LMI solution for an H2 and H∞ decentralized controllers
decentralised controllers leads to BMI problem; we make
Abstract
In this paper, we present a strategy command based on H2
and H∞ decentralized control. The approach is motivated
by the optimal H2 and H∞ controller parametrization
results. The general formulation of the decentralized
control design leads to the optimal determination of the
state feedback and observer gains of the decentralized
controllers. This formulation is simplified in order to
optimize only the observer gains. The mathematical
determination of these gains is formulated as an LMI
optimization problem that can be easily solved by using
LMI solvers.
Keywords: Parametrization approach, decentralized
control, parameters optimization, H2 and H∞ control, LMI.
1. Introduction
The notion of decentralization is required in the practice to
approach the automatic control of complex dynamic
systems. It’s a control strategy that uses multiloop single-
input single-output (SISO) controllers to control
multivariable plants. Decentralized control is the most
widely used control strategy in the process industry
because of its simplicity in controller design and
implementation. The approach that is developed in this
work is based on H2 and H∞ control using the
parametrization of controllers [1]. Numerous works aim at
developing the decentralized control strategy in the
context of the robust control using a parametrization
notion to characterize the decentralized controllers [2],
[3]. In this paper, we consider the parametrization
proposed in [2] that have the advantage to be explicitly
dependent of the decentralization parameters. The
optimization of these parameters is formulated as an H2
and H∞ optimization problem by using Linear Matrix
Inequality (LMI) approach.
Many control problems are recently formulated by a set of
matrix inequality conditions as one can see in numerous
references given in survey papers and the references
therein [4]. Indeed, the Linear Matrix Inequality approach
is today an effective tool to solve many control problems,
thanks to the progress of the algorithms of optimization
and the availability of the convivial computer tools [5].
Unfortunately, the most of proposed methods in literature
in both centralized and decentralized control design leads
to Bilinear Matrix Inequality (BMI) that are more hard so
solve than LMI conditions. Several algorithms have been
proposed to solve very efficiently a sequence of LMI
problems instead BMI problems [6], [7], [8], [9], [10],
[11]. A homotopy method is applied in the last two
references. Herein, the proposed method to design the
an appropriate change of variables allowing to avoid
iterative LMI procedure.
In this paper, the general structure of decentralized
controller also called decentralized observer-based
controller is given. The conception of these controllers is
achieved in two stages. In the first stage is formulated the
problem of H2 and H∞ centralized control proposed in [1].
In the second stage, the decentralized state feedback gains
and observer gains are optimized. In our development we
make an appropriate choice for the state feedback gains
reducing the size of the optimization problem. The
decentralized observer gains will be optimized in the
sense that will be specified in the next sections by using
LMI approach.
This paper is organized as follows. In the next section, we
present the general formulation of H2 and H∞
decentralized control problem. Section 3 is addressed to
recall the main results of H2 and H∞ centralized controllers
that are thereafter necessary for the decentralized
controllers design. In the section 4 and 5, we develop a
methodology to optimize only the observer gains. This
one is based on LMI approach. Finally in last section, we
conclude with some remarks about the feasibility of this
approach.
2. Problem statement of H2 and H∞
decentralized control
Let’s consider the following model of the "generalized
plant" in terms of state space:
x(t) = Ax(t) + B1 w(t) + B 2 u(t)
z(t) = C1 x(t) + D12 u(t) (1)
y(t) = C 2 x(t) + D 21 w(t)
where x ∈ ℜ n is the state variable. u ∈ ℜm is the control
input. w ∈ ℜr represents the disturbance or other external
signal. y ∈ ℜp is the measured output, and z ∈ ℜk is the
controlled output. A, B1, B2, C1, C2, D12, D21, are real
matrices of appropriate dimensions.
We suppose that the following classical assumptions are
verified:
a) (A, B1) is stabilizable and (C1, A) is detectable.
b) (A,B2) is stabilizable and (C2,A) is detectable.
T
D12 C1 D12  = 0 I 
c)  B  T 0
1
  D 21 =  
D
 21  I
We propose to develop all results by considering α*2 = Min d
Twz (7)
decomposition in two-channel systems. However, this Cd ∈ 2
hypothesis is not restrictive on theoretical plan and the
obtained results can readily be generalized to systems with where represent the set of all decentralized stabilizing
more than two channels. In this case, let the model of the controllers the closed-loop system.
"generalized plant" be: H∞ decentralized control: The H∞ decentralized
. suboptimal control is to find Cd ∈ such that the H-
x (t) = Ax(t) + B1 w(t) + B 21 u 1 (t) + B 22 u 2 (t)
infinity norm of the closed-loop transfer function
z(t) = C1 x(t) + D 121 u 1 (t) + D 122 u 2 (t) (2) d
Twz verifies:
y 1 (t) = C 21 x(t) + D 211 w(t)
d
y 2 (t) = C 22 x(t) + D 212 w(t) Twz ≺γ (8)
∞

