Book - Large Scale System PDF

Model Order Reduction and Controller Design
Techniques
Dr. S. Janardhanan
Contents
1 Introduction to Large Scale Systems 1

1.1 What are Large Scale Systems ? . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Hierarchial Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Decentralized Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 Large Scale System Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2 Large Scale System Model Order Reduction and Control - Modal Analysis
Approach 7
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Davison Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2.1 Reduced Order Model Using Davison Technique . . . . . . . . . . . . 8
2.2.2 Alternative Method to Obtain Reduced Order Model through Davison
Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2.3 Improved Davison Technique . . . . . . . . . . . . . . . . . . . . . . . 13
2.2.4 Suboptimal Control Using Davison Model . . . . . . . . . . . . . . . 14
2.2.5 Control Law Reduction Approach Using Davison Model . . . . . . . . 14
2.3 Chidambara Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.3.1 Reduced Order Model Using Chidambara Technique . . . . . . . . . . 15
2.3.2 Suboptimal Control Using Chidambara Model . . . . . . . . . . . . . 16
2.3.3 Control Law Reduction Approach Using Chidambara Model . . . . . 17
2.4 Marshall Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.4.1 Reduced Order model by Marshall Technique . . . . . . . . . . . . . 17
2.5 Choice of Reduced Model Order . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.5.1 Model Order Selection Criterion by Mahapatra . . . . . . . . . . . . 18
2.5.2 Another Criterion for Order Selection and Mode Selection . . . . . . 20
3 Model Order Reduction and Control - Aggregation Methods 23

3.1 Aggregation of Control Systems . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.1.1 Properties of Aggregated System Matrix . . . . . . . . . . . . . . . . 24
3.1.2 Error in Aggregation . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.2 Determination of Aggregation Matrix . . . . . . . . . . . . . . . . . . . . . . 26
3.3 Modal Aggregation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.3.1 Reduced Order Model . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.3.2 Stability of Feedback System . . . . . . . . . . . . . . . . . . . . . . . 30
3.4 Aggregation by Continued Fraction . . . . . . . . . . . . . . . . . . . . . . . 32
4 Large Scale System Model Order Reduction - Frequency Domain Based
Methods 37
4.1 Moment Matching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.2 Pade Approximation Methods . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.2.1 Pade Approximation Method for SISO Systems . . . . . . . . . . . . 40
4.2.2 Modal-Pade Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.2.3 Pade Approximation for Multivariable Systems in Frequency Domain 43
4.2.4 Stable Pade for Multivariable Systems . . . . . . . . . . . . . . . . . 45
4.2.5 Reduction of non-asymptotically stable systems . . . . . . . . . . . . 46
4.2.6 Time-Domain Pade Approximation for Multivariable Systems . . . . 47
4.2.7 Time-Domain Modal-Pade Method . . . . . . . . . . . . . . . . . . . 51
4.3 Routh Approximation Techniques . . . . . . . . . . . . . . . . . . . . . . . . 53
4.3.1 Routh Approximation Method Using Parameters . . . . . . . . 53
4.3.2 Routh Approximation Technique Using Parameters . . . . . . . 54
4.3.3 Aggregated Model of Routh Approximants . . . . . . . . . . . . . . . 56
4.3.4 Optimal Order of Routh Approximant . . . . . . . . . . . . . . . . . 59
4.4 Continued Fraction Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
4.4.1 The Three Cauer Forms . . . . . . . . . . . . . . . . . . . . . . . . . 60
4.4.2 A Generalized Routh Algorithm . . . . . . . . . . . . . . . . . . . . . 62
4.4.3 Simplified Models Using Continued Fraction Expansion Forms . . . . 64
5 Large Scale System Model and Controller Order Reduction - Norm Based
Methods 67
5.1 Introductions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
5.1.1 Norms of Vectors and Matrices . . . . . . . . . . . . . . . . . . . . . 67
5.1.2 Singular Value Decomposition . . . . . . . . . . . . . . . . . . . . . . 68
5.1.3 Grammian Matrices and Hankel Singular Values . . . . . . . . . . . . 70
5.1.4 Matrix Inversion Formulae . . . . . . . . . . . . . . . . . . . . . . . . 71
5.2 Model Reduction by Balanced Truncation . . . . . . . . . . . . . . . . . . . 73
5.2.1 Balanced Realization . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
5.2.2 Balanced Truncation . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
5.2.3 Steady State Matching . . . . . . . . . . . . . . . . . . . . . . . . . . 75
5.2.4 Reduction of Unstable Systems by Balanced Truncation . . . . . . . . 76
5.2.5 Properties of Truncated Systems . . . . . . . . . . . . . . . . . . . . 76
5.2.6 Frequency-Weighted Balanced Model Reduction . . . . . . . . . . . . 81
5.3 Model Reduction by Impulse/Step Error Minimization . . . . . . . . . . . . 82
5.3.1 Impulse Error Minimization . . . . . . . . . . . . . . . . . . . . . . . 83
5.3.2 Step Error Minimization . . . . . . . . . . . . . . . . . . . . . . . . . 88
5.4 Optimal Model Order Reduction Using Wilsons Technique . . . . . . . . . . 90
5.4.1 Impulse Error / White Noise Error Minimization . . . . . . . . . . . 90
6 Pole Placement Techniques 95

6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
6.2 What Poles to Choose ? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
6.2.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
6.2.2 Interpretation of Responses from Pole-Zero Locations . . . . . . . . . 96
6.3 Pole Assignment in Single Input Systems . . . . . . . . . . . . . . . . . . . . 97
6.3.1 State Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
6.3.2 Optimal State Feedback ( Brief Introduction to LQR ) . . . . . . . . 99
6.3.3 Static Output Feedback in Single Input Systems . . . . . . . . . . . . 102
6.3.4 Dynamic Output Feedback ( SISO Case ) . . . . . . . . . . . . . . . . 103
6.4 Pole Assignment and Placement in Multi-Input Systems . . . . . . . . . . . 104
6.4.1 Concepts of Multivariable Systems . . . . . . . . . . . . . . . . . . . 104
6.4.2 State Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
6.4.3 Design of Optimal Control Systems with Prescribed Eigenvalues . . . 108
6.4.4 Static Output Feedback . . . . . . . . . . . . . . . . . . . . . . . . . 116
6.4.5 Two Time-Scale Decomposition and State Feedback Design . . . . . . 123
7 Fast Output Sampling (FOS) 127

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
7.2 Controller Deduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
7.3 Closed Loop Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
7.4 Techniques for Determining Fast Output Sampling Controller Gain . . . . . 130
7.4.1 Two Time-Scale Approach for Conditioning of State Feedback Gain F 130
7.4.2 Singular Value Decomposition of Measurement Matrix C . . . . . . . 132
7.4.3 Approach for Multi-Plant Systems . . . . . . . . . . . . . . . . . . . 132
7.5 An LMI Formulation of the design problem . . . . . . . . . . . . . . . . . . . 133
7.6 A Modified Approach for Fast Output Sampling Feedback . . . . . . . . . . 133
8 Periodic Output Feedback (POF) 135

8.1 Review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
8.2 Periodic Output Feedback Controller Deduction . . . . . . . . . . . . . . . . 135
8.3 Multimodel Synthesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
9 Robust Control of Systems with Parametric Uncertainty 139

9.1 Concepts Related to Uncertain Systems . . . . . . . . . . . . . . . . . . . . . 139
9.1.1 Interval Arithmetic . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
9.1.2 Hermite-Bieler Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 140
9.1.3 Kharitonov Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
9.1.4 Gerschgorin Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
9.1.5 Simultaneous Stabilization of Interval Plant Family Based on Kharitonov
Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
9.2 Bhattacharyyas Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
9.3 Jayakumars Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
9.3.1 Routh Table Based Kharitonov Algorithm in Controller Design . . . 154
9.3.2 An Alternative Proof for Existence of a Simultaneously Stabilizing
State Feedback for Interval Systems . . . . . . . . . . . . . . . . . . . 156
9.4 Smagina & Brewers Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
9.4.1 The Problem Statement . . . . . . . . . . . . . . . . . . . . . . . . . 157
9.4.2 Main Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
9.4.3 The Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
9.5 State Feedback for Uncertain Systems Based on Gerschgorin Theorem . . . . 163
A Numerical Problems in Large Scale Systems 171

A.1 Davison, Chidambara and Marshall Techniques . . . . . . . . . . . . . . . . 171
A.2 Routh and Pade Approximations . . . . . . . . . . . . . . . . . . . . . . . . 172
A.3 State and Output Feedback Design . . . . . . . . . . . . . . . . . . . . . . . 173
A.4 Periodic Output Feedback and Fast Output Sampling . . . . . . . . . . . . . 174
A.5 Uncertain Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
Chapter 1
Introduction to Large Scale Systems
1.1 What are Large Scale Systems ?

A great number of problems are brought about by the present day technology and societal and
environmental processes which are highly complex and large in dimension and stochastic by
nature. The notion of large scale is highly subjective one in that one may ask : How large
is large?. There has been no accepted definition for what constitutes a large scale system.
Many viewpoints have been presented on this issue. One viewpoint has been that a system
is considered large scale if it can be decoupled or partitioned into a number of interconnected
subsystems or small scale systems for either computational or practical reasons. Another
viewpoint is that a system is large scale when its dimensions are so large that conventional
techniques of modeling, analysis, control, design and computation fail to give reasonable
solutions with reasonable computational efforts. In other words a system is large when it
requires more than one controller.
Since the early 1950s, when classical control theory was being established, engineers have
devised several procedures, both within the classical and modern control contexts, which
analyze or design a given system. These procedures can be summarized as follows.
1. Modeling procedures which consist of differential equations, input-output transfer func-

tions and state space formulations.
2. Behavioral procedures of systems such as controllability, observability and stability

tests and application of such criteria as Routh - Hurwitz, Nyquist, Lyapunovs second
method etc.,.
3. Control procedures such as series compensation, pole placement, optimal control etc.,.
The underlying assumption for all such control and system procedures has been cen-
trality i.e., all the calculations based upon system information and the information
itself are localized at a given center, very often a geographical position.
A notable characteristic of most large scale systems is that centrality fails to hold up
due to either the lack of centralized computing capability or centralized information. Need-
less to say, many real problems considered are large scale by nature and not by choice.
1
2 Large Scale Systems
The important points regarding large scale systems are that their hierarchial (multilevel)
and decentralized structures depict systems dealing with society, business, management, the
economy, the environment, energy, data networks, power networks, space structures, trans-
portation, aerospace, water resources, ecology and flexible manufacturing networks to name
a few. These systems are often separated geographically, and their treatment requires con-
sideration of not only economic costs as is common in centralized systems but also such
important issues as reliability of communication links, value of information etc.,. It is for
the decentralized and hierarchial control properties and potential applications that many
researchers throughout the world have devoted a great deal of effort to large scale systems
in recent years.
1.2 Hierarchial Structures

One of the earlier attempts in dealing with large scale systems was to decompose a given
system into a number of subsystems for computational efficiency and design simplification.
The idea of decomposition was first treated theoretically in mathematical programming by
Dantzig and Wolfe [1] by treating large linear programming problems possessing special
structures. The coefficient matrices of such large linear programs often have relatively few
nonzero elements, i.e., they are sparse matrices. There are two basic approaches for dealing
with such problems, coupled and decoupled. The coupled approach keeps the problems
structure intact and takes advantage of the structure to perform efficient computations. The
compact basis triangularization and generalized upper bounding are two such efficient
methods. The decoupled approach divides the original system into a number of subsystems
involving certain values of parameters. Each subsystem is solved independently for a fixed
value of so-called decoupling parameter, whose value is subsequently adjusted by a coordina-
tor in an appropriate fashion so that the subsystems resolve their problems and the solution
to the original system is obtained. Recently the decoupled approach has been termed as
multilevel or hierarchial approach. Consider a two level system shown in Fig .(1.1). At
the first level, N subsystems of the original large scale system are shown. At the second level
a coordinator receives the local solutions of the N subsystems, Si , i = 1, 2, , N and then
produces a new set of interaction parameters ai , i = 1, 2, , N . The goal of the coordinator
is to arrange the activities of the subsystems to provide a feasible solution to the overall
system.
1.3 Decentralized Control

Most large scale systems are characterized by a great multiplicity of measured outputs and
inputs. For example, an electric power system has several control substations, each being
responsible for the operation of a part of the overall system. This situation arising in a
control system design is often referred to as decentralization. The designer for such systems
determines a structure for control which assigns system inputs to a given set of local con-
trollers(stations), which observe only local system outputs. In other words, this approach,
called decentralized control, attempts to avoid difficulties in data gathering storage require-
ments, computer program debuggings and geographic separation of system components.
1.3 Decentralized Control 3
Figure 1.1: Hierarchial Control

Figure 1.2: Two Controller Decentralized Large Scale System
Fig. (??) shows a two controller decentralized system. The basic characteristic of any
decentralized system is that the transfer of information from one group of sensors or actuators
to others is quite restricted. For example, in the system of Fig. (??), only the output y1 and
the external input u1 are used to find the control v1 and likewise the control v2 is obtained
through only the output y2 and external input u2 . The determination of control signals v1
and v2 based on the output signals y1 and y2 respectively is nothing but two independent
output feedback problems which can be used for stabilization or pole placement purposes. It
is therefore clear that the decentralized control scheme is of feedback form, indicating that
this method is very useful for large scale linear systems. This is a clear distinction from the
hierarchial control scheme, which was mainly intended to be an open loop structure.
In the previous part the concept of a large scale system and two basic hierarchial and
decentralized control structures were briefly introduced. Although there is no universal
definition of a large scale system, it is commonly accepted that such systems possess the
following characteristics
1. Large scale systems are often controlled by more than one controller or decision maker
involving decentralized computations.
2. The controllers have different but correlated information available to them, possibly
at different times.
3. Large scale systems can also be controlled by local controllers at one level whose control
actions are being coordinated at another level in a hierarchial(multilevel) structure.
4. Large scale systems are usually represented by imprecise aggregate models.

1.4 Large Scale System Modeling 5
5. Controllers may operate in a group as a team or in a conflicting manner with single-

or multiple-objective or even conflicting-objective functions.
6. Large scale systems may be satisfactorily optimized by means of suboptimal or near

optimum controls, sometimes termed as a satisfactory strategy.
An attempt is made here to consider primarily modeling and control of large scale systems.
Most of the discussions are focussed on large scale linear, continuous time, stationary and
deterministic systems.
1.4 Large Scale System Modeling

Scientists and engineers are often confronted with the analysis, design and synthesis of real-
life problems. The first step in such studies is the development of a mathematical model
which can be a substitute for the real problem.
In any modeling task, two often conflicting factors prevail - simplicity and accuracy. On
one hand, if a system model is oversimplified, presumably for computational effectiveness,
incorrect conclusions may be drawn from it in representing an actual system. On the other
hand, a highly detailed model would lend to a great deal of unnecessary complications
and should a feasible solution be attainable, the extent of resulting details may become
so vast that further investigations on the system behavior would become impossible with
questionable practical values. Clearly a mechanism by which a compromise can be made
between a complex, more accurate model and a simple, less accurate model is needed. Such
a mechanism is not a simple undertaking. The key to a valid modeling philosophy is to set
forth the following outline.
1. The purpose of the model must be clearly defined, no single model can be appropriate
for all purposes.
2. The systems boundary separating the system and the outside world must be defined.
3. A structural relationship among different system components which would best repre-
sent desired or observed effects must be defined.
4. Based on the physical structure of the model, a set of system variables of interest must
be defined. If a quantity of important significance cannot be labelled, step (3) must
be modified accordingly.
5. Mathematical descriptions of each system component, sometimes called elemental

equations, should be written down.
6. After the mathematical description of each system component is complete, they are
related through a set of physical laws of conservation (or continuity) and compatibility,
such as Newtons, Kirchoffs or D Alemberts.
7. Elemental, continuity and compatibility equations should be manipulated and the

mathematical format of the model should be finalized.
8. The last step to a successful modeling is the analysis of the model and its comparison
with real situations.
Chapter 2
Large Scale System Model Order

Reduction and Control - Modal
Analysis Approach
2.1 Introduction
It is usually possible to describe the dynamics of physical systems by a number of simulta-
neous linear differential equations with constant coefficients.
x = Ax + bu
But for many processes ( like chemical plants and nuclear reactors) the order of the matrix
A may be quite large. It would be difficult to work with these complex systems in their
original form. In such cases, it is common to study the process by approximating it to a
simpler model. For instance, the response of an airplane is quite commonly approximated by
a second order transfer function. These mathematical models correspond to approximating
a system by its dominant pole-zeros in the complex plane. They generally require empirical
determination of the system parameters. Many different methods have been developed to
accomplish the purpose by estimating the dominant part of the large system and finding a
simpler ( or reduced order) system representation that has its behavior akin to the original
system.
2.2 Davison Technique

A structured approach to the model reduction problem was given by E. J. Davison in [2].
The method suggests that a large (n n) system can be reduced to a simpler (l l) model
(l n) by considering the effects of the l most dominant ( dominant in the sense of being
closest to instability) eigenvalues alone. The principle of the method is to neglect eigenvalues
of the original system that are farthest from the origin and retain only dominant eigenvalues
and hence dominant time constants of the original system in the reduced order model.
The procedure to obtain the reduced order model can be described thus
7
2.2.1 Reduced Order Model Using Davison Technique

Suppose the original system is represented as
X = AX + Bu, where A = n n matrix (2.1)

and the new mathematical model is given by
Y = A Y + B u, where A = l l matrix (2.2)

where, l < n, and Bu and B u are respectively their forcing functions.
It can be shown that if x1 , x2 , , xn are the normalized eigenvectors corresponding to
the eigenvalues 1 , 2 , , n of the matrix A with Re(1 ) Re(2 ) Re(n ), then
the transformation
Z = P 1 X (2.3)

P = v1 v2 vn
T
vi = x1,i x2,i xn,i
would transform the system into
Z = Az Z + Bz u
where,
Az = P 1 AP,
Bz = P 1 B
and Az would be either in the diagonal or the Jordan canonical form. Truncation of
non-dominant eigenvalues is simpler in this case.
In this case, the state response of the system for an input Bu = Bu , can be shown to be
Zt
X = P eAz (t ) P 1 Bu d (2.4)
0
P 1 = [ij ], i = 1..n, j = 1..n
which would give

x1,i
X n
1 + ei t x2,i

X= .. (i1 b1 + i2 b2 + + in bn ) (2.5)
i=1
i .
xn,i
If l states that need to be considered for the reduced order model are represented as
xc1 , xc2 , , xcl then the lth order reduced model can be derived as
2.2 Davison Technique 9
A = A0 + A1 P1 P01 (2.6)
B = P0 [P 1 B] (2.7)

xc1
xc2
Y =

(2.8)
xcl
where,

ac1,c1 ac1,c2 ac1,cl
ac2,c1 ac2,c2 ac2,cl

A0 = .. .. .. (2.9)
. . .
acl,c1 acl,c2 acl,cl
T
ac1,1 acl,1
ac1,2 acl,2

.. ..
. .

ac1,c11 acl,c11

ac1,c1+1 acl,c1+1
.. ..

. .

A1 = ac1,c21 acl,c21 (2.10)

ac1,c2+1 acl,c2+1
.. ..
. .

ac1,cl1 acl,cl1

ac1,cl+1 acl.cl+1

.. ..
. .
ac1,n acl,n

xc1,1 xc1,2 xc1,l
xc2,1 xc2,2 xc2,l

P0 = .. .. .. (2.11)
. . .
xcl,1 xcl,2 xcl,l

x1,1 x1,2 x1,l
x2,1 x2,2 x2,l

xc11,1 xc11,2 xc11,l

xc1+1,1 xc1+1,2 xc1+1,l
P1 =

(2.12)

xcl1,1 xcl1,2 xcl1,l

xcl+1,1 xcl+1,2 xcl+1,l

xn,1 xn,2 xn,l
[P 1 B] = first l rows of P 1 B (2.13)
Derivation :
The principle involved in reducing the matrix is to neglect higher-order time constants of
the system. The following equation is obtained if the first alone are retained from Eqn..
(2.4),.i.e., considering only the first l terms of Eqn. (2.5), and taking into account only the
l states considered (i.e., equating the other states to zero), the following is obtained.

xc1,i
l
X xc2,i

Y = i .. (2.14)
i=1 .
xcl,i
1 + ei
i = (i1 b1 + i2 b2 + + in bn )
i
and therefore

1
2

.. = P01 Y (2.15)
.
l
then

x1
x2

..
.

xc11 1

xc1+1 2
.. = P1
..

(2.16)
. .

xcl1 l

xcl+1

..
.
xn
Substituting Eqn. (2.15) in Eqn. (2.16)


x1
x2

..
.

xc11

xc1+1
.. = P1 P01 Y (2.17)
.

xcl1

xcl+1

..
.
xn
Considering the equations for xc1 , xc2 , , xcl alone from Eqn. (2.1), the following equa-
tion can be obtained

x1
x2

..
.

xc11

xc1+1
Y
= A0 Y + A1 .. + P0 Pl Bz u (2.18)
.

xcl1

xcl+1

..
.
xn

Pl = Il 0
Substituting Eqn. (2.17) in Eqn. (2.18),
Y = A0 Y + A1 P1 Po1 + P0 [P 1 B]u (2.19)
2.2.2 Alternative Method to Obtain Reduced Order Model through

Davison Technique
The Davison Model can also be computed thus
Initially, the system states are rearranged in such a manner that the eigenvectors corre-
sponding to the states to be retained from Eqn. (2.1) are placed first. If P is represented
as

P11 P12
P = (2.20)
P21 P22
then, if the state vector X is partitioned into dominant and non-dominant parts as X1
(consisting of the states to be retained) and X2 (consisting of the states to be discarded),
and the state and input matrices are also partitioned in appropriate fashion, then X can be
represented as

X1 A11 A12 X1 B1
X = = + u (2.21)
X2 A21 A22 X2 B2

X1 P11 P12 Z1
X= = , (2.22)
X2 P21 P22 Z2
where, Z1 and Z2 are the states of the decoupled system representation. Thus,
X1 = P11 Z1 + P12 Z2 , (2.23)

X2 = P21 Z1 + P22 Z2 . (2.24)
If the decoupled representation of the system is

Z1 1 0 Z1 1
Z = = + u (2.25)
Z2 0 2 Z2 2
where,

1 0
= P 1 AP, (2.26)
0 2

1
= P 1 B. (2.27)
2
The modes in Z2 are non-dominant and therefore can be ignored (according to Davison
[2]). Thus, setting Z2 to zero, and substituting in Eqns. (2.23 and 2.24) the following are
obtained.
X1 = P11 Z1 (2.28)
X2 = P21 Z1 (2.29)
1
X2 = P21 P11 X1 (2.30)
and from Eqn. (2.21)
X1 = A11 X1 + A12 X2 + B1 u (2.31)

Substituting Eqn. ( 2.29) in Eqn. (2.31),
X1 = A11 X1 + A12 P21 Z1 + B1 u

1

X1 = A11 + A12 P21 P11 X 1 + B1 u (2.32)
Eqn. (2.32) gives the reduced order model for the system computed through the alternate
method. Both models in Eqn. (2.2) and Eqn. (2.32) represent the same system dynamics.
2.2.3 Improved Davison Technique

It was noted that the above said methods were able to reproduce the transient behavior
of the large scale system well. But, as pointed out in [35] and rectified in [6], there is an
error in the steady state value of the system response. An improvement in the method was
proposed by Davison in [6]. In the improved Davison Technique, the state equation in Eqn.
(2.2) is replaced by
Y = DA D1 Y + DB u (2.33)
where,

d1
d2

D = ... (2.34)

dl

[A1 B ]j
dj = [A1 B ]j
, if [A1 B ]j =
6 0 j = 1, 2, , l (2.35)
=1 if [A1 B ]j = 0
where [A1 B ]j is the j th element of the l vector A1 B and [A1 B]j is the element of
the n vector A1 B which corresponds to the j th state retained in the simplified system. The
new simplified system is equivalent to the following system.
X = A X + B u (2.36)
Y = DX (2.37)
and so it can be seen that the response of the new system will have correct steady-
state values for a step-function input (provided that [A1 B ]j 6= 0), and will still maintain
satisfactory dynamic behavior.. It should be noted that if [A1 B ]j = 0 for some j, then
the steady-state values of the variable yj may be in error. Variables to be retained in the
reduced order model should, therefore, always be chosen so that [A1 B ]j 6= 0.
For the case of multi-input systems, the corresponding model would be
Xi = A Xi + Bi ui , i = 1, 2, , r
Xr
Y = Di Xi (2.38)
i=1
where,

B = B1 B2 Br (2.39)
and Di , i = 1, 2, , r is determined from Eqns. (2.34 - 2.35), using Bi in place of B
where

B= B1 B2 Br (2.40)
2.2.4 Suboptimal Control Using Davison Model

For the large scale system represented in Eqn. .(2.1), an optimal controller may be deduced
by minimizing the cost function
Z
T
J= X QX + uT Ru dt (2.41)
0
where, Q and R are the weights of the states and inputs of the system respectively.
Partitioning Q and using Eqn. (2.30),
X T QX = X1T Q11 X1 + 2X1T Q12 X2 + X2T Q22 X2 (2.42)

1 T T
T 1 1
= X1 Q11 + 2Q12 P21 P11 + P11 P21 Q22 P21 P11 X1 (2.43)
Thus,
Z
T
J = JM = X1 QM X1 + uT Ru dt (2.44)
0
1 T T
1 1
QM = Q11 + 2Q12 P21 P11 + P11 P21 Q22 P21 P11 (2.45)
If the reduced order system is represented as
X1 = F X1 + Gu (2.46)
then, the suboptimal controller is
u = R1 GT (2.47)
where, is the solution of the Riccati equation,
F + F T GR1 GT + QM = 0 (2.48)
2.2.5 Control Law Reduction Approach Using Davison Model

A large scale system (as in Eqn. (2.1)) with a performance criterion described by Eqn. (2.41)
can have its optimal control law described as
u = Kx (2.49)

X1
= K1 K2 (2.50)
X2
Using the Davison model in Eqn. (2.30),

u = K1 + K2 P21 P11
1
X1 (2.51)
2.3 Chidambara Technique 15
2.3 Chidambara Technique

Noting that the basic model of Davison in [2] does not give accurate steady-state response,
Chidambara, in his correspondence with Davison ( [35]) had suggested an approach for
model order reduction. In this model only the transient response of the left out states are
ignored (i.e. X2 ), the steady-state contribution of these states are taken into account in
order to nullify the steady-state error seen in the basic Davison technique.
2.3.1 Reduced Order Model Using Chidambara Technique

For the Chidambara model, the system is represented as in Eqn. (2.21). The transformation
P is computed as earlier and represented as in Eqn. (2.20).
Consider the differential equation for Z2 as in Eqn. (2.25).
Z2 = 2 Z2 + 2 u (2.52)
Performing Laplace transform on Eqn. (2.52),
(sI 2 )Z2 (s) = 2 U (s) (2.53)
Since only the steady-state contribution of Z2 is to be considered, setting s = 0,
2 Z2 (s) = 2 U (s)
Z2 = 1 2 2 u (2.54)
Now substituting the value of Z2 in the relation in Eqn. (2.24),
X2 = P21 Z1 P22 1
2 2 u (2.55)
Solving for Z1 in Eqn. (2.23) and substituting it in Eqn. (2.55),
1
1

X2 = P21 P11 X1 + P21 P11 P12 P22 1
2 2 u (2.56)
= LX1 + Hu (2.57)
Substituting Eqn. (2.57) in Eqn. (2.31), the reduced order model of the large scale
system is obtained using Chidambara technique as
1
1

X1 = A11 + A12 P21 P11 X1 + A12 P21 P11 P12 P22 1
2 2 + B 1 u (2.58)
= F X1 + Gu (2.59)
2.3.2 Suboptimal Control Using Chidambara Model

The method of deducing a suboptimal control law for the reduced order Chidambara model
of a system was proposed by Rao and Lamba in [7]. The modified performance criterion of
the reduced order system reflects the performance criterion desired from the original system.
If the cost function is defined as in Eqn. (2.41) and the original system as in Eqn. (2.21),
then as in the case of the Davison model, the value of X T QX can be deduced using Eqn.
(2.57) as,
X T QX = X1T Q11 X1 + 2X1T Q12 (LX1 + Hu) + (X1T LT + uT H T )Q22 (LX1 + Hu)
The cost function can therefore be represented as
Z
T
JM = X1 (Q11 + 2Q12 L + LT Q22 L)X1 + 2X1T (Q12 H + H T Q22 L)u + uT (R + H T Q22 H)u dt
0
(2.60)
Defining
Q1 = Q11 + 2Q12 L + LT Q22 L, (2.61)

R1 = R + H T Q22 H, (2.62)
S1 = Q12 H + H T Q22 L, (2.63)
and
u = u + R11 S T X1 , (2.64)
the simplified model represented in Eqn. (2.59) is equivalent to

X1 = F GR11 S1T X1 + Gu (2.65)
and the performance criterion in Eqn. (2.60) is equivalent to
Z

JM = X1T (Q1 S1 R11 S1T )X1 + uT R1 u dt (2.66)
0

If the matrices R1 and QM = Q1 S1 R11 S1T are positive definite and positive semi-
definite, respectively, then an optimal solution of the problem represented be Eqns. (2.65
and 2.66) is given as
u = R11 GT X1 (2.67)
where is the solution of the Riccati equation
T
F GR11 S1T + F GR11 S1T GR11 GT + Q1 S1 R11 S1T = 0 (2.68)
Thus
2.4 Marshall Technique 17
u = u R11 S T X1

= R1 GT + S T X1 (2.69)
This optimal controller to the simplified system could also serve as a suboptimal controller
to the original system.
2.3.3 Control Law Reduction Approach Using Chidambara Model

If a control law u has been designed to control the original system then it can be applied on
the reduced order model thus.
Assuming the derived control law is of the form
u = KX
X1
= K1 K2
X2
= K1 X1 + K2 X2
Using the relation between X2 and X1 described in Eqn. (2.57), the control law can be
represented as
u = (K1 + K2 L) X1 + K2 Hu (2.70)
(I K2 H)u = (K1 + K2 L)X1
If (I K2 H) is invertible then the control law can be represented for the reduced order
system as
u = (I K2 H)1 (K1 + K2 L)X1 (2.71)
2.4 Marshall Technique

S. A. Marshall had proposed an alternate way to compute the reduced order model in [8].
This technique is quite similar to the Chidambara technique since it too takes into account
the steady-state values of the X2 states. The difference exists in the manner in which the
reduced order state equation is obtained.
2.4.1 Reduced Order model by Marshall Technique

If a large scale system is represented as in Eqn. (2.21) and the transformation that produces
a decoupled system be as in Eqn. (2.22), then its reduced order model may be deduced thus.
If the transformation relating the X states to the Z states be given as Q then,

Z1 1 Q11 Q12 X1
= Z = P X = QX = (2.72)
Z2 Q21 Q22 X2
Observing Eqn. (2.25), it can be seen that the submatrix 1 is associated with larger
time constants of the system, whereas the response of any element in Z2 settles very fast.
Thus, it may be approximated as an instantaneous step change. This is the essence of the
technique.
Mathematically, this approximation is equivalent to putting
Z2 = 0 (2.73)
Substituting Eqn. (2.73) and P 1 = Q in Eqn. (2.25),
Z1 = 1 Z1 + 1 u (2.74)
0 = 2 Z2 + 2 u
and using Eqn. (2.72) in Eqn. (2.74),
Z2 = Q21 X1 + Q22 X2 = 1
2 2 u
1 1 1
X2 = Q22 Q21 X1 Q22 2 2 u (2.75)
Substituting Eqn. (2.75) in Eqn. (2.31) and using the relationships between Pij and Qij ,
one obtains the reduced order model be Marshall technique as
1

X1 = P11 1 P11 X1 + B1 A12 Q1 1
22 2 2 u (2.76)
2.5 Choice of Reduced Model Order

The methods presented above give a reduced order model that is an approximation of the
original system. However, it is not yet clear how small the approximate model can be and
yet accurately represent the process. It is seen that the smallness of the approximate model
can be decided in terms of the largest eigenvalue neglected, the size of the original plant,
and the reduced plant. This criterion is judged by comparing the time responses of various
low order systems.
2.5.1 Model Order Selection Criterion by Mahapatra

A criterion for selecting the model order for a reduced order Davison model was proposed by
Mahapatra [9]. For a large scale system model in Eqn. (2.1), if the transformation matrix
P is partitioned as

P11 P12
P = = P1 P2 (2.77)
P21 P22
Mahapatra had made the assumption that the eigenvalues are real, negative and distinct.
The initial conditions and the inputs are considered as zero and unit step respectively. Then
the solution of the system would be
2.5 Choice of Reduced Model Order 19
2 t
X(t) = P1 e1 t I 1
1 1 + P2 e I 1
2 2 (2.78)
The approximate solution provided by the reduced order model is

X(t) = P1 e1 t I 1
1 1
Hence, the error involved in ignoring the higher order modes l+1 , , n in state equation
Eqn. (2.78) is given by

E(t) = P2 e2 t I 1 2 (2.79)
t 2 1
kE(t)k kP2 k . e 2 I . 2 . k2 k (2.80)
" n #1/2
1 X 1 2 1
kexp (2 t) Ik < n l; 2 =
= (2.81)
i i=l+1 |l+1 |

kP2 k < kP k ; k2 k < kk = P 1 B (2.82)
From Eqns. (2.80 - 2.82),

nl
kE(t)k kP k . k2 k . ,0 < t < (2.83)
|l+1 |
For the given system in Eqn. (2.1), let
kP k . k2 k = K (2.84)
Therefore,

nl
kE(t)k K (2.85)
|l+1 |
Eqn. (2.85) shows that
for a given system, the error in states due to neglecting the higher
nl
modes depends upon . Therefore, the error can be made small when
|l+1 |

nl
0
|l+1 |
Mahapatra had extended his approach for Marshalls model [10] and obtained the rela-
tionship

nl+1
kE(t)k K (2.86)
|l+1 |
Using the above equations, it is suggested that a suitable value of l can be selected such
that the error is within the tolerable limits. This criterion has following drawbacks.
1. It is based on the assumption that the eigenvalues selected are dominant.

