; we also
write M = N ( p ) if each element of M - N is uniformly
bounded. The Euclidean norm of M ywritten 11 M 11, is the
squareroot of the sum of the squared-values of the
components of M. E2 isthespace of squareintegrable
scalar-valued functions a(t) on [O,oo).
I.
SYSTEM s
mum
1980
d, =A,@, + bou
(5)
dy =A,@, + boy
f , x p ( t )= W
+ k;@y(t>
(E)
(6)
YJ?/
(2)
4,
issues.
435
where
rewrite (2) as
\ I
~,=(Ao+~co+bpg~)x,+b,g,(ke+(l/gp)B,)
(e)
Y = cdcp
i=[i;,i;,i,I
and
(15b)
(154
i,=A,z,+b,Pe
(154
81= -&,e,
(154
(150
Cp;= c , H ,
(10)
k(t)=i(t)-k,.
(154
+ i141-CpiQCp1e1
61
(9)
where 8=[8:,8;,8,!l, k,=[Il,,k;, l/gpl,
k is the parameter error vector
e, = 0 , + e
k,=A,H,+b,B.
(15g)
To indicate how 8, is generated, we assume that y,-the
signalwhich y is ultimatelysupposed to track-is the Here e, is an augmented error (cf. [ID, C
p
l is a vector of
output of alinearsystemwithstrictlystabletransfer
filteredsensitivityfunctions, (c,,A,,b,) is a canonical
function T,(s)and uniformly bounded, piecewiseantinu- realization of l/&(s), and Q and 4 are any preselected
ous reference input r. Under the reasonable assumption
positive definite matrixand scalar, respectively. The adap
(cf. [3l)that the relative degreeof T, is no smaller than n*, tive controller defined by this adjustment law, with the
the transfer function T(s)=&(s)T,(s)is both proper and term Cp;QCp,e, deleted from 15(b),is essentially the same as
strictly stable. Thus,if 8, is now defined as theoutput of a theoneproposedearlierbyMonopoli
[l]; thepossible
linear system with input r and transfer function T(s),then inclusion of such a term has been suggested previously by
8,(t) is uniformly bounded and
Egardt [9]. Discrete-time parameter adjustment lawssimilar to (15) have been proposed by Ionescu and Monopoli
[1 I], Lin and Narendra [ 121, and others.
2) The secondparameteradjustmentlaw
to beexamined is described by the equation
where (A,b,c)is any canonical realization of (1/,8,).
In viewof the well-known fact that 4 is a state-feedback invariant, it is clear that if $, satisfies (S), then after
left-half plane pole-zero cancellations
=Azp + bgp(Ke+(l/gp)Or)
where
i =- @#,e2
-
(16)
k8+
(1
y =CZp.
436
11. ERRORSYSTEMS
Much of the mystery of parameter adjustment law1)
[4] that it is
disappears as soon as it isrealizedasin
possible to write
= k'+, - C , Z
where
i = A , z blk'8.
I),
(Zb)
e=Cx+rir+z(t)
a=A H + b8'
(22c)
+'= CH
i=Az+bk'8
l/=k'+-cz
k=-Q*
g = -&e
where for adjustment law
;
=
-(h,++'Q+)>+gpk'$+&+E(t),
(23)
k'cp,- cz
i=Az+bk'8
--
la
gP
e= Cz+le,
x'=ZZ+b(k'8+(1/gp)8,)
(21)
----
where ( A , bCy
y d) is a canonical realization of the strictly
stable linear system
lr 1
eu
111.
STABILITY ANALYSIS
e*.
437
and
are evaluatedalongthesolution
to (22),(23) and (22),
(24), respectively, there results for i = 1,2
Since iji(t)< 0,vi(t) is nonnegative, monotone nonincreasing and thus bounded by vi(tl). This together with the
definition of vi provesfor(22),(23),[respectively(22),
(24)] that Z, k , and g (respectively k , g ) are bounded on
[t,,tJ by a constant not dependingon t,.
Now observe that (22a)-(22e) can be viewed as a linear
system on [tl,tJ with uniformly bounded inputs r and Z
and uniformlyboundedcoefficients
k . From this it
follows that if t2< 03 the system's state ( x , H , z ) is
bounded on [tl,ta.Thus, either for (22), (23) or for (22),
(24),system state is bounded on [tl,t2) by aconstant
possibly depending on t , and t,. Since this is true on any
finite interval[t,,tJ containing to on which solution exist,
it followsfrom standard existencetheorems {e.g.,see
[13]}, that a solution existson [O, m), and that the uniform
boundedness of 2, k , g for (22), (23) or just k , g for (22),
(24) holds on [0, 00).
Next observe that since vi(t) is a nonnegative, monotone nonincreasing function, bounded by v,(O), the limit
ui(co) exists. Clearly,
bounded
input
O,(t), t 2 0, the
state
response
(xpy~u,8y,xryk^yz2y~2y
H2) of the adaptive control system defined by (2), (5), (7), (II), (It), (16),and (27) is un$ody
bounded and the tracking error e approaches zero as t+m.
-In- -the sequel,* denotes convolution product
and R(t) =
CeAtb;since A is stable, R(t - T) is an exponentially stable
weighting pattern. The proof of Proposition 2 depends on
four lemmas.