where the decomposition above is as follow: where γ > 0 is a pre-specified constant.

D  C  3. H2 and H∞ centralized control

D 21 =  211  D12 = [ D121 D122 ] C2 =  21 
 D 212   C 22  In both H2 and H∞ decentralized control, the first stage
 u1   y1  requires respectively an optimal H2 and suboptimal H∞
u=  y=  centralized design. We recall in this section the main
u 2  y 2  results for H2 and H∞ control design. For all details and the
We denote G(p) the transfer function of "generalized usual notations used herein, see for instance [12].
plant":
z w In the case of H2 centralized control, the state feedback
z w 
  =  y1  = G(p)  u 1  = G(p)   (3) gains and the observer gains are obtained from the
 y  y 2   u 2  u solutions X2 and Y2 of the two algebraic Riccati
equations. These equations are associated respectively to
which can be written in packed matrix form: the following Hamiltonian matrices:
A B1 B 21 B 22 
A B1 B2     A − B2 BT2   AT − CT2 C2 
G(p) ↔  C1 0 D 12  = C1 0 D 121 D 122 
(4) H2 =  − CT C  J2=  (9)
− AT  − B BT − A 
 C 2
C 21 D 211 0 0   1 1   1 1
D 21 0    
C 22 D 212 0 0 
Then we have the following result: The unique optimal
The symbol ↔ denotes the state space realization of
G(p). A decentralized controller for system (2) has controller C2 (p) minimizing the H2-norm ε 2 = Twz 2
of
diagonal structure: the transfer function from w to z, has the following state
space representation:
 y  C (p) 0   y1 
1
 u1 
u= = Cd (p) 1 =  d  (5)
u 2   y 2  Cd (p)  y 2 
2  A2 L2  A 2 = A − B2 F2 − L 2 C 2
 0 C 2 (p) ↔   (10)
 − F2 0  T T
The space state representation of these controllers is given F2 = B2 X 2 L 2 = Y2 C 2
by [2]:
As in H2 control design, H∞ decentralized control design
 Aˆ −B2Fˆ −LiC2i
i Li  F  also involves in the first stage to compute an admissible
C ↔ F̂ =  1  (6)

