Multiple delays in H2 and H control

Gjerrit Meinsma University of Twente Enschede The Netherlands

joint work Leonid Mirkin

LAAS-CNRS, 18 May 2006

Outline
1. The problem 2. Reduction of the problem 3. How to avoid ugly notation: delay operators 4. H2 5. H 6. The controller

LAAS-CNRS, 18 May 2006

PSfrag

An old problem
z w

P
K H Minimize the H norm of H with respect to stabilizing causal K

Ball & Cohen 1987 DGKF 1989 Tadmor 1990

2

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PSfrag

What is H and H2 (in time domain)?

z w

P
K H H-norm: H
H z L2 supw w L2 H2

H2-norm: Take w = , then H

= z

L2

LAAS-CNRS, 18 May 2006

lacements

A more complicated problem

z w

P
esh

Same problem but now with delay esh van Keulen 1993 Foias, Ozbay & Tannenbaum 1996 Tadmor 2000 Meinsma & Zwart 2000 Mirkin 2003 MMZ 2002

K H Kleinman 1969 Soliman & Ray 1972 Pritchard & Salamon 1985 Delfour 1986 Mirkin & Raskin 2003
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A not so old problem

z w

P
y K H Kojima & Ishijima 2003 Meinsma & Mirkin 2005 u There may be multiple delays in controller input and output

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Standard problem reduction

z w z w

K H H
H

<1
2 H2

Q Q

H 2 H2

<1

+ constant

Hence may as well consider Q-problem

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Intermezzo: an H2 problem
z y w

P
K u

Is essentially nite horizon LQR (with delays)

T

min
u 0

z(t)

2 2 dt,

x = Ax + Bu , z = Cx + Du

x(0) = x0

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Now it is tempting to expand the delay operator x = Ax + B1u1(t h1) + B2u2(t h2) + + Bmum(t hm) z = Cx + D1u1(t h1) + D2u2(t h2) + + Dmum(t hm) Many indices Thats going to be very ugly

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How to avoid ugly notation (why indices are not needed)

u=

L2[0, T ]

L2[0, T ] u =

u1(t h1) u(t) = u2(t h2) . .

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[h1,T ]

[h2,T ]

(with 0 hj T )

Some duals u = u = u = z = z =

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Some duals u = u = u = not invertible but u = z has a (nonunique) solution u = ()1z ()1 =
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z = z =

[h,T ]

(unique)
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Really old (duality):

T

min
u 0

z(t)

2 2 dt,

x = Ax + Bu , z = Cx + Du

x(0) = x0

Then u is optimal if x = p 0 =

A 0 C C A DC B

x p x p

B + C D + u

on [0, T ] with boundary conditions x(0) = x0 and p(T ) = 0 (if D D = I)

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Same theory:
T

min
u 0

z(t)

2 2 dt,

x = Ax + Bu , z = Cx + Du

x(0) = x0

Then u is optimal if x = p

A 0 C C A

x p B x p

B u + C D +u

0 =

DC

on [0, T ] with boundary conditions x(0) = x0 and p(T ) = 0 (if D D = I)

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A nonunique solution u exists, u = ( ) Which results in unique x A 0 B = ()1 D C B p C C A C D

H(t) 1

DC B

x p

x p

This H(t) is piecewise constant. The rest of u follows by equating z = 0 for t > T .

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Optimal u is piecewise Bohl

z(t) = 0.. T

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Solution H problem with I/O delays

z w

P
y y K u u H

u u

G
w

y y

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u u

G
w z

y y

G
w
T T

y u y

z
0

dt =
0

I 0 0 I J

u G dt y

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Write G(s) = C(sI A)1B + D, then z u = G w y means u y u y

x = Ax + B z w = Cx + D

Then (assuming D JD = J):

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Lemma 1. The operator GJG : L2[0, T ] L2[0, T ]

is singular i 22(T ) is singular, where (t) = H(t)(t), and A 0 B H(t) = (J)1 D JC B C JC A C JD (0) = I

Note: H(t) is piecewise constant

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Lemma 2. There is a stabilizing solution K to the multiple delay problem such that H H < 1 i 1. Delay-free problem is solvable, and 2. det 22(t) = 0 for all t [0, T ] (where T is max delay)

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Lemma 2. There is a stabilizing solution K to the multiple delay problem such that H H < 1 i 1. Delay-free problem is solvable, and 2. det 22(t) = 0 for all t [0, T ] (where T is max delay) Proof (only if) If 22(t) singular then on L2[0, t] v : Then GJGv = 0, v = 0.

? := Gv w is a worst w (such that z L2[0,t] w L2[0,t]) Proof (if) See cdc-ecc05 paper... still requires indices
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Controller construction (by picture)

z u s

G
w

M 1
v

K Q

With nonsingular 22(t) one can construct bistable M such that z

2

= s

M is like G (same poles/zeros) Now invert mapping from contractive Q to K:

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u
b

y
ehs

G1

Q K

ehs
f b

G1

Q K
21

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previewed
ehus

u
b2 b1

f 1

b3

1 G

y
ehy s

f 2

delayed

FIR compensation to all delayed channels.

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Art

u
b

y
esh

1 G

Q K

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