Automatica~Vol.19, No, 5, pp. 523-532,1983
00
Printedin Great Britain
Linear Ultimate Boundedness Control of Uncertain
Dynamical Systems*
B. ROSS BARMISH,I" IAN R. PETERSENI" and ARIE FEUER:~
A Liapunov type stabilization theory, developed for linear systems, includes time-varying
parameters which are unknown but bounded in their state variable description.
Key Words--Uncertain systems; stabilization; linear control; ultimate boundedness; Liapunov functions.
Al~traet--Given a state equation whose description includes
uncertain parameters, it is often desirable to design a feedback
controller which renders all solutions uniformly and ultimately
bounded. When facing such a problem, one often has available or
assumes an upper bound for the excursions of the uncertain
parameters. Within this framework, the objective is to guarantee,
no matter how 'nature' selects the uncertainty, that the state will
eventually end up and remain within some pre-specified region.
When this region is a small neighborhood about the origin, the
concept of uniform ultimate boundedness is tantamount to
'practical' asymptotic stability. The objectives of this paper are
twofold: first and foremost, our goal is to show that a class of
ultimate boundedness problems which have been solved to date
via nonlinear control, can in point of fact be solved via linear
control. This is the main result and is given in Theorem 4.1.
Secondly, we show that some of the so-called matching
assumptions (which have been required in the earlier literature)
can be weakened somewhat. This enables one to design
controllers for a larger class of dynamical systems than
previously considered.
1. INTRODUCTION
IN RECENT years, a number of new approaches have
been proposed for synthesizing controllers which
lead to either asymptotic stability or ultimate
boundedness of the state of an uncertain dynamical
system [see for example Chang and Peng (1972);
Leitmann (1978, 1979, 1981); Molander (1979);
Gutman (1979); Vinkler and Wood (1980); Corless
and Leitmann (1981); Thorp and Barmish (1981);
Barmish and Leitmann (1982), and their biblio-
* Received 16 November 1981 ; revised 24 August 1982; revised
11 February 1983. The original version of this paper was
presented at the 8th IFAC World Congress on Control Science
and Technology for the Progress of Society which was held in
Kyoto, Japan during August 1981. The published proceedings of
this IFAC meeting may be ordered from Pergamon Press Ltd,
Headington Hill Hall, Oxford OX3 0BW, U.K. This paper was
recommended for publication in revised form by associate editor
J. Ackermann under the direction of editor H. Kwakernaak.
t Department of Electrical Engineering, University of
Rochester, Rochester, NY 14627, U.S.A.
:~Bell Laboratories, Holmdel, NJ 07733, U.S.A.
523
0005 1098/83$3.00+ 0.
PergamonPressLtd.
© 1983InternationalFederationof AutomaticControl
graphics]. These so-called uncertain dynamical
systems are typically described by differential
equations which contain parameters whose values
are imprecisely known. In contrast to the stochastic
control set-up, no assumptions are made concern-
ing the statistics of the uncertain parameters in
question. Instead, only a bound on the parameter
variations is taken as given and the objecti.ve is to
design a controller which satisfactorily regulates the
system. Often the term 'guaranteed performance' is
used to denote the fact that the resulting closed-loop
system will have certain desirable properties (for
example, asymptotic stability) for all admissible
variations of the uncertainty.
This paper is concerned with the problem of
ultimate boundedness within the framework de-
scribed above. Our main objective is to show that a
linear time-invariant feedback control will suffice
for a large class of systems previously stabilized by a
nonlinear control. That is, instead of accomplishing
ultimate boundedness via a controller which
operates nonlinearly on an inaccurately measured
state, we achieve the same end via a pure gain. This
linearity in the control structure is the marked
difference between the results of Leitmann (1978,
1979, 1981); Gutman (1979); Corless and Leitmann
(1981); Barmish and Leitmann (1982) and those
given here. In the case of Chang and Peng (1972);
Molander (1979); Vinkler and Wood (1980); Thorp
and Barmish (1981), linear controllers are designed
for-systems without input and/or measurement
uncertainty. In this paper, both of these types of
uncertainties are included and it is shown that linear
feedback is nevertheless feasible. Before proceeding,
two points are worthy of mention:
(1) The presence of an additive input uncertainty
in our formulation precludes the possibility of
524 B.R. BARMISH, I. R. PETERSEN and A. FEUER