2. The assumption which are made earlier are very crude.

nl
3. is monotonically decreasing with increasing l and hence yields the trivial
|l+1 |
result l = n as the best choice of l.
Rao et al have suggested an alternative approach to overcome the third drawback,
kE(t)k KUl
where,

nl
Ul =
|l+1 |
Ul1
Vl =
Ul
Upper bound on error kE(t)k is proportional to Ul and hence Ul gives an idea about the
actual error while Vl represents a measure of improvement achieved by increasing the model
order from l 1 to l.
However all these criteria are based on the assumption that the eigenvalues retained are
dominant.
2.5.2 Another Criterion for Order Selection and Mode Selection

Let a SISO system be given by
X = AX + Bu (2.87)
y = CX
In this case scalar y is the output for evaluation and one is interested in constructing an
th
l order system whose output is close to that of the system for a given input.
Let 1 , 2 , , n be distinct and negative real eigenvalues and of these 1 , , l are
retained in the reduced model.
Xn
h i f i i t
y = CM Z = e 1 (2.88)
i=1
i
where,
M is the modal matrix
Z is the transformed matrix (X = M Z)
hi are the elements of the row vector h = CM
fi are the elements of the column vector f = M 1 B
Output of Marshalls reduced order model can be obtained as
2.5 Choice of Reduced Model Order 21

Z1 = e1 t I 1
1 F1
1
Z2 = 2 F2
Using y = CX = CM Z, y, output of the reduced model is obtained as
Xl n
h i f i i t X hi fi
y = e 1 (2.89)
i=1
i i=l+1
i
An ISE (Integral Square Error) criterion as a measure of evaluation can be derived as
Z n
X n
X
2 hi hj fi fj
E= e dt = (2.90)
0 i=l+1j=l+1
i j (i + j )
For a given lth order reduced model, the procedure is to select a combination of l eigen-
values and determine the ISE. This is repeated for all possible combinations and the one,
which gives the least ISE is selected.
Example 1 Let us consider the example of a third order system

0 1 0 0
X = 0 0 1 X + 0 u
10 17 8 1

y = 1 0 0 X
SOLUTION: Modal matrix M is given by

1 1 1
M = 1 2 5
1 4 25

30 21 3
1
M 1
= 20 24 4
12
2 3 1

3
1
f = M 1 B = 4
12
1

h = CM = 1 1 1
1 = 1, 2 = 2, 3 = 5
Order Eigenvalues Retained ISE

1 1.95
1 2 32.7
5 10.5
1, 2 0.0278
2 1, 5 6.94
2, 5 31.3
Thus the result.

Chapter 3
Model Order Reduction and Control -

Aggregation Methods
3.1 Aggregation of Control Systems

One of the most important techniques for modeling of large scale systems is aggregation. The
concept of aggregation was first introduced not in control systems, but in economics literature
to address the appropriateness of the analogy between microeconomic and macroeconomic
relationships.. Aggregation of control systems was proposed by Aoki [11]. This aggregation
approach is discussed in the following.
Consider a large scale continuous dynamic system described by the state space equations
X = AX + Bu (3.1)
y = CX
where
X Rn is the state vector
u Rm is the control input vector
y Rp is the output vector
The matrices A, B and C are constant with appropriate dimensions and the triplet
(A, B, C) is completely controllable and observable. We wish to replace the large model
description by a satisfactory aggregated model given by
Z = F Z + Gu (3.2)
w = Hz
where
Z Rr is the aggregated state vector
w Rp is the aggregated output vector
The aggregated model description is considered satisfactory if for a given class of inputs
{u}, the aggregated outputs w are good approximations of the original outputs y of the large
model. Intuitively, the aggregated model has an order r such that m r n.
23
The link between the linear dynamic models in Eqn. (3.1) and Eqn. (3.2) could be
established by a linear transformation of the form
Z = LX (3.3)
where L is an r n constant aggregation matrix of rank r. Using the Eqn. (3.3), the
equivalence between the original and aggregated models is achieved provided that the con-
ditions
F L = LA (3.4)
G = LB (3.5)
Z(0) = LX(0) (3.6)
are satisfied. Since the r n aggregation matrix L is assumed to be of full rank, it will
possess a pseudo-inverse and therefore a least squares solution of F is
1
F = LALT LLT (3.7)
It is emphasized that the aggregated system matrix F obtained as above is an approxi-
mate solution of the earlier equation and depends on the aggregation matrix L.
3.1.1 Properties of Aggregated System Matrix

It is often desirable to choose the dynamic structure of the aggregated system to reflect a
significant portion of the dynamics of the original system in an appropriate sense. In what
follows, we outline the most important properties of the aggregated system matrix F .
It can be shown that when an aggregation matrix L exists, then the eigenspectrum of F
is contained in that of A.
(F ) (A)
In particular, the matrix F retains some of the characteristic values of A. To see this,
let {1 , , n } be the n distinct eigenvalues of A, and let {u1 , , un } be the associated
eigenvectors. Then it follows that
i ui = Aui
Li ui = LAui
i (Lui ) = F (Lui )
indicating that if Lui 6= 0, then the vector Lui is an eigenvector of F with the same
eigenvalue i . Now a necessary and sufficient condition for the Eqns. (3.4 - 3.6) to have a
unique solution for F is given below.
A necessary and sufficient condition for Eqns. (3.4 - 3.6) to have a unique solution is
that
3.1 Aggregation of Control Systems 25
(AT LT ) (LT )
If in addition, Rank(L) = Rank(LA) = r then
(L) = (LA)
where () and () are the notations for range and null spaces of a matrix.
Let us define
(LA)T , {1 |2 | |r } i Rn
F T = {f1 |f2 | |fr } fi Rr
By transposing Eqn. (3.4), we have
LT fi = i (3.8)
It is well known that Eqn. (3.8) will have a unique solution for fi if and only if
i (LT )
Rank(LT ) = r
By virtue of the rank assumption on L Eqn. (3.4) will have a unique solution for F if
and only if
(AT LT ) (LT )
which proves the necessary condition.

Furthermore, if Rank(AT LT ) = r, then if spans an r dimensional subspace and every
row of L can be expressed as a linear combination of the rows of LA. Hence,
(LT ) (AT LT )
and from this it follows that
(LT ) = (AT LT )
or equivalently
(L) = (LA)
Another property of the aggregated system matrix F is that any polynomial in A, p(A),
has p(F ) as its aggregation.
Lp(A) = p(F )L
In particular, if p(A) = [sIn A]1 then p(F ) = [sIr F ]1 is its aggregation. Where,
Ir is the rth order identity matrix. Next, let us derive the transfer function G(s) between
u(s) and Z(s).
G(s) = L [sIn A]1 B

In order for the dynamic exactness to hold, we must also have
G(s) = [sIr F ]1 LB
That is, the transfer function matrix must be realizable by either Eqn. (3.1) and Z = LX
or by Eqn. (3.2). Since, Z has a lower dimension than X, the state space description defined
in Eqn. (3.1) and Z = LX is nonminimal. This situation occurs if and only if there are
(n r) pole-zero cancellations.
In effect, the class of aggregation matrices is restricted to those creating zeros in the input-
Z(s)
output relationship that cancel (n r) poles of the relationship. These cancelled
u(s)
poles are precisely the eigenvalues of A that are not retained in F.
3.1.2 Error in Aggregation

Let the aggregation error e(t) be defined as
e(t) = Z(t) LX(t)

e(t) = Z(t) LX(t)
= F Z(t) + Gu(t) L(AX(t) + Bu(t))
= F Z(t) + Gu(t) LAX(t) LBu(t)
= F (e(t) + LX(t)) + Gu(t) LAX(t) LBu(t)
= F e(t) + (F L LA)X(t) (3.9)
which reduces to
e(t) = F e(t)
if F L = LA is satisfied. If Z(0) = LX(0) is satisfied as well, then e(0) = 0 and
consequently the case of perfect aggregation which implies that e(t) = 0 for all t 0. On
the other hand, if Z(0) = LX(0) is not satisfied but the aggregation matrix F is chosen to
be asymptotically stable matrix, then e(t) 0 as t . In this case, we say that perfect
aggregation is obtained asymptotically.
3.2 Determination of Aggregation Matrix

From the preceding section, it is clear that the aggregation matrix L constitutes the set
of primary design parameters in constructing
the aggregated models. Denoting the n
T
dimensional row vectors of L by Li , i = 1, , r, we can express L as
3.2 Determination of Aggregation Matrix 27
T
L= LT1 LT2 LTr (3.10)
Then the ith element of Z, Zi is given by LTi X. This means that Zi is the weighted sum
of some components of X. Given the freedom to select the elements of L, such that L has at
most one entry in each column, then the n components
of X can be grouped into at most r
T
separate clusters. In this way, the vectors Li , 1 i r are mutually orthogonal which
implies that L has a minimal rank. This procedure constitutes a method of determining the
aggregation matrix. Despite its simplicity it is rather arbitrary and essentially depends on
the physical model set up. We note that this procedure involves projecting the state vector
X into an r dimensional subspace.
An alternative method to compute the matrix L can be developed by considering the
controllability matrices of the systems defined in Eqns. (3.1 and 3.2). Define

WA , B AB An1 B (3.11)

WF , F F G F n1 G (3.12)
then from Eqns. (3.4 - 3.6),
LWA = WF (3.13)
Thus, using the pseudo-inverse, L can be obtained by
L = WF WA+

T T 1
= WF WA WA WA (3.14)
By controllability assumptions WA is of full rank n. Thus, by specifying F = diag {1 , , r }

and choosing G so as to make Eqn. (3.2) completely controllable, Rank(WF ) = r, and L
can be computed via Eqn. (3.14).
Example 2 (From [12])In order to illustrate the aggregation procedure, let us consider the
following system

1 0 0.01 0.05 0.25 1 0.5
0 4 0 0.45 0.1 0 1

X = 0.088 0.2 10 0 0.22 X + 0.5 0.9

u
1 0 0.075 4 0.05 2 0.75
0.11 0.2 0.999 0.44 3 1 1
The object is to get a third order aggregated model.
SOLUTION: The system eigenvalues are:{10.03, 0.952, 0.2996, 4.073, 3.95} . The
modes to be retained are the average of the first and fourth modes, the second mode and
the average of the third and fifth modes. This gives L of the form

0.5 0 0 0.5 0
L= 0 1 0 0 0
0 0 0.5 0 0.5
Accordingly, the aggregated model has

1.975 0 0.1925
F = 0.45 4 0.1
0.231 0.2 5.9

1.5 0.626
G = 0 1
0.75 0.95
T
Using X(0) = 0.5 0 0.25 0 0.5 , C = 0.5 1 0.5 0.5 0.5 , Z(0) is ob-
T
tained as Z(0) = 0.25 0 0.125 .
The comparative responses of the original and aggregated models are found to match
well. (See [12], pp. 115-117)
3.3 Modal Aggregation

3.3.1 Reduced Order Model
Consider a continuous time, linear dynamic plant represented as
X = AX + Bu
Where X is n vector, u is m vector and the matrices A and B are of appropriate

dimensions. For the following discussion it is assumed that A has distinct eigenvalues with
negative real parts. Although it is not explicitly shown, yet the results presented here are
also applicable for the case when A has repeated eigenvalues. Let a simplified model be
represented by
Z = F Z + Gu
where Z is r vector and r < n. Let the simplified state vector Z and the original state
vector X be related via an aggregation matrix C where by
Z = CX
Then the matrices F and G are given by
F = CAC T (CC T )1 ; G = CB (3.15)

Let
3.3 Modal Aggregation 29
X = MY
where M is the modal matrix of A with its columns arranged from left to right in the
order of decreasing magnitudes of the corresponding eigenvalues. Then we get
Y = Y + u
where
= M 1 AM ; = M 1 B (3.16)
Assuming that the first r dominant eigenvalues are to be retained in the simplified
method. Let
W = TY
T = [Ir : 0]rn (3.17)
and where W is an r vector of the simplified model in modal form.
W = T T T W + T u
In order to convert the modal representation of the simplified form into a general form,
we utilize a reduced dimensional variation of X = M Y., namely
Z = M0 W (3.18)
The transformation matrix M0 is obtained in the following manner. Let the first r
columns of the matrix M be represented by

u11 u12 u1r
u21 u22 u2r

M = .. .. ..
. . .
un1 un2 unr
If on physical grounds certain specific state variables are to be retained in the simplified
model, then the matrix M0 is written directly from the above matrix. If, for example, state
variables x1 , x4 , xn1 are to be retained in the model, then

u11 u12 u13
M0 = u41 u42 u43
u(n1)1 u(n1)2 u(n1)3
Consequently,
Z = M0 T T T M01 Z + M0 T M 1 Bu (3.19)
The r dimensional state vector Z is given by
Z = M0 W = M0 T M 1 X (3.20)
Thus the aggregation matrix is given by
C = M0 T M 1 (3.21)
Example 3 Consider a third order system

0.5 0.5 0 1

x = 0 1 0 x + 1 u

0.833 2.1167 0.333 2
It is desired to find a reduced order model by modal aggregation. (From [13])
SOLUTION: The eigenvalues of A are {A} = {0.5, 1, 0.333} , which indicates that
the system is unstable. The modal matrix M can be found out to be

0.5774 0.7071 0
M = 0.5774 0 0
0.5774 0.7071 1

0.5774 0.7071 1 0 1.7321
M0 = ; M0 =
0.5774 0 1.4142 1.4142

1 0 0
T =
0 1 0
The resulting aggregated model using modal aggregation is given by

0.5 0.5 1
Z = Z+ u
0 1 1
which has retained two eigenvalues with positive real parts.

It is noted that this aggregated model is also unstable. It is a point worth to note that
the aggregation matrix is determined by a defined procedure in modal aggregation, whereas
it is on an ad hoc basis in the case of exact aggregation. Thus, it may be said that modal
aggregation is a special case of exact aggregation. The argument is handled in detail with
the above example in ( [13], pp. 12-19).
3.3.2 Stability of Feedback System

Let the optimal control policy for the simplified model be
u = KZ
If this control law is applied to the higher order plant, the resultant feedback system is
given by
3.3 Modal Aggregation 31
u = KZ = KCX
X = AX + Bu
= (A BKC) X
Now applying the control law u = KCM W to the transformed system
W = W + u
= ( KCM ) W
The eigenvalues of (A BKC) and ( KCM ) are identical. Consider the matrix

1 0
( KCM ) = KM0 T M 1 M
0 2

1 0
= KM0 Ir 0
0 2

1 0 D1
= Ir 0
0 2 D2

1 0 D1 0
=
0 2 D2 0

1 D1 0
=
D2 2
Eigenvalues of ( KCM ) is the disjoint sum of the eigenvalues of (1 D1 ) and 2 .

Now the eigenvalues of (F GK)
(F GK) = M0 1 M01 M0 T M 1 BK
= M0 1 M01 M0 T K
= M0 1 M01 M0 T KM0 M01

1
D1
= M0 1 M0 M0 Ir 0 M01
D2
= M0 1 M01 M0 D1 M01
= M0 (1 D1 ) M01
It is obvious that eigenvalues of (1 D1 ) and M0 (1 D1 ) M01 are the same.

Thus we have shown that the eigenvalues of (A BKC) are the sum of the eigenvalues
of the matrix (F GK) and the nondominant eigenvalues of the matrix A. The resultant
feedback matrix (A BKC) is asymptotically stable.
3.4 Aggregation by Continued Fraction

One of the more popular methods for large scale systems order reduction has been the
continued fraction technique first introduced by Chen and Shieh [14] and extended by
many others.
The original technique (which would be handled in later chapters) is based on a Taylor
series expansion of the systems closed loop transfer function about s = 0. Our objective
here is to use the continued fraction technique to obtain a reduced order model for large
single-input single-output linear time invariant systems which falls under the concept of
aggregation.
Consider
x = Ax + Bu (3.22)
y = Cn x
where, without loss of generality, the matrix A is assumed to be in companion form

0 1 0 0
0 0 1 0

.. .. .. ... ..
A = . . . .

0 0 0 1
a11 a12 a13 a1n
T
B = 0 0 1 , Cn = a21 a22 a2n
Chen and Shieh have shown that the above system can be transformed to an aggregated
form using a transformation matrix P, corresponding to its continued fraction expansion,
i.e.,
q = Hq + Ku (3.23)
v = Cq q (3.24)
where the transformed vector q is
q = Px (3.25)
(Note that it is NOT x = P q, as in the previous cases)

Matrix P is obtained through the modified Routh-Hurwitz array
3.4 Aggregation by Continued Fraction 33
a11 a12 a13 a14 a15 a1n 1

..
a21 a22 a23 a24 . a2n 0
..
a31 a32 a33 . 1
..
a41 a42 . 0
..
a51 .
..
.
a2n1,1 1
a2n,1 0
1
whose first two rows are extracted from the nth row of A and elements of output vector
Cn . The remaining rows are calculated from the common Routh-Hurwitz iterative formula.
ai1,1 .ai2,j+1 ai1,j+1 .ai2,1
aij =
ai1,1
The matrix P is then extracted from the table as

a31 a32 a33 1
0 a51 a52 1

0 0 a71 1

P = .. .. .. .. (3.26)
. . . .

0 0 0 a2n1,1 1
0 0 0 0 1
The system in Eqn. (3.22) can be transformed as
q = P AP 1 q + P Bu (3.27)
which indicates that matrices H and K are
H = P AP 1
K = PB
The continued fraction expansion simplification of the system from nth to lth order cor-
responds to retaining the first l variables of q. Let the first l elements of q be called z, then
it is clear that
z = Rq (3.28)
R = [Il : 0]
Now,
z = Rq
= R(Hq + Ku)
= RHq + RKu
which, when compared to the derived aggregated system state equation
z = F z + Gu
= F Rq + Gu
leads to
F R = RH = RP AP 1
G = RK = RP B
Using Eqns. (3.25 and 3.28),
z = Rq = RP x = Cx
where, C is the l n aggregation matrix.
A relation involving the aggregated system output matrix Cl from the corresponding
equation (w = Cl z) can be obtained by equating y and w, which yields
Cn = Cl C
Now, using the pseudo-inverse of matrices R and C, the aggregated system matrices are
1
F = RHR+ = RP AP 1 RT RRT (3.29)
G = RP B (3.30)
Cl = Cn C + = Cn C T (CC T )1 (3.31)
with the aggregation matrix expressed by
C = RP (3.32)
The proposed method is very convenient for computational purposes and its effectiveness
is examined by an example.
Example 4 Consider a fourth order system in companion form

0 1 0 0 0
0 0 1 0
x = x + 0 u
0 0 0 1 0
120 180 102 18 1

y = 120 90 24.8 1.4 x
It is desirable to find a second order aggregated model.
3.4 Aggregation by Continued Fraction 35
SOLUTION: The transformation matrix P based on the Routh-Hurwitz array, and R

are

90 77.2 16.6 1
0 95.76 17.07 1
P =
0 0

13.2 1
0 0 0 1

1 0 0 0
R =
0 1 0 0
From this the aggregated system and aggregation matrices are

1.34 0.1351 1
F = ;G =
1.34 0.8048 1

90 77.2 16.6 1
Cl = 13.35 1.274 ; C =
0 85.76 17.07 1
The comparison between the unit step responses of the original and aggregated systems
in Fig. (3.1) shows remarkable degree of coincidence.
Figure 3.1: Comparison of Full and Aggregated System Responses

Chapter 4
Large Scale System Model Order

Reduction - Frequency Domain Based
Methods
4.1 Moment Matching

This method is based on determining a set of time functions for the full model and matching
them to a simple model by choosing a number of appropriate parameters without having
to obtain the full models time or frequency responses [15]. The technique is essentially a
match of time-moments of the full models impulse response to those of the reduced model.
Consider an nth order transfer function of the large scale system
a21 + a22 s + + a2,m+1 sm

G(s) = ,m n (4.1)
1 + a12 s + a13 s2 + + a1,n+1 sn
It is desired to find a lower order transfer function for this system. It can be done in the
following manner.
Z Z
st st (st)2
G(s) = g(t)e dt = g(t) 1 + dt
0 0 1! 2!
Z Z Z
2
= g(t)dt s tg(t)dt + s t2 g(t)dt
0 0 0
= c0 + c1 s + c2 s2 + (4.2)
where
Z
(1)n (1)n
ci = ti g(t)dt = Mi (4.3)
i! 0 i!
where Mi is the ith time-moment of impulse response g(t). Direct division of Eqn. (4.1)
yields
37
G(s) = a21 a31 s + a41 s2 a51 s3 + (4.4)
In Eqn. (4.4), a21 is the zeroth-term coefficient of the numerator in Eqn. (4.1), and the
remaining coefficients are obtained from the following recursion:
ak,l = ak1,1 .a1,l+1 ak1,l+1 .a1,1 (4.5)
for k = 3, 4, , and l = 1, 2, , Note that once a Routhian array is formed based on

Eqn. (4.5), the j th moment Mj can be obtained by multiplying aj+2,1 with j!. The expansion
coefficient cj is then obtained by cj = (1)j aj+2,1 .
Let the full model be given by Eqn. (4.1); then by using Eqns. (4.2 - 4.5),Eqn. (4.6) can
be derived as

c0 0 0 0 0 0 a12
c1 c0 0 a13

... .. ... ..
c2
c1 c0 0 . . a14
.. . ..
. .. .. .. .

. .

cm =
cm1 cm2 c0 0 0 0 0 a1,n+1
c
cm+1
m cm1 c1 c0 0

0

cm+2 c 0 0
m+1 cm c1

.. . .. .. ..
. .. . . .
cm+n cm+n1 cm+n2 0 0 0

a21
a22

a23
.
.
.

+ a2,m+1 (4.6)

0

0
.
..
0
The (n + m + 1)-dimensional vector relation in Eqn. (4.6) can be rewritten in partitioned

form as

C1 C11 0 A1 A2
= + (4.7)
C2 C21 C22 0 0
where C11 , C21 , C22 are (m+1)n, nn, n(m+1) matrices respectively, and Ci , A1 , i =
1, 2 are vectors of (m + 1)st and nth dimension defined by Eqn. (4.6). Using Eqn. (4.7) and
solving for A1 and A2 , one gets
4.1 Moment Matching 39
1
A1 = C21 C2
1
A2 = C1 C11 C21 C2 = C1 C11 A1 (4.8)
The submatrix C21 is generally nonsingular, and its singularity means that the given
set of moments can be matched with a simpler model. The following example explains the
moment matching method.
Example 5 Consider a third-order asymptotically stable system with a transfer function

s2 + 13s + 40 2 + 0.65s + 0.05s2
G(s) = 3 =
s + 13s2 + 32s + 20 1 + 1.6s + 0.65s2 + 0.05s3
SOLUTION : The closed-loop poles of the system are at 1, 2 and 10. It is therefore
reasonable to seek a second-order reduced model. Following the above discussions, the
Routhian array of G(s) becomes
1 1.6 0.65 0.05

2 0.65 0.05
2.55 1.25 0.1
2.83 1.5575
2.9705
..
.
which indicates that the first few expansion coefficients cj , j = 0, 1, are c0 = 2, c1 =
2.55, c2 = 2.83, c3 = 2.9705, etc. The denominator and numerator coefficients of the
reduced order model are obtained from Eqn. (4.8), i.e.e
1
1 c1 c0 c2
A1 = C21 C2 =
c2 c1 c3
1
2.55 2 2.83
=
2.83 2.55 2.9705

1.5144
=
0.5171

c1 0 0 a12
A2 = C1 C11 A1 =
c0 c0 0 a13

2 0 0 1.5144
=
2.55 2 0 0.5171

2
=
0.48
Therefore, the second order reduced model is
a21 + a22 s 2 + 0.48s
R2 = 2
=
1 + a12 s + a13 s 1 + 1.5144s + 0.5171s2
which provides a pair of dominant poles at s1,2 = 0.1, 1.925, which indicates that a
stable second order reduced model results.
This result is not always obtainable. Moment matching is known for resulting in unstable
reduced order models for stable full models and vice versa.
4.2 Pade Approximation Methods

4.2.1 Pade Approximation Method for SISO Systems
This approach stems from the theory of Pade [16] and was later used for model reduction
by Shamash [17]. Before a formal presentation of the method is done, consider the following
definition.
Definition 1 Consider a function
f (s) = c0 + c1 s + c2 s2 + (4.9)
Um (s)
and a rational function Vn (s)
, where Um (s) and Vn (s) are mth and nth order polynomials
Um (s)
in s respectively, and m n. The rational function Vn (s)
is said to be a Pade approximant
Um (s)
of f (s) if and only if the first (m + n) terms of the power series expansions of f (s) and Vn (s)
are identical.
For the function f (s) in Eqn. (4.9) to be approximated, let the following Pade approxi-
mant be defined.
Un (s) a0 + a1 s + a2 s2 + + an1 sn1

= (4.10)
Vn (s) b0 + b1 s + b2 s2 + + bn1 sn1 + sn
For the first (m + n) terms of Eqn. (4.9) and Eqn. (4.10) to be equivalent, it becomes
apparent that the following set of relations must hold:
a0 = b0 c0 (4.11)
a1 = b0 c1 + b1 c0
a2 = b0 c2 + b1 c1 + b2 c0
..
.
an1 = b0 cn1 + b1 cn2 + + bn1 c0
0 = b0 cn + b1 cn1 + + bn c0 (4.12)
..
.
0 = b0 c2n1 + b1 c2n2 + + bn2 cn + cn1
Once the coefficients ci , i = 0, 1, 2, are found out using Eqn. (4.5) and cj = (1)j aj+2,1 ,
for the full model,
4.2 Pade Approximation Methods 41
d0 + d1 s + + dm1 sm1
G(s) = (4.13)
e0 + e1 s + + em1 sm1 + em sm
Eqns. (4.11 and 4.12) can be written in vector form as

cn cn1 c1 b0 c0
cn+1 cn
cn1 c2 b1
c1

cn+2 cn+1 cn c3
b2 c2

.. .. .. =
.. (4.14)
. . . .

cn bn2 cn2
c2n1 c2n2 cn bn1 cn1

c0 0 0 b0 a0
c1 c 0 0 a1
0 b1
c2 c1 c0 0 0 a2
b2
.. .. .. .. . = .. (4.15)
. . . 0 . .. .

0 bn2 an2
cn1 cn2 c1 c0 bn1 an1
It must be noted that in the above reformulation of Eqns. (4.11 and 4.12),bn = 1.
Example 6 Consider the sixth order system

9 + 23.25s + 30.2s2 + 22.25s3 + 9s4 + s5
G(s) =
15 + 69.5s + 119s2 + 100s3 + 45s5 + s6
We would like to apply the Pade approximation method to find a reduced order model.
SOLUTION: A power series expansion of G(s) would result in
G(s) = 0.60 1.230s + 2.95566s2 6.45325s3 + 13.45741s4 25.54s5

+46.4s6 85s7 + 160s8 307s9
Using the coefficients ci , and forming the matrices in Eqns. (4.14 and 4.15), the results
obtained for a second-, third- and fourth-order reduced model are given as below
k th Order Reduced Model, Rk (s) Closed-Loop Poles
0.19543 + 0.2238s
R2 (s) = 0.7368077, 0.442077
0.3257 0.2947s + s2
0.16 0.389s + 0.095s2
R3 (s) = 1.75, 0.385 j0.064
0.266 1.194s 0.98s2 + s3
0.066 0.108s 0.0986s2 + 0.265s3
R4 (s) = 0.88, 0.355 j0.358, 0.5
0.11 0.4s 0.45s2 + 0.32s3 + s4
It can be seen that all the reduced order models are unstable ( whereas the full model
is a stable one). In order to obtain a stable reduced order model, preassign the first pole at
s = s1 = 3, corresponding to one of the full models original poles. Under these conditions,
since s1 is a pole of the reduced system, the last equation is replaced by
0 = b0 + b1 s1 + b2 s21 + + bn sn1
which, in this particular example becomes
0 = b0 3b1 + 9b2 27b3 + 81
Using this new equation and solving for a1 and bi , the fourth order reduced model obtained
would be
0 1.6 106 + 1.436s + 1.34s2 + 1.358s3

R4 (s) =
2.1 106 + 2.39s + 7.1404s2 + 5.114s3 + s4
Since there is a pole-zero cancellation (106 ' 0) in the above transfer function, a third
order reduced model results
0 1.436 + 1.34s + 1.358s2

R3 (s) =
2.39 + 7.1404s + 5.114s2 + s3
which is stable with a pole at s = 3.
Remark 1 Assume that the reduced order model R(s) of order k is required which retains
the pole at s = s1 say,
Then the Pade approximant uses the concept of Pade approximation about more than one
point and the last equation is replaced by the equation
0 = b0 + b1 s1 + b2 s21 + + bk sk1
4.2.2 Modal-Pade Method

It can be seen that the Pade approximation method does not always give a reliable approx-
imation of a high order system. Hence, it is generally recommended to combine the Pade
method with other approximation methods so that there is partial moment matching in the
approximation along with retention of stability.
Now suppose that the reduced order model R(s) is required to retain k dominant poles of
the higher order system. Further suppose that the n dominant poles are known, then R(s)
can be written as
a0 + a1 s + a2 s2 + + an1 sk1
R(s) = (4.16)
(s + s1 ) (s + s2 ) (s + sk )
where the bi (i = 0, 1, , k 1) may be computed in terms of s1 , , sk . Then if R(s)
is to approximate G(s) in the Pade sense, about s = 0, then the ai may be determined using
Eqn. (4.15).
Pade Approximation using Routh Stability Criterion

One way of overcoming the instability problem is by comparing the denominator of R(s)
such that its alpha parameters are the same as the first k alpha parameters of G(s). The
first k alpha parameters of G(s) may be determined as follows [17]
Let
1
Q(s) =
e0 + e2 s2 +
1+
e1 s + e3 s3 +
1
=
1 1
1 + 1 +
s
1 ... 1
2 +
s 1
n
s
The i are termed as the alpha parameters of the full model. The denominator of the
reduced order transfer function is obtained by retaining the first k alpha parameters. The
denominator of R(s) is thus given by the denominator of the truncated continued fraction.
1
Qk (s) =
1 1
1 + 1 +
s
1 ... 1
2 +
s 1
k
s
Having obtained the denominator of R(s), the bi one known and hence the ai may be
obtained by solving the first k equations.
4.2.3 Pade Approximation for Multivariable Systems in Frequency

Domain
The frequency domain method for Pade approximation can be extended to multivariable
systems [18]. Let us first consider that a second order model has to be derived for an nth
order m input - m output system. The method is only applicable for equal number of inputs
and outputs.
Let the higher order system be expanded in the following manner.

X
G(s) = Ci si = C0 + C1 s + C2 s2 + (4.17)
i=0
Let 1
R(s) = L0 + L1 s + Is2 [M0 + M1 s] (4.18)
Now
1
1 2 1
L0 + L1 s + Is2 = L0 I2 + L10 L1 s + L0 s

1 2 1 1
= I + L10 L1 s + L0 s L0
= I L0 L1 s L0 s + L0 L1 L1
1 1 2 1
0 L1 s
2
+2L1 1 3 1 1 1 3
0 L1 L0 s L0 L1 L0 L1 L0 L1 s + . . .
= L1 1 1 1 1 2 1 1
0 L0 L1 L0 s L0 L0 s + L0 L1 L0 L1 L0 s
1 2
+2L1 1 1 3 1 1 1 1 3
0 L1 L0 L0 s L0 L1 L0 L1 L0 L1 L0 s + . . .
Truncating higher order terms, R(s) can be represented as
R(s) = (L1 1 1 1 1 2 1 1
0 L0 L1 L0 s L0 L0 s + L0 L1 L0 L1 L0 s
1 2
(4.19)
1 1 1 3 1 1 1 1 3
+2L0 L1 L0 L0 s L0 L1 L0 L1 L0 L1 L0 s ) (M0 + M1 s)
1
= L1 1
0 M0 + L0 M1 L0 L1 L0 M0 s
1
2 1 1 2 3 1 3
+ L1 0 L1 L0 M0 L 1
0 L L
1 0
1
M 1 L0 M0 s2
+ L1
0 L1 L0 M1 s
Comparing Eqn. (4.17) and Eqn. (4.19),
C0 = L1
0 M0
M0 = L0 C0 (4.20)
C1 = L1 1 1
0 M1 L0 L1 L0 M0
L0 C1 = M1 L1 L1
0 M0
L0 C1 = M1 L1 C0
M1 = L0 C1 + L1 C0 (4.21)
Similarly, it can be seen that
0 = L0 C2 + L1 C1 + C0 (4.22)
0 = L0 C3 + L1 C2 + C1 (4.23)
Eqns. (4.22 and 4.23) can be written as

C2 C1 C0
L0 L1 =
C3 C2 C1

C0
L0 L1 D = (4.24)
C1
For unique solutions to exist for the above Pade equations. D must be nonsingular.
Once, L1 and L0 are solved, M0 and M1 can be obtained using Eqns. (4.20 and 4.21).
Now let us consider an rth order model
1
R(s) = L0 + L1 s + L2 s2 + + Lr1 sr1 + Isr M0 + M1 s + + Mr1 sr1 (4.25)
If the above equation is expanded up to first 2r terms and compared with Eqn. (4.17),
we obtain the matrix equations

Cr Cr+1 C2r1

Cr1 Cr C2r2

L0 L1 Lr1 .. .. .. = C0 C1 Cr1 (4.26)
. . .
C1 C2 Cr2

C0 C1 Cr1
0 C0 Cr2

..

