Proceedings of the American Control Conference

Chicago, Illinois June 2000

On optimal output regulation for linear systems

- state feedback
Ali Saberi
School of Electrical Engineering
and Computer Science
Washington State University
Pullman, WA 99164-2752
saberi@eecs.wsu.edu
Peddapullaiah Sannuti
Department of Electrical
and Computer Engineering
Rutgers University
94 Brett Road, Piscataway
NJ 08854-8058
sannuti@ece.rutgers.edu
Abstract
In this paper we revisit the classical output regulation
problem for linear systems, and generalize the problem formulation in order to incorporate the notion of
transient performance into it. Both optimal and suboptimal output regulation via state feedback are considered. Issues such as expression for the infimal performance measure, solvability conditions, regulator constructions and structrual properties of the optimal performance are studied in detail.

1 Introduction

One of the most important problems in linear multivariable control theory is that of controlling a given
plant in order to have its output track (or reject) a
reference (or a disturbance) signal produced by an external generator, the so-called exosystem which is an
autonomous linear dynamical system. This problem
has been coined in the literature as the output regulation problem and has been treated by many authors
among them we mention, for instance, [3, 4, 5 , 1, 2, 81.
We call this problem the classical output regulation
problem. One of the shortcomings of the classical output regulation problem is that it gives importance only
to steady state tracking error, namely rendering it exactly equal to zero. The natural engineering issues regarding the transient behavior of the error signal are
not addressed at all. Such issues can include minimizing the over-shoot or under-shoot of the error sig0-7803-551 9-9/00 $10.00 0 2000 AACC

Anton A. Stoorvogel
Department of Mathematics
and Computing Science
Eindhoven Univ. of Technology
P.O. Box 513, 5600 MB Eindhoven
The Netherlands
wscoas@win.tue.nl
Guoyong Shi
School of Electrical Engineering
and Computer Science
Washington State University
Pullman, WA 99164-2752
gshi@eecs.wsu.edu

nal, or more generally appropriate shaping of the error

signal. In this regard, for instance, one may like to
impose in the statement of output regulation problem
certain requirements on the transient performance so
that one can shape appropriately the transient behavior of tracking error in addition to the desired steady
state requirements. This is what we consider in this
paper.

A related work is the that of Qiu and Davison [9] who

consider servomechanism problems. The work of Qiu
and Davison [9] assumes that the external disturbance
signals and the signals that need to be tracked are either constant or sinusoidal in nature. In order to rectify this shortcoming and study a general problem in
a number of ways, we pose here several optimal and
suboptimal output regulation problems and a number
of related issues. Due to space limitation, we present
only state feedback regulators here. Also, all the proofs
of theorems are omitted. A detailed development for
the case studied here, namely optimal and suboptimal
output regulation via state feedback, can be found in
a recent book [ll]. I n fact, the interesting and much
more complex case of optimal and suboptimal output
regulation via measurement feedback can also be found
an Ill].

2428

A controller C, that solves the above classical output

regulation problem is called a regulator.

2 Problem formulation

We start with a linear system with state space realization,

C:

pa:= A x +
B u + Eww
e = Cex D e u ~ D e w W ,

(1)

where p x ( t ) =
and px(lc) = x(lc + l),x E Rn,U E
Rm, and e E Rq are respectively the state, control input, and tracking error. The exogenous disturbance
input w E Ra is generated by an exosystem C, with
state space realization,
C, : pw = sw.

(2)

The above problem requires only that the steady state

error e go to zero besides the internal stability of the
closed-loop system. It does not consider any aspects of
the transient behavior of the error signal e. That is,
no performance measure is associated with the regulators. To rectify this, we introduce below a performance
measure for each regulator.
(Performance Measure) For any given x(0) = xo E

Rn and w(0) = W O E Ra, and for any regulator, let a

performance measure be given by

We seek state feedback controllers of the form

E,: u = F x + G w .