Lemma 3:
Hk=z+eA'*Hk
(28)
(E).
(E).
(p).
(29)
(E).
In addition,since
is strictlystable and r and E are
uniformly bounded, we can use (224 and (22b) to obtain
8 = R*k'O
(p).
O< -~m
I t.ji(t)dt=u(0)-u(m)<m.
(jH)'= R*feArb*JIO
From this and the structureof t.ji in (27) it followsthat IlZll
and
IICll are in @.Since
from
(22g),
11&112=
+'Q2+Z2< X+'Q+Z2 (A=maximumeigenvalue of Q), it
must be that ll&llEwell.as
0
With existence now established, we
turn to our main
technical result.
Proposition 2: For any initial state, the state response of
error system (22) together with either adjustment law (23) or
(24) is uniform& bounded on [0,co)and E and 4 approach
zero as t+W.
Proposition 2 implies for i E { 1,2}, that 8, k, g,and Hi
are uniformly bounded and that e, and +
b
approach
i
zero.
Since g = g + g p and k = k + k p , g and k areuniformly
bounded, Examination of (9), (15d), and (17c) shows that
xp,z,, and z2 are uniformly bounded as well.
For parameter adjustment law l), (15b) together with
the fact that e, and +blapproach zero, allows us to conclude that is uniformly bounded and approaches zero.
From this and (15a) it follows that e approaches zero as
well. For parameter adjustment law 2), (17a) and the fact
that ~,b~and e2 approach zero, imply that e approaches
zero. These observations can be summarized as follows.
Theorem: For eachinitial
state andeach
ungormly
bounded
input
O,(t), t > 0, the
state
response
( x p , 8 ~ , 8 y , x ~ , f f , ( r , , z l y of
~ l ,the
H I )adcqDtive controlsystem
defined by (2), (5), (7), (ll), (12), (14), and (15) is unifomz@
boundedandthe
tracking error e(t) approaches zero us
t+m, Similarly, for each initial state and each unijormly
!
2
'
(I,
(p).
(30)
(e).
Substitutinginto(30)thusyieldsthedesiredresult.
0
Lemma 5: If w(t,7) is an exponential@ stable weighting
pattern and if p(t) is uniformly bounded, then there exist
constants c1> 0 and c2 > O such that for m y piecewise
continuous input v(t),
438
(cAiH)'=R*(cAiHk-cA'eA'*HI;)
(p).
+= ceAf*HI;
(33)
(E).
+= - R * - (1c H i + g ( c e A ' * H i ) )
(p).
(34)
gP
Now
R*cAi-'-(Hk)=SrR(t-T)cAi-'-(H(T)k(T))d-.
dt
d
d
0
rh
(Hk)=R(O)cA'-'H(t)k(t)
dt
- R(t)cA'-'H(O)k(O)
1 (;+&Z-P#r&)
k'+= -
(E).
gP
Since
by
Proposition
1, Z uniformly
is
bounded,
R*(l/gp(g+&a) is also. nus,if the preceding expression
for k'+ is substituted into (32) we obtain (34).
If Z is defined by (24), then using (22g) wecan write
1
k'+= -(&Z-P+-&)
(4.
gP
+ = p ( t ) + l t w0( t , T ) H ( T ) & ( T ) d T
gP
gP
i ~ { 1 , 2 , - - - , m ) . (35)
w ( t , ~ ) = - R ( t - ~ ) c A ~ - ' - R(t-a)cAieA("-')do
and 4
Hence,
is a
439
tivelyuncomplicateddiscrete-timeadaptive
control system is globally stable, then why should the same not be
true in continuous time? The question proved especially
~ l ~ l ~ = <~~ l~ ~~ I I --N H I 1I ~ 1<HI~ I ~N - ~ I I I ~ ~ A ~ - ~perplexing
H I I . at the outset, since examination of the proof
i=l
given in [8] quickly revealed that the key technical facts
upon which it was based, could not be used in continuous
From this and (35) it follows that for suitable nonnegative
time, and thus if the continuous casewere to be dealt with
constants dl and d2,
a fundamentally new approach would have to be developed. Such an approach has been presentedin this paper;
IIHIt)1I2<~'+ ~ ~ ~ I I ~ ( . r ) l l ~ l l ~ ( . r ) 1 1 2 ~ . r .
and the stability proofwe have given is 'ccanonical" in the
sense
that, with obvious modifications, it will apply to the
Thus, using the Bellman-Gronwall lemma
discrete case as well.
(IH(~)((~<~~~J.~P~II&(T)II~~.
Since
by
Proposition
1, llkllE@, H(t) is uniformly
bounded.
To show that x is bounded, first observe that by Remark 1
g f - d m - 1 k - d m H
so
9fk=cAm-1Hk-cAmHk
=cAm-'$(Hk)- cAm-lHk-cAmHk.
+=
CONCLUDING
REMARL(s
Weweremotivatedtorestudythecontinuous-time
adaptive
stability
problem
considered
in this paper,
largelybythework
of Goodwin, Ramadge, and Caines
181. The question generatedby their results wasthis: if it is
possible to prove by relatively simple means, that a rela-
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~
Oct.