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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 37, NO. 5, MAY 1992

ing holds:

e{gi(ja)} > y i ,

ER.

(35)

Remark 2: Note that the result of Theorem 2 still holds even if g 2 ( s )= 0 (see (lo)), that is if f,(f) = 0, t 2 0 (see (4)). In this case (7) will not exist for i = 2 and (8) will yield c, = 0, d , = 0. Hence, we have y, = 0, and consequently from (21) and U (29) we conclude the exponential decay of the energy. Remark 3: In the case of nondynamic control laws, for
i = 1, 2, (7) will not exist and (8) reduces to
f,(t) = d,u,(L, t ) ,

provide a wider class of stabilizing actuators for the clamped-free Euler-Bernoulli beam. An interesting research topic would be the characterization of other, if possible all, finite-dimensional exponentially stabilizing controllers for the clamped-free Euler-Bernoulli beam. REFERENCES
I11 G. Ghen, Energy decay estimates and exact boundary value controllability for the wave equation in a bounded domain, J. Math. Pures. Appl., vol. 58, pp. 249-273, 1979. I21 G. Chen, M. C. Delfour, A. M. Gall and G. Payre, Modelling,

f,(f)= d,u,,(L,

t)> d , > 0 , d , 2 0 . (36)

This is the case considered by Chen [2]. Hence, the results presented here may be considered as a generalization of some results of [2], and consequently, we obtain a wider class of exponentially stabilizing controllers for the system given by (1)4 4 ) . One way of implementing the control laws given by (36) is to use actuators whose inputs are u , ( L , t ) and u,,(L, f), and whose outputs are f,(t) and f , ( t ) , where the actuator transfer functions are given by d , and d,. From a practical point of view, however, most actuators show some dynamic behavior, at least over a frequency range [14]. In this case, Theorem 2 provides a sufficient condition to ensure exponential stability, whereas the results of [2] do not apply. Also note that the proposed dynamic control (7)-(8), as well as the standard nondynamic one (36), change the frequency-domain characteristic of the system; that is the eigenvalues of the operator given by (17) are completely different than the eigenvalues of the uncontrolled system. This change in the spectrum, although limited, can be used for some control applications, such as eigenvalue assignment, disturbance rejection (see [SI). Note that the dynamic control offers more degrees of freedom to change the spectrum of the operator given by (17), than the standard nondynamic one. This point is still under investigation and will be the subject of a forthcoming paper. We also note that the use of dynamic control for a rotating flexible structure yields interesting results, such as it may be possible to achieve fast rotation rates without destroying stability, [9]. One way of implementing the dynamic boundary control presented here is to use gas jets at the tip of the beam and to control the gas pressure by a dynamic actuator. (In [4], it has been noted that the pressurized gas tanks with servo-controlled actuators can be used to significantly reduce the dynamic response of tall buildings.) Also, a classical way of employing such control laws is to use parallel/series combinations of standard mass-springdampers, see [lo], [4]. 0
111. CONCLUSION

stabilization and control of serially connected beams, SIAM J. Contr. Optimiz., vol. 25, no. 3, pp. 526-546, 1987. [31 G. Chen, S . G. Krantz, D. W. Ma, C. E. Wayne, and H. H. West, The Euler-Bernoulli beam equation with boundary energy dissipation, Operator Methods for Optimal Control Problems, S . J. Lee, Ed. Lecture Notes in Pure and Applied Mathematics, New York: Marcell-Dekker, 1987, pp. 67-96. 141 G. Chen, Theory, designs and applications of point stabilizer for dynamic structures, (preprint). 151 J. U. Kim and Y. Renardy, Boundary control of the Timoshenko Beam, SIAM J. Contr. Optimiz., vol. 25, no. 6, pp. 1417-1429,
1987. I61 J. E. Lagnese, Boundary Stabilization of Thin Plates. SIAM Studies in Applied Mathematics, vol. 10, 1989. I71 0. Morgul, Problems in the control of flexible spacecraft, Ph.D. dissertation, Memo. UCB/ERL M89/97, Electronics Research Lab., Univ. California, Berkeley, 1989. S . M. Shahruz and 0. Morgul, Disturbance rejection in boundary control systems, in Proc. 1989 Amer. Contr. Conf., Pittsburgh, PA, 1989, pp. 1623-1624. I91 0. Morgul, On the boundary control of a flexible robot arm, in

Proc. IEEE Int. Workshop Intelligent Motion Contr., Istanbul,

Turkey, 1990, pp. 519-523. L. Meirovitch, Analytical Methods in Vibrations. New York: MacMillan, 1967. A. Pazy , Semigroups of Linear Operators and Applications to Partial Differential Equations. New York: Springer-Verlag, 1983. H. L. Royden, Real Analysis, 2nd ed. New York: McMillan,
1968. 1131 M. Vidyasagar, Nonlinear Systems Analysis. Prentice-Hall, NJ: Englewood Cliffs, 1978. 1141 B. Wie, Active vibration control synthesis for the control of flexible StruCtUi-eS mast flight system, J. Guidance, Contr. Dynamics, vol. 11, no. 3, pp. 271-277, May-June, 1988.

