IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMSI: FUNDAMENTAL THEORY AND APPLICATIONS, VOL. 50, NO.

6, JUNE 2003

785

Persistent Bounded Disturbance Rejection for Impulsive Systems

Fei Hao, Tianguang Chu, Lin Huang, and Long Wang

II. PRELIMINARIES Consider the following impulsive system:

AbstractThe problem of persistent bounded disturbance rejection for impulsive systems is concerned through invariant set analysis using the Lyapunov function method. Conditions on robust attractor for impulsive systems are given in terms of linear matrix inequalities (LMIs), which en-performance. Based on the results, a simple approach sure the desired to the design of a robust controller is presented. Finally, a numerical example is worked out to illustrate the theoretical results. Index TermsDisturbance rejection, impulsive systems, LMI, formance. -per-

I. INTRODUCTION There exist extensively impulsive phenomena in many areas of science and technology, such as neural networks, communication, and rhythm in medicine and biology; optimal control in economics; and so on. Impulsive differential equations, that is, differential equations involving impulsive effects, appear as a natural description of these phenomena of several real world problems. The theory of impulsive differential systems is still developing up to now. There have been many works devoted to the qualitative analysis of impulsive systems (see, e.g., [1] and the references therein). Recently, problems concerning control of impulsive systems have also attracted increasing attentions [2][6]. Particularly, the controllability and the design problem of impulsive control systems have been addressed in [4][6]. In this brief, we consider the problem of persistent bounded disturbance rejection control of impulsive systems. A similar problem for linear systems without impulsive effects has been well studied recently and many results are available in the literature (see, e.g., [7] and [8] and the references therein). However, there has been little study devoted to the problem for impulsive systems. This brief intends to provide some basic results on the L1 control of persistently disturbed impulsive systems through invariant-set analysis using the Lyapunov function method. We will establish conditions on a robust ellipsoidal attractor for impulsive systems in terms of linear matrix inequalities (LMIs), which ensure the internal stability and the desired L1 performance. A simple approach to the design of a robust controller is presented based on the conditions. We also give a numerical example to illustrate the results. We use the following notation. is the set of all real numbers. n is the set of all n-tuples of real numbers, and m2n the set of all real p denotes the closed unit matrices with m rows and n columns. p . Denote by AT the transpose of a matrix A and ball on the space by I the unit matrix of appropriate dimensions.

_= + + 1 6= k 1 ( ) = ( +) 0 ( 0) = k ( k) = k (1) = (0) = 0 where (1) : R ! Rn , (1) : R ! Rm , and (1) : R ! Rp are the state, the input, and external disturbance vectors, respectively. (1) : R ! Rp is the controlled output. , , 1 , k are known real constant matrices of appropriate dimensions, = 1 2 . . .. 0 + limh!0 ( k 0 ) = k limh!0 ( k + ) = k , 0 1 1 1 k k+1 0 1 1, and k ! 1 as ! 1. Assume 1 1 limh!0 ( k 0 ) = k = ( k ), that is, the solution ( ) of (1) is left continuous at k . Assume that the admissible disturbance set is measurableg, the 1 norm is defined is W := f : R ! BRp by k k1 =: supt k ( )k2 Recall that a set
is said to be positively invariant for a dynamical system if the trajectory ( ) of the system remains in
for all 0 whenever (0) 2
. The origin reachable set ( 1 (0)) of a system is
x Ax Bu B w; x t t t x t x t E x t ; t t z Cx x x u w z A B B E k ; ; x t h x t ; x t h x t < t < < t < t h < t k x t x t x t x t t w ;w L w w t x t t > x R

the set that the state of the system can reach from the origin. It is the minimal closed positively invariant set containing the origin. To formulate our problem, let us consider the following system:

has  performance if kz k1 mance set as follows:

x = F x + B1 w; _ t 6= tk 1x = x t+ ) 0 x(t0 = Ek x(tk ); t = tk (2) z = Cx x(t0 ) = x(0) = 0: For a given scalar  > 0, we say that (2) with initial state x(0) = 0

  for all w 2 W . Define the perfor-

() = fx : kzk1 = kCxk1  ; 8 w 2 Wg:

Thus, if R1   , then the system has  performance. The objective of this brief is to find for (1) a state-feedback controller u Lx with the gain matrix L 2 m2n , a constant matrix, such that the resulting closed-loop system

(0)
( )

BR

x = (A + BL)x + B1 w; t 6= tk _ 1x = Ek x(tk ); t = tk z = Cx x(t0 ) = x(0) = 0

(3)

Manuscript received Febuary 3, 2002; revised November 20, 2002. This work was supported in part by the National Natural Science Foundation of China under Grants 69925307, 60274001, and 60204007, in part by the National Key Basic Research Special Fund, and in part by the National Hi-Tech R&D 863 Project under Grant 2002AA755002. This paper was recommended by Associate Editor C.-W. Wu. The authors are with the Center for Systems and Control, Department of Mechanics and Engineering Science, Peking University, Beijing 100871, China (e-mail: fhao@mech.pku.edu.cn). Digital Object Identifier 10.1109/TCSI.2003.812628

satisfies the following conditions. i) The system is internally stable, namely, the system without external disturbance (i.e., w ) is asymptotically stable. ii) For a given scalar  > , the system has -performance. A set is said to be a robust attractor of (2) with respect to (w.r.t.) w 2 W , if all the state trajectories initiating from the exterior of eventually enter and remain in for all w 2 W . Obviously, a robust attractor is also a positively invariant set. The following inequality will be useful in our discussion. Lemma 1 [9] : Let P be an n 2 n matrix; then, for any scalar  > , it follows that

=0

1 T 2xT P B1 w   xT P B1 B1 P x + wT w:

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For a positive definite matrix P , let the ellipsoid

P = fx : xT P x  1g. We first consider (2). Theorem 1: For a given scalar  > 0, if there exists a positive definite matrix P and a scalar  > 0 such that the following conditions hold:

III. MAIN RESULTS

^  2 (0; m )p that F + (=2)I =: A is stable. For small  > 0, such ^ ^ let B = (1= )B1 , C = I . Consider the system 61
x = Ax + Bu _ ^ ^ ^ y = Cx:
By the bounded real lemma (see [10], [11], and the references therein), that the H1 norm of the transfer function H s C sI 0 A 01 B of system 1 is less than 1, i.e., the system is bounded real, that is, H 3 s H s  I for s  , is equivalent to the existence of a positive definite matrix P such that

PF +

P (I + Ek )

0P

FTP BT P
1

+ P

then (2) is internally stable and

P is a robust attractor of it w.r.t. w 2 W . Moreover,
P 
(), and hence, the system has  performance. Proof: To prove that
P is a robust attractor of (2) w.r.t. w 2 W , T

P B1 0I <0 (I + Ek )T P 0 0P 02 P C T 0 C 0I

(4) (5) (6)

6 () ()

( ) = ^(

^) ^

Re

T P F + F T P + 1 P B1 B1 P + P  ^^ ^ ^ ^ ^ + 2 I = P A + AT P + P BBT P + C T C < 0:

x P x along we only need to prove that the time derivative of V x the solution of the system is negative for any x 62 P , where P is the positive definite solution of (4)(6). For t 2 tk ; tk+1 , by Lemma 1, we have Fx B w TPx V j x xT P F x B w

( )=

( ] _ ( ) = ( + )+( + ) =xT (P F + F T P )x + 2xT P B w 1 xT P F + F T P +  P B BT P + P

(2) 1 1 1 1 1

xT P x 0 wT w

This inequality is equivalent to (7), and hence, also equivalent to (4) by the Schur complement formula. This gives a frequency-domain explanation of (4); therefore, (4) can be verified conveniently. Notice that Theorem 1 gives a condition that ensures simultaneously the dynamical performance and the desired disturbance rejection performance. Now, we give the main result of this paper as follows. Theorem 2: For (1) and a desired performance level  > , if there exist a matrix X 2 m2n , a positive definite matrix Q and a scalar  > , such that the following conditions hold: AQ QAT Q BX X T B T B1 < (9) T

B1

By the Schur complement formula, (4) is equivalent to

(I + Ek )Q

0Q

T P F + F T P + 1 P B1 B1 P + P < 0: (7)  _ So, we have V j(2) (x(t)) < 0xT P x < 0 whenever w = 0. Furthermore, since xT P x > 1 for x 62
P , we have