J ( X O , W O ,Cc)

(3)

A.2. The matrix S has all its eigenvalues in the closed

right-half plane for continuous-time systems, or
it has all the eigenvalues on or outside the unit
circle for discrete-time systems.
A.3. There exists a pair (II,r) that solve the regulator
equation,

ternally stable.
2. ( O u t p u t R e g u l a t i o n ) For all x ( 0 ) = xo E Rn
and w(0) = W O E R", the solution of the closedloop system C x C, satisfies

lim e ( t ) = 0.

t+w

(5)

e(i)'Qe(i)

(6)

i=O

for discrete-time systems, where the matrix Q is positive semi-definite, and (.)' denotes the matrix transpose.

As we know, any regulator we construct is dependent

on a solution (II, I') of the regulator equation (4). However, in general, (ll, l?) that solves (4)is not unique. In
what follows we first consider a class of regulators which
are derived based on a given specific solution (11,l?) of
(4). For this given class of regulators and for a given
xo and W O , we denote the infimum of the performance
measure over all state feedback regulators by JB;. That
is
Jif(z0,
WO,

1. (Internal S t a b i l i t y ) I n the absence of the disturbance w,the closed-loop system C x C, is in-

e(t)'Qe(t) dt

4 x 0 ,W O ,E,)

We now recall the following statement of the classical

output regulation problem.
Problem 1 Consider the given system C as in (1) and
the exosystem C, as in ( 2 ) . Then the classical output regulation via state feedback problem is to find, i f
possible, a controller C, of the f o r m (3) such that the
following two properties of internal stability and output
regulation hold:

la'

for continuous-time systems, and

The closed-loop system consisting of the given system

C and the controller C, is denoted by C x E,. The
following assumptions are used throughout the paper:
A . l . The pair ( A ,B ) is stabilizable.

n, l?) = inf ( J ( z 0 ,W O , E,) I Cc is a state

feedback regulator utilizing the given (II,l?)}.

In all the problems we formulate below we assume that
the classical output regulation problem is solvable.
Problem 2 Consider the given system C as in (1)
and the exosystem C, as in ( 2 ) . Let xo and W O be
given. Also, let (II,I') be a given solution of the regulator equation (4). With this choice of (II,I') and the
given xo and W O , consider the corresponding optimal
performance Jif(z0,W O ,II, I?). Then the optimal output regulation problem for a given xo and W O is to
find, i f possible, a state feedback regulator that attains
the optimal performance J,;(xo, W O ,II,l?).
Problem 3 Consider the given system C as in (1) and
the exosystem E, as an (2). Let (I&!?) be a given solution of the regulator equation (4). Then the optimal
output regulation problem is to find, if possible, a fixed

2429

state feedback regulator that attains the optimal performance J i f ( x 0 ,W O ,n, I?) for the set of all xo and W O for
which Problem 2 is solvable.

Consider now a continuous-time linear matrix inequality,

As will be discussed soon, the above problems are solvable in general only for a set of initial conditions which
satisfy some specific conditions. Such conditions may
not always be satisfied by the given system C. In an
attempt to weaken the conditions and thus broaden the
set of initial conditions, one would like to construct a
"suboptimal" regulator.

(7)
As shown in [lo], whenever the pair ( A ,B ) is stabilizable, ther? exists a unique symmetric semi-stabilizing
solution P of the linear matrix inequality given in (7).
Moreover, such a solution P is positive semi-definite
and is the largest among all symmetric solutions.
Consider next a discrete-time linear matrix inequality,

Problem 4 Consider the given system C as in (1)

and the exosystem C, as in ( 2 ) . Let xo and W O be
given. Also, let @,I?) be a given solution of the regulator equation (4). With this choice of (II,r)and
the given xo and W O , consider the corresponding optimal performance J i f ( x o ,W O ,II,I?). Then the suboptimal output regulation problem for the given xo and
W O is to find, i f possible, a sequence of parameterized
state feedback regulators { &(e) I e > 0 ) which satisfy
the condition that, as 6 + 0, the attained performance
measure J ( x 0 , W O ,E.()) tends to the infimum J i f ( x o ,
WO, IT,