uniform asymptotic stability via linear feedback. 2. SYSTEMS(S) AND ASSUMPTIONS

Hence, our theory is centered around the concept of We consider a dynamical system described by the
uniform ultimate boundedness. state and output equations*
(2) There are some special cases when one might
prefer nonlinear control over linear control. For yc(t) = A(q(t))x(t) + B(q(t))u(t) + Cv(t), t>0
example, given a system having only additive input
y(t) = x(t) + w(t) (S)
uncertainty (and no other uncertainties of any type),
one can design a nonlinear controller which is
where x(t)e R" is the state; u(t)e R m is the control;
amplitude bounded (Gutman, 1979). In contrast,
q(t)eQ c R k is the model uncertainty which is
linear control would not have this desirable
restricted to a prescribed bounding set Q;
property. Nonlinear control might also be prefer-
v(t) e V ~ R p is an external disturbance which is also
able when robustness (insensitivity to parameter
restricted to a prescribed bounding set V; and
variations) is of concern (Gutman and Palmor,
finally, w(t) e W c R" is the measurement error which
1982). Other situations where nonlinear control is
lies within a bounding set W. Within this framework,
required are described in Corless and Leitmann
C must be a constant n x p matrix and A(') and B(')
(1981) and Barmish and Leitmann (1982).
are n x n and n x m dimensional matrix functions
Besides the issue of linear versus nonlinear
on the set Q, respectively. Hence for fixed q e Q, A(q)
control, another fundamental question pervades the
and B(q) are the model matrices which result.~"
ultimate boundedness and guaranteed stability
Throughout the remainder of this paper, the
literature. Namely, what are the assumptions that
following assumptions are taken as standard:
must be made, in order to guarantee ultimate
Assumption 1 (continuity): The matrices A(') and
boundedness and/or stability, on the manner in
B(') depend continuously on their arguments.
which the uncertain parameters enter structurally
Assumption 2 (compactness): The bounding sets
into the state equation? In all of the previously cited
Q, v and W are compact sets in Rk, R p and R",
references, the success of the various control
respectively.
schemes proposed depends crucially on the
Assumption 3 (measurability): The uncertainties
satisfaction of additional a priori assumptions.
q('): [0, oo) ~ Q, v('): [0, oo) ~ V and w('): [0, oo)
These assumptions essentially restrict the locations
--* W are required to be Lebesgue measurable.
and/or sizes of the uncertain parameters within the
Assumption 4 (matching conditions): There exist
system matrices. In the case of many of the previous
constant matrices B and F and a continuous matrix
references, these restrictions have been appro-
function ~P('):Q ~ R " × " such that for all q e Q
priately referred to as matching conditions. In Thorp
and Barmish (1981), these matching conditions are
B(q) = BqJ(q);
somewhat generalized leading to a weaker require-
ment on the system structure. In Barmish and ~F(q) + ~'(q) is positive-definite
Leitmann (1982), it is shown that ultimate
boundedness is still possible as long as the matching and
conditions are not violated 'too severely'. Peng
C = BF.
(1972); Chang and Peng (1972); and Vinkler and
Wood (1980), instead of imposing matching
Notation. In the sequel, I will denote the identity
conditions on the state matrix A(.), require that
matrix and IIMII,the norm of a real matrix M, will be
A(q) depends linearly on the uncertainty vector q.
taken to be the square root of the largest eigenvalue
Furthermore, except for one rather special case, the
of M ' M . Also 2mi,(ma~)['] will denote the operation
input matrix B(') cannot be uncertain.
of taking the smallest (largest) eigenvalue (defined
Subsequently, one can guarantee stability if a
for a symmetric matrix). We describe the comp-
certain augmented Riccati equation has a positive-
lement of a set X by XC; i.e., X c = {xeR":xq~X}.
definite solution. Finally, we mention the more
recent work of Molander (1979) where the structure
Remarks about Assumption 4. It can be easily seen
of the uncertainty was constrained by certain
that for the uncertain system (S), the assumptions of
subspace relationships. These relationships essen-
previous authors imply the satisfaction of
tially play the role of matching conditions.
In order to assure that our results apply to
systems in the references above, we shall provide a
* Ultimate boundedness problems can also be formulatedfor
set of assumptions in Section 2 which are sufficiently systems whose state is estimated via an observer (Leitmann,
weak so as to encompass these analyses for the case 1981).Note that we are reallydealingwith an uncertainstate and
when the uncertain system is linear. For these not a general output feedback.
~"Of course, the uncertaintyq(.) is typicallytime-varying.This
uncertain linear systems, we shall deal exclusively fact is reflectedby writing 'A(q(t))'and 'B(q(t))"in the description
with quadratic Liapunov functions. of the system (S).
 Linear ultimate boundedness control of uncertain dynamical systems
Assumption 4. For example, if B(q)=-Bo is
constant, one can take B = Bo and ~F(q)_-__I. In
Peng (1972); Chang and Peng (1974); Vinkler and
Wood (1980), it is assumed that one can write
B(q) = Bo + qBo where Iq(t)l < (t, 7t > O. For this
case, the choice B = Bo, qJ(q) = (q + 1)I will suffice.
Finally in Leitmann (1978, 1979, 1981); Gutman
(1979); Corless and Leitmann (1981), it is assumed
that B(q) is a matrix of the form B(q) = Bo + BoE(q)
where E(') is a continuous m x m matrix function
satisfying liE(q)ll < 1 for all q e (2. In this situation, it
is easy to verify that Assumption 4 is satisfied by
choosing B = Bo and ~F(q) = I + E(q).
It is also important to note that in this paper we
are making no a priori assumptions on the structure
of A(q). Hence, the linearity assumption on A(')
required in Peng (1972); Chang and Peng (1974);
Vinkler and Wood (1980), the matching conditions
on A(') required in Leitmann (1978, 1979, 1981);
Gutman (1979); Corless and Leitmann (1981);
Thorp and Barmish (1981), the mismatch limit on
A(.) required in Barmish and Leitmann (1982) and
the subspace inclusion condition on A(') required in
Molander (1979) are all subsumed by the present
formulation.
3. UNIFORM ULTIMATEBOUNDEDNESS
Some definitions are required in order to precisely
formulate the problem at hand.
Definition 3.0
Let P be an n x n positive-definite symmetric
matrix and suppose that fl is a subset of R'. Then fl
is said to be a P-ellipsoid if ~ = {x ~ R":x'Px <_ k}
for some k >__0.
Definition 3.1
