LPV controller synthesis

IQClab also provides the option to perform LPV controller synthesis with full-block multipliers. This yields controllers that are gain-scheduled and depend on time varying parameters whose values are available via measurements or estimation algorithms.

Note: It is assumed that the user is acquainted with the LPV controller synthesis literature. The reader is referred to [7] and references therein for further information.

We consider the system interconnection shown in the following figure.

Here:

  • P is the generalized plant (i.e., it is assumed that the disturbance and performance weights are already incorporated in the plant)
  • \Delta_\mathrm{s} is the scheduling block, which depends on a time-varying parameter vector, which is further specified below
  • K\star\Delta_\mathrm{c}(\Delta\mathrm{s}) is the to-be-designed LPV controller, where
    • K is the LTI part
    • \Delta_\mathrm{c}(\Delta\mathrm{s}) is the (nonlinear) scheduling function
  • the in- and output channels are denoted by
    • w_\mathrm{p}\rightarrow z_\mathrm{p} is the performance channel
    • w_\mathrm{s}\rightarrow z_\mathrm{s} is the plant scheduling function
    • w_\mathrm{c}\rightarrow z_\mathrm{c} is the controller scheduling channel
    • u\rightarrow y is the control channel

Some characteristics of the algorithm are:

  • The algorithms performs a synthesis with the aim to obtain a gain-scheduled controller,

        \[u=(k\star\Delta_\mathrm{c}(\Delta_\mathrm{s}))y,\ \ \ \ \Delta_\mathrm{c}(\Delta_\mathrm{s})=\left(\!\!\begin{array}{cc}0&\Delta_\mathrm{s}^T\\ \Delta_\mathrm{s}&0\end{array}\!\!\right)\]

    , which, for all \Delta_\mathrm{s}\in\mathbf{\Delta}_\mathrm{s}, stabilizes the plant \Delta_\mathrm{s}\star P and which renders the induced L_2-gain on the channel w_\mathrm{p}\rightarrow z_\mathrm{p} satisfied.
  • The block \Delta_\mathrm{s}=\Delta_\mathrm{ultv} is a member of the uncertainty class ultv (see details here). This class is defined by LTV parametric uncertainties of the form

        \[\Delta_\mathrm{ultv}(\delta)=\sum_{i=1}^N\ldelta_iT_i=\delta_1T_1+\cdots+\delta_NT_N.\]

    Here
    • T_i, i=\{1,\ldots,N\} are some fixed matrices T_i\in\mathbb{R}^{n\times m} (having the same dimension as \Delta_\mathrm{ultv}.
    • \delta:[0,\infty)\rightarrow\Lambda is a piecewise continuous time-varying parameter vector that takes its values from the compact polytope

          \[\Lambda=\mathrm{co}\{\delta^1,\ldots,\delta^M\}=\left\{\sum_{a=1}^{M}b_a\delta^a: b_a\geq0,\ \sum_{a=1}^{M}b_a=1\right\}\]

      with \delta^a=(\delta_1^a,\ldots,\delta_N^a), a\in\{1,\ldots,M\} as generator points.
    • \Lambda is assumed to be star convex: [0,1]\Lambda\subset\Lambda.
  • With the aim to trade-off computational complexity with performance, the algorithm allows to impose two different relaxation schemes:
    • DG-scalings
    • Convex Hull relaxation
  • The algorithm imposes the following induced L_2 norm constraint on the performance channel w_\mathrm{p}\rightarrow z_\mathrm{p}:

        \[\int_0^{\infty}\left(\begin{array}{c}z_\mathrm{p}(t)\\w_\mathrm{p}(t)\end{array}\right)^T\left(\begin{array}{cc}\frac{1}{\gamma}I&0\\0&-\gamma I\end{array}\right)\left(\begin{array}{c}z_\mathrm{p}(t)\\w_\mathrm{p}(t)\end{array}\right)dt\geq0\ \ \forall t\geq0.\]

    Here \gamma is the to-be-minimized induced L_2-gain.

