A Course In Robust Control Theory: A Convex Approach by Geir E. Dullerud

By Geir E. Dullerud

Through the 90s powerful regulate concept has obvious significant advances and accomplished a brand new adulthood, established round the proposal of convexity. The aim of this e-book is to offer a graduate-level direction in this thought that emphasizes those new advancements, yet whilst conveys the most rules and ubiquitous instruments on the middle of the topic. Its pedagogical goals are to introduce a coherent and unified framework for learning the speculation, to supply scholars with the control-theoretic historical past required to learn and give a contribution to the study literature, and to provide the most principles and demonstrations of the foremost effects. The ebook might be of price to mathematical researchers and laptop scientists, graduate scholars planning on doing learn within the zone, and engineering practitioners requiring complicated regulate innovations.

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A useful model is one in which the remaining uncertainty or unpredictability of the system can be adequately compensated by feedback. Thus we have set the stage for this course. The key players are feedback, stability, performance, uncertainty and interconnection of systems. The mathematical theory to follow is motivated by the challenging interplay between these aspects of designed dynamical systems. Notes and References For a precise de nition of stability and theorems on linearization see any standard text on dynamical systems theory for instance 52].

In other words every LMI can be converted to the form x1 F1 + + xm Fm < Q m where x 2 R is the variable. While this coordinate form could also be taken as a de nition of an LMI, it is not how we typically encounter LMIs in our course, and is often cumbersome for analysis. 3) where A 2 Rn n Q 2 H n and the variable X is in Sn. If we de ne F (X ) = A XA ; X then clearly this is a linear mapping Sn ! Sn. 3) is an LMI. Now look at the matrix inequality A XA + BY + Y B + T < 0 n n where A 2 C B 2 C n m T 2 H n , and the variables X and Y are in Sn m n and R respectively.

Matrices of this form have a special role in the decomposition we are about to introduce: de ne the n n matrix N by 2 3 0 1 0 6 . . 77 N = 664 7 15 0 0 where N = 0 if the dimension n = 1. Such matrices are called nilpotent because N n = 0. Using these we de ne a matrix to be a Jordan block if it is of the form 2 3 1 0 6 . . 77 J = I + N = 664 7: 15 0 Notice all scalars are 1 1 Jordan blocks. A Jordan block has one eigenvalue of multiplicity n. However it has only one linearly independent eigenvector.

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