IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 42, NO.

8, AUGUST 1997

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Technical Notes and Correspondence

Routh Approximation for Interval Systems
B. Bandyopadhyay, Avinash Upadhye, and Osman Ismail
AbstractThe paper presents the  Routh approximation for interval systems. The interval s and  s are evaluated for the higher order interval systems, and then an r th-order approximant is obtained by retaining the rst r , interval s, and  s. A numerical example illustrates the procedure. Index TermsInterval system, model reduction, Routh approximation.

order interval system. Thus the stability of the interval reduced model is guaranteed if the higher order interval system is asymptotically stable. The brief outline of this paper is as follows: Section II contains the basic results of the paper. A numerical example is presented in Section III, followed by the conclusions in Section IV. II. THE BASIC RESULTS Let the transfer function of a higher order interval system be

I. INTRODUCTION One of the accepted techniques for the design of controllers for large-scale systems is via reduced-order models of the systems. It has been shown by Astrom [1] that every asymptotically stable linear time-invariant system can be represented by a set of n  parameters which can be obtained from a Routh table constructed from the system denominator and numerator. The numerator and denominator of the transfer function can also [1] be separately computed by using a recursive algorithm involving  parameters. It was shown by Hutton and Friedland [2] that every such transfer function can be represented in the form of  series expansion or  canonical representation. The  series expansion can be truncated at the rth,  term (r < n) to obtain the rth-order approximant of the nth-order system. Further, it was shown that the poles of the rth-order approximant converge to the poles of the actual system as r 0! n. In a sequel to  Routh approximation, Rao et al. [3] presented  Routh approximation, which provided a state-space formulation of the problem and additional simplication in computation. After that, several improvements were presented on Routh approximation [4][6]. On the other hand, research on interval systems has received a great deal of attention since the pioneering work of Kharitonov [7]. The stability of interval polynomial stabilization and control of interval systems has attracted the attention of many researchers [7], [8]. Many practical system models, e.g., a exible manipulator system or nuclear reactor system, have parametric uncertainties for the entire range of operation. Simulation and control of such systems can be done by developing their approximants. Routh approximation has been proposed recently [9] for continuous interval systems. It has been shown in [9] that a stable reduceddegree polynomial can be obtained by a direct truncation of the Routh table of the interval system, and then the numerator of the reduced model can be obtained by matching interval time moments. The time moments are proportional to the coefcients of the power series expansion of transfer function around s = 0. So the more matching of time moments, the more accurate will be the reduced model. The purpose of this paper is to show that the  parameters can also be dened for an interval system. For an asymptotically stable interval system the s are positive intervals. An rth-order model can be obtained by retaining rst r, s, and  s of the higher
Manuscript received November 9, 1994; revised May 30, 1995 and July 11, 1996. The authors are with the Department of Electrical Engineering, IIT Bombay, Bombay-400076, India. Publisher Item Identier S 0018-9286(97)05963-1.

0 ; + ] n01 b0 + n02 0 n + G(s) = [b10 b1+s n + [02 ; b2 ]s 01 + 1 1 1 + [bn ; b+ ] : (1) + ]sn + 1 1 1 + [a0 ; an ] [a0 ; a0 ]s + [a1 ; a1 n The interval s can be obtained from a Routh-like table as follows:

Table

0 a+ ] n 0 + [a00 ; a00 ] 0 + [an01 ; an01 ] 0 + [a ; a ]

[an ;

0 0 0+ 0
[a20 ;

10 10

a+02 ] [a004 ; a+04 ] n n n 0 + 0 + =[a01 ; a01 ] =[a02 ; a02 ] 0 + 0 + [an03 ; an03 ] [an03 ; an03 ] 0 + 0 + =[a11 ; a11 ] =[a12 ; a12 ]
[an02 ; [a21 ;

0 a+ ] 0 ; a+ ]01 0 [a 0 0:
[an01; 0 ;
n; n ; n;

. . .

a20 ]

0 0 0+ 0

a21 ]

[a22 ;

0 0 0+ 0

a22 ]

111 111 111 111 000 111

(2)