Usage:

  • [K,\gamma]=fLPVsyn(P,\Delta,n_{out},n_{in})
  • [K,\gamma]=fLPVsyn(P,\Delta,n_{out},n_{in},options)

If feasible, the algorithms returns:

  • The stabilizing controller K with state space realization

        \[\left(\!\!\!\begin{array}{c}u\\z_\mathrm{c}\end{array}\!\!\!\right)\!=\!\left[\!\!\begin{array}{c|cc}A_\mathrm{c}&B_y&B_w\\ \hline C_u&D_{uy}&D_{uw}\\C_\mathrm{c}&D_{\mathrm{c}y}&D_{\mathrm{c}w}\end{array}\!\!\right]\!\!\!\left(\!\!\begin{array}{c}y\\w_\mathrm{c}\end{array}\!\!\!\right),\]

    where y\rightarrow u is the control channel and w_\mathrm{c}\rightarrow z_\mathrm{c} is the scheduling channel.
  • The (guaranteed) induced L_2-gain on the performance channel w_\mathrm{p}\rightarrow z_\mathrm{p} of the closed-loop system (\Delta_\mathrm{s}\star P)\star(K\star\Delta_\mathrm{c}(\Delta_\mathrm{s})).

The inputs should be provided as follows:

  • The LTI plant P is assumed to admit the following state space description

        \[\left(\!\!\!\begin{array}{c}z_\mathrm{s}\\z_\mathrm{p}\\y\end{array}\!\!\!\right)\!=\!\left[\!\!\begin{array}{c|ccc}A&B_\mathrm{s}&B_\mathrm{p}&B_u\\ \hline C_\mathrm{s}&D_\mathrm{ss}&D_\mathrm{sp}&D_{\mathrm{s}u}\\C_\mathrm{p}&D_\mathrm{ps}&D_\mathrm{pp}&D_{\mathrm{p}u}\\C_y&D_{y\mathrm{s}}&D_{y\mathrm{p}}&D_{yu}\end{array}\!\!\right]\!\!\!\left(\!\!\begin{array}{c}w_\mathrm{s}\\w_\mathrm{p}\\u\end{array}\!\!\!\right),\]

    where
    • w_\mathrm{s}(\cdot)\in\mathbb{R}^{n_{w_\mathrm{s}} and w_\mathrm{p}(\cdot)\in\mathbb{R}^{n_{w_\mathrm{p}} are the scheduling and disturbance inputs
    • z_\mathrm{s}(\cdot)\in\mathbb{R}^{n_{z_\mathrm{s}} and z_\mathrm{p}(\cdot)\in\mathbb{R}^{n_{z_\mathrm{p}} are the scheduling and performance outputs
    • u(\cdot)\in\mathbb{R}^{n_u} is the control input
    • y(\cdot)\in\mathbb{R}^{n_y} is the measurement output
    • (A,B_u) is stabilizable and (A,C_y) is detectable
  • The scheduling block \Delta_\mathrm{s}(\delta) is an iqcdelta object, which must be compatible with the uncertainty class ultv (see details here).
  • The plant input and output dimension data n_\mathrm{in} and n_\mathrm{out} must be specified as follows:
    • n_\mathrm{in}=[n_{w_\mathrm{s}};n_{w_\mathrm{p}};n_{u}]
    • n_\mathrm{out}=[n_{z_\mathrm{s}};n_{z_\mathrm{p}};n_{y}]
  • The last input, options, is a structure with various options as summarized in the following table.
OptionsDescription
options.suboptIf chosen larger than 1, the algorithm computes a suboptimal solution options.subopt\cdot\gamma, while minimizing the norms on the LMI variables \|X\|<\gamma, \|Y\|<\gamma, \|P_\mathrm{p}\|<\gamma, \|P_\mathrm{d}\|<\gamma .