A solution x('): [to, oo) --, R", X(to) = Xo of (S) is
said to be uniformly and ultimately bounded with
respect to a compact set X c R n if there is a non-
negative constant (time) T(xo, X) < + ~ , possibly
dependent on Xo and X but not on to, such that
x ( t ) ~ X for all t >_ to + T(xo, X).
Definition 3.2
The uncertain dynamical system (S) is said to be
uniformly and ultimately boundable in a quadratic
manner (henceforth u.u.b.q.) if there exists: ( a ) a
positive constant C o > 0 ; (b) a control law
p(.):R n ~ Rm; and (c) a P-ellipsoid
X = { x E R " : x ' P x <_ ko} such that the following
conditions are satisfied:
(i) Given any admissible uncertainties q('), v(')
and w(') and any initial condition X(to)eR',
(to > 0), the closed-loop state equation
Yc(t) = A(q(t))x(t) + B(q(t))p(x(t) + w(t)) + Cv(t)
(1)
525
will possess a solution x('): [to, t1 ] ~ R* which is
continuable over [to, oo).
(ii) All possible solutions* x(.): [to, oo) ~ R n of
(1) are uniformly and ultimately bounded with
respect to X.
(iii) Given any admissible uncertainties q('), v(')
and w(.), the so-called Liapunov derivative
.~q~(x,t) ~=x' [A'(q(t))P + PA(q(t))]x
+ 2x'P[B(q(t))p(x + w(t)) + Cv(t)] (2)
admits a bound .~q~(x,t) _< -Co which holds for all
t >- 0 and all x ~ XC.?
Remarks. Implicit in (1) is the fact that the control
u(') is an output feedback of the form
u(t) = p(y(t)). (3)
We also note that ifP satisfies condition (2), then the
function V:R" -, R given by
V(x) A=x'Px (4)
can be exploited to establish uniform ultimate
bound~lness of solutions; see for example, Barmish
and Leitmann (1982).
Our next definition is concerned with the
possibility of linear control.
Definition 3.3
Suppose that the conditions of Definition 3.2 can
be satisfied with a control law p(-) which depends
linearly on y; that is, p ( y ) = Ky where K is a
constant m x n feedback matrix. Then (S) is said to
be u.u.b.q, via linear control,
The following statement is an immediate con-
sequence of Definitions 3.2 and 3.3.
Suppose that (S) is u.u.b.q, via linear control. Then
(S) is u.u.b.q.
The main objective of this paper is to establish the
converse of the statement above.
Remarks concerning control synthesis. From the
point of view of linear controller design, one can
proceed as follows: use a design procedure from any
of the previously cited references to obtain a
nonlinear controller p(-), Liapunov matrix P and
associated constants Co and ko. Taking p(.), P, ko
and Co as known data, one can generate the desired
*Generated by the realized uncertainties and the initial
conditions.
1"In fact, (ii) is redundant in view of (iii). Without loss of
generality,however,we retain (ii)so that the definitionlendsitself
to physicalinterpretation.
526 B.R. BARMISH, I. R. PETERSEN and A. FEUER
gain matrix using the results given in Sections 4 and
6 of this paper. It is also of interest to note that this
design philosophy can also be applied to systems
other than those satisfying the matching conditions
which were discussed in the introductory section.
For example, when A(q) fails to satisfy a matching
condition, one can often nevertheless generate the
input data {p('), P, k0, Co} by considering a certain
feasible point problem (Hollot and Barmish, 1980).
As far as this paper is concerned, however, the data
{p('),P, ko, co} (associated with a nonlinear con-
troller) is taken as given when we design linear
controls.
4. M A I N R E S U L T
The proof of the following theorem will be carried
out in Section 5. To this end, we shall construct a
candidate controller using the known data which
describes the system. Then, it will be shown that this
control does indeed satisfy the conditions of
Definition 3.3.
Theorem 4,1
Suppose that (S) is u.u.b.q. Then (S) is u.u.b.q, via
linear control.
Remarks. Sometimes when a system cannot be
asymptotically stabilized, one can nevertheless
assure 'practical' asymptotic stability by dem-
onstrating that the ultimate boundedness set X in
Definition 3.1 and 3.2 is 'sufficiently small'. This is
shown in Barmish, Corless and Leitmann (1983).
Note that in the theorem above, there are two
ultimate boundedness sets in question. The first of
these sets X"results from applying nonlinear control
whereas the second of these sets X corresponds to
the linear control system. From a stabilization point
of view, it would be of interest to focus future
research effort on comparing the 'sizes' of X" and X.
Hence, one could systematically evaluate the
tradeoffs involved in implementing a linear versus
nonlinear control.
5. P R O O F O F T H E O R E M 4.1
Since (S) is known to be u.u.b.q., there is a control
p(-), a positive-definite symmetric matrix P and
positive constants ~0 and ~0 leading to the
satisfaction of conditions (i)-(iii) of Definition 3.2.
Given these quantities, our claim is that there exist
quantities P, Co, ko, and K satisfying the
requirements for (S) to be u.u.b.q, via linear control.
Condition (i). If a linear feedback control
u(t) = Ky(t) is applied to (S), the resulting closed-
loop system is described by
Yc(t) = [A(q(t)) + B(q(t))K ]x(t) + B(q(t))Kw(t)
+ Cv(t).
This system is linear and has a bounded Lebesgue
measurable input 'BKw(t)+ Cv(t)' (see Assump-
tions 2 and 3). Note also that the system matrix
'A(q(t)) +B(q(t))K' also has bounded Lebesgue
measurable entries (see Assumptions 1-3). Hence,
given any initial condition X(to)=Xo, and ad-
missible uncertainties q(.), v(') and w(.), the resulting
solution x(.) is continuable over [to,OO)
(Coddington and Levinson, 1955).
Condition (iii). The main thrust of the proof will
be directed towards the satisfaction of this
condition. We first choose the matrices P and K as
P ~P (5)
and
K ~= - 7B'P (6)
where y > 0 is a gain which will be defined in the
sequel. Our task now is reduced to showing that ~,
Co, ko > 0 exist so that condition (iii) is satisfied.
We begin by performing a sequence of sub-
stitutions and simplifying notation. The control
p(y) = Ky is substituted into (2). Also making use of
the matchiiag conditions (Assumption 4) and
equations (5) and (6), we obtain
.W(x,t) = x' [A'(q(t))P + PA(q(t))]x
- ?x'PB [W(q(t)) + W'(q(t))]B'Px (7)
- 2~x'PBW(q(t))B'Pw(t) + 2x'PBFv(t)
for admissible uncertainties q(.), v(') and w(').
Next, for notational convenience, we define the
quantities
p~ ~ max {x' [A'(q)P + PA(q)]x:q ~ Q, x'Px = 1}
(8)
A
Po = max IIFvll (9)
veV
/x
p~ = max IIW(q)B'Pwll (10)
qeQ,w~W
/x
p~ = ½min '~min[~I'/(q) + ~J'(q)]. (11)
qeQ
Note that Assumptions 1-4 of Section 2
guarantee that these constants are well defined and
that
pq > O. (12)
 Linear ultimate boundedness control of uncertain dynamical systems 527