Again, as shown in [lo], whenever the pair ( A , B )

is stabilizable, there exists a unique symmetric semistabilizing and strongly rank minimizing solution F of
the linear matrix inequality given in (8). Moreover,
such a solution P is positive semi-definite, and is the
largest among all such strongly rank minimizing symmetric solutions.
We now define a pair of matrices Cp and D, as

The sequence of regulators { Cc(e) I e > 0 } satisfying

the above is referred to as a suboptimal regulator sequence f o r the given x~ and W O .

Problem 5 Consider the given system C as in (1) and

the exosystem C, as in ( 2 ) . Let (n,I') be a given solution of the regulator equation (4). With this choice of
(II,I?), consider the corresponding optimal performance
J,;(XO, W O ,II,I?). Then the suboptimal output regulation problem is to find, i f possible, a fixed sequence of
parameterized state feedback regulators { C,(e) I e > 0 }
which satisfy the condition that, as e + 0 , the attained performance J ( x 0 , W O , E,()) tends to the infim u m J i f ( x o ,W O , ll,I?) uniformly for all xo and W O .

3 J i f ( x o ,W O ,11, I?), Solvability conditions, and

construction of regulators

In this section, we study the optimal and suboptimal

output regulation problems posed earlier by utilizing
feedback from both the state vectors x and W . Before we develop an expression for J i f ( 5 0 ,W O ,II,l?) and
study the solvability conditions of various problems
posed, we need some preliminaries. At first let

c, = &'12ce,D,,

= Q ' I ~ D ~ , , ,D,, = Q'/~D,,.

(9)
The following theorem discusses when J8; ( X O , W O ,n, I?)
is finite and then provides an expression for it.
Theorem 1 Consider the optimal output regulation
problem for a given xo and W O (i.e., Problem 2) via
state feedback for the system C and the exosystem C,
given b y (1) and ( 2 ) respectively. Let Assumptions
A.1, A.2, and A . 3 hold. Also, let (n,I') be a given
solution of the regulator equation (4). Moreover, let
be the unique symmetric semi-stabilizing solution of
(7) for continuous-time systems or the unique semistabilizing and strongly rank minimizing solution of ( 8 )
f o r discrete-time systems. Then, J,;(xo, W O ,II,I?) is finite and is given by

J s j ( x O , w o , n , r )= ( x 0 - I

I W ~ ) ~ F- (I IXW~~ ) . (io)

Remark 1 Note that the solution P of the linear matrix inequality does not depend on the specific solution
(II,J?) of the regulator equation. Therefore in case the
solution (n,I') of the regulator equation is not unique
then it is completely straightforward to minimize the
optimal cost over (QI?). This is a minimization of a
quadratic function subject to linear constraints.
2430

Remark 2 W e would like to comment that

Jif(x0,wg,II,I') is equal to the minimal possible
transient energy over all state feedback controllers that
achieve output regulation. A s such it points out a
fundamental limitation or characteristic of the given
system C and the exosystem E,. It is possible to
identify explicitly the subsystems of the given system
that are responsible for J* (xo,wo,II,I') (see for
"f.
details [ l l ] ) . For example, an continuous-time systems, whenever the given system C is right invertible,
JS; (xo,W O ,ll,I') coincides with the minimum energy
required to stabilize the unstable zero dynamics of a
system characterized by the quadruple ( A ,B , C,, D,,).

