Optimal and Robust Control: Advanced Topics with MATLAB®, 2nd Edition Fortuna instant download
Optimal and Robust Control: Advanced Topics with MATLAB®, 2nd Edition Fortuna instant download
https://ebookmeta.com/product/optimal-and-robust-control-
advanced-topics-with-matlab-2nd-edition-fortuna/
https://ebookmeta.com/product/automatic-control-systems-with-
matlab-2nd-edition-s-palani/
https://ebookmeta.com/product/control-engineering-matlab-
exercises-advanced-textbooks-in-control-and-signal-processing-
keviczky-laszlo/
https://ebookmeta.com/product/optimal-control-of-odes-and-
daes-2nd-edition-matthias-gerdts/
https://ebookmeta.com/product/see-solve-scale-how-anyone-can-
turn-an-unsolved-problem-into-a-breakthrough-success-1st-edition-
danny-warshay/
Computational Phylogenetics An Introduction to
Designing Methods for Phylogeny Estimation 1st Edition
Tandy Warnow
https://ebookmeta.com/product/computational-phylogenetics-an-
introduction-to-designing-methods-for-phylogeny-estimation-1st-
edition-tandy-warnow/
https://ebookmeta.com/product/surveys-in-
combinatorics-2022-anthony-nixon/
https://ebookmeta.com/product/korea-a-history-1st-edition-eugene-
y-park/
https://ebookmeta.com/product/restful-web-api-patterns-and-
practices-cookbook-fifth-early-release-mike-amundsen/
https://ebookmeta.com/product/how-to-be-an-outstanding-early-
years-practitioner-1st-edition-louise-burnham/
A Contractarian Approach to Law and Justice: Live and
Let Live 1st Edition William E. O’Brian Jr.
https://ebookmeta.com/product/a-contractarian-approach-to-law-
and-justice-live-and-let-live-1st-edition-william-e-obrian-jr/
Optimal and Robust
Control
Optimal and Robust
Control
Advanced Topics with MATLAB®
Second Edition
Luigi Fortuna
Mattia Frasca
Arturo Buscarino
MATLAB® is a trademark of The MathWorks, Inc. and is used with permission. The MathWorks
does not warrant the accuracy of the text or exercises in this book. This book’s use or discussion of
MATLAB® software or related products does not constitute endorsement or sponsorship by The
MathWorks of a particular pedagogical approach or particular use of the MATLAB® software.
Reasonable efforts have been made to publish reliable data and information, but the author and pub-
lisher cannot assume responsibility for the validity of all materials or the consequences of their use.
The authors and publishers have attempted to trace the copyright holders of all material reproduced
in this publication and apologize to copyright holders if permission to publish in this form has not
been obtained. If any copyright material has not been acknowledged please write and let us know so
we may rectify in any future reprint.
Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced,
transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or
hereafter invented, including photocopying, microfilming, and recording, or in any information stor-
age or retrieval system, without written permission from the publishers.
For permission to photocopy or use material electronically from this work, access www.copyright.
com or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA
01923, 978-750-8400. For works that are not available on CCC please contact mpkbookspermis-
sions@tandf.co.uk
Trademark notice: Product or corporate names may be trademarks or registered trademarks and are
used only for identification and explanation without intent to infringe.
DOI: 10.1201/9781003196921
Publisher’s note: This book has been prepared from camera-ready copy provided by the authors.
Preface xiii
Symbol List xv
2 Fundamentals of Stability 11
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.2 Controllability Canonical Partition . . . . . . . . . . . . . . 37
3.3 Observability Canonical Partition . . . . . . . . . . . . . . . 39
3.4 General Partition . . . . . . . . . . . . . . . . . . . . . . . . 40
3.5 Remarks on Kalman Decomposition . . . . . . . . . . . . . 47
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
vii
viii Contents
Index 303
Preface
The main aim of this book is to provide for undergraduate and graduate
students, as well as researchers, who already possess the main concepts of
automatic control and system analysis, a self-contained resource collecting
advanced techniques for linear system theory and control design. Selected
theoretical backgrounds are also presented in the book, together with many
numerical exercises and MATLABr examples.