L0 L1 Lr1 0 0 . = M0 M1 Mr1 (4.27)
. . ..
.. .. .
0 0 C0
4.2.4 Stable Pade for Multivariable Systems

Let the higher order model
D0 + D1 s + D2 s2 + + Dn1 sn1
G(s) = (4.28)
c0 + c1 s + c2 s2 + + cn1 sn1 + sn
= C0 + C1 s + C2 s2 +
where,ci are scalars and Ci , Di are matrices.

Let an rth order model
A0 + A1 s + A2 s2 + + Ar1 sr1
R(s) = (4.29)
b0 + b1 s + b2 s2 + + br1 sr1 + sr
The denominator of R(s) is fixed either by Routh method or by dominant mode retention.
The numerator of R(s) is obtained by using the following r matrix equations.
A0 = b0 C0
A1 = b1 C0 + b0 C1
..
. (4.30)
Ar1 = b0 Cr1 + b1 Cr2 + + br1 C0
4.2.5 Reduction of non-asymptotically stable systems

Definition 2 A system is said to be non-asymptotically stable if not every trajectory in
the unforced system follows the relation
kx(t)k aebt kx(0)k

a, b 0, x <n
The methods presented above are based on the fact that the high-order system is asymp-
totically stable. For the case of non-asymptotically stable systems the methods may fail
since some of the alpha parameters of G(s) will be negative. Non-asymptotic stability is
due to the presence of poles with zero real parts. It is obviously important that the reduced
model be non-asymptotically stable if the higher order system is non-asymptotically stable.
Hence, the poles with zero real parts are retained in the reduced order model. Thus, let
G(s), with n poles and m zeros and p non-asymptotic poles, be of the form

1 Um (s)
G(s) =
ep (s) Vnp (s)

1 Unp1 (s)
= Pmn+p (s) +
ep (s) Vnp (s)
Pmn+p (s) 1 Unp1 (s)
= + (4.31)
ep (s) ep (s) Vnp (s)
where,
ep (s) = pth order polynomial in s consisting of the p non-asymptotic poles
Um (s) = mth order numerator of the full model.
Vnp (s) = Denominator of full model after exclusion of non-asymptotic poles
Pmn+p (s) = Quotient of the polynomial division VUnpm (s)
(s)
Um (s)
Unp1 (s) = Reminder of the polynomial division Vnp (s)
Now, assigning
Unp1 (s)
G1 (s) = (4.32)
Vnp (s)
and obtaining the reduced order model R1 (s) of order r1 < n p, by any of the previous
methods, the reduced order model of the original system can be obtained as
Pmn+p (s) 1
R(s) = + R1 (s) (4.33)
ep (s) ep (s)
This reduced model would be of the order r = p + r1 . Thus reiterating the condition that
the reduced order model should be of an order greater the number of non-asymptotic poles in
the system. If this condition fails to apply then the system is not reducible.
4.2.6 Time-Domain Pade Approximation for Multivariable Sys-

tems
Time Domain Pade for SISO Systems
In this method, Pade equations are derived by assuming a state-space representation for the
reduced model. Let us consider a nth order system while also assuming that an rth reduced
model is to be derived. Pade equations are obtained by equating the first 2r time moments
of the model with that of its system. Let us assume that the rth order model is represented
in phase canonical form by
Z = F Z + Gu (4.34)
y = LZ
where

0 1 0 0 0
0 0 1 0 0

. . . .. 0
F = 0 . ,G = (4.35)
. .. .. ..
.. . . 1 .
b0 b1 b2 br1 1

L = a0 a1 a2 ar1
Further, let c0 , c1 , c2r1 be the first 2r time moments of the system and let ai , bi be the
unknown parameters of the model. After equating the first 2r time moments of the model
with that of the system, the following equations are obtained.
c0 = LF 1 G
c1 = LF 2 G
..
. (4.36)
2r
c2r1 = LF G
On simplification, the equations in Eqn. (4.36) take the form of Eqns. (4.11 and 4.12).
The parameters of the reduced model can be evaluated by a solution of the Pade equations.
Time Domain Pade Approximation for MIMO Systems

In this part, Pade equations for multivariable systems are derived [19]. It will be shown that
in the time domain, only a partial Pade approximation is possible for multivariable systems.
Let us first assume that an 8th order Pade approximant for an nth order 2-input 2-output
system is to be derived. Also, let C0 , C1 , , C7 be the first eight moment matrices of the nth
order system and that the higher order system and its reduced order models are completely
controllable.
Let the controllable canonical form of the 8th order model be given by
Z = F Z + GU (4.37)
Y = LZ
where
Z R8 , U R2 , Y R2

0 I 0 0 0
0 0 I 0 0
F =
0
,G =

(4.38)
0 0 I 0
B0 B1 B2 B3 I

L = A0 A1 A2 A3
Let us assume F is nonsingular. Bi and Ai are the unknown matrices each of dimension
(2 2). Also, 0 and I are the null and identity matrices each of dimension (2 2). Equating
the first eight time moment matrices of the system and the model, the following equations
are obtained.
C0 = LF 1 G
C1 = LF 2 G
..
. (4.39)
8
C7 = LF G
The first of the above equations can be written as

B01 B1 B01 B2 B01 B3 B01 0
I 0 0 0
C0 = A0 A1 A2 A3 0
0 I 0 0 0
0 0 I 0 I
= A0 B01
A0 = C0 B0
As F is nonsingular, B0 is nonsingular and B01 exists. The second equation of the above
set can be written as
C1 = LF 2 G

A0 A1 A2 A3

(fB B1 ) B01 B2 (fB B2 ) B01 B3 (fB B3 ) B 1
0 fB
B 1
0 B1 B 01 B2 B 1 B B 1
0 3 0
I 0 0 0
0 I 0 0
fB = B01 B1 B01

0
0
= C1
0
I
C1 = A0 B01 B1 B01 + A1 B01
A1 = C0 B1 + C1 B0
Similarly, the other six equations are obtained with reasonable effort to yield the following
set of Pade equations.
A0 = C0 B0
A1 = C0 B1 + C1 B0
A2 = C0 B2 + C1 B1 + C2 B0
A3 = C0 B3 + C1 B2 + C2 B1 + C3 B0 (4.40)
and
0 = C0 + C1 B3 + C2 B2 + C3 B1 + C4 B0
0 = C1 + C2 B3 + C3 B2 + C4 B1 + C5 B0
0 = C2 + C3 B3 + C4 B2 + C5 B1 + C6 B0
0 = C3 + C4 B3 + C5 B2 + C6 B1 + C7 B0 (4.41)
The 32 unknown parameters in Ai and Bi can be uniquely obtained from a solution of

Eqns. (4.40 and 4.41). Thus, it is seen that, in the time domain, an eighth-order Pade
approximant can be derived by matching eight time moment matrices only. Applying induc-
tion, it can be shown that, for an rth order reduced model of the nth order 2-input 2-output
system, only r time moment matrices can be matched to obtain the Pade approximant. In
the following, it will be shown that, for an nth order m-input p-output system, an rth order
Pade approximant will match fewer time moments than in the previous case.
For that, let us consider the rth order model in controllable canonical form and represented
by Eqn. (4.37) with

0 I 0 0 0
0 0 I 0 0

0 0 0 I 0

F = .. .. .. .. ..
. . . . .

I
B0 B1 B2 B3 Bk1

0
0

0
G = (4.42)
..
.
I

L = A0 A1 A2 Ak1 (4.43)
k = r/m
Bi and Ai are the unknown matrices of dimension (m m) and (p m) respectively. 0
and I are null and identity matrices each of dimension (m m). It is assumed that both
r/m and r/p are integers. If the first (r/m) + (r/p) time moment matrices of the reduced
model are equated with that of tis system, the following equations are obtained.
C0 = LF 1 G
C1 = LF 2 G
..
. (4.44)
((r/m)+(r/p))
C(r/m)+(r/p)1 = LF G
where C0 , C1 , , C(r/m)+(r/p)1 are the first ((r/m) + (r/p)) time moment matrices of
the nth order system.
Then by using the results in Eqns. (4.40 and 4.41) and by employing the principle of
induction, Eqn. (4.44) can be simplified to the form
A0 = C 0 B0
A1 = C 0 B1 + C 1 B0
A2 = C 0 B2 + C 1 B1 + C 2 B0
A3 = C 0 B3 + C 1 B2 + C 2 B1 + C 3 B0
..
.
A(r/m)1 = C0 B(r/m)1 + C1 B(r/m)2 (4.45)
+C2 B(r/m)3 + + C(r/m)1 B0
0 = C0 + C1 B(r/m)1 + C2 B(r/m)2
+C3 B(r/m)3 + + C(r/m) B0
0 = C1 + C2 B(r/m)1 + C3 B(r/m)2
+C4 B(r/m)3 + + C(r/m)+1 B0
..
.
0 = C(r/p)1 + C(r/p) B(r/m)1 + C(r/p)+1 B(r/m)2
+C(r/p)+2 B(r/m)3 + + C(r/m)+(r/p)1 B0 (4.46)
The first set of equations contains r/m linear matrix algebraic equations ( or pr linear
simultaneous equations). The second set contains r/p linear matrix algebraic equations
( or rm linear simultaneous equations). Each Ai and Bi contains pm and m2 unknown,

respectively. So the total unknowns in the matrices are (rm + pr). Thus, the total number
of scalar equations in Eqn. (4.45 and 4.46) can be used to solve for Ai and Bi . Thus,
it is proved that, in the time domain, an rth order m-input p-output model can match
(r/m) + (r/p) time moment matrices with that of its system. For m = p, the number of
moment matrices matching will be 2r/m.
Further, Eqn. (4.46) can be written as

C1T C2T C3T T
Cr/m T
B(r/m)1 C0T
C2T C3T C4T T
C(r/m)+1 T
B(r/m)2 C1T

C3T C4T C5T T
C(r/m)+2 T
B(r/m)3 C2T
=
.. .. .. .. ..
. . . . .
T
C(r/p) T
C(r/p)+1 T
C(r/p)+2 T
C(r/m)+(r/p)1 B0T C(r/p)+(r/m)1
DV = C
V = D1 C (4.47)
Hence, for the existence of a unique solution for Bi and Ai in the time-domain Pade
approximant, the matrix D must be nonsingular.
4.2.7 Time-Domain Modal-Pade Method

As the stability is not guaranteed in an ordinary Pade approximation, a time-domain coun-
terpart of the stable Pade approximant [20] which retains the dominant or desired poles of
the higher order system is proposed. It is assumed that the system is completely controllable
and observable. In case this is not so, a controllable and observable part of the system is
first derived and a model is derived and a model order reduction is obtained for this part
only [21]. The slow or the dominant modes are retained in the reduced order model. For
a SISO system, the output matrix of the model is selected by matching r time moments
with that of its system where r is the order of the model. The model so obtained bears
both the characteristics, viz, retention, of dominant eigenvalues and matching of the first r
time moments. But, for the MIMO system, it can be shown that an rth order modal-Pade
approximant matches less than r time moments. For this purpose, let us consider the state
space description of a multivariable system given by
X = AX + BU (4.48)
Y = EX
where X Rn , U Rm , Y Rp . Also, let the system be completely controllable and
observable with controllability index n. A modal transformation X = M W yields

W1 1 0 W1 B1
= + U (4.49)
W2 0 2 W2 B2

W1
Y = E1 E2 (4.50)
W2
T
where W = W1 W2 . Let 1 contain the r dominant eigenvalues of the system. The
state equation of the rth order model
can
be obtained by a truncation of the representation
in Eqn. (4.49) as follows W1 = Ir 0 W, thereby
W1 = 1 W1 + B1 U (4.51)
As the system is completely controllable, the state equation of the model in Eqn. (4.51)
can be transformed into controllable canonical form and can be represented by Eqn. (4.37)
with F, G given in Eqn. (4.42). The output matrix of the reduced model is assumed to be
unknown and is represented by L in Eqn. (4.43). In this situation, Bi matrices are known
while Ai matrices contain unknown elements. These unknowns can be obtained from the
solution of Eqn. (4.45). Thus, it can be seen that, for a multivariable system in the time
domain, a stable Pade approximant matches r/m time moment matrices with that of its
system.
Exact Aggregation for Modal-Pade Procedure
An exact aggregation matrix also exists for the modal-Pade procedure. The derivation of
this is given in the following.
The transformation matrix M transforms the system in Eqn. (4.48) into the modal form
in Eqn. (4.49). So
W = M 1 X
The relation between the state vectors W1 and W is given by

W1 = Ir 0 W
Let the transformation matrix T transform the representation into controllable canonical
form in Eqn. (4.42). So
Z = T W1
Now

Z = T W1 = T Ir 0 W = T Ir 0 M 1 X
CX (4.52)
where C is the desired aggregation matrix and is given as

C=T Ir 0 M 1
4.3 Routh Approximation Techniques 53
4.3 Routh Approximation Techniques

4.3.1 Routh Approximation Method Using Parameters
.Consider the nth order transfer function
Un (s) b1 + b2 s + b3 s2 + + bn sn1
= (4.53)
Vn (s) a0 + a1 s + a2 s2 + + an1 sn1 + sn
1
It has been shown by Hutton [23] and Friedland [22] that G(s) = 1s G s
can be repre-
sented in a canonical fashion as
G(s) = 1 f1 (s) + 2 f1 (s)f2 (s) + + n f1 (s)f2 (s) fn (s) (4.54)

Xn Yi
= i fj (s)
i=1 j=1
where i , i = 1, 2, , n, and fk (s), k = 2, 3, , n are determined by the following con-

tinued fraction
1
fk (s) = (4.55)
1
k s +
1
k+1 s+ .
. .
1
n1 s +
n s
1
f1 (s) = (4.56)
1 + 1 s
Eqns. (4.54 - 4.56) are called alpha-beta expansions of G(s) . The k th order model is
obtained by using the following algorithm. The i and i are computed through their alpha
and beta Routh tables.(Refer [13, 22])
Routh-Hurwitz Approximation Algorithm
Step 1: Determine the reciprocal of the full model G(s).
Step 2: Construct the tables corresponding to G(s).
Step 3: For a k th order reduced model use recursive formulae in Eqn. (4.64) to find Rk (s) =
Pk (s)/Q(s).
Step 4: Reverse the coefficients of Pk (s) and Q(s) back to find Rk (s) = Pk (s)/Qk (s).
The Routh-Hurwitz method can be used to obtain reduced order models for stable full
systems. By this method, the less dominant poles of the full model are retained.
4.3.2 Routh Approximation Technique Using Parameters

It can be clearly seen that the method involves two transformations and one reduction
of model. Krishnamurthi and Sheshadri [24] proposed a simple straightforward technique to
achieve the same end.
In this method, termed as method ( as in [25]). The method represents G(s) in a
different manner as
n i
1X Y
G(s) = i Wj (s) (4.57)
s i=1 j=1
where the i for i = 1, 2, , n are constants and Wi (s), i = 1, 2, , n are defined by the
continued fraction expansions
1
Wi (s) = (4.58)
i 1
+
s i+1 1
+
s ..
.
n1 1
+
s n
s
1
W1 (s) =
1
1+ + W2 (s)
s
The values of the and parameters can be obtained using the gamma and delta Routh
tables ( or inverse Routh tables). The n parameters k , k = 1, 2, , n, of this expression
can be found in the following fashion
a00 = a0 a02 = a2 a04 = a4 a06 = a6

a10 = a1 a12 = a3 a14 = a5
1 = a00 /a10 a20 = a02 1 a12 a22 = a04 1 a14 a24 = a06 11 a26
2 = a10 /a20 a30 = a12 2 a22 a32 = a14 2 a24
3 = a20 /a30 a40 = a22 3 a23 a42 = a24 3 a34
4 = a30 /a40 a50 = a32 4 a24
5 = a40 /a50
6 = a50 /a60
..
.
Table 4.1: Gamma Table
The i parameters can be similarly obtained using the coefficients of the numerator
bj , j = 1, 2, n, as
The recursive formula to compute the entries of gamma and delta tables can be obtained
from
b10 = b0 b12 = b2 b14 = b4

b20 = b1 b22 = b3 b24 = b5
1 = b10 /a10 b30 = b12 1 a22 b32 = b14 1 a24
2 = b20 /a20 b40 = b22 2 a32 b42 = b24 2 a34
3 = b30 /a30 b50 = b32 3 a42 b52 = b34 3 a44
4 = b40 /a40 b60 = b42 4 a52
5 = b50 /a50
6 = b60 /a60
..
.
Table 4.2: Delta Table
ai+1
0 = ai1
2 i ai2
ai+1
2 = ai1
4 i ai4
..
. (4.59)
ani2 = ai1
i+1 i
ni i ani , i = 1, 2, n 1
For the case when n i is odd, the last equation is replaced by
ai+1 i1
ni1 = ani+1
and
i = a0i1 /ai0 i = 1,2, , n

2, 4, , n i, for n i even
j= (4.60)
bi+2 i i
j2 = bj i aj 2, 4, , n i 1, for n i odd
i = 1, 2, , n 2
and
i = bi0 /ai0 (4.61)
The k th Routh reduced model using the alpha-beta expansion, Rk (s) for the full model
G(s) is found by truncating the expansion in Eqn. (4.54) and rearranging the retained terms
as a rational transfer function. Truncating the continued fraction in Eqn. (4.55) after the
k th term and denoting it by gj,k (s), the reduced model transfer function Rk (s) is similar to
Eqn. (4.54).
k
X i
Y
Rk (s) = i gj,k (s) (4.62)
i=1 j=1
1
gj,k (s) = (4.63)
i 1
+
s i+1 1
+
s ...
k1 1
+
s k
s
Denote the numerator and denominator of Rk (s) by Pk (s) and Qk (s), respectively, defined
below
Pk (s) = k sk1 + s2 Pk2 (s) + k Pk1 (s) (4.64)

Qk (s) = s2 Qk1 (s) + k Qk2 (s)
for k = 1, 2, and
P1 (s) = P0 (s) = 0
Q1 (s) = 1/s
Q0 (s) = 1
Routh Approximation for Unstable Systems

For an unstable transfer function G(s), a shift of the imaginary axis would provide a modified
asymptotically stable transfer function
G(s) = G (s + a)
where the real, positive parameter a is chosen to be a > R {m } , where m is the closed-
loop pole with the highest positive real part. The next step would be to find Rk (s) as usual
and finally shift back the imaginary axis to its original position providing
Rk (s) = Rk (s a)
the k th Routh approximant of the unstable system.
4.3.3 Aggregated Model of Routh Approximants

In the previous section, it has been shown that the Routh approximation technique has an
attractive feature of derivation of all simplified models simultaneously via a single set of
computations, the stability of the generated lower order models is always guaranteed. It
is therefore worthwhile to explore the possibility of obtaining time-domain representation
analogous to the Routh approximants.
The development of aggregated models of the Routh approximant is based on the formu-
lation of G(s) in phase canonical form.
x = Ax + bu (4.65)
y = Cx
It has been shown in [26] that the linear relation
v = Px (4.66)
exists which transforms Eqn. (4.65) to its expansion in the phase canonical form
v = Rv + mu (4.67)
y = Ev
where,

1 0 3 0 n
0 0 3 0 n

1 2 3 0 n

R= 0 0 0 0 5 n if n is odd

.. .. .. .. ..
. . . . .
1 2 3 4 5 n
T
m = 1 0 1 0 1
(4.68)

0 2 0 4 n
1 2 0 4 n

0 0 0 4 n

R= 1 2 3 4 n if n is even

.. .. .. .. ..
. . . . .
1 2 3 4 5 n
T
m= 0 1 0 1 1
with, in both cases

E= 1 2 3 n (4.69)
It is obvious from Eqns. (4.65-4.67) that
R = P AP 1
m = Pb (4.70)
E = CP 1
In terms of the direct Routh approximation method (DRAM) [24], the linear transfor-
mation P is given as

a10 0 a12 0 a1n2 0 1
0 a20 0 a22 a2n2 0

0 0 a30 0 1
.. ..
P = ... if n is odd
. .
.. ..
. .
0 0 0 0 0 1
(4.71)

a10 0 a12
0 a1n2 0
0 a20 0 a22 0 1

0 0 a30 0 0
..
P = . if n is even
0 0 0 a40 . . .
.. ..
. . an1 0
0
0 0 0 0 0 1
Since the matrix P is upper-triangular and sparse, the computation of its inverse would
be comparatively easy. The derivation of the rth order model which approximates the nth
order model in Eqns. (4.68 - 4.69) is carried by simply retaining the blocks of order r from
the matrices R, m, E and discarding the remaining (n r) blocks to yield
z = F z + gu (4.72)
y = Hz
where

1 0 3 0 r
0 0 3 0 r

1 2 3 0 r

F = 0 0 0 0 5 r if n is odd

.. .. .. .. ..
. . . . .
1 2 3 4 5 r
T
g = 1 0 1 0 1
(4.73)

0 2 0 4 n
1 2 0 4 n

0 0 0 4 n

F = 1 2 3 4 n if n is even

.. .. .. .. ..
. . . . .
1 2 3 4 5 n
T
g= 0 1 0 1 1
In both cases,

H= 1 2 r (4.74)
Define

Cr = Ir 0r(nr) (4.75)
then it is readily verified that the system in Eqn. (4.72) is an aggregated model of the
system in Eqn. (4.65) provided that

z = Cr v

F = Cr RCrT
(4.76)
g = Cr m

H = ECrT
Furthermore, from Eqns. (4.66 and 4.76) the transformation matrix L, transforming the
vector x into z, is given by
L = Cr P (4.77)
In summary, the dynamic model in Eqn. (4.72) is an approximant of the original model
in Eqn. (4.65) using L as an aggregation matrix.
Remark 2 It is to be noted that though the Routh technique assures simultaneous derivation
of reduced models of all orders, and retains the stability property during reduction, the
reduced order models do not retain the eigenvalue subset of the original system, nor are the
aggregated models of Routh approximation exact. The second and third equalities of Eqn.
(4.76) are not preserved during the Routh-based aggregation.
4.3.4 Optimal Order of Routh Approximant

The impulse energy of the full model and its approximants defined as
Z
kGk = G2 (t)dt (4.78)
0
are related as
Xk+1 2
i2 k+1
kRk+1 k = = kRk k + (4.79)
i=1 2i 2k+1
and generally
0 kR1 k kR2 k kRn k = kGk
As k n, the eigenvalues of the approximant tend towards the actual eigenvalues of the
full model.(k n = {Rk } {G }).
Thus, as the model order increases, the closeness of fit also increases. But, using this
logic would indicate that the full model is the ideal reduced model ( which, though true,
loses the purpose of model order reduction). Hence, the maximum change in impulse energy
with increase of order of model by one is calculated.
k2
k = kRk k kRk1 k = , k = 1, 2, , n (4.80)
2k
Now, the optimal reduced order model is calculated as
Rk (s), k = {i|i = max(1 , 2 , , n )} (4.81)
Remark 3 The first k terms of the power series expansion of G(s) and Rk (s) coincide, that
is
X
Rk (s) G(s) = j sk+j
j=1
Evaluation of the above equation in accordance with the concept of Pade-type approximate
readily shows that the Routh approximant is only a partial Pade approximant and matches
the initial r time moments.
4.4 Continued Fraction Method

Another model reduction method is the first Cauer continued fraction expansion proposed
initially Chen and Shieh [14].
4.4.1 The Three Cauer Forms

Consider a SISO closed-loop transfer function
a21 + a22 s + a23 s2 + + a2n sn1

G(s) = (4.82)
a11 + a12 s + a13 s2 + + a1,n+1 sn
In principle, G(s) can be expanded into several continued fraction forms; however, there
are three basic forms of particular relevance to systems engineering. These are called the
Cauer forms :
The First Cauer Form
1
G(s) = (4.83)
1
h1 s+
1
h2 +
1
h3 s+ .
..
corresponds to a combination of multiple feedback loops comprising differentiator blocks
and feed-forward paths having proportional blocks. Thus, the MIMO first Cauer form is
4.4 Continued Fraction Method 61
h i1 1
1 1
G(s) = H1 s + H2 + H3 s + [ ] (4.84)
which has 2n matrices Hi and it represents a Maclaurins-series expansion about s = .
The Second Cauer Form
1
G(s) = (4.85)
1
k1 +
k2 1
+
s 1
k3 + .
..
can be represented by a combination of multiple feedback loops having proportional
blocks and multiple feed-forward paths, including integral blocks. In case of MIMO systems,
the second Cauer form is
" 1 1
1 #1
1 1
G(s) = K1 + K2 + K3 + K4 + [ ]1 (4.86)
s s
which has 2n matrices Ki and represents a Maclaurins-series expansion about s = 0.
The Third Cauer Form
1
G(s) = (4.87)
1
d1 + f1 s +
d2 1
+f2 +
s 1
d3 + f3 s+
d4 1
+f4 + .
s ..
which corresponds to a combination of multiple feedback loops with blocks each con-
taining proportional plus differential and feed-forward paths comprising proportional plus
integral blocks. The third Cauer form can be represented for MIMO systems as
" 1 1
1 #1
1 1
G(s) = D1 + F1 s + D2 + F2 + D3 + F3 s + D4 + F4 + [ ]1 (4.88)
s s
which has n matrices Di and Fi and is equivalent to a Maclaurins-series expansion about

both s = 0 and s = .
The quotients hi in Eqn. (4.83) can be obtained by long synthetic division, or, alter-
natively, by using Rouths algorithm. The same algorithm could be used to determine the
quotients ki in Eqn. (4.85) or by arranging the polynomials in ascending order and then
performing long synthetic division. The generalized Routh algorithm [28] can then be used
to compute the quotients di and fi in Eqn. (4.87).
It should be noted that the quotients in the MIMO cases, Hi , Ki , Di and Fi are constant
m m quotient matrices. Observe that any algorithm that computes the quotients Di and
Fi is capable of computing the Hi quotients (by setting all the Di s equal to zero) and of
computing the Ki quotients by suppressing the quotients Fi throughout the implementation.
Next, we present an algorithmic procedure to compute the quotients Di and Fi of Eqn.
(4.88) for transfer function matrices.
4.4.2 A Generalized Routh Algorithm

The computation of the matrix quotients in the third (mixed) matrix Cauer form is carried
out using an algorithm procedure based on a matrix Routh array [29]. Extension of the
scalar transfer function in Eqn. (4.82) to the multivariable case is given by :

G(s) = A2n sn1 + A2,n1 sn2 + + A22 s + A21
1
A1,n+1 sn + A1,n sn1 + + A12 s + A11 (4.89)
where A2j , j = 1, , n, are constant m m matrices and A1i = ai Im , i = 1, , n + 1,
where each ai is a coefficient of
n+1
X
(s) = ai si1
i=1
the common-denominator polynomial. Using double subscript notation, the matrix

Routh array can be expressed as :

A11 A12 A13 A14 A15

A21 A22 A23 A24

A31 A32 A33 (4.90)
A41 A42

..

.
where the elements of the first and second rows of Eqn. (4.90) are the matrix coefficients
of the transfer function matrix in Eqn. (4.89). The elements on any subsequent row can be
evaluated by the following generalized matrix Routh algorithm:
For j = 3, 4, , n + 1
Ajk = Aj2,k+1 Dj2 Aj1,k+1 Fj2 Aj1 , k (4.91)

where for p = 1, 2,
Dp = Ap1 [Ap+1,1 ]1 (4.92)

1
Fp = Ap,(np+2) Ap+1,(np+1)
Assuming the indicated inverses exist, the matrix Routh array is completed as follows

A11 A12 A1,n A1,n+1

. &

D1 = A11 A1
21 F1 = A1,n+1 A1
2,n

- %

A21 A22 A2,n

. &

D2 = A21 A1
31 F2 = A2,n A1
3,n1

- %

A31 A32 A3,n1

. &

D3 = A31 A1
41 F3 = A3,n1 A1
4,n2

- %
A41 A42 A4,n2

.. .. .. .. ..

. . . . .

An1,1 An1,2 An1,3

. &

Dn1 = An1,1 A1 Fn1 = An1,3 A1

n,1 n,2

- %

An,1 An,2

. &

Dn = An,1 A1 Fn = An,2 A1

n+1,1 n+1,1

- %

An+1,1
(4.93)
It should be noted that the above procedure is directly amenable to machine computation.
To illustrate the calculations, let us consider a simple example :
Example 7

1 2s 3 2
G1 (s) = 2
s +2 s2 s2
In terms of Eqn. (4.89), G1 (s) takes the form

1
G1 (s) = [A21 + A22 s] A11 + A12 s + A13 s2
with

3 2 2 0
A21 = A22 =
2 2 1 1

2 0 0 0 1 0
A11 = , A12 = , A13 =
0 2 0 0 0 1
Applying the matrix Routh array procedure,

we obtain

2 0 0 0 1 0
0 2 0 0 0 1
. &
0.4 0.4 0.5 0
D1 = F1 =
0.4 0.6 0.5 1.0
- %
3 2 2 0
2 2 1 1
. &
1.15 0.36 0.727 0.121
D2 = F2 =
0.67 0.67 0.333 0.333
- %
2.7 0.6

0.3 3.6
Going back to the generalized matrix Routh array, it should be clear that the array is a
triangular one. In the special case, where Fi = 0, which corresponds to the second Cauer
form, the resulting array is a regular zig-zag pattern.
The following subsections discuss about derivation of simplified models using the matrix
continued fraction expansion forms.
4.4.3 Simplified Models Using Continued Fraction Expansion Forms

The principle philosophy underlying the derivation of simplified models using continued
fraction expansion is that the representation resembles multiple feedback loops and feed-
forward paths with blocks corresponding to the quotients. As the quotients descend lower
and lower in position, or equivalently the blocks develop to more and more inner loops,
they have less and less significance as far as the overall system performance is considered.
Therefore, truncating the continued fraction after some terms is equivalent to ignoring the
inner, less important loops. In this respect, three candidate simplified models are readily
available through the use of the three Cauer forms. Because of the common features among
the matrix continued fraction expansion forms, we would be concentrating on only one of
them.
Considering the second matrix Cauer form, the initial step is to manipulate the transfer
function matrix G(s) = C [sI A]1 B to yield the general form given by Eqn. (4.89). Then,
using the matrix Routh algorithm, with Fi = 0 and Di = Ki for all i, the quotient matrices
Ki are computed. A simplified model of order r is derived by truncating the matrix continued
fraction in Eqn. (4.86) after 2r matrices. This gives the simplified transfer function matrix
in the form :
1 1
" 1 #1 1 1
1 1 1
Gr (s) = K1 + K2 + K3 + K4 + K2r (4.94)
s s s
which requires only the computation of K1 , , K2r .

Given the quotient matrices Ki of Eqn. (4.86), a state-space formulation of G(s) in the
form of Eqn. (4.65) exists with the matrices given by :

K1 K2 K1 K4 K1 K6 K1 K2n
K1 K2 (K1 + K3 ) K4 (K1 + K3 ) K6 (K1 + K3 ) K2n

K1 K2 (K1 + K3 ) K4 (K1 + K3 + K5 ) K6 (K1 + K3 + K5 ) K2n
A = (4.95)

.. .. .. ..
. . . .
K1 K2 (K1 + K3 ) K4 (K1 + K3 + K5 ) K6 (K1 + K3 + + K2n1 ) K2n

Im
Im

B = ..
.
Im

C = K2 K4 K2n
Note that the order of the system matrix is nm nm. A simplified model can be
obtained by partitioning. For example, the 2mth order model can be derived from the upper
left corners if Eqn. (4.95) is partitioned as shown.
The above formulation can also be obtained via aggregation for a SISO system in the
following manner. For a SISO system represented in phase canonical form,

0 1 0 0 0
0 0 1 0
0
.. .. .. .. .
x = . . . . x + .. u

0 0 0 1 0
a11 a12 a13 a1,n+1 1

y = a21 a22 a23 a2,n x
A =

the aggregation matrix L = I2m 0 P , which results in the reduced state space model
described in Eqn. (4.95), has

a31 a32 a33 a3n
0 a51 a52 a5,n1

.. ..
P = 0 0 . .