The default value is 1.05.
options.condnrIf chosen larger than 1, the algorithm computes a suboptimal solution options.condnr\cdot\gamma, while improving the conditioning number of the coupling condition

    \[\left(\begin{array}{cc}Y&\gamma I\\ \gamma I&X\end{array}\right)\succ0\]


by maximizing \gamma.

The default value is 1.
options.LyapextWith this option you can specify how the Lyapunov function matrix X_e is constructed. The options are options.Lyapext\in\{1,2,3,4,5\}.

The default value is 5.
options.MultiplextWith this option you can specify how the extended multiplier matrix P_\mathrm{e} is constructed. The options are options.Multiplext\in\{1,2,3\}.

The default value is 3.
options.constantsoptions.constants=[c_1,c_2,c_3,c_4 <em>,c_5,c_6</em>] is a vector of (small) nonnegative constants, which perturb the LMIs as LMI_i\prec-c_i, i\in\{1,2,3,4,5,6\}.

The constants are associated with the following LMI constraints
c_1, c_2 perturb the coupling condition as

    \[\left(\!\!\begin{array}{cc}Y&I\\I&X\end{array} \!\!\right)\!\succ\!\left( \!\!\begin{array}{cc}c_1I&0\\0&c_2I\end{array} \!\!\right)\]


c_3 perturbs the primal solvability condition as LMI_\mathrm{primal}\prec-c_3I
c_4 perturbs the dual solvability condition as LMI_\mathrm{dual}\succ c_4I
c_5 and c_6 perturb the multipliers as

    \[\bullet^T \left(\!\!\begin{array}{cc}Q_\mathrm{p}& S_\mathrm{p}\\S_\mathrm{p}^T&R_\mathrm{p}\end{array} \!\! \right) \!\!  \left( \!\! \begin{array}{c}I\\\Delta\end{array} \!\! \right)\!\succ\!c_5I,\]


    \[\bullet^T\left(\!\!\begin{array}{cc}Q_\mathrm{d}& S_\mathrm{d}\\S_\mathrm{d}^T&R_\mathrm{d}\end{array}\!\!\right)\!\! \left(\!\!\begin{array}{c}-\Delta^T\\I\end{array}\!\!\right)\!\prec\!-c_6I,\]


    \[Q_\mathrm{p}\!\succ \!c_5I\ \ R_\mathrm{d}\!\prec\!-c_6I\]


The default value is 1e-9*[1,1,1,1,1,1].
options.boundsIn case options.subopt>1, the algorithms miminizes the bounds \|X\|<\gamma, \|Y\| < \gamma, \|P_\mathrm{p}\| < \gamma, \| P_\mathrm{d} \| < \gamma.

In case also the option options.bounds=[b_1,b_2,b_3,b_4] is specified, one can scale the bounds on the LMI variables as \|X\| < b_1\gamma, \|Y\| < b_2\gamma, \|P_\mathrm{p}\| < b_3\gamma, \| P_\mathrm{d} \| < b_4\gamma, while minimizing gamma.

The matrices are empty by default.
options.gmaxThis option specifies the maximum induced L_2-gain bound on the performance channel w_\mathrm{p}\rightarrow z_\mathrm{p}.

The default value is 1000.
options.ParserThe option options.Parser specifies which parser is used:
options.Parser=’LMIlab’
options.Parser=’Yalmip’

The default options is ‘LMIlab’.
options.SolverThe option options.Solver specifies which solver is used when considering Yalmip as parser. See https://yalmip.github.io/ for further info.

The default solver is ‘mincx’.
options.FeasbRadThis option allows setting the feasibility radius of the optimization problem (see MATLAB → help → mincx for further details).

The default value is 1e9.
options.TerminateThis option can be used to change the LMI solver options (see MATLAB → help → mincx for further details).

The default value is 0.
options.RelAccThis option can be used to change the LMI solver options (see MATLAB → help → mincx for further details).

The default value is 1e-4.