Q(I + Ek ) 0Q 2 0 Q QC T CQ 0I
T

0I

0 0

(10) (11)

then, the closed-loop system (3) is internally stable and Q is a robust attractor of (3) w.r.t. w 2 W , where the state-feedback gain matrix Moreover, Q   , and hence, (3) has the  performance. Proof: Take V x t xT t Px t , where P Q01 . For u Lx XQ01 x, the corresponding closed-loop system (3) reads

_ Vj x t

( ( ))

for any w 2 W . On the other hand, by the definition of V (5), together with the Schur complement formula, we have + 0 + + xT tk P x tk V x tk 0 V x tk 0 0 0 xT tk P x tk xT tk I Ek T

<0

<xT

PF +

FTP

+ 1 P B BT P + P

1 1

(x(t)) and

( ) ( ( )) =

L = XQ01 :

(12)

() ()

x = (A + BXQ01 )x + B1 w; _ 1x = Ek x(tk ); M

t 6= tk t = tk :

attractor of it w.r.t. w 2 W . Moreover, by the Schur complement formula, (6) is equivalent to the following inequality:

= ( )(( + ) 2 P (I + Ek ) 0 P )x(tk ) (8) 0: Thus, we can obtain that (2) is asymptotical stable, and
P is a robust
2 P

Letting

0 = P I 0 +
< 0:

and multiplying M on both sides of (9), we have P A AT P P P B1 P BXP P X T B T P TP B 0I

+
1

 C T C:

It follows that

2 xT P x 0 kCxk2  0:
From this, it is clear that if xT P x  , then kCxk  . This shows that P   and hence R1  P   . So, (2) has  performance. Remark 1: For a fixed  > , (4) in Theorem 1 is an LMI in P . Since F is stable, letting m 0  F [where  F denotes the real part of eigenvalues of matrix F ], then there exists an

Since L XQ01 and P Q01 , L into the above inequality, we get P A BL A BL T P BT P

=
1

= XP . Substituting L = XP
P B1 0I < 0:

( +

)+( +

) + P

( )

(0)

( )

0 = 2max(Re ( ))

Re ( ) (

From this and Theorem 1, one can readily get the desired result. Remark 2: By solving the LMIs (9)(11) in Theorem 2, we can obtain a controller stabilizing (1) and achieving the desired performance level of persistent bounded disturbance rejection in the closed-loop system. Note that we have not assumed here the controllability of A; B as it is not enough for the controllability of (1) (see [4] and [5]). Clearly, if the LMIs (9)(11) are feasible, then (1) can be

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stabilized by the linear state-feedback controller u Lx with specified by (12). The above results can be extended to the following system:

x = Ax + Bu + B1 w; _ t 6= tk 1x = Ek x(tk ); t = tk (13) z = Cx + Dw x(t0 ) = x(0) = 0: Theorem 3: For (13) and a fixed  > 0, if there exist a matrix X 2 Rm2n , a positive definite matrix Q and a scalar  > 0 such that the inequalities (9) and (10) hold, then, the closed-loop system of (13) with u = Lx is internally stable, and
Q is a robust attractor of the closed-loop system w.r.t. w 2 W , where the gain matrix L is given by (12). Moreover, if there exists a scalar  > 0 such that Q01 0 (C + EL)T 2 0 ( 0 )I DT 0 (14) C + EL D I where Q satisfies (9) and (10), then
Q 
() and hence the
closed-loop system has the  performance. IV. NUMERICAL EXAMPLE Consider the impulsive system (1) with the following parameters:

Fig. 1. Robust attractor.

0:2 0:1 0 B= 1 0:3 0:1 B1 = 0 0:1 Ek = 0 1:5I; 0:3 0:1 C= 0:3 1:8

A=

01 0

Fig. 2. State response of the system with external disturbances.

k = 1; 2; . . . :

Notice that the system matrix A is unstable, and the pair A; B is not controllable. Here, we use Theorem 2 to find a linear state feedback controller to stabilize the system and guarantee the closed-loop system to have the  performance with  : . Taking  : , we can solve the LMIs (9)(11) to obtain

=01

=09

X =[ 00:2596 00:4285] 0:6819 00:0886 Q= 00:0886 0:2292 : Letting L = XQ01 = [00:65672:1230], by closed-loop system of (1) with u = Lx, that is x= _ 01::0000 02:0 x + 00 4567 0230 1x = 01:5Ix(tk ); 0:3 0:1 z= 0:3 1:8 x x(t0 ) = x(0) = 0

Fig. 3.