The element [a0 ; a+ ] can be obtained by applying the algorithm as ij ij in (3), shown at the bottom of the next page. The addition, subtraction, multiplication, and division between two interval numbers are discussed in [10], [11]. The interval parameters can be dened as the ratios of the rst column elements of the above Routh-like table as given in

k =

[ak01; 0 ;
k;

a+01 0 ] 0 ; a+ ] ; [a 0 0
k ; k;

k = 1; 2; 1 1 1 ; n:

(4)

The interval  parameters can be obtained from a table constituted from the system numerator. The rst two rows are written directly from the coefcients of the numerator polynomial of the system. The elements from the third row onward can be obtained by the algorithm (5), shown at the bottom of the next page, and we have

 Table 0 + [bn ; bn ] 0 + = [b10 ; b10 ] 0 + [bn01 ; bn01 ] 0 + = [b20 ; b20 ]

00 0+ 0
[b30 ;

+ + bn02 ] [b004 ; bn04 ] n 0 + 0 + =[b11 ; b11 ] =[b12 ; b12 ] 0 + 0 + [bn03 ; bn03 ] [bn03 ; bn03 ] 0 + 0 + =[b21 ; b21 ] =[b22 ; b22 ]
[bn02 ; [b31 ;

. . .

b30 ]
n ;

00 0+ 0

b31 ]

[b32 ;

00 0+ 0

b32 ]

111 111 111 111 000 111

[bn01; 0 ;
n;

0 b+ ] 0 ; b+ ]01 0 [b 0 0:
n;

(6)

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The interval  parameters can be dened as the ratios of the rst column elements of the and  table as

b+ 0 ] k; (7) ; k = 1; 2; 1 1 1 ; n: ; a+ 0 ] k; 0 k; The interval s and  s can be interpreted in the following way: for every xed system g (s) 2 G(s), a phase variable form and ;  table can be obtained. A transformation matrix constructed from the table [3] can be used to transform the phase variable form of g (s) into its  canonic form. Then the  parameters in this representation will belong to the interval ;  , i.e., k and k . Now an rth-order  Routh approximant can be obtained by retaining the rst r,  parameters. The rth-order model Gr (s) can be written as Br (s) Gr (s) = (8) Ar (s) where k
= [bk; 0 ;

0 0 [a

The rst and second-order  Routh approximants are obtained as follows: [0:4167; 0:4571] R1 (s) = s + [0:5694; 0:6143] and [1:0091; 1:2554]s + [0:8409; 1:1168] R2 (s) = 2 : s + [2:0181; 2:4430]s + [1:1492; 1:5007] Step responses of some of the systems and reduced models constructed from Kharitonov polynomials of the numerator and denominator of the system and model are plotted in Figs. 1 and 2. These responses are compared with the earlier result [9]. It has been shown in [12] that for a stable linear time-invariant system,  parameters are related to the time moments by the following equation:

0 + Ar (s) = s2 Ar02 (s) + [ r ; r ]Ar01 (s) 0 ;  + ]sr01 + s2 Br02 (s) + [ 0 ; + ]Br01 (s) Br (s) = [r r r r
s A0 (s) = 1 B01 (s) = 0 B0 (s) = 0: A01 (s) =
1

(9) (10)

1 1 1 T2 = 2 1 T1
=

+ 1

1 2 1 2

with

T3

= 1

3 1

0 21 2 0 2 2 + 11 2 2
1 1

3 : 3

Substituting interval  parameters in the above equations we can get the interval time moments. The interval time moments and  parameters of various models and system are listed below: Time Moments and - parameters of G(s) :

The expression for Ar (s) and Br (s) is the same as for the xed system with the exception that s and  s are intervals. For example, the rst- and second-order Routh approximants are

0 + [1 ; 1 ] R1 (s) = s + [ 0 ; + ]
1 1
[2

(11)

T1 = [0:6783; 0:8028]; 1 = [0:4167; 0:4571]; T2 = [1:7766; 2:5024]; 2 = [1:0091; 1:2554]

1 2

= [0:5694; 0:6143] = [2:0181; 2:4430]

and

0 ;  + ]s + [ 0 ; + ][ 0 ;  + ] 2 2 2 1 1 R2 (s) = 2 : s + [ 0 ; + ]s + [ 0 ; + ][ 0 ; + ]
2 2 2 2 1 1
III. NUMERICAL EXAMPLE