Using these definitions and (7), we obtain for all x e R" such that x'Px =/~o and
IIB'Pxll < p0~1/2.
Za(x, t) <<_x' [A'(q(t))P + PA(q(t)) ]x - 2?pallB'Pxll 2
+ 2ylIB'PxlI " IIW(t)B'Vw(t))ll Using the given definition of gv('), we can readily
establish the following claim:
+ 211B'Pxll'llFv(t)ll
Claim. Given any 0 < fl < 1, there exists some
which can be re-written more conveniently as
y > 0 such that
..~(x,t) <_x' [A'(q(t))P + PA(q(t)) ] x - ~yPallB'Pxll 2
gv(x) < - flCo (16)
4
+ --llFv(t)ll 2 for all x e R ~ such that x'Px = lco.
YPq
To prove (16), we take 8~ (0, 1) as given, select pp
+ 4?llW(q(t))B'Pw(t)ll2 as in (15) and choose any y > 0 such that
Pq

- 4-~-Ix(x,t) - Y--~12(x,t) max,0 2(P~l~o+_~o)~

YPa (17)
where

Iz(x,t) ~= B'PxII - ]lFv(t Now, let x • R" be given such that x'Px = J~0.There
are two cases to consider: If IIB'Pxll <_ p#~l/2, then

(11 4
I2(x,.t) ~= B'PxII - --IlW(q(t))B'Pw(t
P~
)11)2•
we use 'property of go(')' to obtain

gv(x) < go(x) < -flEo.

Since Ix (x, t) and I2(X , t) are non-negative, we obtain
On the other hand, if IIB'Pxll > PB~/2, then we use
(8), the definition of g~(') and (17) to obtain
.Z(x, t) < x' [A'(q(t))V + PA(q(t))]x
- ~pqllB'exll 2 g,(x) ~ ~oP. - ~ P ~ P ~ o P ,
+ 4_4_p~+ 4yp~,.
(13) . F2(p.[o + 8~'o)7 ^ _2[
YPa P~
opTA
Inequality (13) will be the vehicle by which we define
the desired positive constants ko, co, and y. To this This establishes the claim.
end, we first work with the first two terms in (13).
Hence, for a given y > 0, we are motivated to define Final selection of Co, ko, y. To complete the proof
a function gv(.):R" ~ R by of the theorem, we return to (13) and note that

gv(x) ~ max x' [A'(q)P + PA(q)]x - ~pallB'Pxll 2. 4_

qsQ a'(x, t) _ g,(x) + : v ~ + 'p~w. (18)
YPq P~
In view of the continuity of A(') and the
compactness of Q, this function is continuous. The Next we select any fie(0, 1) and take p~ > 0
proof to follow will also make use of the fact that satisfying (15). For this pp, ~ is selected to satisfy
(17). Now, for any x # 0, we can use (14) and re-
g~(o~x) = o~2g~(g) (14) write (18) as

for all xeR" and all a > O. When ? = O, one further xtPx / ~01/2 I + 4_4_p~+ 4?p~w
.~(x,t) <--~-o g, l ~ x ]
property of go(') will be used in the sequel; the YPq Pq
existence of the constant pp below is established in
Appendix A. and in view of the preceding claim, the inequality
above becomes
Property of go('). Given any 0 < fl < 1, there
exists a constant pp > 0 such that
[x'Px I ff~o + 4 P~ + "P~w. (19)
go(x) <_ - 8do (15) .~(x,t) <_ - I ~o I ?P~ Pq
528 B.R. BARMISH, I. R. PE'IERSEN and A. FEUER

Clearly, (19) enables us to generate the appropriate Case 1. P q w - P v : 0 (neither measurement un-
constants Co and ko. One can either choose Co > 0 certainty not"input uncertainty). For this situation, (20)
arbitrarily and then reduces to

koco
ko:~o Co + % 2 + (20) ko = - - (23)
YPq Pq l

or, one can choose any Hence, by choosing Co sufficiently small, k0 can be
made arbitrarily small. Therefore, our results are
4,0 (21)
compatible with known results [such as those in
ko > ~ Leitmann (1979); Gutman (1979); Thorp and
Barmish (1981)] on the guaranteed stability
and then take problem.