The following theorem develops the solvability conditions via state feedback for Problems 2 and 3.
Theorem 2 Consider Problems 2 and 3 via state feedback for the system C and the exosystem C, given
by (1) and (2) respectively. Let Assumptions A.1,
A.2, and A . 3 of Section 2 hold. Also, let (n,r) be
a given solution of the regulator equation (4). Then,
for continuous-time systems, the optimal output regulation problem for a given xo and WO (i.e. Problem 2)
is solvable via state feedback i f and only i f

Im[xo - nwo] & V - ( A , B , C,, DP)

(11)

is the unique semi-stabilizing solution of the

linear matrix inequality (7) and the matrices C, and D,
are defined in (9). Similarly, for discrete-time systems,
the optimal output regulation problem for a given xo
and W O (i.e. Problem 2) is solvable via state feedback if
and only if
where

Im[xo - nwo] c V e ( A ,B , C,, DP)

(12)

where I' is the unique semi-stabilizing and strongly rank

minimizing solution of the linear matrix inequality ( 8 )
and the matrices C, and D, are defined in (9).
Moreover, the optimal output regulation problem (i.e.
Problem 3) is solvable via state feedback. That is, there
exists a fixed state feedback regulator that attains the
optimal performance Jlf (50,
W O ,Tz, I?) for all xo and W O
satisfying (11) or (12) for which Problem 2 is solvable.

achieves the performance measure JS; ( E O ,W O ,II,I?) for

all xo E R" and W O E R" i f and only if the following
conditions hold:
for continuous-time systems, the matrix D,, is
injective and the system characterized by the
quadruple ( A ,B , C,, D,,) has no invariant zeros
on the imaginary axis,
for discrete-time systems, the system characterized b y the quadruple ( A ,B , C,, D,,) is left in-

vertible and has no invariant zeros on the unit

circle.
Optimal output regulation demands certain conditions
to be satisfied by the given system and the given initial
conditions. The following theorem shows that, under
some natural assumptions, the suboptimal output regulation problem is solvable via state feedback for both
continuous- and discrete-time systems.
Theorem 4 Consider the Problems 4 and 5 via state
feedback for C as in (1) and the exosystem C, as in
(2). Let Assumptions A.1, A.2, and A.3 hold. Also,
let (n,I') be any solution of the regulator equation (4).
Moreover, let J l f ( x 0 ,W O ,II,l?) be the corresponding optimal performance for a given xo and W O . Then, the
suboptimal regulation problem as formulated in Problem 4 (resp. Problem 5) is always solvable via state
feedback for any given xo and W O (resp. for all EO E R"
and W O E R").

We would like to comment next on what is called perfect output regulation via state feedback which has a
long history (e.g. see for references [lo]). We recall
that perfect output regulation is attainable via state
feedback if we can achieve, uniformly for all xo E R"
and W O E R" , transient performance arbitrarily close to
zero, i.e. if one can solve the suboptimal output regulation problem (Problem 5) with the additional property
that JB; (50,W O ,II, r) = 0 for all EO E Rn and W O E R".
As shown in [lo], under Assumptions A.l, A.2, and
A.3, perfect output regulation can be achieved via state
feedback if and only if the following conditions hold:

The following theorem deals with the question: when

does there exist a fixed regulator which achieves optimal output regulation for all xo E R" and W O E R"?

For continuous-time systems, the system characterized by the quadruple ( A ,B , C,, D,,) is right
invertible and has all its invariant zeros in the
closed left-half plane.

Theorem 3 Consider the given system C and the exosystem C, given by (1) and (2) respectively. Let Assumptions A . l , A . 2 , and A . 3 hold. Also, let (n,r)
be any solution of the regulator equation (4). Then,
there exists a fixed state feedback regulator U = Fa:that

For discrete-time systems, the system characterized by the quadruple ( A ,B , C,, D,,) is right invertible, has all its invariant zeros inside or on
the unit circle.

243 1

We next give a procedure of constructing the optimal and suboptimal regulators whenever the solvability
conditions developed above are satisfied.
Construction of an optimal state feedback regulator:

Step 1 : Choose a solution (n,r) of the regulator equation (4) such that there exists a matrix H satisfying
H ( X O- IIwo)= 0.