State response of the system without disturbances.

Theorem 2, the

V. CONCLUSION We have considered here the persistent bounded disturbance rejection problem for impulsive systems through invariant set analysis using Lyapunov function method. Conditions on robust ellipsoidal attractor for impulsive systems are presented in terms of LMIs, which ensure simultaneously the internal stability and the desired level of persistent bounded disturbances. A simple approach to the design of a state-feedback controller has been presented. Numerical simulation shows the effectiveness of our method. Further results on persistent bounded disturbance rejection for uncertain impulsive systems will be presented elsewhere. ACKNOWLEDGMENT The authors would like to thank the anonymous reviewers for their valuable comments which improved the final version of this brief.

0:3 0:1 0 0:1

w;

t 6= tk t = tk

[ (1 2)sin( + 1) (1 2)cos(2 + 1)] (0 6 0 2)

is internal stable and has the -performance. The robust attractor for the closed-loop system is shown in Fig. 1. Moreover, let the external bounded disturbance w p p T and the impult = t = sive time step is 1 s. The numerical simulation of the state response of the system involving the disturbance effects is shown in Fig. 2, and that of the system without disturbances in Fig. 3. The initial states are both chosen to be : ; 0 : .

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REFERENCES
[1] V. Lakshmikantham, D. D. Bainov, and P. S. Simenov, Theory of Impulsive Differential Systems. Singapore: World Scientific, 1989. [2] Z. H. Guan, G. Chen, and T. Ueta, On impulsive control of a periodically forced chaotic pendulum system, IEEE Trans. Automat. Contr., vol. 45, pp. 17241727, Sept. 2000. [3] Z. H. Guan, C. W. Chan, A. Y. T. Leung, and G. Chen, Robust stabilization of singular impulsive delayed systems with nonlinear perturbation, IEEE Trans. Circuits Syst. I, vol. 48, pp. 10111019, Aug. 2001. [4] S. Leela, F. A. Mcrae, and S. Sivasundaram, Controllability of impulsive differential equations, J. Math. Anal. App., vol. 177, no. 1, pp. 2430, 1993. [5] Z. H. Guan, T. H. Qian, and X. Yu, Controllability and observability of linear time-varying impulsive systems, IEEE Trans. Circuits Syst. I, vol. 49, pp. 11981208, Aug. 2002. [6] Z. G. Li, C. Y. Wen, and Y. C. Soh, Analysis and design of impulsive control systems, IEEE Trans. Automat. Contr., vol. 46, pp. 894897, June 2001. [7] M. A. Dahleh and I. J. Diaz-Bobillo, Control of Uncertain Systems: A Linear Programming Approach. Englewood Cliffs, NJ: Prentice-Hall, 1995. [8] J. Abedor, K. Nagpal, and K. Poolla, A linear matrix inequality approach to peak-to-peak gain minimization, Int. J. Robust Nonlinear Control, vol. 6, pp. 899927, 1996. [9] I. R. Petersen, V. A. Ugrinovskii, and A. V. Savkin, Robust Control DeMetholds. New York: Springer, 2000. sign Using [10] K. Zhou, J. C. Doyle, and K. Glover, Robust and Optimal Control. Upper Saddle River, NJ: Prentice-Hall, 1996. [11] S. Boyd, L. E. Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequalities in System and Control Theory. Philadelphia, PA: SIAM, 1994.