We intend to offer a complete and easy-to-read handbook of advanced
topics in automatic control, including techniques such as the Linear Quadratic
Regulator (LQR) and H∞ control. Large emphasis is also given to Linear
Matrix Inequalities (LMIs) with the purpose of demonstrating their use as a
unifying tool for system analysis and control design.
In presenting the different approaches to control design, the books explic-
itly takes into account the problem of the robustness of the obtained closed-
loop control. Robustness, in fact, represents the capability of a control system
to guarantee the stability in the presence of uncertainty, due to the model itself
or to the use of approximated models, and as such is deemed as particularly
important in view of the practical implementation of the control techniques.
Many books on LQR control and H∞ control have been proposed since
1980. The LMI technique has become well-known in the control community,
and MATLABr toolboxes to solve advanced control problems have been de-
veloped. However, these subjects are often presented for a specialist audience
in materials that are excellent resources for researchers and PhD students.
This book, on the contrary, is oriented to illustrate these topics in an easy
and concise way, using a language suitable for students, yet maintaining the
necessary mathematical rigor.
This book is, therefore, a compendium of many ordered subjects. For spe-
cific proofs, the reader is often referred to the proposed literature. Many ex-
amples and MATLABr based exercises are included here to assist the reader
in understanding the proposed methods. The book can be considered as a
palimpsest of advanced modern topics in automatic control, including an ad-
vanced set of analytical examples and MATLABr exercises. The topics in-
cluded in the book are mainly illustrated with reference to continuous-time
linear systems, even if some results for discrete-time systems are briefly re-
called.
The book is organized into chapters structured as follows. The first chapter
is an introduction to advanced control, the second discusses some fundamental
concepts on stability and provides the tools for studying uncertain systems.
xiii
xiv Preface
The third presents the Kalman decomposition. The fourth chapter is on sin-
gular value decomposition of a matrix, given the importance of numerical
techniques for systems analysis. The fifth and sixth chapters are on open-loop
balanced realization and reduced order models. The seventh chapter presents
the essential aspects of variational calculus and optimal control and the eighth
illustrates closed-loop balancing. The properties of positive-real, bounded-real
and negative-imaginary systems are the subject of the ninth and tenth chap-
ter. In the eleventh and twelfth chapter, the essential aspects of H∞ control
and LMI techniques commonly used in control systems design are dealt with.
The thirteenth chapter is devoted to discuss the class of stabilizing controllers.
The fourteenth chapter reviews some of the problems already discussed in the
book by introducing an approach based on the steady-state solution of a non-
linear dynamical system. Finally, the fifteenth chapter briefly discusses some
fundamental aspects of time-delay systems. The book also includes numerous
examples and exercises, considered indispensable for learning the methodology
of the topics dealt with, and a list of essential references.
This book is targeted at electrical, electronic, computer science, space and
automation engineers interested in advanced topics on automatic control. Me-
chanical engineers as well as engineers from other fields may also be inter-
ested in the topics of the book. The contents of the book can be learned
autonomously by the reader in less than a semester.
Thursday, 24.
This morning, my cherished love, I have failed in an attempt which
might have been fortunate. I went to offer to a capitalist, who
receives the indemnities agreed upon between us for the works
promised and not written, a certain number of copies of the "Études
de Mœurs." I proposed to him five thousand francs à terme for three
thousand échus. He refused everything, even my signature and a
note, saying that my fortune was in my talent and I might die. The
scene was one of the basest I ever knew. Gobseck was nothing to
him; I endured, all red, the contact with an iron soul. Some day, I
will describe it. I went to the duchess that she might undertake a
negotiation of the same kind with the man who had the lawsuit with
me, her publisher, who cut my throat. Will she succeed? I am in the
agonies of expectation, and yet I must have the serenity, the
calmness, that are necessary for my enormous work.