d
− Fi 0   F2  centralized controller such that H∞-norm verifies
The structure of  for H2 and H∞ design problems will be Twz (C) = Twz ≺ γ. The H∞ solution involves the
∞ ∞
specified later and Fi and L i for i =1, 2 represent following two Hamiltonian matrices:
respectively the state feedback gains and the observers
1 2  A γ −2 B1 B1T − B2BT2 
gains of the associate controllers Cd and Cd . These last H∞ =  − CT C 
 1 1 − AT 
parameters constitute the unique unknowns of
decentralization control problem.
 AT γ -2 C1T C1 - CT2 C2 
J∞ =   (11)
H2 decentralized control : The H2 decentralized control T
 -B1B1 -A 
consists in calculating a decentralized controller
C d = diag(Cid ) for i =1 to 2 minimizing the H2-norm of Let X∞ and Y∞ to designate the solutions of the two
d algebraic Riccati equations respectively associated to
the transfer Twz (C d ) = Twz : H∞ and J∞ . If the following conditions hold:
i) H∞ ∈ dom (Ric) and X∞=Ric ( H∞ ) ≥ 0 4. H2 decentralized controller design
ii) J ∞ ∈ dom (Ric) and Y∞=Ric ( J∞ ) ≥ 0 In this section, we introduce the methodology proposed by
[2] to compute the unknowns of decentralized H2 control.
iii) ρ( X∞ Y∞) < γ2 That one is based on the optimization of parametrization
then the H∞ controller is given by: Qd. Indeed, the main result is stated in the following
theorem:
 A∞ Z ∞ L ∞
C ∞ (p) ↔   (12) Theorem 2: (Optimality of controller)
 − F ∞ 0 
where: 1. The set of all concurrent decentralized stabilizing
A = A+ γ
−2 T
B1B1 X ∞ − B2 F ∞ − Z ∞ L ∞ C 2 observer controllers (6) is given Qd(p) (13) where
∞
 = A , F=F2 and L=L2 are optimal centralized
T T −2 −1
F∞ = B2 X ∞ L ∞ = Y ∞ C2 Z ∞ = (I − γ Y ∞ X ∞) feedback and observer gains (10), F1 , F2 are the
feedback gains, and L1 , L 2 are the decentralized
3. Decentralized controller parametrization observer gains from (6),
In this section, we will investigate the parametrization of 2. If F and L are chosen such that the resulting
decentralized controllers which constitute the basis
parameter Q*d ( p ) achieves:
approach to determinate the parameters Fi and L i for i
=1, 2 of the decentralized controllers. A solution of this σ*2 = Min Qd (p) 2
= Q*d (p)
Q d ∈ Qd 2
approach is given in [2] from which we summarize herein
the main result. (15)
Let H d denote the set of stable proper transfer function then the controller:
matrices of appropriate dimension.
 A − B2 Fˆ − L1C21 0 L1 0
Theorem 1: (Parametrization)  
 0 ˆ
A − B2 F− L 2 C22 0 L 2  (16)
The set of decentralized controllers (6) is parametrized by: Cd ↔  
 − F1 0 0 0
 A F B2 F L   0 − F2 0 0 
Qd ↔  0 A L Lˆ − L  ∈ H d (13)
 ˆ  is the optimal decentralized controller which minimizes
F− F F 0  (15) and achieves the optimal cost:

where the matrices A F , A L and L̂ are defined as follow: α *2 = (ε ) +(σ )

* 2
2
* 2
2 (17)
ˆ − B Fˆ A = A − L C Lˆ =  L 
AF = A ■
2 L L
  In the expression (15), Qd denote the set of all the stable
(14) parameters Qd (p) that decentralizes the central controller
 Â − B22 F2 B22 F2 
A=  and achieves the concurrent observer controller structure
 B21F1 ˆ −B F 
A 21 1  (6). σ 2 could be interpreted as being the cost of the
 L1 0   F1 0 C21 0  decentralization control law. That means the additional
L=  F=   C=  cost that will be incurred if a decentralized controller is
 0 L 2   0 F2   0 C22  used instead of the optimal centralized controller.
■
According to type of control, F and L are given by F = F2 , According to this theorem, it is obvious that the final
objective consists of the optimal determination of the
L = L 2 or F = F∞ , L = L∞ . Note that the closed-loop
parametrization Qd with respect to the matrices Fi and L i
stability of system (1) controlled by (6) is guaranteed if
for i = 1, 2.
 = A and Qd ∈ H d . This will be the case for H2
decentralized control. In the case of H∞ decentralized We propose to simplify the general solution by imposing
−2 T the following choice for the state feedback gains:
control,  ≠ A since it’s given by  = A + γ B1B1 X ∞ ,
 F1   F21 
so the stability in not guaranteed unless Qd is less F̂ =   =   (18)
∞
 F2   F22 
than a certain bound.
where F21 and F22 result of the partition of state feedback Trace (FYFT ) ≺ µ 2 25-a
gain F2 of centralized controller. This choice is licit if it
does not significantly increase the cost since it allows to
A L Y + YATL + (L− L) (L− L)T ≺ 0 25-b
reduce the number of parameters to be optimized. Indeed,
in this case the parametrization Qd becomes:
Premultiplying and postmultiplying 25-b by W =Y-1, we
AL Lˆ − L  obtain:
Qd ↔   (19)
 F 0  W A L + ATL W + W(L− L) (L− L)T W ≺ 0
 