Case 2. Pqw = 0 (no measurement uncertainty). For

Co = -60 - - -
Pq +.TP w • (22) this case, it was shown in Thorp and Barmish (1981)
that one can assure a measure of'practical stability'
In either event, it is clear from (19) that Co and ko can at the expense of possibly high gain. This conclusion
be chosen so that can also be drawn from the analysis given here; that
is, with Pqw = 0, (20) reduces to
~(x, t) <_ - Co

whenever ko=~o Co+~,pq

/
/" (24)

x e X c = { x e R " : x ' P x > ko}. Consequently, by choosing Co sufficiently small, and

7 sufficiently large, k0 can be made arbitrarily small.
This completes the proof that condition (iii) of We note, however, that the required gain ~ might
Definition 3.3 holds. have to be 'boosted'; that is, the required gain will
increase as we decrease the ultimate boundedness
Condition (ii). Let q(-), v(') and w(') be admissible ellipsoidal radius ko.
uncertainties and suppose that X(to) = x o e R " is a
given initial condition. Knowing from condition (iii) 6. SYNTHESISOF A CONTROLLER
that 5e(x, t)_< -Co, we can argue exactly as in The proof of Theorem 4.1 as given in the previous
Leitmann (1981) to establish uniform ultimate section cannot be used as it stands to actually
boundedness with respect to X; i.e., if x(t)~ X c, then construct a controller. This stems from the fact that
V(x(t)) decreases and reaches the boundary of X at no method is given for constructing the constant pp
some time t < oc. Since which satisfies (15). In this section, our objective is
to develop a method of computing pa which enables
v(x6))- v(x(to)) <_ - c o 6 - to) one to make the proof of Theorem 4.1 truly
constructive.
we are motivated to define For the system (S), we define the following
I-V(x°) ~ k° ' positive constantt
if Xo ~ X c
T(xo, X) = ~ Co
A
( 0 if x o e X . PN = min {u'B'PBB'PBu:u'B'PBu = 1} (25)

It is then straightforward to show that x ( t ) e X for

and the non-negative constant
all t -> to + T(xo, X). Hence, all solutions x(-) are
uniformly and ultimately bounded with respect to
X. The proof of Theorem 4.1 is now complete. [] PA = max {Ix' [A'(q)e + PA(q)]xl:

Remarks. From the point of view of practical qeQ, x'Px = 1}. (26)
stability, it would be of interest to know when ko can
be chosen arbitrarily small while still satisfying (20).
Two special cases of interest have been studied in the
earlier literature. We see below that for each of these
? PNmust be positive;otherwisethe minimizingelementu. in
two cases, ko can indeed be chosen as small as we (25) would violate u',B'PBu. = 1. For the trivial case when
desire. B = 0, then the minimizingset in (25) is empty and p• = + or.
 Linear ultimate boundedness control of uncertain dynamical systems
The following theorem addresses the problem of
construction of the desired constant p#; see
Appendix B for proof.
Theorem 6.1
Suppose that the u.u.b.q, requirements of
Definition 3.2 are satisfied by the matrix P and the
constants c0 and J~o.Take 13e (0, 1) as fixed. Then the
constant
((I --_~) ~o
=~ ~ 2pa ~oX/(PN/2)' if r a n k B < n
P# (27)
[6x/pN, if r a n k B = n , ( 0 < 6 < l )
satisfies condition (15). That is
go(x) = maxx' [A'(q)P + PA(q)]x <_ -flCo (28)
tlSQ
for all x~R" such that x'Px=ko and
]]B'PxI] < p#k 1/2.
By using p# as above, one can now provide a
'recipe' for construction of a linear controller which
satisfies the u.u.b.q, requirements. This is accom-
plished as follows: (i) compute ps, p~, P~w and pq
using (8)-(11). (ii) Select fl ~ (0, 1) and calculate Pa,
PN and p# using (25)-(27). (iii) Choose the gain
constant y satisfying (17). (iv) Select Co and k0
satisfying (20). The desired feedback gain matrix is
then K = - yB'P. Furthermore, all solutions will be
uniformly and ultimately bounded with respect to
the set X = { x e R " : x ' P x <_ ko}.
7. ILLUSTRATIVEEXAMPLES
Example 1. To see that the 'commonsense'
solution and the formal solution agree, we consider
the scalar state and output equations
g(t) = u(t); y(t) = x(t) + w(t); Iw(t)l _
where ~ > 0 is a prescribed measurement error
bound. It is clear? that by applying a feedback of the
form u(t) = -ky(t), k > 0, all solutions x(') will be
uniformly and ultimately bounded with respect to
the set X = {x ~ R:lx[ < ~}. This is the so-called
commonsense solution. Proceeding formally, we
can construct the control according to (17) and (20).
Since this system has only one state, the Liapunov
matrix P will be a scalar for any nonlinear control
used to stabilize the system. Hence, without loss of
generality we may use P = 1. Using Assumption 4 of
Section 2 and (8)-(11), (25) and (26), we may easily
calculate ~(q) = 1, Ps = 0, Pv = 0, P~w = w, P~ = 1,
PN = 1 and Pa --- 0. Using formula (27), it is clear
that one is free to select any p# e (0, 1).
t That is, Ix(t)l will decrease whenever Ix(t)] > ft.
529
It should also be noted that from the point of view
of control synthesis, the ratio Co/J~ocan be calculated
without recourse to the structure of the nonlinear
function p('); that is; having the P matrix available,
one can take
Co
j~-~_< - s u p {x' [A'(q)P + PA(q)]x:x'Px = 1,
B'Px = 0}.
For this example the constraint set {x:x'Px = 1,
B'Px = 0} is empty and therefore, Co/ko can be
taken to be any arbitrary positive constant. Using
(17) and (20), we obtain
{ ~ 2 ~o l
y > max u,~--0-~;
and
~o
ko = ~ o (4~w2 + Co).
Given any fie(0,1) and any arbitrary constant
A > 0, we take p# = 1/(1 + A) and choose
~, = j--~p~o (I + A) = (I + A) 3.
This leads to
ko = ~W2(1 + A) 3 + ~__~o2Co
~o fl"
It is clear that we can make y arbitrarily small by
choice of 13. Furthermore, by choice of Co and A, we
can make ko arbitrarily close to ]~2. This
corresponds to the ultimate boundedness set
x =
The discrepancy between this ultimate boundedness
set and that obtained using common sense methods
indicates that the design procedure presented in this
paper may be somewhat conservative.
Example 2. Next, we consider a second order
dynamical system having both input and measure-
ment uncertainty. Namely
~l(t) = Xz(t)
Yc2(t) = - x ~ ( t ) + u(t) + v(t)
yx(t) = xl(t) + Wx(t)
y z ( t ) = x 2 ( t ) + w2(t)
with uncertainty bounds Iv(t)l _< 1 and IIw(t)ll ~ 1.
We note that this set-up is identical to that
530 B . R . BARMISH, I. R. PETERSEN a n d A. FEUER
considered in L e i t m a n n (1981). F u r t h e r m o r e , we
observe that the u n c o n t r o l l e d system [set u(t) = 0]
is potentially unstable. F o r example, if v(t) = sin t,
then one obtains an u n b o u n d e d response
x~(t) = ½tcos t..Hence, we are m o t i v a t e d to apply a
control to eliminate this possible instability. F o r our
c o m p u t a t i o n s , we use
A= I ° 11
-1 0 ;B= ;C= ;
~F(q) = l ; f = 1.
A n o n l i n e a r controller can be f o u n d for this example
as in L e i t m a n n (1981). I n fact for each k > 0 there
exists a n o n l i n e a r stabilizing controller with the
following L i a p u n o v matrix
2 k ½ Berge, C. (1963). Topological Spaces. Oliver & Boyd, London.
P = ~1 -1/ " Chang, S. S. L. and T. K. C. Peng (1972). Adaptive guaranteed
T o further illustrate c o m p u t a t i o n s we take
k = - 0.2. T h e n from the f o r m u l a e given in Sections
5 a n d 6, we c o m p u t e Ps = 0.2, Pv = 1, Pqw = 5.025,
pq = 1, ~0/ko = 0.2,t PN = 5 a n d PA = 0.2.
If we choose fl = 0.33 a n d Co = 0.1, s u b s t i t u t i o n
of these quantities into (27) yields p# = 0.530.
I n e q u a l i t y (17) n o w leads to the r e q u i r e m e n t
7 > 0.632. Hence, by c h o o s i n g ~ = 0.633, inequality
(16) will be satisfied a n d e q u a t i o n (20) yields
k0 = 1066. U s i n g (6), the vector of feedback gains
K = [ - 0 . 3 1 6 5 , - 3 . 1 6 5 ] n o w results. T h e smallest
sphere c o n t a i n i n g the u l t i m a t e b o u n d e d n e s s set
{ x : x ' P x <_ 1066} has radius ro = 15.3. This q u a n -
tity ro is referred to as the ultimate boundedness
radius. I n contrast, the n o n l i n e a r controller in
L e i t m a n n (1981) was f o u n d to yield a n ultimate
b o u n d e d n e s s ~o = 2.9. It is unclear at this p o i n t
what in general can be said a b o u t the radii of
ultimate b o u n d e d n e s s resulting from n o n l i n e a r
versus linear control.
8. CONCLUSIONS
In this p a p e r , it was s h o w n t h a t a linear c o n t r o l
structure will suffice for certain ultimate bounded-
ness problems which were previously solved via
nonlinear control. There are, however, possible
tradeoffs involved when opting for linear in lieu of
nonlinear control. Namely, it may happen that the
resulting ultimate boundedness set X may turn out
to be 'larger' than .~. To this end, future research
effort might concentrate on comparing the radii ro
and ~o. For the specific example problems
t As in Example 1, note that -co/J~o can be computed by
finding the maximum value of x' [A'(q)P + PA(q)]x subject to
B'Px = 0.5xx + 5x2 = 0, x'Px = 1 and q~Q.
considered in this paper, these radii were calculated
a n d compared. A second possible tradeoff involves
the so-called control effort. G i v e n a metric which
measures the size of the controller, it would be of
interest to k n o w which controller (linear or
n o n l i n e a r ) is preferable from a m i n i m u m effort
p o i n t of view.
Acknowledgements--This work was supported in part by
Rochester Gas and Electric Corporation, in part by the U.S.
Department of Energy under contract no. ET-78-S-01-3390and
in part by the National ScienceFoundation under grant no. ECS-
8108804.
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Control, AC-23, 1109.
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 Linear ultimate boundedness control of uncertain dynamical systems 531