My angel, I cannot go to Geneva until the first part of the "Études de
Mœurs" appears published, and the second is well under way. That
done, I shall have fifteen days to myself, twenty perhaps; all will
depend on the more or less money that I shall have, for I have an
important payment to make the end of December. I am satisfied
with my publisher; he is active, does not play the gentleman, takes
up my enterprise as a fortune, and considers it eminently profitable.
We must have a success, a great success. "Eugénie Grandet" is a
fine work. I have nearly all my ideas for the parts that remain to do
in these twelve volumes. My life is now well regulated: rise at
midnight after going to bed at six o'clock; a bath every third day,
fourteen hours of work, two for walking. I bury myself in my ideas
and from time to time your dear head appears like a beam of
sunlight. Oh, my dear Eva, I have but you in this world; my life is
concentrated in your dear heart. All the ties of human sentiment
bind me to it. I think, breathe, work by you, for you. What a noble
life: love and thought! But what a misfortune to be in the
embarrassments of poverty to the last moment! How dearly nature
sells us happiness! I must go through another six months of toil,
privation, struggle, to be completely happy. But how many things
may happen in six months! My beautiful hidden life consoles me for
all. You would shudder if I told you all my agonies, which, like
Napoleon on a battlefield, I forget. On sitting down at my little table,
well, I laugh, I am tranquil. That little table, it belongs to my darling,
my Eve, my wife. I have had it these ten years; it has seen all my
miseries, wiped away all my tears, known all my projects, heard all
my thoughts; my arm has nearly worn it out by dint of rubbing it as
I write.
Mon Dieu! my jeweller is in the country; I have confidence in him
only. Anna's cross will be delayed. That annoys me more than my
own troubles at the end of the month. Your quince marmalade is on
its way to Paris.
My dear treasure, I have no news to give you; I go nowhere, and
see no one. You will find nothing but yourself in my letters, an
inexhaustible love. Be prudent, my dear diamond. Oh! tell me that
you will love me always, because, don't you see, Eva, I love you for
all my life. I am happy in having the consciousness of my love, in
being in a thing immense, in living in the limited eternity that we can
give to a feeling, but which is an eternity to us. Oh! let me take you
in thought in my arms, clasp you, hold your head upon my heart and
kiss your forehead innocently. My cherished one, here, from afar, I
can express to you my love. I feel that I can love you always, find
myself each day in the heart of a love stronger than that of the day
before, and say to you daily words more sweet. You please me daily
more and more; daily you lodge better in my heart; never betray a
love so great. I have but you in the world; you will know in Geneva
only all that there is in those words. For the moment I will tell you
that Madame de C[astries] writes me that we are not to see each
other again; she had taken offence at a letter, and I at many other
things. Be assured that there is no love in all this. Mon Dieu! how
everything withdraws itself from me? How deep my solitude is
becoming! Persecution is beginning for me in literature! The last
obligations to pay off keep me at home in continual gigantic toil. Ah!
how my soul springs from this person to join your soul, my dear
country of love.
I paused here to think of you; I abandoned myself to revery; tears
came into my eyes, tears of happiness. I cannot express to you my
thoughts. I send you a kiss full of love. Divine my soul!
Saturday, 26.
Yesterday, my beloved treasure, I ran about on business, pressing
business; at night I had to correct the volumes which go to press
Monday. No answer from the duchess. Oh! she will not succeed. I
am too happy in the noble regions of the soul and thought to be also
happy in the petty interests of life. I have many letters to write; my
work carries me away, and I get behindhand. How powerful is the
dominion of thought! I sleep in peace on a rotten plank. That alone
expresses my situation. So much money to pay, and to do it the pen
with which I write to you—. Oh! no, I have two, my love; yours is for
your letters only; it lasts, usually, six months.