Time Moments and - parameters of R2 (s) : (12)

Let the transfer function of a third-order interval system be

G(s) =

2 [2; 3]s + [17:5; 18:5]s + [15; 16] 3 + [17; 18]s2 + [35; 36]s + [20:5; 21:5] : [2; 3]s
1 2 3 1 2 3

T1 = [0:4629; 1:1764]; 1 = [0:3442; 0:5534]; T2 = [1:0243; 4:4387]; 2 = [0:8836; 1:5197

1 2

= [0:4704; 0:7436] = [1:6672; 2:9573]

Time Moments and - parameters of R1 (s) :

The and  parameters computed as discussed in (4) and (7) are given as
= [0:5694; 0:6143] = [2:0181; 2:4430] = [4:1737; 10:2054]; = [0:4167; 0:4571] = [1:0091; 1:2554] = [0:1780; 1:2750]:

T1 = [0:6783; 0:8028]; 1 = [0:4167; 0:4571]:

= [0:5694; 0:6143]

IV. CONCLUSION The rth-order  Routh approximant is obtained by retaining the rst r, s, and  s of the higher order interval system. In the case of xed system reduction, the r  parameters of the reduced model are exactly same as rst r  parameters of the system, whereas in case of interval system reduction exact matching of  parameters does not carry much meaning. In interval system reduction if the

[aij ;

0 a+ ] =
ij

[ai02; j +1 ;

a+ 2; j +1 ][a0 1; 0 ; a+ 1; 0 ] 0 [a0 2; 0 ; a+ 2; 0 ][a0 1; j +1 ; a+ 2; j +1 ] i0 i0 i0 i0 i0 i0 i0 0 + [ai01; 0 ; ai01; 0 ]

(3)

[bij ;

0 b+ ] =
ij

[bi02; j +1 ;

+ + bi02; j +1 ][a0 2; 0 ; a+ 2; 0 ] 0 [b0 2; 0 ; bi02; 0 ][a0 2; j +1 ; a+ 2; j +1 ] i0 i0 i0 i0 i0 0 + [ai02; 0 ; ai02; 0 ]

(5)

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 42, NO. 8, AUGUST 1997

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Fig. 1. Step responses of system and reduced models.

Fig. 2. Step responses of system and reduced models.

 parameters are computed from the reduced model, then due to interval arithmetic operation these  parameters will not be exactly equal to the system  parameters. The system  parameters will be contained in the model  parameters as

0 + 0 + [ s ; s ]  [ m ; m ]
and

s ; s denote system  parameters, and m ; m denote the model  parameters. As the time moments are related to the  parameters, consequently the rst r time moments of the system will be contained in the rst r time moments of the model. The bounds on the relative impulse error can be expressed in terms of impulse energy of the system and the reduced model [13] as

[0 ; + ]  [0
s s

+ m ; m ];

for i = 1; 2;

1 1 1 ; r:

0h 1 0 kkhrkk  khkhk r k  1 + kkhrkk h h

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where
2 hk2 = 6n=1 i ; khr k2 i 2 i 2 i r = 6i=1 2 i

Partially Observable Nonlinear RiskSensitive Control Problems: Dynamic Programming and Verication Theorems
Charalambos D. Charalambous