0 0 0 a2n+1,1
0 0 0 1
It should be noted here that in this case too the aggregation is not exact as the eigenspectrum
retained in the reduced order model is not a subset of the eigenspectrum of the original full
model.
The most important properties of continued fraction expansion are
1. It converges faster than other series expansions.
2. It contains most of the essential characteristics of the original model in the first few
terms.
3. It does not require any knowledge of the model eigenspectrum.
Since the denominator coefficients of the simplified model depend on both the numerator
and denominator coefficients of the original model, stability of the simplified model cannot
be guaranteed, even if the original model is stable.
Next let us look at the derivation of simplified transfer functions models that give good
approximations to both the initial transient and the steady state responses. The third Cauer
form , or any equivalent expansion, provides the basis of such models. This is due to the
fact that it considers Maclaurins expansions about origin and infinity. Thus, a simplified
model matrix Gr (s) could be obtained by truncating the continued fraction expansion in
Eqn. (4.88) after r terms. This means that r quotient matrices Di and Fi have to be
determined using the matrix Routh array algorithm. A quite similar expansion of the third
Cauer form is given by
h i1 1
1 1
G(s) = D1 + s D2 + D3 + s [D4 + ] (4.96)
which considers the expansion of G(s) into a matrix Cauer type continued fraction about
s = 0 and s = alternately. Note that there are 2n Di constant (m m) matrices. Thus,
this method puts equal emphasis on its approximations to the initial transients and the steady
state responses. In principle, there is no restriction to the relative number of truncated terms
about each side of the series expansion. For example, increasing the number of terms in the
series expansion about s = 0 will have the effect of yielding more accurate approximations
to the steady state response, and vice versa. This class of simplified models are often termed
biased simplified models.
In conclusion, it is interesting to note that the three matrix Cauer forms [29] could be
reduced to the form in Eqn. (4.89).
Remark 4 In the case of the second Cauer form, the first 2r terms of the power series
expansion about s = 0 ( or the first 2r time moments) for of Gr (s) agree with those of G(s).
In case of the first Cauer form, the coefficients of expansion about s = agree with one
another ( Markov parameters). The third Cauer form is able to match both parameters.
Chapter 5
Large Scale System Model and

Controller Order Reduction - Norm
Based Methods
5.1 Introductions
5.1.1 Norms of Vectors and Matrices
The norm is a measure of the magnitude of the vector or matrix. It is a measure that has
the following important properties..
For two elements a and b, and a scalars and
kak + kbk ka + bk
kak = kak
k( + ) ak = kak + kak
In relation to the zero vector
k0k = 0
kxk = 0 x = 0
It may be defined in the following manner.
Vector Norms
The p norm For an n-dimensional vector x, the p norm is defined as
v
u n
uX p
kxkp = tp
xi (5.1)
i=1
67
The 2 - norm Thus, by the aforementioned definition, the 2 - norm of a vector is

v
u n
uX
kxk2 = t x2i = kxk (5.2)
i=1
The term norm of a vector is usually used synonymously to the 2 -norm of the vector.
This norm also gives a measure of the length of the vector in the Rn space.
The norm (Infinity Norm) The infinity norm denoted as kk is simply the max-
imum value of a vector-component in any of its coordinate directions.
kxk = max |xi | (5.3)

i=1,2,,n
Matrix Norms
In case of a square matrix, the norm is defined as
T
x Ax
kAk = max (5.4)
x6=0 kxk
This operation cannot be performed in case of non-square matrices. Hence, a more general
definition of the matrix norm can be given as follows

kAk = max AT A = max AAT (5.5)
5.1.2 Singular Value Decomposition

Singular Value Decomposition(SVD) is a mathematical technique by which any (m n)
matrix A of dimension (m n), can be represented as a product of three matrices
A = U V (5.6)
where,
U is a unitary matrix of dimension (m m). The columns of U are composed of

eigenvectors ui , of the (m m) matrix (AAT ), arranged in an order such that the
corresponding eigenvalues i are in descending order.
is an (m n) diagonal matrix with ij = 0, i 6= j and the diagonal elements i

arranged as i i+1 . The i are termed as the singular values of the matrix A. They
give an estimate about the gain of the matrix A. i can be determined as
p
i = i
where,
i are the eigenvalues of AAT .
5.1 Introductions 69
V is a unitary matrix of dimension (nn). The columns of V are composed of eigenvec-

tors vi , of the (n n) matrix (AT A), arranged in an order such that the corresponding
eigenvalues i are in descending order.
If r = min(m, n) then the first r columns of V the right singular vectors and the first r
columns of U the left singular vectors.
Properties of Singular Values and SVD

From the components of the SVD, we can determine many properties of the original system.
It can be seen that the decomposition A = U V = U V T for real matrices, can be

written as
Avi = i ui
if i = 0, then Avi = 0 and vj is in the null space of A, whereas of i 6= 0, then uj is in

the range space of A.
In the general case of N dimensions, the length (or norm) of a vector x is defined by
q p
kxk = (x21 + x22 + + x2N ) = (xT x)
When a vector x is multiplied by a matrix A, the length of the resulting vector Ax

changes according to the matrix A. If A is orthogonal, the length is preserved. Oth-
kAxk
erwise, the quantity measures how much A stretches x. Thus, calculating the
kxk
norm of a matrix intuitively means finding the maximum stretch factor. If the SVD of
a matrix is given, this computation is simplified.
The Euclidean norm of a matrix, sometimes referred to as the L2 norm, is defined as
follows.
Let x be an N dimensional vector, and A be an m n matrix, then
kAkE = max kAxk

kxk=1
An alternative norm for A is the Frobenius norm, which is the Euclidean norm of a
vector constructed by stacking the columns of A in one mn vector. The Frobenius
norm is then
m n
! 12
X X
kAkF = |aij |2
i=1 j=1
Using SVD, these norms can be computed as

kAkE = 1
12
min(m,n)
X
kAkF = i2
i=1
5.1.3 Grammian Matrices and Hankel Singular Values

Let us consider the system of form
x = Ax + Bu
y = Cx
to be a minimal state-space realization. Although the system may be unstable, we

suppose that i 6= j for (i 6= j) and for any eigenvalue of A. In this hypothesis, the
reachability Grammian Wr ( sometimes referred to as the controllability Grammian Wc ) and
the observability Grammian Wo can be defined as the solutions of the equations:
AWr + Wr AT = BB T (5.7)
AT Wo + Wo A = C T C (5.8)
Eqns. (5.7 and 5.8) are called the Lyapunov equations of the system.
If the eigenvalues of A are assumed to be strictly in the left half-plane then we can define
the controllability-reachability Grammian and the observability Grammian, respectively, as
:
Z
Wr = exp(At)BB T exp(AT t)dt (5.9)
0
Z
Wo = exp(AT t)C T C exp(At)dt (5.10)
0
The state space representation is controllable if and only if Wr is positive semi-definite

and is observable if and only if Wo is positive semi-definite.
Proposition 1 For two algebraically equivalent systems with state vectors x and x the fol-
lowing relations exist:
Wr = T Wr T T (5.11)
1
Wo = T T Wo T 1 (5.12)
where T is the n n non-singular matrix such that x = T x.

5.1 Introductions 71
The proof has been provided in [30].
Proposition 2 The eigenvalues i of the product matrix Wr Wo are invariant quantities

under any state coordinate transformation.
Proof : Let us consider, in fact, the matrix product Wr Wo . Taking into account Eqns.
(5.11-5.12) we have:
Wr Wo = T Wr T T (T T )1 Wo T 1
= T Wr Wo T 1
Definition 3 If a system is asymptotically stable, then the Hankel singular values of M (s)
are defined as
1
v (M (s)) = (i (Wr Wo )) 2 , (i = 1, 2, , n)
Generally they are ordered in a decreasing manner for i = 1 to n.
Definition 4 The Markov parameters of a system are defined as
Hk = CAk1 B
The Markov parameters are also given as the values of the system impulse response and
its ith derivative computed at t = 0.
Definition 5 The Hankel matrix is defined as the doubly infinite matrix whose (i, j)th block
is Hi+j1 . Matrix H can be expressed as
H = Mo Mc
being
h iT
Mo = T T T T k T
C A C A C

Mc = B AB Ak B
5.1.4 Matrix Inversion Formulae

Let A be a square matrix partitioned as follows

A11 A12
A :=
A21 A22
where A11 and A22 are also square matrices. Now suppose A11 is nonsingular, then A has
the following decomposition.

A11 A12 I 0 A11 0 I A1
11 A12
=
A21 A22 A21 A1
11 I 0 0 I
with := A22 A21 A1 11 A12 , and A is nonsingular if and only if is nonsingular.
Dually, if A22 is nonsingular then

A11 A12 I A12 A1
22 0 I 0
=
A21 A22 0 I 0 A22 A1
22 A21 I
with := A11 A12 A1

22 A21 , and A is nonsingular if and only if is nonsingular. The

matrix () is called the Schur complement of A11 (A22 ) in A.
Moreover, if A is nonsingular, then
1 1
A11 A12 A11 + A1 1 1
11 A12 A21 A11 A1
11 A12
1
=
A21 A22 1 A21 A111 1
and
1
A11 A12 1 1 A12 A1
22
= 1
A21 A22 A22 A21 1
A22 + A22 A21 A12 A1
1 1 1
22
The above matrix inversion formulae are particularly simple if A is block triangular:
1
A11 0 A1
11 0
=
A21 A22 A1 A A1
22 21 11 A 1
22
1
A11 A12 A1
11 A1 1
11 A12 A22
=
0 A22 0 A1
22
The following identity is also very useful. Suppose A11 and A22 are both nonsingular
matrices, then
1 1
A11 A12 A1
22 A21 = A1 1 1
11 + A11 A12 A22 A21 A11 A12 A21 A1
11
As a consequence of the matrix decomposition formulae mentioned above, we can cal-

culate the determinant of a matrix by using its submatrices. Suppose A11 is nonsingular,
then
det(A) = det(A11 ) det(A22 A21 A1
11 A12 )
On the other hand, if A22 is nonsingular, then
det(A) = det(A22 ) det(A11 A12 A1

22 A21 )
In particular, for any B Cmn and C Cnm , we have

Im B
det = det (In + CB) = det(Im + BC)
C In
and for x, y Cn
det (In + xy ) = 1 + y x
5.2 Model Reduction by Balanced Truncation 73
5.2 Model Reduction by Balanced Truncation

5.2.1 Balanced Realization
In [31, 32], the idea of balanced realization of a stable transfer function is derived from the
concept of principal component analysis in statistical methods: that is, the controllability
and observability grammians are supposed to be decomposed into principal components for
evaluating the contribution of each mode.
The key property of a balanced realization is that the state coordinate basis is selected
such thatP the controllability and observability grammians
P are both equal to some diagonal
matrix , normally with the diagonal entries of in descending order. The state space
representation is then called balanced realization. The magnitudes of the diagonal entries
reflect the contributions of different entries of the state vector to system responses. The
state vector entries that contribute the least are associated with the smallest i . Thus, we
can use truncation to eliminate the unimportant state variables from the realization. The
following two Lyapunov equations give the relation to the system matrices A, B, C for a
balanced realization:
A + AT + B B T = 0 (5.13)
A + AT + C T C = 0 (5.14)
Hence = diag [i ] and 1 2 n . The i are termed the Hankel singular
values of the original system.
Let us consider how a balanced realization may be obtained [33].
Let P and Q be respectively the controllability and observability grammians associated
with an arbitrary minimal realization {A, B, C} of a stable transfer function, respectively.
Since P and Q are symmetric, there exist orthogonal transformations Uc and Uo such that
P = Uc Sc UcT (5.15)
Q = Uo So UoT (5.16)
where Sc , So are diagonal matrices. The matrix
H = So1/2 UoT Uc Sc1/2 (5.17)

is constructed and a singular value decomposition is obtained from it:
H = UH SH VHT (5.18)
Using these matrices, the balancing transformation is given by
1/2
T = Uo So1/2 UH SH (5.19)
The balanced realization is

A B T 1 AT T 1 B
= (5.20)
C D TC D
Through simple manipulations it can be confirmed that

1
T T QT = T 1 P T T = SH
5.2.2 Balanced Truncation

A B
Consider a stable system G RH and suppose G = is a balanced realization.
C D
Denoting the balanced Grammians by , we have
A + A + B B = 0 (5.21)
A + A + C C = 0 (5.22)
Now partition the balanced Grammian as

1 0
=
0 2
and partition the system accordingly.

A11 A12 B1
G = A21 A22 B2
C1 C2 D
Then Eqns. (5.21 and 5.22) can be written in terms of their partitioned matrices as
A11 1 + 1 A11 + B1 B1 = 0 (5.23)

1 A11 + A11 1 + C1 C1 = 0 (5.24)
A21 1 + 2 A12 + B2 B1 = 0 (5.25)
2 A21 + A12 1 + C2 C1 = 0 (5.26)
A22 2 + 2 A22 + B2 B2 = 0 (5.27)
2 A22 + A22 2 + C2 C2 = 0 (5.28)
By virtue of the method adopted to construct , the most energetic modes of the system
are in 1 and the less energetic ones are in 2 . Thus, the system with 1 as its balanced
grammian would be a good approximation of the original system.
Thus the procedure to obtain a reduced order model would be
Obtain the balanced realization of the system.
Choose an appropriate order r, of the reduced order model. Partition the system
matrices accordingly.

A11 B1
The reduced order model obtained as Gr =
C1 D
5.2.3 Steady State Matching

Steady State Error
The algorithm discussed above has a basic disadvantage.. Though the responses of the
reduced system get closer and closer to the original system, there is no certainty that they
would match at steady state. This is because of the upper bound on the approximation error
is dependent on the ignored Hankel singular values.
1 1

C jI A B C1 jI A11 B1 2 (r+1 + + n )

= 2Tr (2 )
This steady state error occurs because the ignored states even if not contributing much
to the dynamics of the system, do contribute to its steady state. Hence, they should be
considered while deriving the reduced order model without steady state error. This steady
state error can be eliminated by modifying the reduced order model using the concept of
singular perturbations.
Steady State Error Elimination
Consider the balanced realization of the full model as

x A11 A12 x B1
= + u (5.29)
z A21 A22 z B2

x
y = C1 C2 + Du
z
Assuming that the states z are fast and stable, they would settle quickly and hence it
can safely be assumed that z = 0. Hence,
x = A11 x + A12 z + B1 u (5.30)

0 = A21 x + A22 z + B2 u (5.31)
Thus, z can be computed to be
z = A1 1
22 A21 x A22 B2 u (5.32)
Now, using Eqn. (5.32) in Eqn. (5.29), the modified reduced order system

A11 A12 A1
22 A21 B1 A12 A1
22 B2
Gr = 1 1 (5.33)
C1 C2 A22 A21 D C2 A22 B2
5.2.4 Reduction of Unstable Systems by Balanced Truncation

Unstable systems cannot be directly reduced using balanced truncation. Thus, the following
method proposed in [35] needs to be adopted.
The original system is transformed through schur transformations into

x1 A Ac x1 B
= + U (5.34)
x2 0 A+ x2 B+

x1
y = C C+ + DU
x2
where, the A has all its eigenvalues stable and A+ has all its eigenvalues unstable.
This is system is then converted to two systems S1 and S2 with
S2 x2 = [A+ ] x2 + [B+ ] U (5.35)

U
x1 = [A ] x1 + B Ac
S1 x2 (5.36)
U
y = [C ] x1 + D C+
x2
Now, using the above described methods, a reduced order model can be obtained for the
0
stable system S1 . Let the reduced system obtained from S1 represented as S1

U
z = [Ar ] z + BrU Brx2
0
S1 x2 (5.37)
U
y = [Cr ] z + DrU Drx2
x2
The reduced order model for the original system can then be formulated as

z Ar Brx2 z BrU
= + U (5.38)
x2 0 A+ x2 B+

z
y = Cr Drx2 + [DrU ] U
x2
Thus, even unstable systems can be reduced using balanced truncation.
5.2.5 Properties of Truncated Systems

Lemma 1 Suppose X is the solution of the Lyapunov equation
A X + XA + Q = 0 (5.39)
then
1. Re (i (A)) 0 if X > 0 and Q 0

2. A is stable if X > 0 and Q > 0
3. A is stable if X 0, Q 0 and (Q, A) is detectable.
Proof : Let be an eigenvalue of A and v 6= 0 be a corresponding eigenvector, then

Av = v. Premultiply Eqn. (5.39) by v and postmultiply it by v to get
2Re ( (v Xv)) + v Qv = 0
Now, if X > 0 and v Xv > 0, and it is clear that Re() 0 if Q 0 and Re() < 0
if Q > 0. Hence, (1) and (2) hold. To see (3), we assume Re() 0. Then we must have
v Qv = 0, i.e., Qv = 0. This implies that is an unstable and unobservable mode, which
contradicts the assumption that (Q, A) is detectable.
Lemma 2 Consider the Sylvester equation
AX + XB = C (5.40)
where A Fnn , B Fmm and C Fnm are given matrices. There exists a unique
solution X Fnm if and only if i (A) + j (B) 6= 0, i = 1, 2, , n, j = 1, 2, , m.
Proof : Eqn. (5.40) can be written as a linear matrix equation by using the Kronecker
product:
T
B A vec(X) = vec(C)
Now that equation has a unique solution if and only if B T A is nonsingular. Since
the eigenvalues of B T A have the form i (A) + j (B T ) = i (A) + j (B), the conclusion
follows.
Theorem 1 Assume that 1 and 2 have no diagonal entries in common. Then both sub-
systems (Aii , Bi , Ci ), i = 1, 2 are asymptotically stable.
Proof : It is sufficient to show that A11 is asymptotically stable. The proof for the
stability of A22 is similar.
Since is a balanced realization, by the properties of SVD, 1 can be assumed to be
positive definite without loss of generality. Then it is obvious that i (A11 ) 0 by the Lemma
1. Assume that A11 is not asymptotically stable, then there exists an eigenvalue at j for
some . Let V be a basis matrix for ker(A11 jI). Then

A11 jI V = 0 (5.41)
which gives

V A11 + jI = 0
Adding and subtracting j1 , Eqns. (5.23 and 5.24) can be rewritten as


A11 jI 1 + 1 A11 + jI + B1 B1 = 0 (5.42)

1 A11 jI + A11 + jI 1 + C1 C1 = 0 (5.43)
Multiplication of Eqn. (5.43) from right by V and from left by V gives V C1 C1 V = 0,
which is equivalent to
C1 V = 0.
Multiplication of Eqn. (5.43) from the right by V now gives

A11 + jI 1 V = 0
Analogously, first multiply Eqn. (5.42) from the right by 1 V and from the left by V 1
to obtain
B1 1 V = 0
Then multiply Eqn. (5.42) from the right by 1 V to get

A11 jI 21 V = 0

It follows that the columns of 21 V are in ker A11 jI . Therefore, there exists a
matrix 1 such that
21 V = V 21
Since 21 is the restriction of 21 to the space spanned by V, it follows that it is possible
to choose V such that 21 is diagonal. It is then also possible to choose 1 diagonal and such
that the diagonal entries of 1 are a subset of the diagonal entries of 1 .
Multiply Eqn. (5.25) from the right by 1 V and Eqn. (5.26) by V to get
A21 21 V + 2 A21 1 V = 0
2 A21 V + A12 1 V = 0
which gives

A21 V 21 = 22 A21 V
This is a Sylvester equation (refer [34]) in A21 V. Because 21 and 22 have no diagonal
entries in common it follows from Lemma 2 that
A21 V = 0 (5.44)
is the unique solution. Now Eqn. (5.44 and 5.41) imply that

A11 A12 V V
= j
A21 A22 0 0
which means that A-matrix of the original system has an eigenvalue at j. This con-
tradicts the fact that the original system is asymptotically stable. Therefore, A11 must be
asymptotically stable.
Theorem 2 Suppose G(s) RH and

A11 A12 B1
G(s) = A21 A22 B2
C1 C2 D
is a balanced realization with Grammian =diag(1 , 2 ).
1 = diag(1 Is1 , 2 Is2 , , r Isr )

2 = diag(r+1 Isr+1 , r+2 Isr+2 , , N IsN )
and
1 > 2 > > r > r+1 > > N
where i has multiplicity si , i = 1, 2, , N and s1 + s2 + + sN = n. Then the truncated
system

A11 B1
Gr (s) =
C1 D
is balanced and asymptotically stable. Furthermore
kG(s) Gr (s)k 2 (r+1 + r+2 + + N )

and the bound is achieved if r = N 1, i.e.,
kG(s) GN 1 (s)k = 2N
Proof : The stability of Gr follows from Theorem 1. We shall now give a direct proof
of the error bound for the case si = 1 for all i. Hence, we assume si = 1 and N = n.
An alternative proof will be given later where the singular values i are not assumed to be
distinct.
Let
1
(s) : = sI A11
(s) : = sI A22 A21 (s)A12
B(s) : = A21 (s)B1 + B2
C(s) : = C1 (s)A12 + C2
then using the partitioned matrix results in section 5.1.4,
G(s) Gr (s) = C(sI A)1 B C1 (s)B1

sI A11 A12 1 B1
= C1 C2 C1 (s)B1
A21 s A22 B2
C(s) 1 (s)B(s)
computing this quantity on the imaginary axis to get
h i
[G(j) Gr (j)] = 1/2
max 1
(j)B(j)B
(j) 1
(j)C
(j)C(j) (5.45)
Expressions for B(j)B (j) and C (j)C(j) are obtained by using the partitioned
form of the internally balanced Grammian equations ( Eqns. (5.23-5.28).)
An expression for B(j)B (j) is obtained by using the definition of B(s), substituting
for B1 B1 , B1 B2 and B2 B2 from the partitioned form of the grammian Eqns. (5.23-5.25), we
get
B(j)B (j) = (j)2 + 2 (j).
The expression for C (j)C(j) is obtained analogously and is given by
C (j)C(j) = 2 (j) + (j)2 .
These expressions for B(j)B (j) and C (j)C(j) are then substituted in Eqn. (5.45)
to obtain

[G(j) Gr (j)] = 1/2
max 2 + 1
(j) 2
(j) 2 + 1
(j) 2 (j)
Now consider one-step order reduction, i.e., r = n 1, then 2 = n and

[G(j) Gr (j)] = n 1/2
max 2 + 1 (j) [2 + (j)] (5.46)
where := 1 (j)(j) = 1 is an all pass scalar function. (This is the only place
we need the assumption of si = 1). Hence |(j)| = 1.
Using the triangle inequality we get
[G(j) Gr (j)] n [1 + |(j)|] = 2n (5.47)

This completes the bound for r = n 1.
The remainder of the proof is achieved
by using the order reduction by one step results and
A11 B1
by noting that Gk (s) = obtained by the k-th order partitioning is internally
C1 D
balanced with balanced grammian given by
1 = diag (1 Is1 , 2 Is2 , , k Isk )
Let Ek (s) = Gk+1 (s) Gk (s) for k = 1, 2, , N 1 and let GN (s) = G(s). Then
[Ek (j)] 2k+1
since Gk (s) is a reduced order model obtained from the internally balanced realization of
Gk+1 (s) and the bound for one step reduction, Eqn. (5.47) holds.
Noting that
N
X 1
G(s) Gr (s) = Ek (s)
k=r
by definition of Ek (s), we have

N
X 1 N
X 1
[G(j) Gr (j)] [Ek (s)] 2 k+1
k=r k=r
This is the desired upper bound.

To see that the bound is actually achieved when r = N 1, we note that (0) = I. Then
the right hand side of Eqn. (5.46) is 2N at = 0.
5.2.6 Frequency-Weighted Balanced Model Reduction

Given the original full order model G RH , the input weighting matrix Wi RH and
the output weighting matrix Wo RH , our objective is to find a lower order model Gr
such that
kWo (G Gr ) Wi k
is made as small as possible. Assume that G, Wi and Wo have the following state space
realizations.

A B Ai Bi Ao Bo
G= , Wi = , Wo =
C 0 Ci Di Co Do
with A Rnn . Note that there is no loss of generality in assuming D = G() = 0 since
otherwise it can be eliminated by replacing Gr with D + Gr .
Now the state space realization for the weighted transfer matrix is given by

A 0 BCi BDi
Bo C A o 0 0 A B
Wo GWi = 0
=:

0 Ai Bi C 0
Do C Co 0 0
Let P and Q be the solutions of the following Lyapunov equations
AP + P A + B B = 0 (5.48)
QA + A Q + C C = 0 (5.49)
Then the input weighted Grammian P and output weighted Grammian Q are defined by

In
P : = In 0 P
0

In
Q : = In 0 Q
0
It can be shown easily that P and Q can satisfy the following lower order equations

A BCi P P12 P P12 A BCi BDi BDi
+ + = 0
0 Ai
P12 P22
P12 P22 0 Ai Bi Bi

Q Q12 A 0 A 0 Q Q12 C Do C Do
+ + = 0
Q12 Q22 Bo C Ao Bo C Ao
Q12 Q22 Co Co
The computation can be further reduced if Wi = I or Wo = I. In the case of Wi = I, P

can be obtained from
P A + AP + BB = 0 (5.50)
while in the case of Wo = I, Q can be obtained from
QA + A Q + C C = 0 (5.51)
Now let T be a nonsingular matrix such that

1
T P T = T 1 QT 1 =

2
(i.e., balanced) with
1 = diag(1 Is1 , 2 Is2 , , r Isr )

2 = diag(r+1 Isr+1 , r+2 Isr+2 , , n Isn )
and partition the system accordingly as

1
A11 A12 B1
T AT TB
= A21 A22 B2
T 1 C 0
C1 C2 0
Then the reduced order model Gr is obtained as

A11 B1
Gr =
C1 0
Remark 5 Unfortunately, there is generally no known a priori error bound for the approx-
imation error and the reduced model Gr is not guaranteed to be stable either.
5.3 Model Reduction by Impulse/Step Error Minimiza-

tion
In this approach, an error function, which is constructed from the time responses of the sys-
tem and the reduced order models is converted into frequency domain and the minimization
is carried out in this domain. The denominator is selected by retaining the dominant poles
5.3 Model Reduction by Impulse/Step Error Minimization 83
or by the Routh model. The numerator of the reduced order model is obtained by minimiz-
ing the step/impulse response error along with a steady state constraint. The step/impulse
error is directly expressed in terms of the model parameters by evaluating certain integrals
which need the inversion of rth and (n + r)th order matrices. The impulse/step response er-
ror function minimization problem is converted to a problem of solving simultaneous linear
equations. These equations are solved to obtain the model parameters uniquely.
5.3.1 Impulse Error Minimization

Let the transfer function of an nth order SISO system be given as
a0 + a1 s + + an1 sn1
H(s) = (5.52)
b0 + b1 s + + bn1 sn1 + bn sn
and the rth order (r < n) reduced order model of the system (5.52) with unknown coef-
ficients given by
c0 + c1 s + + cr1 sr1
Hr (s) = (5.53)
d0 + d1 s + + dr1 sr1 + dr sr
The denominator coefficients of Hr (s) are obtained by dominant pole retention or Routh
approximation methods. The numerator is obtained by minimizing the impulse response
error while satisfying the steady state constraint.
To match the steady state values of the system and the model,
c0 a0
=
d0 b0
Let h(t) and hr (t) be the impulse response of the system and the reduced model, then
the impulse response error is defined as
Z
e , kh(t) hr (t)k2 = [h(t) hr (t)]2 dt
0
Z Z Z
2
= h (t)dt+ h2r (t)dt 2 h(t)hr (t)dt (5.54)
0 0 0
or
Z
j Z
j Z
j
1 1 2
e= H(s)H(s)ds + Hr (s)Hr (s)ds H(s)Hr (s)ds
2j j 2j j 2j j
(5.55)
The integrals in Eqn. (5.55) can be evaluated by a process given in [36] in terms of the
coefficients ai , bi of H(s) and ci , di of Hr (s). A table providing the values of the definite
integrals in terms of the coefficients has also been provided in [37]. Only the coefficients
1
R
j
ci , i = 1, 2, , r 1 are unknown at this stage. The integral 2j j
H(s)Hr (s)ds can
also be expressed in terms of ci , by extending the approach in [36] and is discussed in [38].
Thus,
e = K + Ar1 [En1 + Dr1 ]
where the components Ar1 , En1 , Dr1 are computed by solving the following equations.
The value of Ar1 can be found from the solution of
BA = C (5.56)
where,

d0 0 0
d2 d1 d0 0
..

B = d4 d3 .
. .
.. ..
0 0 (1)r1 dr1

A0 C0
A1 C2

.. ..
A = . ,C = .

Ar2 C2r4
Ar1 C2r2
where
m
X
2Cm = (1)k ck cmk for 0 m r 1
k=0
r1
X
= (1)k ck cmk for r m 2r 2
k=mr+1
Here, the vectors A and C are unknown. By inverting D, an expression for Ar1 can be
developed i.e.,

Ar1 = Last Row of B 1 [C] (5.57)
Similarly the third term for the expression of e (En1 +Pr1 ) can be obtained by solving

d0 0 0 0 b0 0 0 E0 P0
d1 d0 0 0 b1 b0 0 E1 P1
..
d2 d1 d0 0 b2 b1 0 P2
.
d3 d2 d1 0 b3 b2 0 ..
En1 = . (5.58)
.. .. .. .. .. .. ..
. . . . . . . D0
..
. Pn+r2
0 0 0 (1)r dr 0 0 bn Dr1 Pn+r1
where
m
X
Pm = (1)mk ak cmk for 0 m r 1
k=0
m
X
= (1)mk ak cmk for r m n 1
k=mr+1
n1
X
= (1)mk ak cmk for n m n + r 1
k=mr+1
or symbolically N F = P where N is a (n + r) (n + r) known square matrix, F and P

are (n + r) 1 unknown vectors. Again by inverting N, the [En1 + Pr1 ] can be evaluated
as
h i
[En1 + Dr1 ] = nth row of N 1 + (n + r)th row of N 1 [P ] (5.59)
Thus, the expression for e becomes
h i
e = K + Last Row of B 1 [C] + nth row of N 1 + (n + r)th row of N 1 [P ] (5.60)
The minimization of e with respect to ci , will yield (r 1) linear equations which can
be solved to obtain a unique solution and thus ci , i = 1, 2, , r 1 can be obtained. Differ-
entiating to find the minimizers,
e
= 0, i = 1, 2, , r 1
ci
Ar1 [En1 + Pr1 ]
= =0
ci ci
Now,

C0

C2

Ar1 = 0 1 r1 ..
.
C2r2

where, 0 1 r1 is the last row of B 1 or

0.5c20
c0 c2 0.5c21

..

Ar1 = 0 1 r1 . (5.61)

cr3 cr1 + 0.5cr2
0.5c2r1
= Q (5.62)
The last term in the column vector in Eqn. (5.61) is c2r1 for r being odd. Differentiating,
we get
(r1)/2
Ar1 X
= j+i c2i for even j (5.63)
cj i=0
(r1)/2
X
= j+i c2i1 for even j
i=1
From Eqn. (5.63), the following may be inferred:
1. for r - even
(a) for i-even, all terms from q0 to qi2 are zeros, from qi to qr+i2 are cj , j =
0, 2, , r 2, and from qr+i to q2r2 are zeros.
(b) for i-odd, all terms from q0 to qi1 are zeros, from qi+1 to qr+i1 are -cj , j =
1, 3, , r 1, and from qr+i+1 to q2r2 are zeros.
2. for r - odd
(a) for i-even, all terms from q0 to qi2 are zeros, from qi to qr+i3 are cj , j =
0, 2, , r 1, and from qr+i1 to q2r2 are zeros.
(b) for i-odd, all terms from q0 to qi1 are zeros, from qi+1 to qr+i2 are -cj , j =
1, 3, , r 2, and from qr+i to q2r2 are zeros.
Again,

P0
P1

[En1 + Dr1 ] = 0 1 2 n+r1 P2
..
.
Pn+r1
where,
i = pi + ri , i = 0, 1, , n + r 1 (5.64)
pi and ri are the elements of the nth and the (n + r)th rows of N 1 . Thus,

a0 c0
a1 c0 a0 c1

a2 c0 a1 c1 + a0 c2

..

[En1 + Dr1 ] = 0 1 2 n+r1 . (5.65)

an1 cr2 an2 cr1

an1 cr1
0
Thus,
n1
X
[En1 + Dr1 ] j
= (1) i+j ai , j = 1, , r 1 (5.66)
cj i=0
Using Eqns. (5.63 and 5.66), the set of differential equations

e Ar1 [En1 + Pr1 ]
= =0
ci ci ci
can be expressed thus, in matrix form as,
If r is even

1 0 2 0 r/2 c1 1 2 n a0
0 2 0 r/2 0 c2 2 3 n+1 a1

2 0 3 0 r2 +1 c3 3 4 n+2 a2
.. .. .. .. .. ..
..
. . . . = . . .
.. .. .. ..
. . . .

0 r/2 0 r2 0 cr2 r2 r1 n+r2 an2
r/2 0 r2 +1 0 r1 cr1 r1 r n+r1 an1

0
1 c0

0

2 c0 (5.67)
..
.

r/2 c0
0
If r is odd

1 0 2 r1 0
c1 1 2 n a0
0 2 0 0
2
r+1
c2 2 3 n+1 a1
2
2 0 3 r+1 0 c3 3 4 n+2 a2
2 .. .. ..
.. .. .. ..
. . . . = . . .
.. .. .. ..
. . . .

r1 0 r+1 r2 0 cr2 r2 r1 n+r2 an2

0
2
r+1 0
2
0 r1 cr1 r1 r n+r1 an1
2

0
1 c0

0

2 c0
(5.68)
..
.

0
r1
2
or symbolically
MC = (5.69)
where M is a known ((r 1) (r 1)) known matrix and is an ((r 1) 1) known
vector. Thus. C can be uniquely obtained from the above set of equations. For existence of
a unique solution, the matrix M must be non-singular.
5.3.2 Step Error Minimization

The model reduction approach using step response error minimization has been handled by
Lamba et al in [39]. Let C(t) and Cr (t) be the step response of the system and the reduced
order model, the step response error is given by
e = kC(t) Cr (t)k
= kg(t) gr (t)k (5.70)
where g(t) = C() C(t) and gr (t) = Cr () Cr (t) are the transient part of the step
response. To match steady state values of the system and the model.,
c0 a0
Cr () = = C() =
d0 b0
Then, G(s) = L1 [g(t)] and Gr (s) = L1 [gr (t)] can be expressed as
C() H(s) a0 a0 + a1 s + + an1 sn1

G(s) = =
s s b0 s (b0 + b1 s + + bn sn ) s
a0 + a1 s + + an1 sn1
=
b0 + b1 s + + bn s n
and
c0 + c1 s + c2 s2 + + cr1 sr1
Gr (s) =
d0 + d1 s + d2 s2 + + dr sr
where
a0 a0
ai = bi+1 ai+1 , i = 0, 1, , n 2, an1 = bn (5.71)
b0 b0
and
c0 c0
ci = di+1 ci+1 , i = 0, 1, , r 2, cr1 = dr (5.72)
d0 d0
Then,
e = kg(t) gr (t)k2 = kg(t)k2 + kgr (t)k2 2 hg(t), gr (t)i

j
Z Z
j Z
j
1
= G(s)G(s)ds+ Gr (s)Gr (s)ds+ G(s)Gr (s)ds
2j j j j
The integrals can be evaluated as for the impulse error case, then

e = K + A En1 + Dr1
here cr1 is completely known from Eqn. (5.72). Thus, the minimization of e with respect
to ci , i = 0, 1, , r 2 by
e
= 0, i = 0, 1, 2, , r 2
ci
yields (r 1) linear equations, which can be obtained with reasonable effort by applying
a procedure similar to that for the impulse error minimization. These equations can be
represented in matrix form as

0 0 1 r/21 c0 0 1 n1 a0
0 1 0 0 c1 1 2 n a1

1 0 2 r/2 c2 2 3 n+1 a2

.. .. .. .. .. = .. .. .. ..
. . . . . . . . .