By using a Schur Complement [15], this last inequality
In appendix, we show that this choice does not affect the
can be written as:
stability of the closed-loop system. Therefore, the
formulation of optimization problem becomes simply:  W A L + ATL W W(L− L) 
 =
AL Lˆ − L   (L− L)T W − I 
Min Qd = Min   (20)
L1L 2 2 L1L 2  F 0   W A+ AT W − W L C − CT LT W WL− WL 
  2  ≺0
 LT W − LT W − I 
To find L1 and L 2 , a state space optimization procedure
is proposed in [2] by using the proprieties of H2-norm : In addition, let M = M T 0 such as:
2
Qd 2
= Trace(FYFT ) (21) Trace (M) Trace (FYFT ) = Trace (F W −1FT )
i.e.:
Therefore, the optimization problem becomes:
M− F W −1FT 0 . By also using a Schur Complement,
Min  Trace(FYFT )  (22) this expression takes the following form:
L L 
1 2

M F
subject to the constraint:  T  0
 F W 
A L Y + YATL + (L− L) (L− L)T = 0 (23)
Then the optimization problem consists to find M, W, L
The minimization of (21) subject to (23) is castled as solution of the following inequality conditions:
minimization problem of the Lagrangian L :
Trace (M) ≺ µ 2
L = Trace(FYFT ) (24) 
 M F 
+ Trace[(A L Y + YA TL + (Lˆ − L) (Lˆ − L)T ) P]   0
 T
where P is the matrix of Lagrange multipliers.   F W 

The partial derivatives of (24) with respect to Y, P, L1 ,   W A+ AT W − W L C − CT LT W WLˆ − WL 
 ≺0
and L 2 leads to some coupled algebraic equations for   L̂T W − LT W −I 
which no closed form solutions and therefore a numerical
solution is required. In [13], an iterative method based on (26)
Beseler’s algorithm is tested [14], but this method as other The last inequality is not linear with respect to the
advisable methods mentioned in [2] must be initiated by a optimization variables due to the product terms W and L .
stabilizing controller and the stabilizing propriety also A classical change of variable can be used herein to
must be maintained during the iterative process. In transform a bilinear matrix inequality problem (BMI) to
addition, the algebraic development involved are rather an LMI problem. Indeed, let R = W L , this inequality
complex, and may well become hard to solve even for becomes:
problems of moderate dimension, i.e., the algebraic
development required before any numerical programming  W A + A T W − R C − CT R T W Lˆ − R 
increases with the number of channels.   ≺ 0 (27)
 L̂T W − R T − I 
As alternative method, we propose a method based on
LMI approach which is adapted for this type of problem. witch is linear in the unknowns. In this case, it becomes
Let's recall that the objective is to minimize the H2-norm easy to solve (26) by taking into account this change of
of the transfer function Qd. From proprieties of H2-norm, variable. If we denote respectively by R* and W* the
2 optimal solutions, then we have the optimal solution for
we have Qd ≺ µ 2 if there exists a symmetric definite
2
the decentralized observer gain L* = (W*) −1 R* . But
positive matrix Y such as:
another problem persists that is L has a block-diagonal between the minimum γ for the centralized and
structure due to decentralization constraint and we must decentralized control.
also impose same structure for the matrices R and W to
guarantee the compatibility of product matrix. Let's Instead of directly attempting to solve with full size
denote: problem, we propose to make the same choice for the
 R1 0   W1 0  decentralized feedback gains F1 , F2 , i.e.:
R=  W=  (28)
 0 R 2   0 W2   F1   F∞1 
F̂ =   =   (33)
where R1, R2, W1 and W2 are real matrices of appropriate  F2   F∞2 
dimensions. As consequence, we have:

L1* = (W1* )−1 R1* L 2* = (W2* ) −1 R *2 (29) where F∞1 and F∞1 result of the partition of the state
feedback gain F∞ of the centralized controller. In this
condition, the parametrization (13) is reduced again to
5. H∞ decentralized controller design
(19). To find the unique unknowns L1 , L 2 , Ranjit et al
In this section, we consider the case of H∞ decentralized [2] propose a state space approach and an iterative
control design. As in H2 case, H∞ decentralized control procedure to solve numerically the problem. The idea is
design also requires two stages. Given centralized based on the resolution of a Riccati equation that cannot
controller (12) achieving Twz (C) = Twz ≺ γ , the be solved directly because the decentralization constraint
∞ ∞
L =diag ( L1 , L 2 ), but an algorithm can be designed to
second stage of the design process is to solve for
iteratively solve it. To avoid this difficulty, we propose as
decentralizing parameter having the propriety:
previously an LMI-based method.
Qd ≺γ (30)
∞ According to “Bound Real Lemma” [16], the transfer
In [2] is given the following theorem: function Qd is stable and Q d ≺ γ if, and only if, there
∞
exists a symmetric matrix Z > 0 such as:
Theorem 3: (Suboptimality of decentralized controllers)
 A TL Z+ Z A L Z (L- ˆ L) FT 
1. The set of all concurrent decentralized stabilizing
 
observer controllers (6) is given by Qd(p) (13) where  (L- ˆ L)T Z -γ I 0 =
−2 T  
 = A + γ B1B1 X ∞ , F=F∞ and L=L∞ are the
 F 0 -γ I 
suboptimal centralized feedback and observer gains 
(34)
(12), X∞ is given by (11), F1 , F2 are the feedback  A Z+ Z A − Z L C− C L Z Z L-
T T T ˆ Z L FT 
 
gains, and L1 , L 2 are the decentralized observer gains  L̂T Z - LT Z -γ I 0 ≺0
 
from (6),  F 0 -γ I 
2. If F and L are chosen such that the resulting 

parameter Q*d (p) achieves: This inequality is bilinear with respect to optimization
variables because the presence of Z L term. We can make
Qd ≺γ (31)
∞ the same change of variable S = Z L used in the previous
then the controller: section to transform (34) to an LMI form. Finally, as in H2
decentralized control, we also must choose Z and S block-
 Aˆ − B2 Fˆ − L1C 21 0 L1 0  diagonal form in order to obtain L block-diagonal form.
 ˆ − B Fˆ − L C  So we have by using a similar notation to (28):
0 A 0 L2
C∞ ( p ) ↔   (32)
2 2 22
 − F1 0 0 0 L1* = ( Z1* )−1 S1* L 2* = ( Z 2* ) −1 S*2 (35)
 
 0 − F2 0 0 
6. Conclusion
is a suboptimal decentralized observer controller
In this work, we have reconsidered the methodology
satisfying
d
proposed in [2] which deals with an H2 and H∞
Twz ≺γ ■ decentralized controllers design. We have reduced on the
∞
The pre-specified γ does not have necessarily the same one hand the number of parameters to be optimized and
value in centralized and decentralized design. The cost of on the other hand, we have proposed a method more
decentralization control can be found as the difference adapted to determine these parameters. Indeed, the
optimization problem initially consists to determine the
feedback gains and observer gains of a decentralized H2
and H∞ controllers via optimization of a parametrization
transfer function of controllers. By using an appropriate
choose for the decentralized feedback gains, we have
proposed a method based on LMI approach to optimize
only the observer gains. Although we have considered a
development in two channels, this approach is easily
adapted for a greater number of channels. In addition, the
LMIs techniques can take into account the structural
constraints, namely the optimization variables must have a
block-diagonal structure which is the case in decentralized
control. Finally, the proposed method has the advantage
that it can be implemented numerically very efficiently
using recently developed algorithms for solving LMIs
(LMI solvers).
Appendix
The closed-loop spectrum of the system (1) controlled by
the decentralized controller (6) are given by the
eigenvalues of the state space matrix:
 A - B21F1 - B22 F2 
 