I have corrected "La Femme Abandonnée," "Le Message," and "Les
Célibataires." That has taken me twenty-six hours since Thursday.
One has to attend to the newspapers. To manage the French public
is not a slight affair. To make it favorable to a work in twelve
volumes is an enterprise, a campaign. What contempt one pours on
men in making them move and seeing them squabble. Some are
bought. My publisher tells me there is a tariff of consciences among
the feuilletonists. Shall I receive in my house a single one of these
fellows? I'd rather die unknown!
To-morrow I resume my manuscript work. I want to finish either
"Eugénie Grandet" or "Les Aventures d'une idée heureuse." It is five
o'clock; I am going to dinner, my only meal, then to bed and to
sleep. I fall asleep always in thoughts of you, seeking a sweet
moment of Neufchâtel, carrying myself back to it, and so, quitting
the visible world, bearing away one of your smiles or listening to
your words.
Did I tell you that persons from Berlin, Vienna, and Hamburg had
complimented me on my successes in Germany, where, said these
gracious people, nothing was talked of but your Honoré? This was at
Gérard's. But I must have told you this. I wish the whole earth would
speak of me with admiration, so that in laying it on your knees you
might have the whole world for yourself.
Adieu, for to-day, my angel. To-morrow my caresses, my words all
full of love and desires. I will write after receiving the letter which
will, no doubt, come to-morrow. Dear, celestial day! Would I could
invent words and caresses for you alone. I put a kiss here.
Sunday, 27.
What! my dear love, no letters? Such grief not to know what you
think! Oh! send me two letters a week; let me receive one on
Wednesdays and the other on Sundays. I have waited for the last
courier, and can only write a few words. Do not make me suffer; be
as punctual as possible. My life is in your hands:
I have no answer to my negotiations.
Adieu, my dear breath. This last page will bring you a thousand
caresses, my heart, and some anxieties. My cherished one, you
speak of a cold, of your health. Oh, to be so far away! Mon Dieu! all
that is anguish in my life pales before the thought that you are ill.
To-morrow, angel. To-morrow I shall get another letter. My head
swims now. Adieu, my good genius, my dear wife; a thousand
flowers of love are here for you.
Tuesday, 29.
My cherished Eva, on Thursday I have four or five thousand francs
to pay, and, speaking literally, I have not a sou. These are little
battles to which I am accustomed. Since childhood I have never yet
possessed two sous that I could regard as my own property. I have
always triumphed until to-day. So now I must rush about the world
of money to make up my sum. I lose my time; I hang about town.
One man is in the country; another hesitates; my securities seem
doubtful to him. I have ten thousand francs in notes out, however;
but by to-morrow night, last limit, I shall no doubt have found some.
The two days I am losing are a horrible discount.
I only tell you these things to let you know what my life is. It is a
fight for money, a battle against the envious, perpetual struggles
with my subjects, physical struggles, moral struggles, and if I failed
to triumph a single time I should be exactly dead.
Beloved angel, be a thousand times blessed for your drop of water,
for your offer; it is all for me and yet it is nothing. You see what a
thousand francs would be when ten thousand a month are needed.
If I could find nine I could find twelve. But I should have liked in
reading that delicious letter of yours to have plunged my hand in the
sea and drawn out all its pearls to strew them on your beautiful
black hair. Angel of devotion and love, all your dear, adored soul is in
that letter. But what are all the pearls of the sea! I have shed two
tears of joy, of gratitude, of voluptuous tenderness, which for you,
for me, are worth more than all the riches of the whole world; is it
not so, my Eva, my idol? In reading this feel yourself pressed by an
arm that is drunk with love and take the kiss I send you ideally. You
will find a thousand on the rose-leaf which will be in this letter.
Let us drop this sad money; I will tell you, however, that the two
most important negotiations on which I counted for my liberation
have failed. You have made me too happy; my luck of soul and heart
is too immense for matters of mere interest to succeed. I expiate my
happiness.
