A matrix A R n,n is said to be continuous-time extended superstable (which we denote by
Question:
A matrix A ∈ Rn,n is said to be continuous-time extended superstable (which we denote by A ∈ Ec) if there exists d ∈ Rn such that
Similarly, a matrix A ∈ Rn,n is said to be discrete-time extended super stable (which we denote by A ∈ E) if there exists d ∈ Rn such that
If A G Ec, then all its eigenvalues have real parts smaller than zero, hence the corresponding continuous-time LTI system x = Ax is stable. Similarly, if A £ E^, then all its eigenvalues have moduli smaller than one, hence the corresponding discrete-time LTI system x(k + 1) = Ax(k) is stable. Extended superstability thus provides a sufficient condition for stability, which has the advantage of being checkable via feasibility of a set of linear inequalities.
1. Given a continuous-time system x = Ax + Bu, with x £ R n, u £ Rm, describe your approach for efficiently designing a statefeedback control law of the form u = — Kx, such that the controlled system is extended superstable.
2. Given a discrete-time system x(k + 1) = Ax(k) + Bu(k), assume that matrix A is affected by interval uncertainty, that is
where âij is the given nominal entry, and 6ij is an uncertainty term, which is only known to be bounded in amplitude as for
given rij ≥ 0. Define the radius of extended superstability as the largest value ρ* of ρ ≥ 0 such that A is extended super stable for all the admissible uncertainties. Describe a computational approach for determining such a ρ*.
Step by Step Answer:
Optimization Models
ISBN: 9781107050877
1st Edition
Authors: Giuseppe C. Calafiore, Laurent El Ghaoui