Time-Vawing Riccati Equations with Known Analytic Solutions

Chiu H. Choi
A bstract-This note presents several examples of large-scale timevarying stiff as well as nonstiff Riccati differential equations (RDEs) with known analytic solutions. These examples are useful for testing the accuracy and efficiency of algorithms for solving such equations. Analytic expressions of the eigenvalues of the solutions of the RDEs are also found. Eigenvectors of some of the solutions are also given.

In this note, we considered the stabilization of a clamped-free Euler-Bernoulli beam using dynamic boundary control. Under some assumptions, one of which is the positive realness of the actuator transfer functions corresponding to the dynamic boundary controls, we proved that the energy of the beam-actuator configuration decays exponentially to zero. We also give an equivalent characterization of our assumptions which guarantees the exponential stability of the beam-actuator configuration in the Remark 1. This latter set of assumptions are in the frequency domain and are easy to check. Our results are a generalization of an earlier result due to Chen [2], and
0018-9286/92$03,00

I. INTRODUCTION Many algorithms have been proposed to solve matrix Riccati differential equations. Most of these algorithms were tested only

~~~~~~t

~ Electrical Engineering, University f ~ ~ ; ~ ~ ~ ~ ; of

South Alabama, Mobile, AL 36688, IEEE Log Number 9106374.

0 1992 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 37, NO. 5, MAY 1992

643

with RDE's of small sizes and with unknown analytic solutions. This was partly because RDE's of large sizes and with known analytic solutions were not available. Recently, some examples of large-scale time-invariant RDE's with known analytic solutions have been constructed [l], but those of time-varying RDE's were not available. The purpose of this note is to present several large-scale time-varying stiff as well as nonstiff RDE's with known analytic solutions. Furthermore, analytic expressions of the eigenvalues of the Riccati solutions in the examples are given and eigenvectors of some of the solutions are also found. Let A E F"1" " and B E R ., The following notation is used in this note. 1) A 8B denotes the Kronecker product of two matrices. (The 0th block of a 8 B is a,,B.) 2) A 8 B denotes the Kronecker sum of two matrices. ( A 8 B = A 8I , I , 8B.) 3) A'"] denotes the n-fold Kronecker product A 0A 8 * . . 0 A (the matrix A appears n times in the Kronecker product), n? 1. 4) exp (A) denotes the infinite sum I E,"=,( A " / n ! ) . 5) diag [ d , ] denotes a diagonal matrix whose ith diagonal element is equal to d , . Let A ( t ) ,U ( ~ ) E R " ~ "( , ~ ) E R , ~ ( t ) ,V ( t ) ,X ( t ) , X O e B Q~ , W'""", R ( ~ ) E R " ~ ~ E, R . and [ The following theorem and lemmas are used in the sequel. Theorem I: Consider the following two matrix differential equations:

Hence

(The right side of (1.4) is an ( n 1)-fold Kronecker sum.) 2) ~ , + , ( t ) commutes with / ~ , , o ~ n + ldu. ) (u Proof: By induction. 0 Let Y ( t )be of dimension rn" x r. Lemma 3: Suppose that ~ ( tcommutes with / : = , o ~ ( u du. ) ) The state transition matrix of the following differential equation:
Y ( t ) = ["(t)
fB

M ( t ) fB

..' 8 " ( t ) ] Y ( t ) ; Y ( t o )= Yo

where M ( t ) 8 M ( t ) 8 . * * 8 M ( t ) is an n-fold Kronecker sum, is equal to (exp ( / : = , o ~ ( u du))["l. ) 0 Proof: By using Lemmas 1 and 2. Lemma 4:

cos b( t )
-sin b( t ) and

sin b( t ) cos b( t )

1
0

b o ) - ea"' cosh b( t )
exp[b(t)
a(t)] -

sinh b( t ) coshb(t)

sinhb(t)

k ( t )= Q ( t ) + X ( t ) A ( t ) + B ( t ) X ( t ) + X ( t ) R ( t ) X ( t )
X ( t o )= X , ,
and

Proof: By using the definition of matrix exponential.

II. CONSTRUCTION TIME-VARYING OF RDE's ANALYTIC SOLUTIONS
WKH

to 5 t 5 T

(1.1)

KNOWN

Let a( t ) and b( t ) be piecewise continuous functions and