0 r/21 r3 0 cr3 r3 r2 n+r4 an2
r/21 0 r/2 r2 cr2 r2 r1 n+r3 an1

0
r/2 cr1

0

.. (5.73)
.

r2 cr1
0
for r- even.
For r- odd, the matrix equation is

0 0 1 r3 0 c0 0 1 n1 a0
2
0 1 0 0 r1
c1 1 2 n a1
2

1 0 2 r1 0 c2 2 3 n+1 a2
.. .. ..
2
.. .. = .. .. .. ..
. . . . .
. . . .
c r3 r2 n+r4 an2
r3
2
0 r1 r3
2
r3
0 r1 0 r2 cr2 r2 r1 n+r3 an1
2

r1 cr1
2
0

r+1 cr1

..
2
(5.74)
.

0
r2 cr1
or symbolically
RC = T (5.75)
where,
R is a known ((r 1) (r 1)) matrix and T is a known ((r 1) 1) vector. Thus
C can be uniquely found. To find the coefficients ci , i = 1, , r 1 the following matrix
equation can be used.

c1 d1 c0
c2 d2 c1

c3 c d3 c2
0
.. = .. .. . (5.76)
. d0 . .

cr2 dr2 cr3
cr1 dr1 cr2
Thus the reduced order model can be obtained.
5.4 Optimal Model Order Reduction Using Wilsons

Technique
The problem of deducing a reduced order model of a large system by error minimization was
considered by Wilson first in [?, ?]. The full and reduced order models were represented in
state space form and the error in their impulse response or white noise response is reduced.
5.4.1 Impulse Error / White Noise Error Minimization

The technique can be used for the reduction of multivariable systems represented in the
following structure.
x = Ax + Bu (5.77)
y = Hx
where, x Rn , u Rm , y Rp .
The problem is to find an rth order reduced state-space representation with p r n of
the form
5.4 Optimal Model Order Reduction Using Wilsons Technique 91
xr = Ar xr + Br u (5.78)
yr = Hr xr
To synthesize the reduced order model given by Eqn. (5.78), a functional of the reduction
error will be minimized which is given as
Z
J = eT (t)e(t)dt
0
where, e(t) = y(t) yr (t) = Hx(t) Hr xr (t)
eT (t)e(t) = [Hx(t) Hr xr (t)]T [Hx(t) Hr xr (t)]

T T
H T H H T Hr x
= x xr
HrT H HrT Hr xr
= ZT M Z (5.79)
where,

x
Z = (5.80)
xr

H T H H T Hr
M =
HrT H HrT Hr
Now,
Z

J= Z T (t)M Z(t) = Z T (0)P Z(0) = Tr P Z(0)Z T (0) (5.81)
0
It was shown by Wilson [?] that the minimization of J with respect to the parameters of
Ar , Br , Hr involves the solution of the matrix equations
FTP + PF + M = 0 (5.82)
F R + RF T + S = 0 (5.83)
where,

T BN B T BN BrT
S = Z(0)Z (0) = J = Tr(P S)
Br N B T Br N BrT
N = p p positive definite, symmetric noise matrix.

A 0
F =
0 Ar
Z

R = Z(t)Z T (t)dt J = Tr(M R) = Tr(RM )

0
It is a well known fact that R would the solution of the linear matrix equation (5.83).
Now, consider the problem of finding the derivatives of the cost function above with
respect to a parameter appearing in the elements of F and M.

J P S
= Tr S + Tr P (5.84)

Considering the evaluation of J, by using white noise input would give J =Tr(M R) =Tr(RM )
Substituting for S in Eqn. (5.84)

J P P T S
= Tr F R Tr RF + TrP

P S
= 2Tr F R + Tr P (5.85)

Differentiating Eqn. (5.82), we have
P F P F T M
F +P +F + P+ =0 (5.86)

Postmultiplying by R and taking trace

P R P
0 = Tr F R + Tr P R + Tr F R

T
F M
+Tr P R + Tr R

P F M
2Tr FR = 2Tr P R + Tr R (5.87)

Substituting Eqn. (5.87) in Eqn. (5.85)

J F M S
= 2Tr P R + Tr R + Tr P (5.88)

Since P and R are symmetrical matrices, let

P11 P12 R11 R12
P = T ,R = T
P12 P22 R12 R22
It has been shown with considerable elaboration in Wilsons paper that using Eqn. (5.88)
for the derivative of the cost function with respect to the parameters in F ,M and S, the
following conditions on Ar , Br and Hr can be found
J
1. Equating = 0, where br is an element of Br ,
br
1 T
Br = P22 P12 B (5.89)
5.4 Optimal Model Order Reduction Using Wilsons Technique 93
J
2. Equating = 0, where hr is an element of Hr
hr
1
Hr = HR12 R22 (5.90)
J
3. Equating = 0, where ar is an element of Ar
ar
1 T 1
Ar = P22 P12 AR12 R22 (5.91)
1 T 1
Defining 1 = P22 P12 and 2 = R12 R22 , we get
xr = 1 A2 xr + 1 Bu (5.92)
y = H2 xr
The solution equations, Eqns. (5.89 - 5.91) contain four unknown matrices. The following
relation is available to have four relations for the four unknown matrices.
T
R12 P12 + R22 P22 = 0
However, no explicit solution for these matrices is apparently possible. It is possible to

think in terms of the two composite unknown matrices 1 and 2 which define the reduced
model equation. Two equations in terms of 1 and 2 can also be obtained by substituting
relations in Eqn. (5.92) in Eqns. (5.82 and 5.83).
This yields a set of nonlinear equations in 1 and 2 with unique solutions. Select-
ing Ar and Br by Routh approximations, the unknown Hr can be evaluated of the above
deliberations in the following manner.
From Eqn. (5.83), we get,

A 0 R11 R12 R11 R12 A 0 BN B T BN BrT
T + T + =0
0 Ar R12 R22 R12 R22 0 Ar Br N B T Br N BrT
which implies
AR12 + R12 ATr + BN BrT = 0 (5.93)

Ar R22 + R22 ATr + Br N BrT = 0 (5.94)
Eqns. (5.93 and 5.94) are Sylvester equations in R12 and R22 . Solving them would lead to
the unique solution of Hr using Eqn. (5.90). A more detailed discussion is provided in [42].
Chapter 6
Pole Placement Techniques
6.1 Introduction
The design of control system by pole assignment has two main features - the choice of pole
locations to meet the design specification and the design of the controller to achieve these
desired pole locations. In dealing with pole assignment it should be remembered that it deals
basically with the design of system transient response, a very specific quantity. Since this
is but one aspect of system design in some ways pole assignment is restricted, specialized
design technique in case of SISO systems. On the other hand, in multivariable system design
it is a very direct way of bringing out and exploiting the extra degrees of freedom inherent in
multi-input systems and it is likely that a complete solution to the pole assignment problem
will provide a vehicle for a much broader design than purely transient response.
6.2 What Poles to Choose ?

6.2.1 General
The transfer function of a linear time-invariant model of a single-input single-output system
can be represented in pole-zero configuration as
k (s z1 ) (s z2 ) (s zm )
G(s) = ,n m
(s p1 )(s p2 ) (s pn )
k1 k2 kn
= + + + (6.1)
(s p1 ) (s p2 ) (s pn )
It is uniquely defined by its poles s = p1 , p2 , , pn , and its zeros s = z1 , z2 , , zm and
the gain multiplier k. The unit impulse response
g(t) = k1 ep1 t + k2 ep2 t + + kn epn t
is closely linked to the pole-zero configuration. It is this link which is main attractions
of the technique, it allows the time response to be interpreted from the pole-zero locations
and conversely, it specifies where the poles and zeros should assigned to achieve a desired
time response and other system specifications.
95
6.2.2 Interpretation of Responses from Pole-Zero Locations

Single real pole
1
G(s) = , g(t) = eat
s+a
1
As the pole is moved to the left, the response speeds up; time constant is , the response
a
is substantially complete in five time constants.
Two poles
In the normalized form
n2
G(s) = ,0 < 1
s2 + 2n s + n2
has a complex-conjugate
p pair lying on semicircle of radius n with real parts= n and
2
imaginary parts=n (1 ) = damped oscillation frequency of response. Time to first

peak of step response is . Thus moving out on the radius from the origin speeds up the
n
response with its form unchanged, moving away from negative-real axis reduces damping.
= 1, double pole at s = n , critically damped response. 1 < 2, two real poles, one
moving to s = and the other to s = 0 as is increased.
Addition of a real pole to complex-conjugate pair
n2
G(s) =
(s2 + 2n s + n2 ) (s + a)
When the pole is well to the left, the residue at the real pole would be small and the
contribution to response over in short time, so effect is negligible. As a decreases, the effect
is stabilizing; response is aperiodic when a n , and becoming sluggish.
Addition of a real zero to complex-conjugate pair

s
n2
1+
a
G(s) = 2
(s + 2n s + n2 )
1
The addition of a zero adds derivative of the original system response scaled by ,
a
having a destabilizing effect as a is reduced.
6.3 Pole Assignment in Single Input Systems 97
Poles well to the left

If well to the left, the effect is negligible as in 6.2.2 above, and as a rule of thumb poles
can be neglected if the real parts are at least six times as far from the imaginary axis as
dominant poles.
Dipoles
Poles and zeros close together are called as dipoles. They effectively cancel and pole has
negligible residue. In the same way a cluster of P poles and Z zeros can be replaced by
(P Z) poles at the centre of gravity.
Broad specification of pole-zero location

As part of the control system specification, the step response rise-time, overshoot and com-
pletion time will be specified. A broad boundary can be placed on the pole zero locations
can be placed as a result. For example, for completion in T sec all poles and zeros must lie
5
to the left of s = ; the precise response is of course determined by actual location of
T
poles within this boundary.
Note : Refer [43] for further explanations in this area.
6.3 Pole Assignment in Single Input Systems

There are now several methods for designing state and output feedback controllers for pole
placement in single-input systems. Attention is mainly restricted here to one particular
method.
6.3.1 State Feedback

The basis of pole assignment stemmed from the state variable representation of linear sys-
tems. This representation and results of optimal control theory led to the concept of feeding
back the system states rather than a single input as in the case of classical control. The
concept automatically introduces more degrees of freedom in the state-feedback coefficients,
for freer pole assignment than in the classical case. It also allows direct choice of coefficients
rather than the iterations of the classical method.
State Feedback for Pole Assignment

Consider a completely controllable and completely observable system single-input system.
x = Ax + bu (6.2)
y = Cx
where x is a n-column state vector, u is the scalar-control input and y is a p-column

output vector. The aim is to find the relation between the states and the input (u = F x)
so that the system responds in a desired manner (i.e., the closed loop pole assignment, pole
placement region, performance criteria conformation etc.,).
As discussed above, the state feedback method is used to design a controller that would
generate a control input as a linear combination of the system states.
Xn
u= ki xi = kx (6.3)
i=1
where k is a n-column gain vector. If the poles of the closed loop system need to be placed
at specific locations, then the state feedback gain that would achieve it can be computed in
the following manner.
1. Transform the system representation (A, B) into its controllable canonical form (Ac , Bc )
using a transformation, say T z = x.
Then the transformation matrix would be T = P M (From [44])
where

P = B AB An1 B

a1 a2 an1 1
a2 a3 1 0

.. .. .. ..
M = . . . .

an1 1 0 0
1 0 0 0
2. Compute the open loop characteristic polynomial and the desired closed loop charac-
teristic polynomial of the system. Let open loop characteristic polynomial be
sn + an1 sn1 + an2 sn2 + + a1 s + a0 = 0 (6.4)
and that desired from the closed loop system be
sn + an1 sn1 + an2 sn2 + + a1 s + a0 = 0 (6.5)

Now, if a state feedback F = f1 f2 fn is applied to the system in the phase
variable canonical form, it is well known that the characteristic polynomial in Eqn.
(6.4) would change to
sn + (an1 + fn1 ) sn1 + (an2 + fn2 ) sn2 + + (a1 + f1 ) s + (a0 + f0 ) = 0 (6.6)
3. Equating the coefficients of the powers of s in Eqns. (6.5 and 6.6), the values of
fi , i = 1, 2, , n and hence F can be found.
4. The state feedback gain F 0 , that gives the desired closed loop characteristic equation
when applied to the (A, B) system representation can be calculated as
F 0 = F T 1 (6.7)
6.3.2 Optimal State Feedback ( Brief Introduction to LQR )

It is often the case that the closed loop system needs to have a minimal value of a cost
function, rather than having a set of pre-determined closed loop poles. The cost function (
or, to be more precise, cost functional) would be of the form [45]
Z

J(u) = xT Qx + uT Ru dt (6.8)
0
The aim is to find an input function u (t) so that J is minimized.

Z

u = min xT Qx + uT Ru dt (6.9)
u 0
Using the relationship between u and x from Eqn. (6.2), and incorporating it into Eqn.
(6.9) with a constant (but unassigned) weighting factor ,

Z
T
u = min x Qx + uT Ru + (x Ax Bu) dt (6.10)
u 0
Now, using the Euler-Lagrange equation
Z

L = min H(p, p)dt H(p, p) = (p , p )

H d H
=
p (p ,p ) dt p (p ,p )
and the Pontryagins maximum principle, we would have
2Qx AT T = = 0
2Ru B T T = 0
Solving for u in terms of x using , we get the optimal state feedback as
u = R1 B T P x (6.11)
where P is the solution of the algebraic Riccati equation
AT P + P A P BR1 B T P + Q = 0 (6.12)
Pole Placement to the left of a line real(s) =

Consider the system in (6.2). It is desired to design a state feedback that would minimize
the performance index specified in (6.9). The procedure discussed in the previous section
performs the task an provides a stabilizing compensator. But, there is no indication of the
degree of stability assured by the compensator. In other words, the distance at which the
poles would lie to the left of the imaginary axis in s plane. Anderson and Moore [46] had
derived a procedure by which the closed loop poles can be obtained with a desired degree of
stability.
Now, we would try to incorporate the constraint of the closed loop poles to be to the
right of a line real(s) = , > 0, by including the factor e2t in the performance index,
thus changing it to
Z
1 T
J1 = x Qx + uT Ru e2t dt (6.13)
2 0
and minimize the index subject to the constraint (6.2).
Let
x = xet , u = uet (6.14)
then Eqn. (6.2) is equivalent to
.
x= (A + I) x + B u (6.15)
and the performance index in (6.13) is equivalent to

Z
1
J1 = xT Qx + uT Ru dt (6.16)
2 0
Now using the Riccati equation

T
A + I P 0 + P 0 (A + I) P 0 BR1 B T P 0 + Q = 0 (6.17)
the optimal state feedback can be calculated as
u = R1 B T P 0 x
uet = R1 B T P 0 et x
u = R1 B T P 0 x (6.18)
Thus, the poles of the closed loop system can be ensured to be to the left of a line
real(s) = by finding the optimal controller for the auxiliary system
.
x= (A + I) x + B u
Pole Placement within a Cone

The procedure of obtaining an optimal controller gain with the closed loop poles within a
cone in the complex s plane was discussed by Pal and Mahalanabis [47]. The technique that
is adapted to obtain the optimal controller gain is as follows.
Consider the transfer function form of the state equation in the space representation
(6.2).
G(s) = (sI A) BK (6.19)

g(s)
= (6.20)
F (s)
where F (s) is the characteristic equation of the state matrix.
F (s) = det (sI A)
Now, consider the return difference of the closed loop system,
T (s) = 1 + K T G(s)
Then, for frequency domain condition for optimality,
T (s)T (s) = 1 + R1 GT (s)QG(s) (6.21)
Note that T (s) can be expressed as

h(s)
T (s) =
F (s)
where h(s) = det (sI A + BK) .
The problem is to choose a Q = ddT , where d is a n-column vector satisfying the criterion
(A, d) being observable. This will render the closed loop system stable [45, 48]. This is done
in the following manner.
Consider the polynomial
H(z) = h1 (z)h2 (z)

h1 (z) = h zej(/2+)

h2 (z) = h zej(/2)
It can be verified that the above transformations translate the cone bounded by lines
tan1 {real(s)/Im(s)} =
in the s plane to the imaginary axis in the complex z plane. Thus checking for the Hurwitz
stability of H(z) ensures that the closed loop poles of the system lie within the stable cone
with an included angle of 2.
Example 8 Consider the system

0 1 0
x = x+ u
1 0 1
then desired = 60 .
SOLUTION: Let
h(s) = s2 + c1 s + c0
H(z) = z 4 + a3 z 3 + a2 z 2 + a1 z + a0
Checking the stability of H(z) using Hurwitz determinants, we obtain
a0 = c20 (6.22)

a1 = 2c0 c1 cos (/2 ) = 3c0 c1 (6.23)
a2 = c21 + 2c0 cos( 2) = c21 + c0 (6.24)

a3 = 2c1 cos(/2 ) = 3c1 (6.25)
0 a1 a2 a3 a21 a0 a23 (6.26)
The last inequality, obtained from the Hurwitz determinant being positive, can be rep-
resented in terms of ci as
c21 c0 c21 c0 0

Choosing c1 = 3/2 and c0 = 3/2 would satisfy make H(z) Hurwitz.
Now,
h(s) = s2 + 1.255s + 1.5
2
T d1 d1 d2
For R = 1, and Q = dd = , we get the equations,
d1 d2 d22
2 q22 = 3/2
1 + q11 = 9/4
from which Q and K are obtained to be

1.25 0.791
Q =
0.791 0.5

K = 0.5 1.225
K is the stabilizing state feedback gain that provides closed loop poles with damping ratio
greater than cos (60 )
6.3.3 Static Output Feedback in Single Input Systems

The state feedback technique is the simplest way of designing a control system, provided, the
state are available for measurement. But, generally, this is not the case. In most practical
system, all states are not measurable, though they are observable. Thus, it would be more
general to find a controller based on the system output.
A static output feedback is of little use in the single input case as it would be able to
match at most the number of poles equal to the number of outputs of the system. Hence,
it would require n-outputs to assign all the n-poles of the system. But, in such a scenario,
the system states themselves would be expressible as linear combinations of the system
outputs. Hence, the output feedback would be a state feedback in disguise and thus of no
real significance.
Since in most cases, the number of outputs is less than the system order, static output
feedback would not be a viable option for single input systems. Hence, the concept of
dynamic output feedback comes into picture.
6.3.4 Dynamic Output Feedback ( SISO Case )

In the dynamic output feedback method, the feedback function is a transfer function rather
than a constant vector, as in the previous cases.
The Guillemin-Truxal Design Procedure

The Guillemin-Truxal method (Refer [49]) is based upon designing a compensator to yield
a specified or desired closed loop system. The design method involves three steps, namely
1. Specifying the desired zeros, poles and numerator constant of the desired closed-loop
C(s)
function
R(s)
2. Solving for the required cascade compensator transfer function Gc (s) for the plant
Gp (s) using the formula
C(s)
Gc (s) = (6.27)
[R(s) C(s)] Gp (s)
3. Synthesizing a physically realizable network, preferably a passive unit.
This method would be able to match both the zeros and poles of the system using a
dynamic compensator. However, the order of the compensator would be large. If the system
has n poles and m zeros, the compensator would be of order (m + n). Moreover, since the
emphasis here is on pole placement, we would look into a dynamic output feedback method
that would place the 2n-poles of the closed loop system. The procedure is thus :
Np (s)
Let the plant have a transfer function Gp (s) = and the dynamic compensator
Dp (s)
Nc (s)
Gc (s) = . The closed loop transfer function then would be
Dc (s)
Gp (s)
G(s) =
1 + Gp (s)Gc (s)
Np (s)Dc (s) C(s)
= =
Np (s)Nc (s) + Dp (s)Dc (s) R(s)
For the compensator to match the 2n poles of the closed loop system, the denominator of
the closed loop system should match R(s). Matching the coefficients of the two polynomials,
one would get 2n linear equations in 2n unknowns, which can be solved to obtain the
numerator and denominator coefficients of the compensator.
If the transfer functions are of the form
P
n1
i=0 ai si
Gp (s) = Pn
sn + i=0 bi si
P
n1
i=0 ci si
Gc (s) =
P
n1
sn + i=0 di si
2n1
X
R(s) = sn + gi si
i=0
then the linear equations would be

b0 0 0 a0 0 0 d0 g0 0
b1 b0 0 a1 a0 0 d1 g1 0
.. .. .. .. .. .. .
.. . . ..
. . . . . . . .. . .

bn1 bn2 b0 an1 an2 a0 dn1 gn1 0
= (6.28)

1 bn1 b1 0 an1 a1 c0 gn b0

0 1 b2 0 0 a2 c1 gn+1 b1
.. .. .. .. .. . . .. . . ..
. . . . . . . .. .. .
0 0 1 0 0 0 cn1 g2n1 bn1
Me X = g b (6.29)
Solving for ci and di would lead to the desired dynamic compensator.

Note : The matrix Me is defined as the eliminant matrix of the two polynomials Np (s)
and Dp (s) and it is non-singular if and only if that Np (s) and Dp (s) are relatively prime
(i.e., there is no pole-zero cancellation in the system). A proof of this has been given in [50].
6.4 Pole Assignment and Placement in Multi-Input Sys-

tems
6.4.1 Concepts of Multivariable Systems
Generalized Frobinius Canonical Form
The notion of a controllable canonical form is not restricted to SISO systems [51,52]. It can
be extended to a more general multivariable case. In particular, consider any controllable
system of the form
x = Ax + Bu
6.4 Pole Assignment and Placement in Multi-Input Systems 105
with, B being assumed to be of full rank m n. The assumption, which can be removed
later on, implies that all m available inputs are mutually independent, which is usually
the case in practice. We now define C as the (n n) matrix obtained by selecting from
left to right as many (n)
linearly independent columns of the controllability matrix D =
B AB An1 B as possible. Since the system was assumed to be controllable, it
follows that D has a full rank n and hence that n = n. Therefore, C has full rank n and
|C| 6= 0. We now reconstruct the nonsingular (n n) matrix L by simply reordering the n
columns of C,beginning with a power ordering of those first (d1 ) columns of C which involve
b1 , the first column of B, and then employing those (d2 ) columns of C which involve b2 next
and so forth. In particular,

L= b1 Ab1 Ad1 1 b1 b2 Ab2 Ad2 1 b2 Adm 1 bm (6.30)
Now, let us set
Xk
k = di , k = 1, 2, , m (6.31)
1
The transformation Q, which would transform the system to its multivariate controllable
canonical form can then be computed in the following manner.

q1
q1 A

..
.

q1 Ad1 1

q2
Q=
q2 A

(6.32)
..
.

q2 Ad2 1

..
.
qm Adm 1
where, qi is the ith row of L1 for i = 1, 2, , m.

The multivariate controllable canonical form or the generalized Frobinius Canonical form
would be
.
x = Ax + Bu

A11 A12 A1m
A21 A22 A2m
1
A = QAQ = .. .. ..
. . .
Am1 Am2 Amm

0 1 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0 0 0

.. .. .. .. .. .. ..
. . . . . . .

1

x x x x x x x x x

0 0 0 0 1 0 0 0 0 0

0 0 0 0 0 1 0 0 0 0
. .. .. .. .. ..
. ..
. . . . . . .
= (6.33)
1

x x x x x x x x x
.. .. ... ..
. . .

0 0 0 0 0 0 0 1 0 0

0 0 0 0 0 0 0 0 1 0

. .. .. .. .. .. .. .. .. ... ..
.. . . . . . . . . .

1
x
x x x x x x x x

0 0 0
0 0 0

.. .. ..
. . .

1 x x x

0 0 0

0 0 0
. . ..

B = QB = .. .. . (6.34)

0 1 x x
.
..

0 0 0

0 0 0

. . ..
.. .. .
0 0 0 1
where the diagonal blocks Aii are each upper right identity companion matrices of di-
mension di , while the off-diagonal blocks, Aij , i 6= j are each identically zero except for their
respective final rows. We therefore note that all information regarding the equivalent state
matrix A can be derived from knowledge of the m ordered controllability indices di and the
m ordered i rows of A . The same can also be said about B, since we note that only these
same ordered i rows of B are nonzero. This particular structured form for the controllable
pair (A, B) plays an important role in controller design.
Contollability Indices
The m integers di are defined as the controllability indices of the system with respect to the
input vectors bi respectively. The controllability index of the system is denoted by the Greek
letter = max (di ) , i = 1, 2, , m. The controllability index of the system is a measure for
the extent of controllability of the system with each input.
Observability Indices and Multivariable Observable Canonical Form

Applying the procedure of multivariable controllable canonical form to the dual system
.
x= AT x + C T u
the similarity transformation obtained Q gives rise to the observable canonical form
.
x = QT AQT x + QT Bu (6.35)
y = C QT x
The controllability indices of the dual system are equivalent to the observability indices
of the original system.
6.4.2 State Feedback

State feedback in multivariable systems is much more flexible than state feedback in single
input systems. In the sense that pole placement as well as optimization of cost can be
simultaneously performed.
Pole Assignment in Multi-Input Systems

The general procedure of assigning poles is as follows [53]
1. Transform the multi-input system (A, B, C) into its controllable canonical form using
a transformation z = Qx. Let the controllable canonical from be (A, B, C).
2. Select a (n n) matrix Ad which has the same characteristic equation as the desired
characteristic equation.
3. Find the state feedback for the controllable canonical structure as
1 T
K = B T B B (Ad A) (6.36)
4. The required state feedback for the original system can be found out as
K = KQ (6.37)
It can be seen that there would a different K for each choice of Ad . Thus, there would be
a flexibility of choice of the state feedback gain. This choice, however, does not exist in case
of single input systems as the above procedure would result in the same K for all choices of
Ad with the same characteristic equation.
This extra flexibility can be used to design optimal state feedback that also realizes the
desired closed loop poles.
Remark 6 A direct method of pole placement for multi-input systems has been discussed
in [55]. The method converts the multi-input case into a related single input problem and
solves it using the methods of SISO state feedback computation. A different approach for
pole assignment of multi-input systems has been discussed in [56]. It presents an efficient
method for pole assignment, however, both the methods are not suitable to be used for optimal
controller deduction.
6.4.3 Design of Optimal Control Systems with Prescribed Eigen-

values
For a linear time-invariant dynamic multivariable system of the form
x = Ax + Bu (6.38)
y = Dx
where x, the state, is an n vector; u, the control is an r vector; and y the output, is an m
vector.
Let us assume a linear feedback control law of the form:
u = Gx (6.39)
The feedback control matrix G may be derived through two distinct approaches. One is
to choose G in order to minimize a quadratic performance index of the form:
Z
1
J= xT Qx + uT Ru dt (6.40)
2 0
where Q is a positive-semidefinite matrix and P is a positive definite matrix.

The second approach is to choose G so that the closed-loop system:
x = (A + BG) x
achieves certain prescribed eigenvalues.

If the weighting matrices Q and P are given, then the eigenvalues of the closed loop
system are also uniquely determined. However, these eigenvalues may not give the system
the desired degree of stability.
On the other hand, using the second approach, we can find a feedback matrix, G, that
will give the system the desired eigenvalues( This has been discussed earlier). This G matrix
is, however, usually not unique, and to select one that is better than all the others is not
clear.
We therefore need a method that combines the both , i.e., find a G that minimizes the
performance index as well as assigns the desired closed loop eigenvalues. A method to attain
this end was given by Solheim [54].
Optimal Feedback Control Systems

Consider the optimal control of the dynamic system in Eqn. (6.38) with the quadratic
performance index (6.40). The co-state is defined by:
p = Qx AT p (6.41)
The optimal control is given by the linear control law
u = R1 B T p = R1 B T P x = Gx (6.42)
where R is the solution of the degenerate Riccati equation:
P = P A AT P + P BR1 B T P Q = 0 (6.43)
Combining Eqns. (6.38,6.41 and 6.42) gives the canonical system:

x A BR1 B T x x
= =F (6.44)
p Q AT p p
This system has n eigenvalues with negative real parts and n with positive real parts,
and the eigenvalues are located symmetrically about the imaginary axis. The eigenvalues of
the optimal feedback system x = (A + BG) x are identical to those eigenvalues of F with
negative real parts. Therefore, it is possible to study the eigenvalues of F instead of those of
(A + BG) . This has a great advantage that the eigenvalue dependence upon Q and R may
be studied without solving the Riccati equation.
The particular problem to be considered here is to determine a weighting matrix, Q, that
gives the feedback system a set of prescribed eigenvalues. The method to be presented is
based on the decoupled system.
Systems with Real, Distinct Eigenvalues Using the modal matrix M, the system in
Eqn. (6.38) can be diagonalized into
z = z + u (6.45)
= M 1 AM
= M 1 B
x = Mz (6.46)
We may express the performance criterion (6.40) in terms of the new state z as:
Z
1
J = z T M T QM z + uT Ru dt
2 0
Z h i
1 T T
= z Qz + u Ru dt (6.47)
2 0
Q = M T QM
The co-state of the system (6.45) with the performance criterion (6.47) is defined by:
.
p= Qz p (6.48)
The optimal control law is then given by:
u = R1 B T M T p (6.49)
Combining (6.45,6.48 and 6.49) yields the canonical system:

z H z z
. = = F (6.50)
p Q p p
where,
H = M 1 BR1 B T M T (6.51)
The eigenvalues of the canonical system F are identical to the eigenvalues of the canonical
form F and can be obtained from the characteristic equation:

sI F = 0 (6.52)
Using the transformation:
h i s
I 0 H
sI F = (6.53)
Q (sI ) I 0 sI + Q (sI )1 H
we get:

1
sI F = |sI | sI + Q (sI ) H (6.54)
Suppose now the weighting factor Q has only one non-zero element, namely qjj . This
means that only mode zj is being considered in the performance criterion.
The second determinant on the right-hand side of Eqn. (6.54) then becomes

s + 1 0 0

0 s + 2 0
.. .. .. .. ..
. . . . .

1 qjj qjj qjj
sI + Q (sI ) H =
hj1 s + j
hjj hjn
s j s j s j
.. .. .. .. ..
. . . . .