Vinkler, A. and I. J. Wood (1979). A comparison of several It will be useful to develop an expression for #(p). Given any
techniques for designing controllers of uncertain dynamic x e R', we can decompose x into two orthogonal components as
systems. Proceedings of the IEEE ConJerence on Decision and follows:
Control, San Diego.
Vinkler, A. and I. J. W o o d (1980). Multistep guaranteed cost X = XA + XB
control of linear systems with uncertain parameters. J.
Guidance & Control, 2, 449. where

x,t e {z: z = SBu, u e R"} and xa ~ {z: B'Sz = 0}.

A P P E N D I X A. P R O P E R T Y O F go(') A N D EXISTENCE
O F p~
To establish (15), let f l > 0 be specified. Proceeding by
contradiction, suppose that no such p~ > 0 exists. Then, there
exists a sequence {X k}k~o= ~ such that x'~Px~ ~o for all k, IlB'Pxkll
--*0 as k - , oo and go(xk)> -ffCo for all k. Since each x~ is
contained in the compact set {xaR":x'Px = ~o}, the sequence
{x~}~= t must have a subsequence, say {~k}~= t which converges to
some vector ~ such that ~'P~ = [o. Now, in view ofthe continuity
of IIB'Pxll with respect to x, it is apparent that
Claim 1. Let r > 0 be given and suppose x ~ R* is such that
llxll = r. Furthermore, let x be decomposed as x = xa + xa where
x,t and xa are defined as above. Then
d2(g, Dr) = 2r 2 - 2rl[xBll. (A6)
To establish (A6), observe that if y efl,, then YA = 0 and
IIx - Yll2 = IIxAll2 + Ilxa - yll2.

IIB'P~II = lim [IB'P~II = O. Hence,

k~oo
d2(x, Dr) = min Ilx - Yllz = ItxA 2 + min IIx8 - Yll2. (A7)
Also, using the continuity of go(') ~-fl, ),¢D.

go(X) = lim go(~k) -> -~Co. (A1)

k~oo
To arrive at the desired contradiction, we make note of the
following fact: Since (S) is u.u.b.q., condition (2) and the
matching conditions imply that
Since any y~D., is on the sphere Ilyll = r, it is clear that the above
m i n i m u m is achieved with y = (rxdllxnll)6fl, provided that
xn # 0. Substitutiag this choice o f y into (A7) and using the fact
that Ilxll 2 = Ilxall 2 + IIx~ll 2 = r 2, one arrives at (A6). In the case that
xa = 0, (A6) becomes

go(x) <- - c o dZ(x, Dr) = Ilxll "2 + Ilyll2 = 2r 2.

for all x e R" such that x'Px > rio and I[B'Pxll = O. Since ~ is such Therefore, (A6) also holds in this case. This completes the proof of
a vector, it follows that Claim 1.

go(£) < - ~'o- (A2) Claim 2. Suppose that r _> 0 and p >_ 0 are fixed. Then

Since 0 < / / < 1, inequalities (A1) and (A2) are inconsistent. [] max {d2(x, Dr):x ~ dp,.p}

= 2r 2, ifr_<~/pN (A8)
A P P E N D I X B. P R O O F O F T H E O R E M 6.1
We construct p~ for two separate cases.
2r - 2r r2 --- if r > -
Case 1.0 < rank B < n. First we claim in this case that p,~ > 0. ON x/Ps "
This can be seen by contradiction; that is, suppose PA -- 0. Then To establish (A8), we first re-write Ps [see (25)] in terms of the
matrix S. Indeed
A'(q)P + PA(q) = 0
PN = min {y'PBB'Py:y'Py = 1,y = Bu, u e R"}
for all q ~ Q. Furthermore, in view of the assumed rank of B, one
can select a point x* E R* such that x*'Px* > l~o and B'Px* = O. = min {x'SBB'Sx:Ilxtl = 1,x = SBu, u~Rm}. (A9)
It follows from (2) that for any admissible uncertainties q(.), v(')
and w('), 5¢(x*, t) = 0. This contradicts the assumption that the We apply Claim 1 to obtain
system (S) is u.u.b.q. We conclude that p,, > 0.
Since P is positive-definite, there exists a positive-definite m a x {d2(x, Dr):x~ep,.p} = m a x {2r 2 - 2r[Ixsll:x6(h,.p}
symmetric matrix S such that P = S 2. Now, given any non- = 2r 2 - 2rmin{llxBll:xE~P,.p}. (AI0)
negative numbers r and p, we define the family of sets
In view of the fact that IIxA2 + IIxBII2 = r 2 for x~b,,p,
d;,., ~= {xER":x'SBB'Sx <_ p2, Ilxll = r} (A3) minimizing Jlxall is equivalent to maximizing IIxA. Hence, we
consider the following problem:
Find m a x IIxAlt subject to IIxA -< r and x'SBB'Sx < / 9 2, where
and x = xA + xa is decomposed as earlier in the proof. Note that for
all x ~ R', x' SBB'Sx = x~SBB' Sx A. Consequently, it follows that
Dra(#,.o= {xeR":B'Sx=O, Ilxll=r}. (A4) the second constraint in our maximization problem is
t a n t a m o u n t to x'ASBB'SxA _< ,0 2. Furthermore, it follows from
(A9) that given any ~t > 0,
where II'll is the usual euclidean norm. Letting d(x, [L) denote the
distance from the point x to the set Dr,'t one can also define a pN~2 = min {y'SBB'Sy:y = SBu, u e R m, Ilyl[ = ~}. (All)
scalar function #: [0, ~o) ~ [0, oo ] by