Define Provided that the solution of (1.1) exists on the interval [ t o , the TI, solution of (1.2) has the property that U - ' ( t ) exists and that

X(t)

v(t)u-'(t).

(1.3)

n 2 1. T,+,(t) = T,(t) 8 q t ) ; (Note: the dimension of T,(t) is equal to 2" x 2".) It can be easily proved that T l ( t ) commutes with /:,,oTl(u) du. By Lemma 2, ~ , + , ( tcommutes with / : = , , ~ , + , ( u ) du. )
We like to obtain the analytic solution and its eigenvalues of the following time-varying RDE of size 2" X 2"

Conversely if the solution of (1.2) has the property that U ( t ) is nonsingular for all t in [ t o ,TI, then the solution of (1.1) exists in the same interval and is given by (1.3). Proof: See [3]. 0 Let M ( t ) be a time-varying matrix of dimension rn x m and have piecewise continuous entries. Lemma I : If M ( t ) commutes with /:=,oM(u) du, then the state transition matrix of the following differential equation:

%(t)

-X(t)T,(t)

+ T " ( t ) X ( t )- b ( t ) X Z ( t ) - b ( t ) Z y ;
to 5

X ( t o )= X o ,

t 5 T.

(2.1)

Equation (2.1) can be rewritten as below

%(t)

-X(t)[T,+a(t)l,.]

+ [T,+a(t)Z,.]X(t)
- b ( t ) X Z ( t ) - b(t)Z,";
to 5

i ( t ) = M ( t ) X ( t ) ; X(to)= Xo
is equal to exp ( / : , , o ~ ( u )du). U) du) with respect Proof: By differentiation of exp ( / : = to t . 0 Lemma 2: Let M , ( t ) be an m x m time-varying matrix with piecewise continuous entries. Suppose that MI(t ) commutes with /,:=,oMl(u) Define du. Let

X ( t o )= X o ,
T,,

t 5 T.

(2

M(t) =

+ a(t)IZn
T,

b(t)Z,,

- b( t )12"

+ U ( t )1,"

nrl.

By applying Theorem 1 on RDE (2.2), we have

M,+,(t)

M,(t) @ M,(t);

n 2 1.

(Note: the dimension of M,(t) is equal to rn" x m".) The following two properties of M,+,(t) can be easily established.

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 31, NO. 5 , MAY 1992

The matrix M ( t ) can be simplified to

M ( t ) = Tn+l(t);

which satisfies Lemma 2 as mentioned earlier. By Lemma 3, the state transition matrix of (2.3) is equal to

+sin

(It

u=to

b ( u ) duj J ] - ' S - ' K T ( t ) .

(2.8)

(2.4)

cos -sin
L

( J' ( J~
U'tO

b ( u )duj b ( u ) duj

sin cos

U = to

(1' ( J~
sin

u = t o b ( u ) duj

cos

( [=tw

duj + sin

( l;rw

dujd; '
1 Ii 5 2".

. (2.5)
b ( u ) duj
~ ~

(2.9)

u=to

Let

K(t) =

b( U ) du

(It

b(u) dui b( u ) du

U=["

-sin

( J j

b ( u ) duj

U'tO

cos

(Lo j

[nl

If J is a diagonal matrix, the eigenvectors of X ( t ) are the columns of K ( t ) S . Let us consider a special case of T l ( t ) with a(t) = cos t and b ( t ) = sin t . The Riccati solution X ( t ) in (2.7) is simplified to the following equation:

X ( t ) = ~ ( t ) [ s i n ( c o s t -c o s t , ) ~ ~ ~ + c o s ( c o s t - c o s t , ) ~ , ]

x [cos (cos t - cos t , ) ~ - ~ . sin(cos t - cos ~ , > x , ] - ' K T ( ~ ) .

The eigenvalues of X ( t ) are simplified to

(2.6)

(Note: K ( t ) is orthogonal.) Equation (2.4) can be simplified to

sin (cos t

cos t o )

+ cos (cos t - cos t,)d,

cos (cos t - cos t o ) - sin (cos t - cos t,)d, ' Let us consider three special cases of X , . 1) X , = 0. In this case the solution is equal to

15i52"

X ( t ) = tan (cos t - cos t o ) Z z n .

2) X ,
=

Izn. The solution is equal to

X(t)=
By using Theorem 1, the solution to the RDE (2.1) is equal to

1 1

+ tan (cos t - cos t o ) I.. .

-

tan (cos t

cos t o )

3) X ,

diag [ d j ] . The Riccati solution is equal to

X(t) =

v(t>u-l(t)
K ( t ) diag

d j - tan (cos t - cos t o )

1 - tan (cos t - cos t,)d,

The columns of K ( t ) are the eigenvectors of X ( t ) . The advantage of the above solutions is that they are very simple; therefore, they can be easily programmed on a computer to verify the accuracy of the computed solutions obtained by numerical algorithms.
1 1 CONSTRUCTIONTIME-VARYING RDE's 1. OF STIFF KNOWN ANALYTIC SOLUTIONS
WITH

KT(t).

+sin

(1'

u = t ob ( u ) d u j X , ] - ' K T ( t ) .

(2.7)

Let J be the Jordan canonical form of X , and S be the related similarity transformation matrix, i.e.,