0 0 s + n
(6.55)
By combining Eqns. (6.54 and 6.55) the characteristic equation in Eqn. (6.52) may be
written:
" Y #
n
Y qjj
n

sI F = (s i ) s + j hjj (s + i )
i=1 s j i=1,i6=j
n
Y
= [(s + j ) (s j ) qjj hjj ] ((s + i ) (s i )) = 0 (6.56)
i=1,i6=j
The eigenvalues of the canonical system F are thus

)
si = q
i , i 6= j, i = 1, 2, , n
(6.57)
sj = 2j + qjj hjj
If sj of the optimal feedback system is given, we can find qjj from the above expression
as:
s2j 2j
qjj = (6.58)
hjj

The only element of the H-matrix H = M 1 BR1 B T M T which is needed is thus
hjj .
With Q known, we can obtain the optimal feedback gain, by solving the Riccati equation:
P P + P M 1 BR1 B T M T P Q = 0 (6.59)
u = R1 B T M T P M 1 x (6.60)
In the optimal feedback system, x = (A + BG) x, we have now shifted one eigenvalue
of the open loop system to the specified position. We may now start with a new system
(A1 = A + BG) and shift the next eigenvalue. The result is a recursive procedure that is
easy to implement. The sequence in which the eigenvalues are shifted may be arbitrary, but
a different sequence will give a different Q matrix.
Before we summarize the procedure, we will mention that the system we start with may
already be an optimal system, where the feedback gain, G0 , is the result of an optimization
using a weighted matrix Q0 . If some of the eigenvalues in this optimal system are located too
close to the imaginary axis, we may use the present method to shift them to more desired
locations.
The Algorithm Let us assume that we shall shift k eigenvalues, where k n. We get
the following recursive procedure.
1. Initialize: Q = Q0 , G = G0 , i = 0.
2. Ai = A + BG
3. Compute i , Mi and Hi = Mi1 BR1 B T MiT .
4. i = i + 1
5. The eigenvalue j is to be shifted to sj . Compute:
s2j 2j
(qjj )i = .
(hjj )i1

6. With Qi = (qjj )i compute the optimal feedback gain Gi .
1
7. Gi = Gi Mi1 , G = G + Gi
T 1
8. Qi = Mi1 Qi Mi1 , Q = Q + Qi
9. If the number of eigenvalues shifted are less than k, then change j and go back to 2.
Example 9 Consider the system:

2 0 1 0 1 0
A= ,B = ,R = , 1 = 2, 2 = 1 (6.61)
1 1 0 1 0 5
The eigenvalues of the optimal closed-loop system are specified as s1 = 8, s2 = 5.
Solution :

1 0 1 0 1 1
M0 = , M01 = , H0 = .
1 1 1 1 1 1.2
Using Eqn. (6.58),

s21 21
(q11 )1 = = 60
(h11 )0
or
60 0
Q1 =
0 0
giving the feedback gain:

6 0
G1 = ,
0 0

60 0
Q1 = M0T QM01 =
0 0

6 0
G1 = G1 M01 =
0 0
We have now shifted one eigenvalue. We now proceed to shift the next one:

8 0
A1 = A + BG = ,
1 1
1

7 0 1 0 1 1 1
M1 = , M1 = 7
1 , H1 = 54 ,
1 1 7
1 49 1 5
s22 22
(q22 )2 = = 109,
(h22 )1

0 0 0 2.6
Q2 = , G2 = ,
0 109 0 3.63

T 1 2.2 15.6
Q2 = M1 Q2 M1 = ,
15.6 109

1 0.37 2.6
G2 = G2 M1 =
0.52 3.63
The final result is:

6.37 2.6
G = G1 + G2 =
0.52 3.63

62.2 15.6
Q = Q1 + Q2 =
15.6 109
But, as mentioned above there exist a number of Q matrices that will give the prescribed
eigenvalues. Different Q matrices may be obtained by changing the order in which we shift
the eigenvalues, and also by changing the numbering . If in this example we first shift 2 to
s2 , and then 1 to s1 , we get:

22.86 48.6 3.62 6.2
Q= ,G =
48.6 306 1.24 6.38
Further Q matrices may be obtained by changing the numbering so that s1 = 5, s2 =

8.
Systems with Complex Eigenvalues Consider a system with two complex eigenvalues:

+ j 0 0 0
0 j 0 0

3 0
= 0 0 (6.62)
.. .. .. . . . ..
. . . .
0 0 0 n
The eigenvector matrix M will also be complex. It is often advantageous to work with
real transformation matrices, so instead of using M directly, we introduce an auxiliary trans-
formation:
0 = L1 L (6.63)
where
2j 0
1
2
0
j
1
0 0
2
2
0 0 1 0
L= (6.64)
.. .. .. ... ..
. . . .
0 0 0 1
and
0 0
0 0

0 0 0 3 0
= (6.65)
.. .. .. .. ..
. . . . .
0 0 0 n
The overall transformation becomes:
0 = L1 M 1 AM L = T 1 AT (6.66)
where the transformation matrix T = M L is now real.
We now consider shifting the two complex eigenvalues. We choose a weighting matrix:

q11 0 0 0
0 q22 0 0

0 0 0 0
Q = (6.67)
.. .. .. . . ..
. . . . .
0 0 0 0
where q11 = q22 .
Thus, we can arrive at the characteristic equation for that part of the canonical system
F that concerns the two eigenvalues:

s4 2 2 2 + q11 (h11 + h22 ) s2 + q11
2
h11 h22 h212
2
+q11 (h11 + h22 ) 2 + 2 + 2 + 2 = 0 (6.68)
The H-matrix defined in Eqn. (6.50) becomes in this case:
H = T 1 BR1 B T T T (6.69)
The two complex eigenvalues are now shifted to either two new complex positions or
positions on the real axis. In this case, we do not have complete freedom of choice. If we
choose to shift to a complex pair, say
s1 = + j, s2 = j
With these two eigenvalues, the characteristic equation corresponding to Eqn. (6.68)
becomes: 2
s4 2 2 2 s2 + 2 + 2 = 0 (6.70)
Equating the coefficients for the s2 terms in Eqn. (6.68) and Eqn. (6.70) yields:
2 ( 2 2 ) 2 ( 2 2 )
q11 = (6.71)
h11 + h22
As mentioned above, and cannot both be chosen arbitrarily, but they must satisfy a
given constraint. Equating s0 coefficients in Eqn. (6.68) and Eqn. (6.70):
2 2 2
+ 2 = 2 + 2 + q11 (h11 + h22 ) 2 + 2 + q112
h11 h22 h212 (6.72)
where q11 may be eliminated through Eqn. (6.71).

Having chosen for example , if , determined from Eqn. (6.72) becomes imaginary, it
indicates that for the chosen we cannot obtain complex eigenvalues.
Let us next consider the case where the new eigenvalues are to be real:
s1 = 1 , s2 = 2
The characteristic equation corresponding to Eqn. (6.68) becomes:

s4 12 + 22 s2 + 12 22 = 0 (6.73)
Equating the coefficients of the s2 terms in Eqn. (6.68) and Eqn. (6.73) yields:
(12 + 22 ) 2 (2 2 )
q11 = (6.74)
h11 + h22
The constraint relating to 1 and 2 is obtained by equating the coefficients of the s0
terms in Eqn. (6.68) and Eqn. (6.73) as:
2
12 22 = 2 + 2 + q11 (h11 + h22 ) 2 + 2 + q11
2
h11 h22 h212 (6.75)
If for certain 1 , 2 becomes imaginary, this indicates that for this value of 1 it is not
possible to obtain two real eigenvalues.
It is worth while to note that as soon as we shifted the two original complex eigenvalues to
positions on the real axis, then each of these new real eigenvalues may be shifted arbitrarily
to positions on the real axis following the procedure given above.
The Algorithm The recursive procedure for shifting complex eigenvalues is:
1. Initialize: Q = Q0 , G = G0 , i = 0.
2. Ai = A + BG
3. Compute i , Mi , Li , Ti and Hi = Ti1 BR1 B T TiT .
4. i = i + 1
5. The two complex conjugate eigenvalues j and j+1 are to be shifted to sj and sj+1 .
If sj and sj+1 are complex conjugate, use Eqns. (6.71 and 6.72) to determine (qjj )i . If
sj and sj+1 are real, use Eqns. (6.74 and 6.75) to determine (qjj )i .
6. With:
0 0
...

(qjj )i
Qi =
(qj+1,j+1 )i
..
.
0 0
where (qjj )i = (qj+1,j+1 )i . Next compute the optimal feedback gain, Gi .
T 1
7. Gi = R1 B T Ti1 P , Gi = Gi Ti1 , G = G + Gi
T 1
8. Qi = Ti1 Qi Ti1 , Q = Q + Qi
9. If there are more complex eigenvalues to be shifted, then change j to a relevant number
and go back to 2.
An example for this sort of a system has been solved in [54].
Systems that Cannot be Diagonalized If a system matrix A cannot be diagonalized, (

a necessary condition for this is that A has multiple eigenvalues), the procedure given above
may still be used.
The system is transformed into the Jordan canonical form through the transformation:
J = U 1 AU (6.76)
where U is a transformation matrix which is not the eigenvector matrix M.

To use the procedure given above we must replace the transformation matrix M with
U and we also have to start at the bottom of each Jordan block. This is illustrated by the
following example.
Given:
1 0
J = 0 1
0 0
Then J contains in this case only one Jordan block and this means we have to start at the
bottom with (q33 )1 . The first iteration gives the new system:

1 0
J1 = 0 0
0 0 s3
Next we have to determine (q22 )2 , which gives:

0 0
J2 = 0 s2 0
0 0 s3
This system now has distinct eigenvalues, and we may now use the procedure given above.
6.4.4 Static Output Feedback

The state feedback technique is the simplest way of designing a control system, provided, the
state are available for measurement. But, generally, this is not the case. In most practical
system, all states are not measurable, though they are observable. Thus, it would be more
general to find a controller based on the system output.
For the system in Eqn. (6.2), the static output feedback would be of the form
u = Ky (6.77)
Now, the closed loop system would be of the form
x = (A + BKC) x
For a single input n-state, p-output system it can be seen that the existence of a K that
would deliver the desired closed loop poles is not always possible if p < n (n simultaneous
equations in p unknowns to be satisfied to match the characteristic equations). However,
when n = p, there is a possibility of a unique solution to the problem. There would be no
chance of having multiple solutions as in that case the outputs would be linearly dependent.
Basic Output Feedback Pole Assignment Algorithm

The procedure to solve for K is similar to that of the pole placement in state feedback case.
1. Let

K= k1 k2 kn
2. Compare the coefficients of the characteristic equations of (A + BKC) and the desired
characteristic equations, leading to n simultaneous linear equations in ki
3. Solve for ki and obtain the static output feedback gain K
Alternative Approach to Constant Output Feedback (Munro & Vardulakis)

For the system (6.2), with m inputs, l outputs and n states, the aim is to design a constant
m l output feedback gain Ky such that the closed-loop eigenvalues of the system
x = (A + BKy C) x (6.78)
confirm to specified eigenvalues. The procedure to find such a Ky , ( if it exists) has been
given in [57, 58].
The procedure involves finding a mn state feedback matrix Kx such that the eigenvalues
of the closed-loop system
x = (A + BKx ) x (6.79)
confirm to the desired eigenvalues. This can be easily accomplished using the procedures
described in the previous section.
The output feedback problem can therefore be viewed as that of determining a matrix
Ky such that
BKy C = BKx (6.80)

Ky C = Kx (6.81)
where B and C are given, and Kx is any one member of the set of feedback matrices which
achieve the desired pole placement using state feedback.
Using the notation given by Pringle and Rayner [59], a q p matrix C g1 is said to be a
g1 inverse of the p q matrix C if
CC g1 C = C (6.82)
The matrix equation Ky C = Kx is consistent if and only if
Kx C g1 C = Kx (6.83)
If the consistency condition given in Eqn. (6.83) is satisfied then the general solution for
Ky is given by
Ky = Kx C g1 + Z (Il CC g1 ) (6.84)
where Z is an arbitrary m l matrix. Since Z is arbitrary, setting it to be the null matrix
gives Cy as
Ky = Kx C g1 (6.85)
Thus, the following theorem can be stated:
Theorem 3 A necessary and sufficient condition for all poles of a system described by Eqn.
(6.2) to be arbitrarily assigned using constant output feedback is that at least one of the set
of state feedback matrices Kx , which achieves the same pole placement, and one of the g1
inverses of C satisfy the consistency relationship Kx C g1 C = Kx .
Procedure of finding C g1 Given a pq matrix C with rank r min {p, q} and p > q then
it is shown by Pringle and Rayner [59] that if the matrix C is augmented on the right by a
unit matrix of order p.
C = C Ip (6.86)
and if the augmented matrix C is reduced using elementary row operations to the form

Ir C 12 C 13
C = (6.87)
0 0 C 23

= E F (6.88)
then the first q rows of F will be g1 inverse of C., i.e. C g1 = Fq

If the p q matrix C has p < q, then the algorithm given above can be carried out on
C , and the required g1 inverse is given by FqT .
T
Pole Shifting Using Output Feedback (Seraji)

The condition for existence of a constant output feedback gain given in Eqn. (6.81), can be
used to check for the existence of Ky in the following procedure suggested by Seraji [60].
Since the l n matrix C is of full rank l, it contains l linearly independent columns.
Forming an l l matrix C1 from these l columns and an n l matrix Il from the same
selection of l columns of the n n identity matrix I, Eqn. (6.81) can be written as

Ky C1 C2 = Kx I1 I2 (6.89)
where C2 and I2 are the l (n l) and n (n l) matrices formed from the remaining
(n l) columns of C and I respectively. Then, Eqn. (6.89) can be written as two equations
Ky C1 = Kx I1 (6.90)
and
Ky C2 = Kx I2 (6.91)
Eqn. (6.90) can be solved for Ky as
Ky = Kx I1 C11 (6.92)
On substitution this solution in Eqn. (6.91), we obtain the consistency condition for Eqn.
(6.81) as
Kx I1 C11 C2 = Kx I2
or

Kx I2 I1 C11 C2 = 0 (6.93)
Eqn. (6.93) gives the necessary and sufficient condition on the matrix C and Kx for the
existence of a matrix Ky satisfying Eqn. (6.81). If this condition is satisfied, Eqn. (6.92)
can be used to calculate the required output feedback matrix Ky .
Partial Pole Placement

An algorithm for almost arbitrary eigenvalue assignment using constant gain output feed-
back for systems with m inputs, p outputs and n states has been provided by Misra and
Patel [62]. The algorithm for m = 1 and m > 1 are separate and are presented as follows.
Algorithm for Eigenvalue Assignment in Single Input Multi Output Systems {

EVA-1}
Step I : (Initialization):
Set k T = k0T = 0, b1 = b, A1 = A, Q = In , i = 1, l = number of eigenvalues to be

assigned (l p).
Step II : (Real Eigenvalues):
1. Set ki = 0, Ti = Ip ; If i is complex, goto Step III;
2. If i = l = n, goto Step II-9; else determine an orthogonal matrix Pi such that aTi Pi =
kai k2 e2n where aTi = [0, 0, , an,n1 , an,n i ] is the last row of Ai i In , kai k2 =
1/2
(a2i ai ) , and en is a vector of length n defined as [0, 0, , 0, 1]T .
3. Set Ai = PiT Ai Pi , bi = PiT bi , and Ci = Ci Pi .

4. Reduce Ai to an upper Hessenberg matrix(UHF) [?] Ai by means of plane rotations

Pi,j = 1, 2, , n i 1, i.e.,
T T
Ai = Pi,ni1 Pi,1 Ai Pi,1 Pi,ni1
and let
T T
bi+1 = Pi,ni1 Pi,1 bi
Ci = Ci Pi,1 Pi,ni1
5. Find an orthogonal matrix Ti such that Ci+1 = Ti Ci , is in the lower row echelon form.
If the ith column of Ci is a zero vector (i is a transmission zero of the system), go to
Step II-8, else, continue.
6. Determine a feedback vector kiT such that the (i + 1, i)th element

h of Ai bi+1 kiT Ci+1i
becomes zero. A suitable choice of the vector kiT Rp is 0, , 0, kpi+1 , 0, , 0
where the only nonzero element of kiT is the (p i + 1)th element.
7. Set T = Ti T, k T = k T + kiT T T , Ai+1 = Ai bi+1 kiT Ci+1

If i = l STOP; else, set i = i + 1 and goto Step II.
8. Set Ai+1 = Ai ; (bi+1 and Ci+1 have already been defined).

If i = l, STOP; else, set i = i + 1 and goto Step II
9. If the last column vector of Cn is a zero vector (n is a transmission zero of the system),
T th
then
STOP; else, determine a feedback vector kn such that the (n, n) element of
An bn knT Cn is equal to n . The vector knT will have only the first element k1 as
nonzero and Tn will be a n n identity matrix.
Comment: The nonzero element in knT is determined as
an,n n
kl = (6.94)
bn,n c1,n
where an,n denotes the (n, n)th element of An , bn,n denotes the nth element of bn ,
and c1,n denotes the (1, n)th element of Cn
10. Set k T = k T + knT and STOP.

Step III : (Complex-Conjugate Pairs of Eigenvalues):
1. If i = n 1, goto Step III-8; else determine an orthogonal matrix Pi such that
aTi Pi = kai k2 eTn where aTi = [0, 0, , an,n2 , an,n1 , an,n ]
is the last row of (Ai i In ) (Ai i In ) , i being the complex-conjugate of i . The

elements an,n2 , an,n1 , an,n are given by
an,n2 = an1,n2 an,n1

an,n1 = an,n1 [an1,n1 + an,n (i + i )]
an,n = (an,n )2 + an,n1 an1,n an,n (i + i ) + i i
where ai,j denotes the (i, j)th element of A.
2. Set Ai = PiT Ai Pi , bi = PiT bi , Ci = Ci Pi and ki = 0

(i)
3. Apply plane rotations Pi,j , j = 1, 2, , 3 (n i 1) in order to make A22 as close to
upper Hessenberg as possible, i.e.,
T T
Ai = Pi,3(ni1) Pi,1 Ai Pi,1 Pi,3(ni1)
and let
T T
bi+2 = Pi,3(ni1) Pi,1 bi
Ci = Ci Pi,1 Pi,3(ni1)
4. Find an orthogonal matrix Ti such that Ci+2 = Ti Ci , is in the lower row echelon form.
If the ith and (i + 1)th columns of Ci are zero vectors (i and i are complex-conjugate
transmission zeros of the system), goto Step III-7; else, continue
5. Determine a feedback vector kiT such that the (i + 2, i)th and (i + 2, i + 1)th elements
of Ai bi+2 kiT Ci+2 are eliminated. The vector kiT Rp is given by
h i
T
ki = 0, , 0, kpi , kpi+1 , 0, , 0
where
ai+2,i
kpi =
bi+2 cpi,i
ai+2,i+1
kpi+1 =
bi+2 cpi+1,i+1
Comment: The feedback described above results in a 2 2 matrix in the ith and
th
(i + 1) rows and columns of the closed loop matrix Ai bi+2 kiT Ci+2 with eigen-
values (i , i )
6. Set T = Ti T, k T = k T + kiT T T , Ai+2 = Ai bi+2 kiT Ci+2

If i = l, STOP; else, set i = i + 2 and goto Step II.
7. Set Ai+2 = Ai ; (bi+2 , ci+2 have already been defined).

If i = l, STOP; else, set i = i + 2 and goto Step II.
8. If the last two columns of Cn1 are zero vectors (n1 and n1 are transmission zeros
of the system), then STOP; else, determine a feedback vector knT such that the 2 2
T
matrix in the last two rows and columns of An1 bn1 kn1 Cn1 have the desired

complex-conjugate pair of eigenvalues at i and i .
Comment: The vector knT will be a vector of length n with only the last two elements
T
being nonzero. The last two rows and columns of An1 bn1 kn1 Cn1 are given
by

an1,n1 an1,n bn1 0 c1,n
k1 k2 (6.95)
an,n1 an,n 0 c2,n1 c2,n
The elements k1 and k2 are given by
1
k1 = . n1 n1 + an1,n an,n1 + a2n,n an,n n1 n1
(an,n1 bn1 c1,n )
c2,n
an1,n1 + an,n n1 n1 (6.96)
bn1 c1,n c2,n1
and
1
k2 = an1,n1 + an,n n1 n1 (6.97)
bn1 c2,n1
T
The effect of applying the feedback kn1 is to change the first row of the 2 2
matrix above so that by appropriate choices of the two nonzero elements of the
feedback vector, we can ensure that the 2 2 matrix in (6.95) has eigenvalues at
i and i .
9. Set k T = k T + kn1
T
and STOP.
As shown in Step II-9 and Step III-8, if i = l = n for a real eigenvalue or i = l 1 = n 1

for a complex-conjugate pair of eigenvalues, then the eigenvalues are assigned directly, since
we cannot form implicit shifts in these cases.
Algorithm for Multi-Input,Multi-Output Systems with (m + p > n) {EVA-2} For

simplicity of algorithm, it is assumed that the eigenvalues are arranged in such a manner
that the first p 1 eigenvalues are real.
Step I : (Assign the First p 1 Eigenvalues):
1. Set l = p 1, and = {1 , 2 , , l } , the set of eigenvalues to be assigned in this

step..
2. Obtain a controllable pair (A, b) , where b = Bd1 .
Comment: The vector d1 can be generated randomly or as a linear combination

of the rows of B such that the above controllability condition is satisfied. If the
matrix A is not cyclic, then a randomly generated output feedback Kr should be
applied to make the resulting state matrix cyclic.
3. Reduce (A, b, C) to its UHF and apply Algorithm {EVA-1} to get the system (Ap1 , Bp1 , Cp1 )
and output feedback matrix K1 = d1 k1T where k1T is the output feedback vector required
to assign the desired (p 1) eigenvalues for the single-input system (A, b, C) .
Step II : (Assign the Remaining Eigenvalues):
1. Form the dual system, i.e., set F = (Ap1 )T , G = (Cp1 )T , H = (Bp1 )T , and partition
F, G, H as follows

F11 0 G1
F , ,G , , H = H1 H2
F21 F22 G2
2. Determine d2 Rp such that G1 d2 = 0 and G2 d2 6= 0. If (F22 , G2 ) is a controllable pair

goto Step II-3, else change and goto Step I.
3. Set A = F11 , b = G2 d2 , C = H2 , n = n p + 1, and p = m.
4. Set l = n (the number of eigenvalues to be assigned) and reduce the single-input,

multi-output system (A, b, C) m to a UHF and apply Algorithm {EVA-1} to assign the
l eigenvalues and get an output feedback vector k2T
5. Set the output feedback matrix K = Kr + K1 + d2 k2T
6.4.5 Two Time-Scale Decomposition and State Feedback Design

Realistic models of large scale systems involve interacting dynamic phenomena of widely
different speeds. Typical examples are found in the field of power engineering and elec-
tromechanical systems. In a power system model, voltage and frequency transients range
from intervals of seconds, corresponding to generator voltage regulator, speed governor ac-
tion and shaft energy storage, to several minutes, corresponding to load voltage regulator
action, prime mover fuel transfer times and thermal energy storage. This emphasizes the
fact that the existence of multi-modes and multi-time-scales manifests itself in a broad class
of physical models. Simulation studies of such models usually require expensive integration
routines due to the stiffness of the models. It is therefore considered desirable to seek an
approach which overcomes the stiffness difficulties.
Block-Diagonalization
In this section, we consider the problem of block-diagonalizing large, continuous time-
invariant systems whose eigenspectra (the sets of eigenvalues) are formed by clusters of
large eigenvalues and clusters of small eigenvalues.
Consider an n-dimensional system
x = Ax + Bu (6.98)
where x Rn , u Rm and A and B are matrices of appropriate dimensions. The system is

said to possess two-time scale property if has eigenvalues distinctly clustered and the ratio
of their magnitudes differing greatly from unity.
The basic idea of using the time-scale approach in generating lower-order models is to
decouple the dominant (slow) modes from the non-dominant (fast) modes. This is per-
formed through use of two-stage linear transformations. But, before proceeding into the
decomposition of the large scale system, its two-time scale property should be ascertained.
Let us represent the state x as
x1
x= ,
x2
where the sizes of x1 , x2 , (n1 and n2 ) correspond respectively to the sizes of the fast and
slow modes existing in the system. Then Eqn. (6.98) can be written as

x1 A11 A12 x1 B1
= + . (6.99)
x2 A21 A22 x2 B2
The two-time-scaledness of the system can now be checked by evaluating the norm condition
1 1
A22 < (kA0 k + kA12 k . kL0 k)1 (6.100)
3
where
A0 = A11 A12 L0 (6.101)

L0 = A1
22 A21
However, Eqn. (6.100) gives only the sufficiency condition, it is not necessary for a two-
time scaled system to satisfy Eqn. (6.100). Once the system is confirmed to have two-time
scale property, the first of the two linear transformations is performed as follows. The first
stage is to apply the change of variables

x1 x1
= T1 (6.102)
z2 x2

I1 0
T1 =
L I2
to system (6.98) and choose the (n2 n1 ) matrix L such that
LA11 + A21 LA12 L A22 L = 0 (6.103)

Thus,

x1 I1 0 A11 A12 I1 0 x1
I1 0 B1
= + u
z2 L I2 A21 A22 L I2 z2
L I2 B2

A11 A12 L A12 x1 B1
= + u
LA11 + A21 LA12 L A22 L A22 + LA12 z2 LB1 + B2

Fs A12 x1 B1
= + u (6.104)
0 Ff z2 G2
The numerical value of L is computed using an iterative algorithm
Lk+1 = A1
22 (Lk A11 + A21 Lk A12 Lk ) (6.105)
with the initial value of L taken to be as L0 from Eqn. (6.103).

Now the second linear transformation is applied as

z1 x1
= T2 (6.106)
z2 z2

I1 M
T2 =
0 I2
thus transforming the system as

z1 I1 M Fs A12 I1 M z1 I1 M B1
= + u(6.107)
z2 0 I2 0 Ff 0 I2 z2 0 I2 G2

Fs A12 + M Ff Fs M z1 G1
= + u
0 Ff z2 G2
G1 = B1 + M G2
Now, if M is so chosen that A12 + M Ff Fs M = 0, them the system would attain a

block diagonal form. The value of M to achieve this is computed by an iterative algorithm.
0 = A12 + M Ff Fs M
0 = A12 + M (A22 + LA12 ) (A11 A12 L) M
M = (A12 + M LA12 A11 M + A12 LM ) A1 22
Thus, the iterative formula would be
Mk+1 = (A12 + Mk LA12 A11 Mk + A12 LMk ) A1

22 (6.108)
M0 = A12 A1
22
Design of State Feedback Controller for Two-Time Scaled Systems

In order to design the state feedback for the two-time scaled system, a two step procedure
is used. The input u is represented as u = u1 + u2 . The input u1 is computed as

z1
u1 = K1 0 (6.109)
z2
Substituting the value of u1 from Eqn. (6.109) in Eqn. (6.107) yields

z1 Fs + G1 K1 0 z1 G1
= + u2 (6.110)
z2 G2 K1 Ff z2 G2
Now again using a transformation

z1 z1
= T3 (6.111)
g2 z2

I1 0
T3 =
N I2
Applying this transformation to the system in Eqn. (6.110), we obtain the transformed
system

z1 Fs + G1 K1 0 z1 G1
= + u2
g2 N (Fs + G1 K1 ) Ff N + G2 K1 Ff g2 G2 + N G1
Now obtaining the value of N so that the term N (Fs + G1 K1 ) Ff N + G2 K1 becomes zero,
the system would then be diagonal. This is done by using the iterative algorithm
Nk+1 = Ff1 (Nk (Fs + G1 K1 ) + G2 K1 ) (6.112)

N0 = Ff1 (G2 K1 )
Now apply the second input u2 as

z1
u2 = 0 K2 (6.113)
g2
After the application of u2 , the closed loop system is of the form

z1 Fs + G1 K1 G1 K2 z1
= .
g2 0 Ff + (G2 + N G1 ) K2 g2
The control input u = u1 + u2 can be expressed in terms of the original state vector x in
the following manner.
u = u1 + u2

z1 z1
= K1 0 + 0 K2
z2 g2

x1 x1
= K 1 0 T2 T1 + 0 K 2 T3 T2 T1
x2 x2

x1
= K1 + K2 N + ((K1 + K2 N ) M + K2 ) L (K1 + K2 N ) M + K2 (6.114)
x2
Chapter 7
Fast Output Sampling (FOS)
7.1 Introduction
The problem of simultaneous stabilization has received considerable attention. Given a
family of plants in state space representation (i , i ) , i = 1, , M , find a linear state
feedback gain F such that (i + i F ) is stable for i = 1, , M , or determine that no such
F exists. But the method is of use only in the case where whole state information is available.
One way of approaching this problem with incomplete state information is to use observer
based control laws, i.e. dynamic compensators. The problem here is that the state feedback
and state estimation cannot be separated in face of the uncertainty represented by a family
of systems. Assuming that a simultaneously stabilizing F has been found, it is possible to
search for a simultaneously stabilizing full order observer gain, but this search is dependent
on the F previously obtained. If no stabilizing observer for this state feedback exists, nothing
can be said because there may exist stabilizing observers for different feedback gains.
With the Fast output sampling approach proposed by Werner and Furuta in [64], it is
generically possible to simultaneously realize a given state feedback gain for a family of
linear, observable models. For fast output sampling gain L to realize the effect of state
feedback gain F , find the L such that (i + i LC) is stable for i = 1, , M , If there exist
a set of F s, there should also exist a common L for given family of plants. One of the
problems with this approach is that large feedback gains tend to render the system very
noise -sensitive. The design problem can be posed as a multiobjective optimization problem
in an LMI formulation [?] [66]
The fast output sampling controller obtained by the above methods requires only constant
gains and hence is easier to implement online. This approach can be used for tracking purpose
also as described in [?] and [?].
7.2 Controller Deduction

Consider a plant described by linear model is of the form
x = Ax + Bu
127
y = Cx (7.1)
. Here (A, B) and (A, C) are assumed to be to controllable and observable respectively.
Choose an effective sampling time during which control signal u is held constant. The
sampling interval is divided into N subintervals of length = /N, and the output mea-
surements are taken at time instant t = l,where l = 0, 1, ...,. The control signal u(t), which
is applied during the interval k < t < (k + 1) , is then constructed as linear combination
of the last N output observations. Here N v the observability index.
Definition 6 (Observability Index) Given an observable pair (A, C) Rnn Rqn , and
rank(C) = q, the observability index of the system with respect to any particular row ci of C
is the minimum value of i such that the row ci Ai is dependent on the rows before it in the
following series
{c1 , c2 , , cq , c1 A, c2 A, , cq A, , c1 Ai , , ci Ai , }
The observability index of the entire system is defined as = max (i ) .
The following sampled data control is applied to the system.

y(k )
y(k + )

.
u(t) = [L0 L1 L2 ......LN 1 ]

= Lyk
(7.2)
.
.
y(k )
For k < t (k + 1), , where the matrix blocks Lj represent output feedback gains and
the notation L and yk have been introduced for the convenience. Note that 1/ is the rate at
which the loop is closed, whereas output samples are taken at the N -times faster rate 1/.
Let ( , , C) denotes the system (A, B, C) sampled at the rate 1/,i.e. = eA , =
R As
e dsB and (, , C) the same system sampled at the rate 1/ . Consider the discrete
0
time systems having at t = k the input uk = u(k ),states xk = x(k ) and the output
yk. Then we have
xk+1 = xk + uk
yk+1 = C0 xk + D0 uk (7.3)
Where

C 0
C C

C0 =
. , D0 =
.
(7.4)
. .
PN 2 j
CN 1 C j=0
7.3 Closed Loop Stability 129
Next assume that a state feedback gain has been designed such that ( + F ) has no
eigenvalues at the origin. For this state feedback one can define the fictitious measurement
matrix
C(F, n) = (C0 + D0 F )( + F )1 (7.5)
which satisfies the fictitious measurement equation
yk = Cxk
Let
L = [L0 L1 .......LN 1 ],then the feedback law Eqn. (7.2) can be interpreted as static
output feedback
uk = Lyk
For L to realize the effect of F ,in the system described by Eqns. (7.3) and (7.4) with the
measurement matrix C. it must satisfy
LC = F (7.6)
7.3 Closed Loop Stability

At time t = 0, the control signal u(t) = u0 for 0 < t cannot be computed from Eqn.
(7.2). since output measurements are not available for t < 0. If initial states x0 is known one
can take u0 = F x0 . If x0 is unknown and estimated with error x0 , the value of u0 will differ
by u0 = F x0 from the control signal which would be applied if the initial states were
known. For k 1 1, uk can be computed from Eqn. (7.2), but if u0 6= 0 ,the assumption
uk = F xk and therefore yk = Cxk does not hold, and the effect of initial error u0 would
propagate through the closed loop response of the system. One can verify that closed loop
dynamics is governed by

xk+1 + F xk
= (7.7)
uk+1 0 LD0 F uk
where uk = uk F xk
Let = LD0 F . Thus we have the eigenvalues of the closed loop system under
a fast output sampling control law in Eqn. (7.2) as those of + F together with those
of LD0 F .
The above design was carried out for a simple model, but it can also be used to find
a fast output sampling gain which simultaneously assigns prescribed closed -loop poles for
multiple models.
7.4 Techniques for Determining Fast Output Sampling

Controller Gain
In most of the cases of designing a Fast Output Sampling Controller, there is no single
solution for the Eqn.(7.6). In most cases, there are multiple solutions and in a few cases
(of multi-plant systems) there may not even be a single exact solution. To solve, the Eqn.
(7.6),the solution needs to be an optimal one rather than insisting on an exact one.
Even in cases where an exact solution is possible, the solution may not be a desirable
one. The value of L may be badly scaled. These problems would arise in systems where
the eigenvalues vary over several orders of magnitude. To rectify the problem, the following
methods may be adopted.
7.4.1 Two Time-Scale Approach for Conditioning of State Feed-

back Gain F
Introduction
When a system has its eigenvalues many orders of magnitude apart, with the unstable part
being slow and the stable part being fast,the system is termed as two time-scale systems.
The interaction of these slow and fast modes makes the system stiff.
.This method can be adopted to get a better conditioned L for such systems. The State
Feedback Gain F , that stabilizes the system needs to be conditioned for this.
Two time Scale System Description

Let the two time-scaled system be represented as
x(k + 1) = 1 x(k) + 1 u(k) (7.8)

y(k) = Cx(k)
with n states, n1 of which are close to unity ( slow modes) and n2 eigenvalues are around
the origin (fast modes). We assume the system is asymptotically stable, completely control-
lable and completely observable. Note that re-indexing of states using permutational matrix
whose columns are elementary vectors and re-scaling the resultant model using appropriate
diagonal matrix is necessary to isolate fast and slow states.
State Feedback Conditioning for Two time Scale Systems.