Celestial powers! whom do you expect me to be writing to, I who
have no time for anything? My love, be tranquil; my heart can bloom
only in the depths of your heart. Write to others! to others the
perfume of my secret thoughts! Can you think it? No, no, to you, my
life, my dearest moments. My noble and dear wife of the heart, be
easy. You ask me for new assurances about your letters; ask me for
no more. All precautions are taken that what you write me shall be
like vows of love confided from heart to heart between two caresses.
No trace! the cedar box is closed; no power can open it; and the
person ordered to burn it if I die is a Jacquet, the original of Jacquet,
who is named Jacquet, one of my friends, a poor clerk whose
honesty is iron tempered like a blade of Orient. You see, my love,
that I do not trust either the dilecta or my sister. Do not speak to me
of that any more. I understand the importance of your wish; I love
you the more for it if possible, and as you are all my religion, an
idolized God, your desires shall be accomplished with fanaticism.
What are orders? Oh! no, don't go to Fribourg. I adore you as
religious, but no confession, no Jesuits. Stay in Geneva.
My jeweller does not return; it vexes me a little. My package is
delayed: but it is true that the "Caricature" is not yet bound and I
wish you to receive all that I promised to send.
Mon Dieu! your letter has refreshed my soul! You are very ravishing,
my frolic angel, darling flower. Oh! tell me all. I would like more time
to myself to tell you my life. But here I am, caught by twelve
volumes to publish, like a galley-slave in his handcuffs.
I have been to see Madame Delphine de Girardin this morning. I had
to implore her to find a place for a poor man recommended to me
by the lady of Angoulême, who terrified me by her silent missive.
The sorrows of others kills me! Mine, I know how to bear. Madame
Delphine promised me to do all she could with Émile de Girardin
when he returns.
Apropos, my love, "L'Europe littéraire" is insolvent; there is a
meeting to-morrow of all the shareholders to devise means. I shall
go at seven o'clock, and as it is only a step from Madame Delphine's
I dine with her, and I shall finish the evening at Gérard's. So, I am all
upset for two days. Moreover, in the mornings I run about for
money. Already the hundred louis of Mademoiselle Eugénie Grandet
have gone off in smoke. I must bear it all patiently, as Monsieur
Hanski's sheep let themselves be sheared.
My rich love, what can I tell you to soothe your heart? That my
tenderness, the certainty of your affection, the beautiful secret life
you make me dwarfs everything and I laugh at my troubles—there
are no longer any troubles for me. Oh! I love you, my Eva! love you
as you wish to be loved, without limit. I like to say that to myself;
imagine therefore the happiness with which I repeat it.
I have to say to you that I don't like your reflected portrait, made
from a copy. No, no. I have in my heart a dear portrait that delights
me. I will wait till you have had a portrait made that is a better
likeness after nature. Poor treasure, oh! your shawl. I am proud to
think that I alone in the world can comprehend the pleasure you had
in giving it, and that I have that of reading what you have written to
me,—I who do these things so great and so little, so magnificent
and so nothing, which make a museum for the heart out of a straw!
My beloved, my thoughts develop all the tissues of love, and I would
like to display them to you, and make you a rich mantle of them. I
would like you to walk upon my soul, and in my heart, so as to feel
none of the mud of life.
Adieu, for to-day, my saintly and beautiful creature, you the principle
of my life and courage. You who love, who are beautiful, who have
everything and have given yourself to a poor youth. Ah! my heart
will be always young, fresh, and tender for you. In the immensity of
days I see no storm possible that can come to us. I shall always
come to you with a soul full of love, a smile upon my lips, and a soft
word ready to caress you in the ear. My Eva, I love you.
Friday.