x, = S J S - ' .
The Riccati solution X ( t ) can be simplified to

The availability of large-scale time-varying stiff RDE's with known analytic solutions is very useful in the testing of algorithms, e.g., [2], for solving such equations. The following is an example of time-varying stiff RDE's. Let

Define

w,+,(t>W l ( t )d =

Wn(t); n

2 1.

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CONTROL, VOL. 37, NO. 5, MAY 1992 of

645

It can be shown that W , ( t ) commutes with /:,t,Wl(u) du. By Lemma 2, W,+,(t) commutes with /:=toWn+l(u) du. We will solve the following time-varying RDE, which can be stiff for some choices of b ( t ) .
i ( t ) =

X,.Then the eigenvalues of X ( t ) are equal to

b(u)du +cosh

sinh(

-X(t)W,(t)

+ W,(t)X(t) - b(t)XZ(t)
to 5

(L"j

b ( u ) du di

+ b ( t ) Z Z n ; X ( t o ) = X,,

t 5 T . (3.1)
1 5 i 5 2".

The same procedure for solving (2.1) is also useful for solving (3.1). Equation (3.1) can be rewritten as below.

i () = -X(t ) [ W,( t ) + U( t ) Zzn] t

X ( t o )= X o ,
Let

+ [ Wn(t ) + U( t ) 12"] . X ( t ) b ( t ) X Z ( t )+ b ( t ) I z n ;
-

If J is a diagonal matrix, the eigenvectors of X ( t ) are the columns of H ( t ) S . Consider the special case that

b ( t ) = 50,

X o = 21zn,

to = 0.

to 5

t 5 T.

(3.2)
[,I

(Note: the solution X ( t ) does not depend on a(t).) Then the solution X ( t ) is given by 3

+ e-'W'
- elOOt

H(t) =

By using Lemma 3 and Theorem 1, the solution of (3.2) is given by the following equation:

cosh

(1'
u=to

b(u)du)

sinh

(1'
U't0

X(t>= 3

12".

b ( u ) du)
.

sinh

(J"

U'tO

b ( u ) duj

cosh

(It

u = t o b ( u ) duj

The solution contains the fast decaying component e-1Wf superimposed on the slow "decaying" component which is equal to 3. We expect that the corresponding RDE is stiff.

IV. CONCLUDING REMARKS

We have found the general solutions (and their eigenvalues) of the two RDE's [equations (2.1) and (3.1) with coefficients in terms of a( t ) and b( t ) ] We have also provided the solutions of the equations . and their eigenvalues and eigenvectors for some particular choices of a(t) and b(t). Both examples of stiff and nonstiff RDE's are included. These equations will be useful for testing the accuracy and efficiency of numerical algorithms for solving time-varying RDE's. REFERENCES [l] C. H. Choi and A. J. Laub, "Constructing Riccati differential equations with known analytic solutions for numerical experiments," IEEE Trans. Automat. Contr., vol. 35, pp. 437-439, 1990. "Efficient matrix-valued algorithms for solving stiff Riccati [2] -, differential equations," IEEE Trans. Automat. Contr., vol. 35, pp. 770-776, 1990. [3] W. T. Reid, Riccati Differential Equations. New York: Academic, 1972.

X(t) =

v(t)u-I(t)

+cosh

(/'

b ( u ) du) X O ]

u=t0

Let the Jordan canonical decomposition of X o be SJS-I. The Riccati solution X ( t ) can be simplified to the expression as shown below.

Optimal Pole-Placement in Discrete Systems

Hal S . Tharp
Abstract-This note develops a technique to increase the damping in a closed-loop discrete-time system by modifying a nominal linear quadratic performance criterion. The technique uses the multiple solutions of the discrete-time algebraic Riccati equation to modify the nominal criterion. These criterion modifications increase the damping by moving the nominal closed-loop eigenvalues to an exact location along the radial line segment connecting the nominal eigenvalues with the origin.

+cosh(

/ U = tob ( u ) d u ) J t

s- "-I(

t ).

Let d j be the ith diagonal element of J , .e., the ith eigenvalue

Manuscript received August 18, 1990; revised February 15, 1991. An earlier version of this work was published in the 1989 Proceedings of the American Control Conference. The author is with the Department of Electrical and Computer Engineering, University of Arizona, Tucson, AZ 85721. IEEE Log Number 9106375.

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