Therefore, given any a > 0, there exists a y eR" such that

#(p) ~=sup{d(x, Dr):r >- 0,x~b,.p}. (A5)
y = SBu, u ~ R m, []yl] = ct and y'SBB'Sy = pN~t 2. Let ct = P/x/PN.
Hence

1"That is, tl(x,f~,)= m i n l l x - coll. Note that we write "min'

m a x {Hyll:y = SBu, u ~ R% y'SBB'Sy < p2 } >
_ ~~/Ps" (A12)
instead of 'inf' because Dr is compact.
 532 B.R. BARMISH, I. R. PETERSEN a n d A. F E U E R

l f y e R " is such that y = SBu, u e R " and y'SBB'Sy < p2, then it
follows from (A11) that p~llyll2 < pZ. Therefore, IlYll < P/x/Pu.
From the analysis above, we conclude that
max{llYlt:y = SBu, u e R " , y'SBB'Sy <_ p2}
satisfies condition (28). First we rewrite the constant ,','4 in terms
of the matrix S. It follows from (26) that
PA = max{ly'[SA(q)S ~ + S ~A'(q)S]yJ:q~Q, Jb'II-: I',.
_ P
From this expression it is straightforward to verify that

This result implies that finding the desired maximum of IlxAll is PA = max{llSA(q)S -1 + S-IA'(q)SII:qEQJ. (A15)
equivalent to finding the maximum of IIx~ll subject to IIx,dl -< r
and IIx~ll -< p/.,/p~. Hence To show that (28) is satisfied with our selection ofpp, we fix x e R °
such that x'Px = ko and IIB'Pxll < p#K~:2. Let ~ = Sx. Then with r

=minIr t _ [~/2, one can select some 17~D.~ such that

d(~, ~,) = I1-~ - ;11.

and
Using the definition of go(') and (A15) with y = S-ly, we have

I0, if r < S s [g0(x) - go(Y)l < max I(x + y)'(A'(q)P + PA(q))(x - y)l
q~Q

min{llxsH:xeq~,.o} )./(r~ p~ I ifr> p = max[(:~ + y)'(SA(q)S t

qeQ
+ S-'A'(q)SJlY. - ;)l
Substituting this expression into (A10) yields (A8). < 2rpAII.~ -- YII- (AI6)
Now, the inequality
Claim 3. Let p > 0 be fixed and consider/~(.) defined by (A5).
Then
_< q--
2pA
o/I°"l
X/ ~2ko/
P
P(P) = ~/(pN,/2)" (A13)
implies that
To prove this assertion, let

f ( r ) = max {d2(x, ~,): x e 4~,.p}. v 2To/j

Then using Claim 2, one readily computes Combining this inequality with (A13) and (A16) yields

4r, if r < - - ; Igo(x) - go(Y)l < (1 - fl)?-o. (A17)

rlf

~: =

t r 2 _
[4r~/(r 2 -- p2/pN) - 4r 2 + 2p2/pN],

P
if r > ~/--Pu' (AI4)
Using the fact that 3~ef~, (recall r = ko~/2) we conclude that
B'Py = 0 and y'Py = ko. However, since (S) is u.u.b.q., condition
(2) and the matching conditions imply that

go(Z) <- - ? o

for all z e R" such that z'Pz > ~o and HB'Pzll = 0. Since y is such a
vector, it follows that
We are going to prove that the supremum o f f ( r ) is attained as r
tends to P/x/PN. To accomplish this, it suffices to show that go(Y) -< -Co.
df/dr < 0 for the case when r > P/x/PN. Indeed for such r, we first
observe that This, together with inequality (A17) implies that

go(X) <- - ffCo.

4r rz-- = 16r'*- 16r 2 p - < 4r z - -
PNIJ Ps PN I " Therefore, p# defined as above is the required constant.

Hence, in view of (A14),f(r) is decreasing for r > Plx/PN. From

(A5), (A14) and the definition o f f ( r ) , it now follows that Case 2. rank B = n. Let x e R " be given such that x ' P x = 1%.
Recalling the formula for PN given in (A9), it is clear that
#'(p) = sup f(r): f = 22p__. [IB'PxII 2 >- pNko.
,>-o ~VPNI PN
Now, if PB < x/Ps, it is immediate that
This completes the proof of the claim.
We are now prepared to prove that the constant { x ~ R " : x ' P x = ko and Iln'Pxll < p#~/2} = dp.

Hence, any p# < x/PN trivially satisfies the requirements of

P.8-- 2f,4 /~oq2 condition (28). This completes the proof of Theorem 6.1. [~