(13)

Step 2 : Let E be such that ImE = V - ( A , B , C,,0,)

for continuous-time systems, and I m 8
=
V e ( A , B , C,, D,) for discrete-time systems. Consider the system,
pZ

= C,Z

A%
Ce%

+
+
+

BC
DeuC
DzuC.

4 Conclusions

By imposing transient performance constraints on the

classical output regulation problems, this paper studies
several issues concerned with optimal (suboptimal) regulator problems. These issues include among others the
determination of an expression for the infimum of performance measure, solvability conditions for the posed
optimal and suboptimal output regulation problems,
construction of optimal and suboptimal output regulators, relationship between the optimal performance
and the structural properties of the given system, perfect output regulation etc. Although this paper treats
only the state feedback regulators, results in measurement feedback are also available.

ET
(14)
References

Find an H2 optimal state feedback controller a = FZ

for the above system using the COGFMDZ algorithm
for continuous-time systems and DOGFMDZ algorithm
for discrete-time systems as given in [lo].

[l] E.J. Davison. The output control of linear timeinvariant multi-variable systems with unmeasured arbitrary disturbances. IEEE n u n s . Aut. Contr., 17:621630, 1972. Correction: Vol. 20, No. 12, 1975, pp. 824.

Step 3 : Form the state feedback controller,

[2] E.J. Davison and A. Goldenberg. The robust control of a general servomechanism problem: the servo
compensator. Automatica, 11:461-471, 1975.

= F~

+ (r - F I I ) ~ .

The controller constructed above is an optimal state

feedback regulator for the given system E.
m
Similarly, we can give the following procedure to construct a suboptimal regulator sequence.
Construction of a suboptimal state feedback
regulator sequence:

Step 1 : Choose a solution (U,I') of the regulator equation (4).

Step 2 : Construct a sequence of state feedback gains
{ F, I E > 0 ) such that the sequence of state feedback
controllers of the type C = Fe%is a sequence of H2
suboptimal controllers for the system given in (14) [lo].
Step 3 : Form the sequence of state feedback controllers,
21

= F , ~ (r - F , I I ) ~ .

The sequence of controllers constructed above is a suboptimal state feedback regulator sequence for the given
system E.
Remark 3 An algorithm based on a perturbation
method is developed in [lo]. An alternative direct computation method ansensitive to numerical errors is developed in (6, 71 to construct a similar sequence of state
feedback gains { Fe I E > 0 ) . This alternative method
enables us to construct a sequence of H z suboptimal
state feedback controllers.

[3] B.A. Francis. The linear multivariable regulator

problem. SIAM J. Contr. & Opt., 15(3):486-505,1977.
[4] B.A. Francis and W.M. Wonham. The internal model principle for linear multivariable regulators.
Appl. Math. & Opt., 2(2):170-194, 1975.
[5] M.L.J. Hautus. Linear matrix equations with applications to the regulator problem. In I.D. Landau,
editor, Outils et Modbles Mathe'matique pour I'Automatique, pages 399-412. C.N.R.S., Paris, 1983.

[6] Z. Lin, A. Saberi, P. Sannuti, and Y . Shamash.

A direct method of constructing H2 suboptimal controllers - continuous-time systems. J. Optim. Th. &
Appl., 99(3):585-616, 1998.
[7] Z. Lin, A. Saberi, P. Sannuti, and Y. Shamash.
A direct method of constructing H2 suboptimal controllers - discrete-time systems. J. Optim. Th. & Appl.,
99(3):617-654, 1998.

[8] J.B. Pearson, R.W. Shields, and P.W. Staats Jr.

Robust solutions to linear multivariable control problems. IEEE Trans. Aut. Contr., 19:508-517, 1974.
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problem. Automatica, 29:337-349, 1993.

[lo] A. Saberi, P. Sannuti, and B. M. Chen. H2 Optimal Control. Prentice Hall, Englewood Cliffs, 1995.
[ll] A. Saberi, A. Stoorvogel, and P. Sannuti. Control
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Springer Verlag, 1999.