and h(t), hr (t) are the impulse responses of the system and model, respectively. Substituting interval  s in the above expression, one can compute the range within which impulse energy of the system and the model vary, and using these error bounds can be computed for the derived models. These error bounds will also be in interval form. The lower limit of the lower bound of the relative impulse error and the upper limit of the upper bound of the same can be taken as the nal error bounds. REFERENCES
[1] K. J. Astrom, Introduction to Stochastic Control Theory. New York: Academic, 1970. [2] M. F. Hutton and B. Friedland, Routh approximation for reducing order of linear time invariant system, IEEE Trans. Automat. Contr., vol. AC-20, pp. 329337, 1975. [3] A. S. Rao, S. S. Lamba, and S. V. Rao, Routh approximate in time domain reduced order models for single input single output systems, Proc. Inst. Elec. Eng., vol. 125, pt.-D, pp. 10591062, 1978. [4] T. N. Lucas, Linear system reduction by impulse energy approximation, IEEE Trans. Automat. Contr., vol. AC-30, pp. 784786, 1985. [5] A. Lepshy and D. Viaro, An improvement in the Routh Pade approximation technique, Int. J. Contr., vol. 36, p. 643, 1982. [6] C. Hwang and K. Wang, Optimal Routh approximation for continuous time systems, Int. J. Syst. Sci., vol. 15, p. 243, 1984. [7] V. L. Kharitonov, Asymptotic stability of an equilibrium position of a family of systems of linear differential equations, Differentsialnye Uravneniya, vol. 14, pp. 20862088, 1978. [8] S. P. Bhattacharya, Robust Stabilization Against Structured Perturbations, Lecture Notes in Control and Information Sciences. New York: Springer-Verlag, 1987. [9] B. Bandyopadhyay, O. Ismail, and R. Gorez, Routh Pade approximation for interval systems, IEEE Trans. Automat. Contr., pp. 24542456, Dec. 1994. [10] E. Hansen, Interval arithmetic in matrix computationsPart 1, SIAM J. Numerical Anal., pp. 308320, 1965. [11] E. Hansen and R. Smith, Interval arithmetic in matrix computationsPart 2, SIAM J. Numerical Anal., pp. 19, 1967. [12] S. S. Lamba and B. Bandyopadhyay, An improvement on Routh approximation technique, IEEE Trans. Automat. Contr., vol. AC-31, pp. 10471050, 1986. [13] M. F. Hutton, Routh approximation method for high-order linear system, Ph.D dissertation, Polytechnic Inst. New York, June 1974.

AbstractIn this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verication theorem when the state and control enter nonlinear in the dynamics. In addition, we show that the quadratic sensor problem is estimation-solvable with respect to a certain cost criterion. The framework relies on dynamic programming and the HamiltonJacobi theory. Index TermsFinite-dimensional controllers, risk sensitive, stochastic control.

I. INTRODUCTION We consider an Rn -valued state process chastic differential equation

x(1)

satisfying the sto-

dx(t) = f (t; x(t)) dt + g(t; u(t; y)) dt + (t; x(t)) dw(t); x(0):
This is observed through an Rd -valued observation process satisfying the stochastic differential equation

(1)

y(1)

dy(t) = h(t; x(t)) dt + (t) dw(t) + N 1=2 (t) db(t); y(0) = 0:

(2)

The precise denition of the coefcients of (1), (2) is given in Assumptions 2.1. Here fw(s); 0  s  tg and fb(s); 0  s  tg are, respectively, Rn and Rd -valued independent standard Wiener processes which are independent of the random variable x(0), and u(t; y) 2 U  Rm is the control process. The objective is to nd an optimal control law, henceforth denoted by u3 , which is a nonanticipative functional of the observation process such that

J0; T (u3 ) = inf J0; T (u) u J0; T (u) = E u exp 

T

`(t; x(t); u(t; y)) + dt'(T; x(T )) :

(3)

Here  > 0 and `; ' are real-valued functions (see Assumptions 2.1). Problem (1)(3) is otherwise named a risk-sensitive problem. The continuous-time completely observable analog of (1)(3), with m 3 U = R ; 2`(1; x; u) = Qx:x + Ru:u (where : =   , 3 denotes transpose of a matrix), 2'(1; x) = Mx:x, f (1; x) = F x; (1; x) = G; g(1; u) = Bu, otherwise known as linearexponential-quadratic-Gaussian (LEQG) problem, is introduced and solved in [1]. Discrete and continuous-time partially observable analogs are solved in various special cases in [2][4]. The LEQG problem is solved in [5] using the method of completing the squares; the correlated version is solved in [6] using a maximum principle.
Manuscript received February 3, 1995; revised February 5, 1996 and October 8, 1996. This work was completed during the authors post-doctoral appointment with the Measurement and Control Research Center, Idaho State University, 19931995. The author is with the Department of Electrical Engineering, McGill University, Montreal, P.Q., H3A 2A7 Canada (e-mail: chadcha@cim.mcgill.ca). Publisher Item Identier S 0018-9286(97)05953-9.

00189286/97$10.00 1997 IEEE