ˆ
A cl =  L1C21 A- B2 F- L1C21 0 
 ˆ  Rhodes, Juin, 2003,T7-099.
L C
 2 22 0 A- B 2 F- L C 
2 22 
Performing a similarity transformation with:
 I 0 0 I 0 0
Tc = - I I 0  and Tc =  I I 0 
  -1
- I 0 I   I 0 I 
we obtain :
 A F - B21F1 - B22 F2  
Tc A cl Tc-1 =   Control (Prentice-Hall, Upper Saddle River, NJ, 1995).
 0 AL 
The spectrum is σ(Tc A cl Tc−1 ) = σ(A F ) ∪ σ(A L ) . If we
let F1 = F21 and F2 = F22 , the first spectrum is stable by
propriety of the Riccati equation associated to
Hamiltonian matrix H 2 . The second is also stable by
conception of decentralized controller.
References
[1] J.C. Doyle, K. Glover, P. P., Khargonekar, B.A.
Francis, State space solution to standard H2 and H∞
control problem, IEEE Transactions on Automatic
Control, 34 (8) , August, 1989, 831-847.
[2] A.D. Ranjit, J.H. Chow, A parametrization approach to
optimal H2 and H∞ decentralized control problems,
Automatica, 29, 1993, 457- 463.
[3] J.H. Seo, H.J. Choel, L. Sang-Hyuk, Decentralized H∞
Controller design, Automatica, Vol 35, May, 1999, 865-
876.
[4] V. Balakrishnan, Linear Matrix Inequalities in Robust
Control: A Brief Survey, Proceeding of Fifteenth
International Symposium on Mathematical Theory of
Networks and Systems, Notre Dame, Indiana, August,
2002, 12 -16.
[5] L.Vandenberghe, V. Balakrishnan, Algorithms and
software tools for LMI problems in control: an overview,
in Proceedings of the 1996 IEEE International
Symposium on Computer-Aided Control System Design,
Dearborn, Michigan, 1996, Invited session.
[6] J.K. Shiau, J.H. Chow, Structurally Constrained H∞
Suboptimal Control Design Using an Iterative Linear
Matrix Inequality Algorithm Based on a Dual Design
Formulation, Tamkang Journal of Science and
Engineering, vol.1, No 2, 1998, 133 -143.
[7] C. Yong-Yang, S. You-Xian, M. Wei-Jie, Output
feedback decentralized stabilization: ILMI approach,
Systems & Control Letters, 35, 1998, 183-194.
[8] D. Biahcgnopdrejna, J. How, Parametric robust H2
control design with generalized multipliers via LMI
synthesis, Int.J.Control, Vol.70, N°3, 1998, 481-503.
[9] F. Claveau, P. Chevrel, M. Yagoubi, D. Knittel,
Decentralized control for winding systems: Which
incidence on reachable performances, 11th IEEE
Mediterranean Conference on Control and Automation,
[10] G. Zhai, M. Ikeda, Y. Fujisaki, Decentralized H∞
controller design: A matrix inequality approach using a
homotopy method, Automatica, vol. 37, 2001, 565 -572.
[11] N. Chen, M. Ikeda, W. Gui, Design of Robust H∞
Control for Interconnected Systems: A Homotopy
Method, International Journal of Control, Automation,
and Systems, vol. 3, N°2, June, 2005, 143 -151.
[12] K. Zhou, J.C. Doyle, K. Glover, Robust and Optimal
[13] N. Bennis, M. Haloua, H. Youlal, An H2
decentralized control, Proceedings of European Control
Conference 1999 (ECC'99), Karlsruhe, Germany, 31
August - 3 September, 1999.
[14] J. Beseler, J.H. Chow, K.D. Minto, A feedback
descent method for solving constrained LQG control
problems, Proc. ACC, 1992, 1014 -1048.
[15] S. Boyd, L. El Ghaoui, E. Feron, V. Balakrishnan,
Linear Matrix Inequalities in System and Control Theory,
In Proc. Annual Allerton Conf. on Communication,
Control and Computing, Allerton House, Monticello,
Illinois, 1993, 237-246.
[16] P. Gahinet, P. Apkarian, Linear matrix inequality
approach to H∞ control, International Journal of Robust
and Nonlinear Control, vol 4, 1994, 421- 448.