The Transformation Matrix
With re-indexing and/or re-scaling of states, the eigenvalues can be arranged as
|1 | |2 | |n1 | > |n1 +1 | |n |
To accomplish this, the system described in Eqn. (7.8) can be represented as

7.4 Techniques for Determining Fast Output Sampling Controller Gain 131

A11 A12 x1 (k) B1
x(k + 1) = + u(k) (7.9)
A21 A22 x2 (k) B2

x1 (k)
y(k) = C1 C2
x2 (k)
From this representation a transformation matrix T [69] can be derived which would
decouple the fast and slow states using explicitly invertible linear transformation, where,

I1 M L M
T = (7.10)
Q I2
where, Ii is a ni ni identity matrix, for i = 1, 2 .M is n1 n2 and Q is n2 n1 . With Q
and M satisfying the relations
A21 + QA12 A22 Q QA12 Q = 0 (7.11)
(A11 A12 Q)M M (A22 + QA12 ) + A12 = 0 (7.12)

then it follows that the transformation

xs (k) x1 (k)
=T
xf (k) x2 (k)
reduces the system in Eqn. (7.9) to block diagonal form

xs (k + 1) As 0 xs (k) Bs
= + u(k)
xf (k + 1) 0 Af xf (k) Bf

xs (k)
y(k) = Cs Cf
xf (k)
where

As 0 1 Bs
= T AT , = TB (7.13)
0 Af Bf

Cs Cf = CT 1
Derivation of Conditioned State Feedback
To derive a well-conditioned F for the system,stabilizing state feedback is derived sepa-
rately for the slow and fast subsystems, so that the systems (As + Bs Fs ) and (Af + Bf Ff )
are both stable. But, since the fast dynamics are stable by assumption, the value of Ff can
be taken to be zero.
The conditioned state feedback to be applied on the original system in Eqn. (7.8) is
derived as

F = Fs Ff T (7.14)
7.4.2 Singular Value Decomposition of Measurement Matrix C

It may happen that the measurement matrix C is ill-conditioned with some of its elements
several orders of magnitude lower than others. In such cases, the FOS Controller Gain would
be of a large magnitude and would be unrealizable. Hence, to circumvent this problem, the
measurement matrix should be conditioned. The conditioning is done using Singular Value
Decomposition.
The measurement matrix is decomposed as
C = UVT (7.15)
The matrix of singular values , is then analyzed.. Singular values very close to the
origin are discarded.
If min is the minimum value of singular value that is considered as significant and if
1 2 . . . q min q+1 . . . r ., then the measurement is approximated to
T
CA = UA A VA (7.16)
Where,
A = diag(1 , 2 , ..., q )

UA = U1 U2 Uq

VA = V1 V2 Vq (7.17)
With the new measurement matrix calculated from Eqn. (7.16), the FOS Controller Gain
is calculated using Eqn. (7.6).
7.4.3 Approach for Multi-Plant Systems

To compute the fast output sampling controller for a multi-model system, the initial part of
design up to the calculation of the measurement matrix
Cei (F, n) = (C0,i + D0,i Fi )(,i + ,i Fi )1 (7.18)

is done independently for each plant. The controller gains are found by solving the
equation

L C= F (7.19)
where,
h i
e =
C f1 C
C f2 . . C
gM (7.20)

F = F1 F2 . . FM
7.5 An LMI Formulation of the design problem 133
7.5 An LMI Formulation of the design problem

With this type of controller, the unknown states are estimated implicitly, using the mea-
sured output samples and assuming that control is generated by state feedback. If external
disturbance causes an estimation error, then decay of this error will be determined by the
eigenvalues of the matrix which depend on L and whose dimension equals the number of
control input . For stability, these eigenvalues have to be inside the unit disc, and for fast
decay they should be as close to origin as possible. This problem must be taken into account
while designing L.
The second problem is that the gain matrix L may have elements with large magni-
tude. Because these values are only weights in linear combination of output samples, large
magnitudes do not necessarily imply large control signal. In practice, they may amplify
measurements noise, and it is desirable to keep these values low. This objective can be
expressed by an upper bound 1 on the norm of the gain matrix k L k< 1 .When trying to
deal with these problem, it turns out that it is better not to insist on an exact solution to the
design equation one can allow a small deviation and use an approximation LC F , which
hardly effects the desired closed -loop dynamics, but may have considerable effect on the
two problems described above. Instead of looking for an exact solution to the inequalities,
the following inequalities are solved
k L k< 1
k (L) k< 2

k L C F k 3
Here three objectives have been expressed by the upper bounds on matrix norms , and
each should be as small as possible. If 3 = 0 then L is exact solution.
Using the schur complement, it is straight forward to bring these conditions in the form
of LMI (Linear Matrix inequalities) [70].

(1 )2 I L
T < 0 (7.21)
L I

(2 )2 I (L)
< 0 (7.22)
T (L) I

2
(3 ) I L C F
< 0 (7.23)

(L C F )T I
7.6 A Modified Approach for Fast Output Sampling

Feedback
The fast output sampling feedback technique described above has a restriction that none
of the closed loop poles of the system ( + F ) be at the origin. This was to ensure the
invertibility of the measurement matrix C. However, this is no longer a necessary condition.

A modified approach of design of an exact FOS controller has been developed in recent
times [72, 73]. This controller does not employ the concept LMI and hence is used to solve
controller design problems for single plants only. Further it uses the previous input u(k 1)
to determine the control input. The control design methodology is as follows.
Consider the lifted system in (7.3), since the system is assumed to be observable, the lifted
output matrix C0 is of rank n. If the value of N is chosen as greater than the observability
index of the system, then for a p output system, we would necessarily have N p n and C0
would be of dimension N p n. Thus,
yk+1 = C0 x(k) + D0 u(k)

T
C0 yk+1 = C0T C0 x(k) + C0T D0 u(k) (7.24)
Here, C0T C0 is a n n matrix of rank n and hence invertible. Therefore, the state vector can
be determined as
1 T
x(k) = C0T C0 C0 (yk+1 D0 u(k)) (7.25)
x(k + 1) = x(k) + u(k)
T 1 T T 1 T
= C0 C0 C0 yk+1 + C0 C0 C0 D0 u(k)
Thus,
1 T 1 T
x(k) = C0T C0 C0 yk + C0T C0 C0 D0 u(k 1) (7.26)
Now, if the state feedback control input is designed as u(k) = F x(k), it can be converted
into an output feedback based control by simply substituting for x(k) from Eqn. (7.26) to
obtain
1 T 1 T
u(k) = F C0T C0 C0 yk + F C0T C0 C0 D0 u(k 1) (7.27)
The advantage of the improved version of the Fast output sampling controller (or multi-
rate output feedback based controller) as proposed in [72,73] is that Eqn. (7.26) can be used
to realize any state based controller, not just the static gain state feedback u (k) = F x(k).
Chapter 8
Periodic Output Feedback (POF)
8.1 Review
The problem of pole assignment by piecewise constant output feedback was studied by
Chammas and Leondes [71] for linear time-invariant systems with infrequent observation.
They showed that, by use of periodically time-varying piecewise constant output feedback
gain, the poles of the discrete-time control system could be assigned arbitrarily (within the
natural restriction that they be located symmetrically with respect to real axis) [64, 74].
8.2 Periodic Output Feedback Controller Deduction

Consider a discrete time invariant system with sampling interval sec
x (k + 1) = x (k) + u (k) ,
y (k) = Cx (k) , (8.1)

where x Rn , u Rm , y Rp and , and C are constant matrices of appropriate
dimensions.
The following control law is applied to this system. The output is measured at the time
instant t = k, k = 0, 1, . We will consider constant hold function because they are more
suitable for implementation. The output sampling interval is divided into N subintervals of
length = /N, and the hold function is assumed constant on these subintervals. Thus the
control law becomes
u (t) = Kl y (k ) ,
k + l t k + (l + 1) , Kl+N = Kl (8.2)
for l = 0, 1, .....N 1.
Note that a sequence of N gain matrices {K0, K1, ....., KN 1 } when substituted in Eqn.(8.2)
generates a time-varying, piecewise constant output feedback gain K(t) for 0 t .
135
Consider the following system obtained by sampling the system in Eqn.(8.1)at sampling
interval = /N and which is denoted by (, , C) :
x (k + 1) = x (k) + u (k) ,
y (k) = Cx (k) . (8.3)

A useful property of the control law in Eqn.(8.3) is given by the following lemma. But,
before venturing into the lemma it is necessary to understand the following definition.
Definition 7 (Controllability Index) Given an observable pair (A, B) Rnn Rnm ,

and rank(B) = m, the controllability index of the system with respect to any particular column
bi of B is the minimum value of i such that the column Ai B is dependent on the columns
before it in the following series
{b1 , b2 , , bm , Ab1 , Ab2 , , Abm , , Ai b1 , , Ai bi , }
The controllability index of the entire system is defined as = max (i ) .
The following sampled data control is applied to the system.
Lemma 3 Assume ( , C), is observable and (, ) is controllable with controllability index

such that N ,then it is possible to choose a gain sequence K such that the closed loop
system, sampled over ,takes desired self-conjugate set of eigenvalues [71].
Proof: Define
T
K= K0 K1 . . . KN 1 ,

u (k )
u (k + 4)

u (k ) = Ky (k ) =
. ,

.
u (k + 4)
then a state space representation for the system sampled over is
x (k + ) = N x (k ) + u,
y (k) = Cx (k) ,
where
= [N 1 , ., ].
Applying periodic output feedback in Eqn.(8.3), i.e., Ky (k ) is substituted for u (k ) ,
the closed loop system becomes
8.3 Multimodel Synthesis 137

x (k + ) = N + KC x (k ) . (8.4)
The problem has now taken the form of static output feedback problem. Eqn.(8.4) suggest
that an output injection matrix G be found such that

( N + GC < 1, (8.5)
where () denotes the spectral radius. By observability one can choose an output
injection
gain G to achieve any desired self-conjugate set of eigenvalues for the closed loop
N
matrix + GC , and from N it follows that one can find a periodic output feedback
gain which realizes the output injection gain G by solving
K =G. (8.6)
for K.
The controller obtained from the above equation will give desired behavior, but might
require excessive control action. To reduce this effect we relax the condition that K exactly
satisfy the above linear equation and include a constraint on the gain K. Thus we arrive at
the following in equations
kKk < 1
kKGk < 2 (8.7)

21 I K
<0
KT I

22 I (KG)
T <0 (8.8)
(KG) I
In this form the LMI Tool Box Matlab can be used for synthesis [?].
8.3 Multimodel Synthesis

For multimodel representation of a plant, it is necessary to design controller which will
robustly stabilize the multimodel system. Multimodel representation of plants can arise in
several ways. When a nonlinear system has to be stabilized at different operating points,
linear models are sought to be obtained at those operating points. Even for parametric
uncertain linear systems, different linear models can be obtained for extreme points of the
parameters. The models are used for stabilization of the uncertain system.
Let us consider a family of plant S = {Ai, Bi, Ci } ,defined by
.
x = Ai x + Bi u
y = Ci x i = 1, 2, , M
By sampling at
the rate
of 1/4 we get a family of discrete systems {i i Ci } .

Assume that N i , Ci are observable. Then we can find output injection gains Gi such

N
that i + GCi has required set of poles. Now consider the augmented system defined
below.

1 0 . 0 1 G
v 0 2 . . v 2 v G
=
.
,
=
.
,
G=
.
. . .
0 . . M M G
The linear equation

K0
h i
.

N 1 . . .
. = G
(8.9)
.
K N 1

has a solution if , is controllable with controllability index , and N > . This
periodic output feedback gain realizes the designed G for all plants of the family. It has been
shown in the [64] the controllability of individual plants generically implies the controllability
of the augmented system.
The controller obtained from the above equation will give desired behavior, but might
require excessive control action. To reduce this effect of gain we relax the condition that
the Eqn. (8.9) satisfies exactly and include a constraint on the gain. Thus we consider the
following inequations
kKk < 1
ki K Gi k < 2i , i = 1....M (8.10)

This can be formulated in the framework of Linear Matrix Inequalities as follows

21 I K
<0
KT I

22i I (i K Gi )
T <0 (8.11)
(i K Gi ) I
In this form the LMI Tool Box Matlab [?] can be used for synthesis.
The robust periodic output feedback controller obtained by the above method requires
only constant gains and hence is easier to implement.
Chapter 9
Robust Control of Systems with

Parametric Uncertainty
9.1 Concepts Related to Uncertain Systems

9.1.1 Interval Arithmetic
The concept of interval analysis is to deal with uncertainty by representing it to lie within
certain bounds and then dealing with it using interval arithmetic. The concept of interval
analysis was first discussed by Teruo Sunaga [76] and later made popular by Ramon Moore
[77, 78]. The applicability of interval analysis has been discussed in [79].
In interval arithmetic, the numerics are expressed as lying between a lower and an upper
bound .
A = [a, a] {a|a ]a, a[}
Basic Arithmetic Operations

If A = [a, a], B = [b, b] are two intervals then the basic interval arithmetic can be put as
A + B = [a + b, a + b]
A B = [a b, a b]
A.B = [min(ab, ab, ab, ab), max(ab, ab, ab, ab)]
A/B = A. (1/B)
where, 1/B = {1/b|b B}
provided 0
/B
The concept of interval analysis and interval arithmetic is useful in the study of stability
and robust control of systems with parametric uncertainty within known bounds. The un-
certain parameter is replaced by an interval entity and the robust stability of the system is
analyzed by various methods.
139
9.1.2 Hermite-Bieler Theorem

Axiom 1 Consider a polynomial of degree
P (s) = p0 + p1 s + + pn sn
P (s) is said to be Hurwitz if and only if all its roots lie in the open left half of the complex
plane. For a Hurwitz polynomial with real coefficients we have the following two elementary
properties.
1. If a polynomial P (s) is Hurwitz then all its coefficients are non zero and have the same
sign, either all positive or all negative.
2. If a polynomial P (s) is Hurwitz and of degree n, then arg(P (j)) is a continuous and
strictly increasing function of on (, ) . Moreover the net increase in phase from
to is
arg(P (+j)) arg(P (j)) = n (9.1)
The proofs of the above have been discussed in [80].
The Interlacing Property

Let us define the even and odd parts of P (s) as
P even (s) : = p0 + p2 s2 +
P odd (s) : = p1 s + p3 s3 + (9.2)
We also define P e () and P o () as follows:
P e () = P even (j) = p0 p2 2 +
P odd (j)
P o () = = p1 p3 2 + (9.3)
j
P e () and P o () are both polynomials in 2 and as an immediate consequence their root

sets will always be symmetric about the origin of the complex plane.
Suppose now that the degree of the polynomial P (s) is even, that is n = 2m, m > 0. In
that case we have
P e () = p0 p2 2 + + (1)m p2m 2m
P o () = p1 p3 2 + + (1)m1 p2m1 2m2
Definition 8 We say P (s) satisfies the interlacing property if and only if

9.1 Concepts Related to Uncertain Systems 141
1. p2m and p2m1 have the same sign.
2. All the roots of P e () and P o () are real and the m positive roots of P e () together
with the m 1 positive roots of P o () interlace in the following manner:
0 < e,1 < o,1 < e,2 < < o,m1 < e,m
If on the contrary the degree of P (s) is odd then n = 2m + 1, m 0, and
P e () = p0 p2 2 + + (1)m p2m 2m
P o () = p1 p3 2 + + (1)m p2m+1 2m
and the definition of the interlacing property for this case is naturally modified to
1. p2m and p2m+1 have the same sign.
2. All the roots of P e () and P o () are real and the m positive roots of P e () together
with the m positive roots of P o () interlace in the following manner:
0 < e,1 < o,1 < e,2 < < o,m1 < e,m < o,m
Theorem 4 (Hermite Bieler Theorem) A real polynomial P (s) is Hurwitz if and only
if it satisfies the interlacing property.
Proof: The proof of this theorem is rather involved and has been discussed in detail
in [80].
Lemma 4 Let
P1 (s) = P1even (s) + P odd (s) (9.4)

P2 (s) = P2even (s) + P odd (s)
denote two stable polynomials of the same degree with the same odd part P odd (s) and
differing even parts P1even (s) and P2even (s) satisfying,
P1e () P2e () [0, ] (9.5)

Then,
P (s) = P even (s) + P odd (s),
is stable for every P even (s) satisfying
P1e () P e () P2e () [0, ] (9.6)

Proof: Since P1 (s) and P2 (s) are stable, P1e () and P2e () both satisfy the interlacing
property with P o (s). In particular, P1e () and P2e () are not only of the same degree, but
the sign of their highest order coefficient is also the same since it is in fact the same as that
of the highest coefficient of P o (). Given this it is easy to see that P e () cannot satisfy
Eqn. (9.6) unless it also has this same degree and the same sign for its highest coefficient.
Then, the condition in Eqn. (9.6) forces the roots of P e () to interlace with those of P o ().
Therefore, P even (s) + P odd (s) is stable.
The dual of this lemma can be stated as
Lemma 5 Each P (s) = P even (s) + P odd (s) satisfying
P1o () P o () P2o () [0, ]
is stable if both the polynomials
P1 (s) = P even (s) + P1odd (s) (9.7)

P2 (s) = P even (s) + P2odd (s)
are stable.
9.1.3 Kharitonov Theorem

Consider the family F of real interval polynomials,

P (s) := p(s) = qn sn + + q0 : qi qi , qi+ , i = 0, 1, , n
The Kharitonovs theorem provides a surprisingly simple necessary and sufficient condi-
tion for the Hurwitz stability of the entire family.
Theorem 5 (Kharitonovs Theorem) Every polynomial in the family F is Hurwitz if

and only if the following four extreme polynomials are Hurwitz [81]:
K 1 (s) = q0 + q1 s + q2+ s2 + q3+ s3 + q4 s4 +

K 2 (s) = q0 + q1+ s + q2+ s2 + q3 s3 + q4 s4 + (9.8)
K 3 (s) = q0+ + q1 s + q2 s2 + q3+ s3 + q4+ s4 +
K 4 (s) = q0+ + q1+ s + q2 s2 + q3 s3 + q4+ s4 +
Proof: The proof given allows for the interpretation of Kharitonovs theorem as a gen-
eralization of the interlacing property of Hurwitz polynomials.
Let us introduce the hyper-rectangle or box B of coefficients of the perturbed polynomials

B = q|q Rn+1 , qi qi qi+ , i = 0, 1, , n (9.9)
even
The four Kharitonovs polynomials are built from two different even parts Kmax (s) and
odd odd odd
Kmin (s) and two different odd parts Kmax (s) and Kmin (s) defined below:
even
Kmax (s) = q0+ + q2 s2 + q4+ s4 + q6 s6 +
even
Kmin (s) = q0 + q2+ s2 + q4 s4 + q6+ s6 + (9.10)
and
odd
Kmax (s) = q1+ s + q3 s3 + q5+ s5 + q7 s7 +
odd
Kmin (s) = q1 s + q3+ s3 + q5 s5 + q7+ s7 + (9.11)
The motivation of the subscripts max and min is as follows. Let q(s) be an arbitrary
polynomial with its coefficients lying in the box B and let q even (s) be its even part. Then
e
Kmax () = q0+ q2 2 + q4+ 4 q6 6 +
q e () = q0 q2 2 + q4 4 q6 6 + (9.12)
e
Kmin (s) = q0 q2+ 2 + q4 4 q6+ 6 +
so that
e

Kmax () q e () = q0+ q0 + q2 q2 2 + q4+ q4 4 +
and

q e () Kmin
e
() = q0 q0 + q2+ q2 2 + q4 q4 4 +
Therefore,
e
Kmin () q e () Kmax
e
(), [0, ] (9.13)
Similarly, if q odd (s) denotes the odd part of q(s), it can be verified that
o
Kmin () q o () Kmax
o
(), [0, ] (9.14)
To proceed, note that the Kharitonov polynomials in Eqn. (9.8) can be rewritten as
K 1 (s) = even
Kmin odd
(s) + Kmin (s) (9.15)
K 2 (s) = even odd
Kmin (s) + Kmax (s) (9.16)
K 3 (s) = even
Kmax odd
(s) + Kmin (s)
K 4 (s) = even odd
Kmax (s) + Kmax (s)
If all the polynomials with the coefficients in the box B are stable, it is clear that the
Kharitonov polynomials in Eqn. (9.8) must also be stable since their coefficients lie in
B. For the converse, assume that the Kharitonov polynomials are stable, and let q(s) =
q even (s) + q odd (s) be an arbitrary polynomial with coefficients in the box B with its even part
q even (s) and its odd part q odd (s).
Since K 1 (s) and K 2 (s) are stable and Eqn. (9.14) holds, we conclude from Lemma 5
applied to K 1 (s) and K 2 (s) in Eqn. (9.15), that
even
Kmin (s) + q odd (s) is stable.
Similarly, from Lemma 5 applied to K 3 (s) and K 4 (s) in Eqn. (9.15), we conclude that
even
Kmax (s) + q odd (s) is stable.
Now, since Eqn. (9.13) holds, we can apply Lemma 4 to the two stable polynomials
even
Kmax (s) + q odd (s) and Kmin
even
(s) + q odd (s) and we conclude that
q even (s) + q odd (s) = q(s) is stable
This completes the proof.
Kharitonovs theorem for Complex polynomials
Consider the family of complex interval polynomials F :
q(s) = (0 + j0 ) + (1 + j1 ) s + + (n + jn ) sn (9.17)
where
i [i , i+ ], i [i , i+ ], i = 0, 1, , n (9.18)
Kharitonov extended his result for real polynomials to the above complex interval family
by introducing two sets of complex polynomial as follows:

K1+ (s) : = 0 + j0 + 1 + j1+ s + 2+ + j2+ s2 + 3+ + j3 s3 (9.19)

+ 4 + j4 s4 + 5 + j5+ s5 +

K2+ (s) : = 0 + j0+ + 1+ + j1+ s + 2+ + j2 s2 + 3 + j3 s3 (9.20)

+ 4 + j4+ s4 + 5+ + j5+ s5 +

K3+ (s) : = 0+ + j0 + 1 + j1 s + 2 + j2+ s2 + 3+ + j3+ s3 (9.21)

+ 4+ + j4 s4 + 5 + j5 s5 +

K4+ (s) : = 0+ + j0+ + 1+ + j1 s + 2 + j2+ s2 + 3 + j3+ s3 (9.22)

+ 4+ + j4+ s4 + 5+ + j5 s5 +
and

K1 (s) : = 0 + j0 + 1+ + j1 s + 2+ + j2+ s2 + 3 + j3+ s3 (9.23)

+ 4 + j4 s4 + 5+ + j5 s5 +

K2 (s) : = 0 + j0+ + 1 + j1 s + 2+ + j2 s2 + 3+ + j3+ s3 (9.24)

+ 4 + j4+ s4 + 5 + j5 s5 +

K3 (s) : = 0+ + j0 + 1+ + j1+ s + 2 + j2+ s2 + 3 + j3 s3 (9.25)

+ 4+ + j4 s4 + 5+ + j5+ s5 +

K4 (s) : = 0+ + j0+ + 1 + j1+ s + 2 + j2 s2 + 3+ + j3 s3 (9.26)

+ 4+ + j4+ s4 + 5 + j5+ s5 +
Theorem 6 (Complex Variable Kharitonovs Theorem) The family of polynomials F
is Hurwitz if and only if the eight Kharitonov polynomials K1+ (s), K2+ (s), K3+ (s), K4+ (s), K1 (s), K2 (s), K3 (s
are all Hurwitz.
Proof : The proof of this theorem has been discussed in [80].
9.1.4 Gerschgorin Theorem

Let A = [aij ] , i, j = 1, 2, , n be a n n matrix.
Let
n
X
ri = |aij | , i = 1, 2, , n (9.27)
j1,j6=i
Let Zi denote the circle in the complex plane with centre aii and radius ri .
Zi = {z C| |z aii | ri } (9.28)
Theorem 7 (Gershgorin Theorem) A as above. Let be an eigenvalue of A then
belongs to one of the circles Zi . Moreover if m of the circles form a connected set S, disjoint
from the remaining n m circles, then S contains exactly m of the eigenvalues of A, counted
according to their multiplicity as roots of the characteristic polynomial of A.
Proof: [82]Let be an eigenvalue of A and x its corresponding eigenvector. Let k be
such that
|xk | = max |xi | = kxk (9.29)

1in
then from Ax = x, the k th component
n
X
akj xj = xk
j=1
n
X
( akk ) xk = akj xj
j=1,j6=k
n
X
| akk | |xk | |akj | |xj | rk kxk
j=1,j6=k
Cancelling kxk proves the theorem.
Remark 7 Since A and AT have the same eigenvalues and characteristic polynomial, these
results are also valid if summation within the column rather than in the row is used defining
the radii in Eqn. (9.27)
9.1.5 Simultaneous Stabilization of Interval Plant Family Based

on Kharitonov Theorem
Consider the interval plant family F of the transfer function form
N (s)
F= (9.30)
D(s)
where
P
n1
+
D(s) = sn + i
i=0 ai s , ai = [ai , ai ]
P
n1
N (s) = i=0 bi si , bi = [b +
i , bi ]
This system in Eqn. (9.30) can be represented in controllable canonical form as
X = AX + Bu,
y = CX (9.31)
where,

0 1
0 0
.. ..
. .. .. ..
. . .
A = ,B = . ,
0 0 1 0
a0 a1 an1 1

C = b0 b1 bn1 . (9.32)
A state feedback vector F is said to be stabilizing the above interval system if the input
u = F X makes the characteristic polynomial of the closed loop system
f (s) = det(sI A bF ) , 0 + 1 s + + n1 sn1 + sn
a hurwitz invariant polynomial; i.e., all the roots of the uncertain polynomial are in the strict
left half of the complex plane.
where F = f0 f1 fn1 and i = ai fi , i = 0, 1, .., n 1.
Lemma 6 (Simultaneously Stabilizing State Feedback for Interval Systems) An in-

terval plant with D(s) as its characteristic polynomial is completely stabilized by the state
feedback gain F designed to stabilize the four Kharitonov polynomials of D(s).
9.2 Bhattacharyyas Method 147
Proof : The four Kharitonov plants with have their characteristic equations as
K 1 (s) = a + 2 + 3 4
0 + a1 s + a2 s + a3 s + a4 s + + s
n
K 2 (s) = a + + 2 3 4
0 + a1 s + a2 s + a3 s + a4 s + + s
n
(9.33)
K 3 (s) = a+ 2 + 3 + 4
0 + a1 s + a2 s + a3 s + a4 s + + s
n
K 4 (s) = a+ + 2 3 + 4
0 + a1 s + a2 s + a3 s + a4 s + + s
n
If these plants were represented in phase variable canonical form as shown in Eqn.(9.32), and
a simultaneously stabilizing state feedback gain F is obtained. This state feedback when
applied to the interval plant, would change its characteristic polynomial from D(s) to D(s),
where
D(s) = d0 + d1 s + d2 s2 + + dn1 sn1 + sn

where, di = ai fi , i = 0, 1, , n 1
This would result in the new interval polynomial D(s), with its four Kharitonov polynomials
as
K 1 (s) = d + 2 + 3 4
0 + d1 s + d2 s + d3 s + d4 s + + s
n
(9.34)
K 2 (s) = d + + 2 3 4
0 + d1 s + d2 s + d3 s + d4 s + + s
n
K 3 (s) = d+ 2 + 3 + 4
0 + d1 s + d2 s + d3 s + d4 s + + s
n
K 4 (s) = d+ + 2 3 + 4
0 + d1 s + d2 s + d3 s + d4 s + + s
n
all of which are Hurwitz (by design). Since the four Kharitonov polynomials of D(s) are
stable , it is implied from the Kharitonov theorem, that the entire family of polynomials is
stable. This implies that the state feedback F , designed to stabilize the four Kharitonov
plants stabilizes the entire family of plants.
9.2 Bhattacharyyas Method

Let us consider the following problem. Suppose that you are given a set of n nomi-
nal parameters a00 , a01 , a02 , , a0n1 , together with a set of prescribed uncertainty ranges,
a0 , a1 , a2 , , an1 , and that you consider the family F0 of monic polynomials
(s) = 0 + 1 s + 2 s2 + + n1 sn1 + sn
where

0 ai 0 ai
i ai , ai + , i = 0, 1, , n 1
2 2
Suppose now that you can use a vector of n free parameters K = (k0 , k1 , k2 , , kn1 ) ,
to transform the family F0 into a family Fk described by
(s) = (0 + k0 ) + (1 + k1 ) s + (2 + k2 ) s2 + + (n1 + kn1 ) sn1 + sn
The problem of interest, then, is the following: Given a0 , a1 , a2 , , an1 the

perturbation ranges fixed a priori, find, if possible, a vector K so that the new family of
polynomials Fk is entirely stable. This problem arises, for example, when one applies a
state-feedback control to a single input single output system where the matrices A, B are in
controllable canonical form, and the coefficients of the characteristic polynomial of A are
subject to bounded perturbations.
Lemma 7 Let n be a positive integer and let P (s) be a stable polynomial of degree n 1 :
P (s) = p0 + p1 s + p2 s2 + + pn1 sn1

pi > 0, i = 0, 1, 2, , n 1
Then there exists an > 0 such that:
Q(s) = P (s) + pn sn = p0 + p1 s + p2 s2 + + pn1 sn1 + pn sn
is stable if and only if pn [0, ) .
Proof: To be absolutely rigorous there should be four different proofs depending on

whether n is of the form 4r or 4r + 1 or 4r + 2 or 4r + 3. We will give the proof of this
lemma when n is of the form 4r and one can check that only slight changes are needed if n
is of the form 4r + j, j = 1, 2, 3
If n = 4r, r > 0, we can write
P (s) = p0 + p1 s + p2 s2 + + p4r1 s4r1
and the even and odd parts are given by :
Peven (s) = p0 + p2 s2 + + p4r2 s4r2

Podd = p1 s + p3 s3 + + p4r1 s4r1
Let us also define
P e () : = Peven (j) = p0 p2 2 + p4 4 p4r2 4r2

Podd (j)
P o () : = = p1 p3 2 + p5 4 p4r1 4r1
j
P (s) being stable, we know by the Hermite-Bieler theorem that P e (s) has precisely 2r 1
positive roots e,1 , e,2 , , e,2r1, that P o () has also 2r1 positive roots o,1 , o,2 , , o,2r1
and that these roots interlace in the following manner:
0 < e,1 < o,1 < e,2 < o,2 < < e,2r1 < o,2r1
It can also be checked that

P e (o,j ) < 0 if and only if j is odd, and P e (o,j ) > 0 if and only if j is even.
That is
P e (o,1 ) < 0, P e (o,2 ) > 0, P e (o,3 ) < 0, , P e (o,2r2 ) > 0, P e (o,2r1 ) < 0 (9.35)
Let us denote
( )
P e (o,j )
= min (9.36)
j odd (o,j )4r
By (9.35), we know that is positive. We can now prove the following:
Q(s) = P (s) + p4r s4r is stable if and only if p4r [0, )
Q(s) is certainly stable when p4r = 0. Let us now suppose that
0 < p4r < (9.37)

Qo () and Qe () are given by
Qo () = P o () = p1 p3 2 + p5 4 p4r1 4r1 (9.38)

Qe () = P e () + p4r 4r = p0 p2 2 + p4 4 p4r2 4r2 + p4r 4r
We are going to show that Qo () and Qe () satisfy the Hermite-Bieler theorem provided
that p4r remains within the bounds defined in (9.37).
First we know the roots of Qo () = P o (). Then we have that Qe (0) = p0 > 0, and also
Qe (o,1 ) = P e (o,1 ) + p4r (o,1 )4r
But, by (9.36) and (9.37), we have
P e (o,1 ) 4r
Qe (o,1 ) < P e (o,1 ) 4r (o,1 )
(o,1 )
| {z }
=0
Thus Qe (o,1 ) < 0. Then we have
Qe (o,2 ) = P e (o,2 ) + p4r (o,2 )4r
But, by (9.35), we know that P e (o,2 ) > 0, and therefore we also have
Qe (o,2 ) > 0
Pursuing the same reasoning we could prove in exactly the same way that the following
qualities hold
Qe (0) > 0, Qe (o,1 ) < 0, Qe (o,2 ) > 0, , Qe (o,2r1 ) < 0 (9.39)

From this we already conclude that Qe () has precisely 2r 1 roots in the open interval
(0, o,2r1 ) , namely
0 0 0
e,1 , e,2 , , e,2r1
and that these roots interlace with the roots of Qo ()

0 0 0
0 < e,1 < o,1 < e,2 < o,2 < < e,2r1 < o,2r1 (9.40)
Moreover, we see in (9.39) that
Qe (o,2r1 ) < 0
and since p4r > 0, we obviously have
Qe (+) > 0
0
Therefore Qe () has a final positive root e,2r which satisfies
0
o,2r1 < e,2r (9.41)
From (9.40) and (9.41) we conclude that Qo () and Qe () satisfy the Hermite-Bieler
theorem and therefore Q(s) is stable.
To complete the proof of this lemma, notice that Q(s) is obviously unstable if p4r < 0,
since we assumed all pi to be positive. Moreover, it can be shown by using (9.36) that for
p4r = , the polynomial P (s) + s4r has a pure imaginary root and therefore is unstable.
Now, it is impossible that P (s) + s4r to be stable for some p4r > ,because otherwise we
could use the Kharitonovs theorem and say,
4r
P (s) + s and P (s) + p4r s4r both stable P (s) + s4r stable
2
which would be a contradiction. This completes the proof of the theorem when n = 4r.
For the sake of completeness, let us make precise that in general we have,
( )
P e (o,j )
if n = 4r, = min
j odd (o,j )4r
( )
P o (o,j )
if n = 4r + 1, = min
j even (o,j )4r+1
( )
P e (o,j )
if n = 4r + 2, = min
j even (o,j )4r+2
( )
P o (o,j )
if n = 4r, = min
j odd (o,j )4r+3
The details of the proof for the other cases are omitted.
We can now enunciate the following theorem to answer the question raised at the begin-
ning of this section.
Theorem 8 For any set of nominal parameters {a0 , a1 , a2 , , an1 } , and for any set of
positive numbers a0 , a1 , , an1 , it is possible to find a vector K such that the entire
family Fk is stable.
Proof :The proof is constructive [83].

Step 1: Take any stable polynomial R(s) of degree n 1. Let (R(.)) be the radius of the
largest stability hypersphere around R(s).
(R(.)) = {rmax = max |r| such that r C, R(s r) is Hurwitz}
It can be checked that for any positive real number , we have
(R(.)) = (R(.))
Thus it is possible to find a positive real such that if P (s) = R(s),

r
a20 a21 a2n1
(P (.)) > + + + (9.42)
4 4 4
If we denote
P (s) = p0 + p1 s + p2 s2 + + pn1 sn1
we conclude from Eqn. (9.42) that the following four Kharitonov polynomials of degree
n 1 are stable.

1 a0 a1 a2
P (s) = p0 + p1 s + p2 + +
4 4 4

2 a0 a1 a2
P (s) = p0 + p1 + s + p2 + + (9.43)
4 4 4

3 a0 a1 a2
P (s) = p0 + + p1 s + p2 +
4 4 4

4 a0 a1 a2
P (s) = p0 + + p1 + s + p2 +
4 4 4
Step 2: Now, applying Lemma 7, we know that we can find four positive numbers
1 , 2 , 3 , 4 , such that
P j (s) + pn sn , is stable for 0 pn < j , j = 1, 2, 3, 4
Let us select a single positive number such that the polynomials,
P j (s) + sn (9.44)
are all stable. If can be chosen to be equal to 1 ( that is if all four j are greater than
1
1) then we do choose = 1; otherwise we multiply everything by which is greater than

1 and we know from (9.44) that the four polynomials
1 j
K j (s) = P (s) + sn

are stable. But the four polynomials K j (s) are nothing but the four Kharitonov polyno-
mials associated with the family of polynomials
(s) = 0 + 1 s + + n1 sn1 + sn
where,

1 1 ai 1 1 ai
i = pi , pi + , i = 0, 1, 2, , n 1
2 2
and therefore this family is entirely stable.