Strictly Positive Real Lemma and Absolute Stability for Discrete-Time Descriptor Systems
Li Lee and Jian Liung Chen
AbstractIn this brief, a linear-matrix inequality (LMI) based strictlypositive-real (SPR) characterization and its application to absolute stability problem for discrete-time descriptor systems is addressed. After giving the definition of SPR, the Cayley transformation is used to establish formulas bridging the admissible descriptor form realizations for SPR and strictly-bounded-real transfer matrices. Based on these, an LMI-based necessary and sufficient condition for a descriptor system to be, simultaneously, admissible and SPR is derived. The obtained result is further applied to the absolute stability problem involving a linear time-invariant descriptor system and a memoryless time-varying nonlinearity. Numerical tractability of the results are illustrated by two examples. Index TermsDiscrete-time descriptor systems, linear-matrix inequality (LMI), strictly positive realness (SPR).

I. INTRODUCTION Originated from network theory, the (strictly) positive real (PR) lemma has many important applications in control-system study for either continuous and discrete statespace systems, e.g., stability analysis [1], [2], absolute stability [3], [4], adaptive control [5], [6],
Manuscript received February 16, 2001; revised December 23, 2002. This work was supported by the National Science Council of Taiwan, R.O.C. under Grant 90-2213-E-110-026. This paper was recommended by Associate Editor S. Basu. The authors are with the Department of Electrical Engineering, National Sun Yat-Sen University, Kaohsiung 80424, Taiwan, R.O.C. Digital Object Identifier 10.1109/TCSI.2003.812617

and robust control [7], etc. Although the PR lemma was proposed in the 1960s [8], [1], some more advanced results are developed recently [9][12]. The descriptor model is a natural mathematical representation for many practical systems because it provides a description of the dynamic as well as the algebraic relationships between the chosen descriptor variables simultaneously. Due to its more direct and general description than the statespace representation of dynamic systems, such a model has been employed in different areas of research, e.g., robotics, power systems, singularly perturbed systems, and highly interconnected large-scale systems [13][15]. Many fundamental system theories developed for statespace models have been successfully generalized to its counterparts for descriptor models, for example, controllability and observability [16], the LQ problem [17], [18], and robust control [19][23], etc. Viewing the importance of (strictly) positive real lemma and the generality of descriptor system models, development of the lemma for descriptor systems becomes an essential and attractive topic. In [24], a necessary and sufficient condition in a generalized algebraic Riccati equation has been derived for the extended strict PR (SPR), a stronger sense of the SPR, of the transfer matrix of a continuous-time descriptor system. In this brief, an SPR lemma for discrete-time descriptor systems is derived. In view of the existing diverse definitions of SPR, some effort has been made to clarify their difference and similarity. This results in the definition of SPR adopted in the brief. Then, from the definitions of SPR and strictly-bounded-real (SBR) transfer matrices, the relationship between the two groups of transfer matrices is established. Based on it, transformations from an admissible and SPR descriptor system to the corresponding admissible and SBR descriptor system, and vice versa, are derived. The main result of a necessary and sufficient condition in linear matrix inequalities (LMIs) for the simultaneously admissible and SPR properties of a descriptor system is followed by applying the generalized SBR lemma obtained in [25]. Moreover, the LMI result is applied to investigating the absolute stability problem with the linear subsystem being in a descriptor form. Under the admissible and SPR assumption of the involved linear time-invariant descriptor system, we have shown that the globally uniformly asymptotic stability of the feedback connection is guaranteed for the whole class of memoryless time-varying nonlinearities with dynamics constrained in the first and the third quadrants. Since the results are LMI based, several available software packages are handy for their verifications. This is illustrated by two numerical examples. Notations employed in the brief are explained as follows. Let M be a matrix of complex numbers with proper dimension, M T and M 3 stand for the transpose and the Hermitian of M , individually; M > 0 (or M < 0) means that M is positive (or negative) definite; while, by M  0 (or M  0), M is positive (or negative) semi-definite; and M > N (or M  N ) is equivalent to M 0 N > 0 (or M 0 N  0). The identity matrix with dimension r 2 r is denoted by Ir and we simply use I to indicate any identity matrix with proper dimension. In the sequel, the transfer matrix of a discrete-time descriptor system (E; A; B; C; D) is denoted by
A E; C D B

:=

C (zE

0 )01
A

+ D:

II. PRELIMINARIES We consider the following discrete-time descriptor system:

Ex(k

+ 1) = Ax(k ) + Bw (k )
y (k )

= C x(k ) + Dw (k )

(1)

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