I have worked all day at two proofs which have taken me twenty
hours; then I must, I think, find something to complete my second
volume of "Scènes de la Vie de province" because to make a fine
book the printers so compress my manuscript that another Scene is
wanted of forty or fifty pages. Nothing to-day, therefore, to her who
has all my heart; nothing but a thousand kisses, and my dear
evening thoughts when I go to sleep thinking of you.
To-morrow, pretty Eve.
Saturday.
Certainly, my love, you will not act comedy. I have not spoken to you
of that. I have just re-read your last letter. It is a prostitution to
exhibit one's self in that way; to speak words of love. Oh! be
sacredly mine! If I should tell you to what a point my delicacy goes,
you would think me worthy of an angel like yourself. I love you in
me. I wish to live far away from you, like the flower in the seed, and
to let my sentiments blossom for you alone.
To-day I have laboriously invented the "Cabinet des Antiques;" you
will read that some day. I wrote seventeen of the feuillets at once. I
am very tired. I am going to dress to dine with my publisher, where I
shall meet Béranger. I shall get home late; I have still some business
to settle.
My cherished love, as soon as the first part appears and the second
is printed I shall fly to Geneva and stay there a good three weeks. I
shall go to the Hôtel de la Couronne, in the gloomy chamber I
occupied [in 1832]. I quiver twenty times a day at the idea of seeing
you. I meant to speak to you of Madame de C[astries], but I have
not the time. Twenty-five days hence I will tell you by word of
mouth. In two words, your Honoré, my Eva, grew angered by the
coldness which simulated friendship. I said what I thought; the reply
was that I ought not to see again a woman to whom I could say
such cruel things. I asked a thousand pardons for the "great liberty,"
and we continue on a very cold footing.
I have read Hoffmann through; he is beneath his reputation; there is
something of it, but not much. He writes well of music; he does not
understand love, or woman; he does not cause fear; it is impossible
to cause it with physical things.
One kiss and I go.
Sunday.
Up at eight o'clock; I came in last night at eleven. Here are my hours
upset for four days. Frightful loss! I awaited the old gentleman on
whose behalf I implored Delphine. He did not come. It is eleven
o'clock,—no letter from Geneva. What anxiety! O my love, I entreat
you, try to send me letters on regular days; spare the sensibility of a
child's heart. You know how virgin my love is. Strong as my love is, it
is delicate, oh! my darling. I love you as you wish to be loved, solely.
In my solitude a mere nothing troubles me. My blood is stirred by a
syllable.
I have just come from my garden; I have gathered one of the last
violets in bloom there; as I walked I addressed to you a hymn of
love; take it, on this violet; take the kisses placed upon the rose-leaf.
The rose is kisses, the violet is thoughts. My work and you, that is
the world to me. Beyond that, nothing. I avoid all that is not my Eva,
my thoughts. Dear flower of heaven, my fairy, you have touched all
here with your wand; here, through you, all is beautiful. However
embarrassed life may be, it is smooth, it is even. Above my head I
see fine skies.
Well, to-morrow, I shall have a letter. Adieu, my cherished soul!
Thank you a thousand times for your kind letters; do not spare
them. I would like to be always writing to you; but, poor
unfortunate, I am obliged to think sometimes of the gold I draw
from my inkstand. You are my heart; what can I give you?
Saturday, 23rd.
From Thursday until to-day I have often thought of you, but to write
has been impossible. I have a weight of a hundred thousand pounds
on my shoulders. Yes, my angel, I am quit of that publisher at the
cost of four thousand francs. My lawyer, my notary, and a procureur
du Roi have examined the receipt. All is ended between us;
agreements destroyed; I owe him neither sou nor line. I have
deposited the document, precious to me, with my notary.
The next day I completed, also at a cost of three thousand francs
(making seven thousand in a week), my other transaction. But as I
had not enough money I drew a note for five days, and by
Wednesday, 27th, I must have twelve hundred francs! I have,
besides, a little procillon to compound for, but that is only for money
not yet due. I have still two other matters concerning my literary
property to bring to an end before I can start. I am absolutely