Step 3: It suffices now to choose the vector K such that
1
ki + a0i = pi , i = 0, 1, , n 1

The vector K so obtained would be the stabilizing state feedback for the interval plant
representation (A, b) in phase variable canonical form. The state feedback K would render
the closed loop system
x = Ax + bu
u = Kx
stable.
Remark 8 It is clear that in Step 1 one can determine the largest box around R(.) with
sides proportional to ai . The dimensions of such a box are also enlarged by a factor when
R(.) is replaced by R(.). This change does not affect the steps that follow.
Example 10 Suppose that our nominal plant is
s6 s5 + 2s4 3s3 + 2s2 + s + 1
and with the uncertainty ranges
a0 = 3, a1 = 5, a2 = 2, a3 = 1, a4 = 7, a5 = 5
Our aim is find the stabilizing vector K.
Proof : Here we have

a00 , a01 , a02 , a03 , a04 , a05 = (1, 1, 2, 3, 2, 1)
Step 1: Consider the following stable polynomial of degree 5
R(s) = (s + 1)5 = 1 + 5s + 10s2 + 10s3 + 5s4 + s5
The calculation of (R(.)) gives: (R(.)) = 1.

On the other hand, we have
r
a20 a21 a2n1
+ + + = 5.31
4 4 4
Therefore, taking = 6, we have
P (s) = 6 + 30s + 60s2 + 60s3 + 30s4 + 6s5
has a radius (P (.)) = 6 that is greater than 5.31.

Thus the four polynomials P j (s) are given by
P 1 (s) = 4.5 + 27.5s + 61s2 + 60.5s3 + 26.5s4 + 3.5s5 ,

P 2 (s) = 4.5 + 32.5s + 61s2 + 59.5s3 + 26.5s4 + 8.5s5 ,
P 3 (s) = 7.5 + 27.5s + 59s2 + 60.5s3 + 33.5s4 + 3.5s5 ,
P 3 (s) = 7.5 + 32.5s + 59s2 + 59.5s3 + 33.5s4 + 8.5s5 .
Step 2: The application of Lemma 7 gives the following values
1 ' 1.360, 2 ' 2.667, 3 ' 1.784, 4 ' 3.821
and therefore we can choose = 1, so that the four polynomials
K 1 (s) = 4.5 + 27.5s + 61s2 + 60.5s3 + 26.5s4 + 3.5s5 + s6 ,

K 2 (s) = 4.5 + 32.5s + 61s2 + 59.5s3 + 26.5s4 + 8.5s5 + s6 ,
K 3 (s) = 7.5 + 27.5s + 59s2 + 60.5s3 + 33.5s4 + 3.5s5 + s6 ,
K 3 (s) = 7.5 + 32.5s + 59s2 + 59.5s3 + 33.5s4 + 8.5s5 + s6 .
are stable
Step 3: We just have to take

K = (k0 , k1 , k2 , k3 , k4 , k5 ) = (p0 , p1 , p2 , p3 , p4 , p5 ) a00 , a01 , a02 , a03 , a04 , a05
= (5, 29, 58, 63, 28, 7)
Thus, the state space representation

0 1 0 0 0 0 0
0 0 1 0 0 0 0

0 0 0 1 0 0 0
x =

x +

u

0 0 0 0 1 0 0
0 0 0 0 0 1 0
[2.5, 0.5] [3.5, 1.5] [3, 1] [2.5, 3.5] [5.5, 1.5] [1.5, 3.5] 1

u = 5 29 58 63 28 7 x
is stable.
9.3 Jayakumars Method

9.3.1 Routh Table Based Kharitonov Algorithm in Controller De-
sign
Consider an interval plant family F, represented in the phase variable canonical form. It has
already been shown that if there exists a state feedback K, such that it stabilizes all the four
Kharitonov plants of the family (K 1 , K 2 , K 3 , K 4 ) simultaneously, then K would stabilize the
entire interval plant family.
Jayakumar [?] had proposed a method of deriving a simultaneously stabilizing state
feedback for interval plant families. The method involves preparing the closed loop routh
table for the four Kharitonov characteristic equations of the plant family and finding the
coefficients of K that would render all the four plants stable using nonlinear programming
techniques.
The method can be summarized thus:
1. Represent the plant family F in the phase variable canonical form and obtain the four
Kharitonov characteristic equations, K 1 (s), K 2 (s), K 3 (s), K 4 (s).
K i (s) = ai0 + ai1 s + ai2 s2 + + ain1 sn1 + sn

i = 1, 2, 3, 4
where
aij , j = 0, 1, 2, , n 1, i = 1, 2, 3, 4, are one or the other of the extremal points of the
intervals [a +
j , aj ] depending on the value of i.
9.3 Jayakumars Method 155

2. Let the simultaneously stabilizing state feedback be K = k0 k1 kn1 . Then,
applying this feedback to the Kharitonov plants would transform their characteristic
equations to
0
K i (s) = ai0 + k0 + ai1 + k1 s + + ain1 + kn1 sn1 + sn
i = 1, 2, 3, 4
3. Now prepare the Routh Table of the four polynomials. The first row of the table would
be nonlinear expressions in ki . Setting all the first row elements of the Routh Tables
of the four Kharitonov polynomials to be positive, one would get a set of nonlinear
inequalities in ki .
4. These inequalities when solved using nonlinear programming, with the aim of mini-
mizing kKk2 .
Example 11 The problem is to compute the simultaneously stabilizing state feedback for the
system

0 1 0 0
x = 0 0 1 x + 0 u

[3, 2] [2, 1] [2, 1] 1
SOLUTION: The characteristic polynomial of the interval system is
P (s) = s3 + [1, 2]s2 + [1, 2]s + [2, 3]

The four Kharitonov polynomials can be computed to be
K 1 (s) = 2 + s + 2s2 + s3
K 2 (s) = 2 + 2s + 2s2 + s3
K 3 (s) = 3 + s s2 + s3
K 4 (s) = 3 + 2s s2 + s3
The Kharitonov polynomials of the closed loop system would be
0
K 1 (s) = (2 + k0 ) + (1 + k1 )s + (2 + k2 ) s2 + s3
0
K 2 (s) = (2 + k0 ) + (2 + k1 ) s + (2 + k2 ) s2 + s3
0
K 3 (s) = (3 + k0 ) + (1 + k1 )s + (1 + k2 )s2 + s3
0
K 4 (s) = (3 + k0 ) + (2 + k1 ) s + (1 + k2 )s2 + s3
This gives rise to eight nonlinear inequalities which when solved give the value of K as

K = 0.6 1 2.2
The interval plant family is stable for u = Kx
9.3.2 An Alternative Proof for Existence of a Simultaneously Sta-

bilizing State Feedback for Interval Systems
Let X = AX +bu be a linear time invariant structured uncertain SISO system. The meaning
of structured uncertain system is that the system parameters vary on some bounded interval
on the real line. It is assumed that the system is in the controllable canonical form, P (s) be
the interval characteristic polynomial of the system.
The four Kharitonov polynomials of P (s) lead to four state matrices which are denoted
by A1 , A2 , A3 and A4 .
Proposition 3 The following statements are equivalent.
1. V (X) is the Lyapunov function of X = (A bK) X. Where u = KX and K is state

feedback gain. V (X) = X T P X and

V (X) = X T P (Ai bK) + (Ai bK)T P X = X T QX, i = 1, 2, 3, 4
By using appropriate choices of positive definite P and Q matrices for i = 1, 2, 3, 4 in
the above equation find state feedback gain K such that closed loop uncertain system is
stable.
2. Find a state feedback gain K such that real part of eigenvalues of (Ai bK) is less
than zero for all i. (where i = 1, 2, 3, 4)
Proof:
2 1 Suppose the second statement is true, then there exist positive definite matrices P and
Q such that the following equation is true.
P (Ai bK) + (Ai bK)T P = Q (9.45)
It may be difficult to construct such a P and Q, but there exist such a P and Q to
satisfy Eqn. (9.45) and it is true for all i from 1 to 4.
1 2 Suppose the first statement is true. All the four extremal systems are stable. By
Kharitonov theorem, it is clear that the second statement is true.
Hence concludes the proof.
Proof of Existence of Simultaneously Stabilizing K

Let P1 (s), P2 (s), P3 (s), P4 (s) be the Kharitonov polynomials constructed from the interval
polynomial P (s).
Proposition 4 Let Ri (s) = Pi (s) + Q(s) be an nth degree polynomial. For a given Pi (s) it
is possible to select Q(s) such that Ri (s) is stable.
9.4 Smagina & Brewers Method 157
Proof : Assume i = 2 and also assume P2 (s) has its roots inside a circle centered at the
origin and radius rmax . Transform P2 (s) to R2 (s) by using rmax . Bound on can be derived
as follows.
R2 (s) = P2 (s + rmax ) = P2 (s) + Q(s)
Add the same Q(s) to other polynomials P1 (s), P3 (s) and P4 (s).
R1 (s) = P1 (s) + Q(s) = P2 (s) + Q(s) + q1 (s)

R3 (s) = P3 (s) + Q(s) = P2 (s) + Q(s) + q3 (s)
R4 (s) = P4 (s) + Q(s) = P2 (s) + Q(s) + q4 (s)
Where qj = cj1 sn1 + cj2 sn2 + + cjn for j = 1, 3 and 4.

Maximum possible value of root of qj (s), j = 1, 3, 4 is cmax . Where
n n o
cmax = max 1+ i=1 cji
j=1,3,4
If cmax < rmax rmax then it would be impossible for any of these qi (s) to shift the roots
of R2 (s) + qi (s) to the right half of the complex plane
From this it is clear that it is always possible to choose such that Ri (s) is stable for
all i = 1, 2, 3, 4. by using the following relation.

cmax
> +1 (9.46)
rmax
The above value may be high, but it makes the interval polynomials P (s) stable by
adding Q(s) with it.
Existence of stable closed loop state feedback gain K is nothing but existence of Q(s).
Thus the existence of simultaneously stabilizing K for a given A1 , A2 , A3 and A4 is proved.
9.4 Smagina & Brewers Method

Smagina and Brewer have presented a method of pole assignment by state feedback for
interval plants [85]. The closed characteristic polynomial of the interval system would be
such that they are included in a given interval polynomial.
9.4.1 The Problem Statement

Let us consider a linear multivariable control system in state space
x = [A] x + [B] u (9.47)

where x is the n-state vector and u is the input r vector. The elements [aij ] , [bik ] , i, j =
1, 2, , n, k = 1, 2, , r, are intervals with known upper and lower bounds. These matrices
describe the sets of matrices A [A] , B [B] with real elements aij [aij ] , bik [bik ] .
For the robust state feedback control
u = Kx (9.48)
The problem is to find a real r n matrix K satisfying the inclusions
det (sI A BK) [D(s)] (9.49)

for every real matrix A [A] , B [B] where [D(s)] is an assigned interval asymptotically
stable polynomial.
[D(s)] = sn + [dn1 ] sn1 + + [d1 ] s + [d0 ] (9.50)

that describes a set of asymptotically stable polynomials D(s) = sn + dn1 sn1 + +
d1 s + d0 with real coefficients di [di ] .
9.4.2 Main Results

Case r = 1 : If r = 1 then [B] = [b] is a column vector, k is a row vector. In such a case,
consider the following criterion.
Controllability Criterion 1 (Sufficient) The pair ([A] , [b]) is said to be controllable for
any A [A] , b [b] if an n n interval controllability matrix.

[Y ] = [b] , [A] . [b] , , [A]n1 [b] (9.51)
satisfies the condition
0
/ det [Y ] (9.52)
where det [] is the interval extension of the function det () .
If the pair ([A] , [b]) do not satisfy the above criterion then there is no guarantee of the
existence of a simultaneously stabilizing state feedback.
Introduce a n n interval matrix

[1 ] [2 ] [n1 ] 1
[2 ] [3 ] 1 0

[P ] = [Y ] . .. .. .. .. (9.53)
. . . .
1 0 0 0
and an interval row vector
[f ] = ([d0 ] [0 ] , [d1 ] [1 ] , , [dn1 ] [n1 ]) (9.54)

where,
[i ] , i = 0, 1, , n 1 are the coefficients of the interval characteristic polynomial of the

interval matrix [A] ((s) = sn + [n1 ] sn1 + + [1 ] s + [0 ]) . In Eqn. (9.54), denotes
a non-standard interval subtraction defined as

[a] [b] = min(a b , a+ b+ ), max a b , a+ b+ (9.55)
Let us define the width of an interval number as

w ([a]) = a+ a (9.56)
Theorem 9 If the pair ([A] , [b]) is controllable and the widths of the polynomial coefficients
satisfy the inequalities w ([di ]) > w ([i ]) , i = 0, 1, , n 1 then a n-row vector k of a
stabilizing state feedback might be calculated from the interval inclusion
K. [P ] [f ] (9.57)
Proof : If the pair ([A] , [b]) is controllable then all pairs (A, b) with A [A] , b [b] are
controllable. Then, a feedback row vector k can be calculated from the following matrix
equation:

1 2 n1 1

2 3 1 0

k. b, Ab, , An1 b .. .. .. .. +(0 , 1 , , n1 ) = (d0 , d1 , , dn1 )
. . . .
1 0 0 0
(9.58)
where 0 , 1 , , n1 are the coefficients of the characteristic polynomial of A, d0 , d1 , , dn1
are the coefficients of the assigned asymptotically stable polynomial D(s).
The characteristic polynomial coefficients i (A), i = 0, 1, , n 1 can be considered as
multi-linear functions of the elements of matrix A. Denote the row vector from the left-hand
side of Eqn. (9.58) by f (k, A, b). Its coordinates are rational functions of the elements of
matrices k, A, b. Selecting an interval extension F (k, [A] , [b]) of the function f (k, A, b), then
we can represent the left-hand side of Eqn. (9.58) in the interval form as
F (k, [A] , [b]) = k. [P ] + ([0 ] , [1 ] , , [n1 ]) (9.59)

where the n n interval matrix [P ] is defined in Eqn. (9.53),[i ] , i = 0, 1, , n 1 are
interval extensions of the rational functions i (A), A [A] .
If we can find a real row vector k satisfying the following inclusion:
k. [P ] + ([0 ] , [1 ] , , [n1 ]) ([d0 ] , [d1 ] , , [dn1 ]) (9.60)

then from Eqn. (9.58) we can calculate di , i = 0, 1, , n 1 for every A [A] , b [b]
and, according to (9.60), they are to belong to the corresponding interval coefficients di
[di ] , i = 0, 1, , n 1. Function F (k, [A] , [b]) is a sum of an unknown interval row vector
k. [P ] and a known interval row vector ([0 ] , [1 ] , , [n1 ]) . In order to transform (9.60)
into the form (9.57) we would subtract the known interval row vector ([0 ] , [1 ] , , [n1 ])
from both sides of the relation (9.60) leaving the unknown member k. [P ] in the left-hand
side. Since the regular interval subtraction of an interval number [a] from itself does not
result in a zero ([a] [a] 6= 0) we cannot use the usual interval arithmetic operation to solve
Eqn. (9.60) for k. [P ] . The desired zero result can be achieved if we apply a nonstandard
interval subtraction as defined in Eqn. (9.55). Application of this arithmetic operation to
Eqn. (9.60) results in the formula in Eqn. (9.57).
The inequalities w [di ] > w [i ] , i = 0, 1, , n 1 follow from Eqn. (9.54) and the
definition of the regular interval width. Thus, the theorem has been proved.
Theorem 10 Vector inclusion in (9.57) has a solution of the form
k = M [f ] P 1 (9.61)
if the pair ([A] , [b]) is controllable and for assigned asymptotically stable interval polyno-
mial as in Eqn. (9.50), the following inclusion
M [f ] P 1 . [P ] [f ] (9.62)
takes place.
In Eqns. (9.61 and 9.62), the matrix P [P ] is a real nonsingular matrix, M [] denotes
a real matrix of interval element midpoints.
Corollary 1 The pair ([A] , [b]) controllability is a necessary condition for the modal P-
regulator u = kx existence:
Remark 9 If a regular interval number [a] is not a degenerate (point) interval then it has
a positive width w [a] = w [a , a+ ] = (a+ a ) > 0. So, the elements of interval vector [f ]
in Eqn. (9.54) have to have positive widths and therefore, they must satisfy the inequalities
w [di ] > w [i ] , i = 0, 1, 2, , n1. Thus, it is recommended to select an asymptotically stable
or stable interval polynomial [D(s)] with interval coefficients [di ] , i = 0, 1, 2, , n 1 that
should be wide enough to guarantee the required inequalities.
In practice, a real matrix P may be chosen as P = M [P ] . Let us obtain the restrictions

on the interval coefficient widths of the assigned stable polynomial [D(s)] to ensure problem
solvability.
Theorem 11 If the pair ([A] , [b]) controllable according to the Controllability criterion 1
and P = M [P ] then the inclusion (9.57) has a solution of the form
k = M [f ] (M [P ])1 (9.63)
provided that the widths w [dj ] , j = 0, 1, 2, , n 1 of the interval polynomial [D(s)]
coefficients satisfy the inequalities
n
X
abs(ki )w [pij ] + w [j ] < w [dj ] (9.64)
i=1
where ki are the row vector k elements, w [pij ] are the widths of the elements of the matrix
[P ] in Eqn. (9.53).
Remark 10 For some control systems it is possible to calculate k that does not satisfy some
of the inequalities in (9.64). In order to comply with the restrictions in (9.64), we can try to
relax the intervals [dj ] without losing the stability of the interval polynomial [D(s)] and then
recalculate k.
Therefore, a stabilizing state-feedback control u = kx exists if the pair ([A] , [b]) is con-
trollable and the coefficients of some stable interval polynomial [D(s)] satisfy the inequalities
in (9.64).
Case r 2 : For multivariable interval control systems we use a concept of interval
matrix rank.
For an l p interval matrix [C] we consider all minors det [C]mm of order m min(l, p).
These minors are equal to some interval numbers.
A minor is referred to as singular if it contains a zero.
Definition 9 An interval matrix [C] has a rank [C] equal to the maximal order of its non-
singular minors.
Based on the above definition for n n matrix [A] and n r matrix [B] , we introduce
Controllability Criterion 2 The pair ([A] , [B]) is controllable for any A [A] , B [B]
if and only if the interval controllability matrix

[Y ] = [B] , [A] . [B] , , [A]n1 . [B] (9.65)
satisfies the equation
rank [Y ] = n (9.66)
9.4.3 The Algorithm

Consider the following algorithm for the design of a stabilizing state feedback.
Step 1: For the pair ([A] , [B]) analyze controllability criterion in Eqn. (9.66) to determine if
the problem has a solution. Note that for the pair ([A] , [b]) conditions (9.51 and 9.52)
can be checked out.
Step 2: Calculate the interval coefficients [i ] of the characteristic equation of [A] .
Step 3: Select interval coefficients [di ] of the polynomial [D(s)]such that w [di ] > w [i ] , i =
0, 1, , n 1 and [D(s)] is asymptotically stable. If for certain i both conditions
cannot be satisfied, then the problem has no solution.
Step 4: If r = 1, then go to Step 5, otherwise choose a real r-vector q such that the pair
([A] , [B] .q) is controllable.
Step 5: Compute k = M [f ] P 1 or k = M [f ] (M [P ])1 , if P = M [P ] . If inequalities in

(9.64) hold then goto Step 6, otherwise return to Step 3 and increase the widths of the
intervals [di ] , preserving, if possible, the stability of the polynomial [D(s)] .
Step 6: If r = 1, then K = k. If r 2 then K = qk.
Example 12 Let us consider a stabilization problem for the helicopter longitudinal motion
speed model with n = 3, r = 2 and interval matrices [A] and [B]

[a11 ] [a12 ] 9.8 [b11 ] 0
[A] = [a21 ] [a22 ] 0 , [B] = 0 [b22 ] (9.67)
0 1 0 0 0
where
[a11 ] = [0.031, 0.0128] , [a12 ] = [3.4, 0.1] , [a21 ] = [0.00077, 0.0007]

[a22 ] = [0.32, 0.31]
[b11 ] = [18, 15] , [b22 ] = [3.3, 3]
and
[D(s)] = s3 + [3, 4] s2 + [2, 8] s + [0.5, 5.5]
SOLUTION : It can be shown that the pair ([A] , [B]) is controllable and for a selected
vector q = (0.8, 1.2)T , the pair ([A] , [b]) is controllable. Calculations of the characteristic
equation of [A] yields
[(s)] = s3 + [0.3228, 0.351] s2 + [0.00135, 0.00985] s + [0.00755, 0.00686]
The matrix [P ] is then found to be

[43.3833, 30.5269] [10.036, 4.5404] [12, 14.4]
[P ] = [0.0920, 0.0953] [0.1161, 0.2556] [3.6, 3.96]
[0.1161, 0.2556] [3.6, 3.96] 0
Since, det (M [P ]) 6= 0 and w [di ] > w [i ] then
k = M [f ] (M [P ])1 = (0.0793, 1.1160, 1.2471).
The gain matrix K for the regulator has the following form.

0.0634 0.8228 0.9977
K = qk =
0.0958 1.3392 1.4963
Thus solved.
9.5 State Feedback for Uncertain Systems Based on Gerschgorin Theorem 163
9.5 State Feedback for Uncertain Systems Based on

Gerschgorin Theorem
Lemma 8 Making use of the Gerschgorin theorem, it can be verified that if a matrix A has
its elements such that
n
X
aii + |aij | < 0 (9.68)
j=1,j6=i
n
X
aii + |aji | < 0
j=1,j6=i
then the system

x = Ax
is stable since its eigenvalues would lie only in the strict left-half of the complex plane.
Using the above lemma, an algorithm can be derived for the stabilizing state feedback
for parametric uncertain systems in state space.
Assume that the system is
x = [A] x + [B] u (9.69)

where [A] , [B] n n and n r interval matrices respectively representing the state and
input matrices of the uncertain system. Let the elements of [A] and [B] be denoted as
[aij ] and [bip ] , i = 1, 2, , n, p = 1, 2, , r. respectively. Now, if a state feedback K =
{kij } , i = 1, 2, , r, j = 1, 2, , n is applied to the system, the stability condition in (9.68)
is translated to

r
X n
X r
X

sup ([aii ]) + sup ([bij ] . [kji ]) + [aij ] + [bip ] [kpj ] < 0 (9.70)
j=1 j=1,j6=i p=1

n
X n
X r
X

sup ([aii ]) + sup ([bij ] . [kji ]) + [aji ] + [bjp ] [kpi ] < 0 (9.71)
j=1 j=1,j6=i p=1
where, sup ([a]) = a+ , the supremum of an interval number and |[a]| = max(|a | , |a+ |)
, the absolute value of an interval number. The inequalities in (9.70 and 9.71) produce 2n
linear inequalities in kij , which when solved under the minimizing constraint of min (kKk) ,
would give the stabilizing state feedback for the interval uncertain system with its sensitivity
function minimized.
Example 13 Consider the uncertain system

[1, 0.5] 0 0 [1.2, 1.1]
x = 0 [0.5, 0] 0 x + 1 u (9.72)
0 0 [0.24, 0.25] 1
The problem is to design a stabilizing state feedback for the system.

SOLUTION : Let the stabilizing state feedback gain be K = k1 k2 k3 .
Then, applying the conditions in (9.70 and 9.71) would give the six inequalities,
0.5 + sup([1.2, 1.1] .k1 ) + |[1.2, 1.1] .k2 | + |[1.2, 1.1] .k3 | < 0
k2 + |k1 | + |k3 | < 0
0.25 + k3 + |k1 | + |k2 | < 0
0.5 + sup([1.2, 1.1] .k1 ) + |2k1 | < 0
k2 + |[1.2, 1.1] .k2 | + |k2 | < 0
0.25 + k3 + |[1.2, 1.1] .k3 | + |k3 | < 0
Using Linear Programming, the optimum value of K is found to be

K= 0 0.05 0.301
Thus, solved.
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170
Appendix A
Numerical Problems in Large Scale

Systems
A.1 Davison, Chidambara and Marshall Techniques

1. For the third order system

2 1 1 2
X = 0.5 1.5 0.5 X + 0.5 u
0.5 0.5 2.5 0.5
find the second order Davison approach such that the second state is not retained.
2. For the above system, find the first order Chidambara model and also find the sub-
optimal
controller
that would minimize the quadratic performance index for Q =
1 0 1
0 1 0 , R = 10 using the same model.
2 1 1
3. Consider the following third order system

1 2 2 0

X = 2 1 1
X + 0 u
0 0 2 1
Derive the second order reduced model for the system using Davisons technique.
4. Use Marshalls Technique to solve the above problem.
5. Use Chidambaras Technique to design a suboptimal control for the system for a
quadratic performance index with Q = 10I3 , R = 50.
6. Consider the fourth order system

0 1 0 0 0
255 279 65 130 1
X =

X + u
3 4 3 2 0
515 563 125 263 2
171
Obtain a third order model that is composed of the average of consecutive modes of
the original system.
7. Use aggregation by continued fraction to find a second order approximation for the
system
2 0 0 0 1
1 4 3 0 1
X =
0
X + u
3 4 0 1
0 0 1 6 1
A.2 Routh and Pade Approximations

1. Obtain the third order Pade approximation for the system
s3 + 12s2 + 44s + 48
G(s) =
s4 + 16s3 + 86s2 + 176s + 105
such that one of the poles of the reduced model is -1.
2. Find the Second order Pade approximation for the third order system
12s + 6
G(s) =
s3 + 6s2 + 11s + 6
3. Consider the third order system

b0 + b1 s + b2 s2
G(s) =
a0 + a1 s + a2 s2 + s3
What are the first and second order Routh approximations of the system using
expansion.
4. Using the Second Cauer Form, find the second order approximation of the system
6s2 + 17s + 5
G(s) =
s3 + 3s2 s 3
5. Find the first order approximation of the second order 2 2 system

1 s+1 s2
P (s) = 2
s + 5s + 6 2s 1 s + 1
using the multivariable extension of the third Cauer form.
6. Compute the second order time-domain Pade approximation for the system

0 1 0 0
X = 0 0 1
X + 0 u
15 23 9 1

y = 8 6 1 x
172
7. Obtain the second order reduced order model using parameters for the system
s2 + 4s + 3
G (s) =
s3 + 5s2 + 2s 8
8. Find the first order model for the second order system using canonical form

0 1 0
x = x+ u
2 3 1

y = 1 0 x
9. Find the second order reduced model, using routh approximants for the system

0 1 0 0 0
0 0 1 0
X = X + 0 u
0 0 0 1 0
120 180 102 18 1

y = 1200 900 248 14 X
10. Illustrate a technique to determine the optimal order for a reduced order model through
routh approximants for the above system.
11. Find the second order approximation for the following system using the second cauer
form
1441.53s3 + 78319s2 + 525286.125s + 607693.25
G (s) =
s7 + 112.04s6 + 3755.92s5 + 39736.73s4 + 363650.56s3 + 759894.19s2
+683656.25s + 617497.375
A.3 State and Output Feedback Design

1. For the second order system

1 2 1
X = X+ u
4 9 1
(a) Check for two-time scale property

(b) Find the state feedback gain, by decomposing the system, so that the closed loop
eigenvalues of the system are {50, 50}.

2. Find the robust state feedback gain F = f1 f2 that would stabilize the interval
system so that the system closed loop system never has complex eigenvalues and are
always to the left of s = 1. Find F so that the performance index J = f12 + f22 is
minimized.

0 1 0
X = X+ u
a1 a2 1
a1 = [1, 1], a2 = [1, 1]
173
3. Design a static output feedback controller for the system

0 1 0 0
X = 0 0 1 X + 0 u

0 0 3 1

0 1 0
y = X
1 1 0
so that the closed loop eigenvalues are {2, 0.5 0.5j}
A.4 Periodic Output Feedback and Fast Output Sam-

pling
1. Two first order systems have the transfer functions
1 1
G1 = , G2 =
s+1 s+3
respectively. At the input to these systems, a sample and hold circuit with sampling
period of 1 sec has been fixed. Design a fast output sampling controller for this plant-set
so that the closed loop eigenvalue is = 2 in continuous time
2. What are the conditions for the existence of periodic output feedback gain ?
3. How do you calculate the output injection gain for the system
X(k + 1) = X(k) + u(k)

y(k) = CX(k)
(a) Define Controllability Index.

(b) In the case of Periodic Output Feedback, for restricting the value of the gain K
the constraint imposed is
21 I K
<0
KT I
what does this mean. How will the satisfaction of this constraint assure that the
magnitude of K is restricted.
4. Derive the expression for the lifted output in terms of state and input in the context
of fast output sampling feedback technique.
5. Derive the expression for the dynamics of the error input in the context of fast output
sampling technique.
6. For a three model case, each being controllable and observable and of 10th order, what
are the conditions for the existence of a robust periodic output feedback gain.
174
7. Compute the fast output sampling feedback control input for the system

0 1 0
X(k + 1) = X(k) + u(k)
4 4 1

y = 1 0 X(k)
so that the closed loop characteristic equation is Z 2 = 0.5Z.
8. Given the representation of a system at an input sampling period of sec as

0.64 0 1
X (k + 1) = X (k) + u
0 1 1

y (k) = 1 2 X (k)
Find the fast output sampling gain L such that the closed loop eigenvalues are placed
exactly at = {0.6, 0.7} . The output sampling rate is = /2.
9. Assuming that the state feedback F is so designed that the closed loop system ( + F ) is
non-singular, derive the formula of the fast output sampling controller gain for a system
x(k + 1) = x(k) + u (k)

y (k) = Cx(k) + Du(k)
Use and assign appropriate notations wherever necessary.
A.5 Uncertain Systems

1. Find the minimal set of conditions for the stability of the uncertain polynomial
4 + 2
P (s) = a 3
4 , 1 s + [4, 5] s + 6, a2 s + [3, 4] s + a0 , 1
2. Using the above result, find the state feedback gain F, that would assure the closed
loop stability of the system

0 1 0 0 0
0 0 1 0 0
X =
0
X +

u
0 0 1 0
+
1, b0 [4, 3] b2 , 6 [5, 4] 1
175

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Model Order Reduction and Controller Design

1 Introduction to Large Scale Systems 1

3 Model Order Reduction and Control - Aggregation Methods 23

6 Pole Placement Techniques 95

7 Fast Output Sampling (FOS) 127

8 Periodic Output Feedback (POF) 135

9 Robust Control of Systems with Parametric Uncertainty 139

A Numerical Problems in Large Scale Systems 171

Introduction to Large Scale Systems

1.1 What are Large Scale Systems ?

1. Modeling procedures which consist of differential equations, input-output transfer func-

2. Behavioral procedures of systems such as controllability, observability and stability

1.2 Hierarchial Structures

1.3 Decentralized Control

Figure 1.1: Hierarchial Control

Figure 1.2: Two Controller Decentralized Large Scale System

4. Large scale systems are usually represented by imprecise aggregate models.

5. Controllers may operate in a group as a team or in a conflicting manner with single-

6. Large scale systems may be satisfactorily optimized by means of suboptimal or near

1.4 Large Scale System Modeling

5. Mathematical descriptions of each system component, sometimes called elemental

7. Elemental, continuity and compatibility equations should be manipulated and the

Large Scale System Model Order

2.2 Davison Technique

2.2.1 Reduced Order Model Using Davison Technique

X = AX + Bu, where A = n n matrix (2.1)

Y = A Y + B u, where A = l l matrix (2.2)

would transform the system into

which would give

[P 1 B] = first l rows of P 1 B (2.13)

Substituting Eqn. (2.15) in Eqn. (2.16)

Substituting Eqn. (2.17) in Eqn. (2.18),

Y = A0 Y + A1 P1 Po1 + P0 [P 1 B]u (2.19)

2.2.2 Alternative Method to Obtain Reduced Order Model through

X1 = P11 Z1 + P12 Z2 , (2.23)

If the decoupled representation of the system is

and from Eqn. (2.21)

X1 = A11 X1 + A12 X2 + B1 u (2.31)

X1 = A11 X1 + A12 P21 Z1 + B1 u

2.2.3 Improved Davison Technique

2.2.4 Suboptimal Control Using Davison Model

X T QX = X1T Q11 X1 + 2X1T Q12 X2 + X2T Q22 X2 (2.42)

If the reduced order system is represented as

2.2.5 Control Law Reduction Approach Using Davison Model

Using the Davison model in Eqn. (2.30),

2.3 Chidambara Technique

2.3.1 Reduced Order Model Using Chidambara Technique

Performing Laplace transform on Eqn. (2.52),

(sI 2 )Z2 (s) = 2 U (s) (2.53)

Since only the steady-state contribution of Z2 is to be considered, setting s = 0,

Now substituting the value of Z2 in the relation in Eqn. (2.24),

Solving for Z1 in Eqn. (2.23) and substituting it in Eqn. (2.55),

2.3.2 Suboptimal Control Using Chidambara Model

The cost function can therefore be represented as

Q1 = Q11 + 2Q12 L + LT Q22 L, (2.61)

2.3.3 Control Law Reduction Approach Using Chidambara Model

u = (I K2 H)1 (K1 + K2 L)X1 (2.71)

2.4 Marshall Technique

2.4.1 Reduced Order model by Marshall Technique

and using Eqn. (2.72) in Eqn. (2.74),

2.5 Choice of Reduced Model Order

2.5.1 Model Order Selection Criterion by Mahapatra

From Eqns. (2.80 - 2.82),