Matlab Robust Control Toolbox

Matlab Robust Control
Toolbox
April 2006 Nathan Sorensen Kedrick Black 1

Purpose
• Increase Enthusiasm for Robust Controls
• Learn how to simulate control algorithms
with uncertainty
• Increase your knowledge in Robust
Controls

Outline
• What is the Robust Control Toolbox
• Uncertainty
– Uncertain Elements
– Uncertain Matricies and Systems
– Manipulation of Uncertain Models
– Interconnection of Uncertain Models
– Model Order Reduction
• Robustness
– Robustness and Worst Case Analysis
– Parameter-Dependent Systems
• MIMO Control
– Controller Synthesis
– µ-synthesis
• Sampled Data Systems
• Gain Scheduling
• Supporting Utilities
• LMI
– Specification of Systems of LMIs
– LMI Characteristics
– LMI Slovers
– Validation of Results
– Modification of Systems of LMIs

What is the Robust Control Toolbox
• A collection of functions and tools that help you to analyze and design
MIMO control systems with uncertain elements
• Ability to build uncertain LTI system models containing uncertain
parameters and uncertain dynamics
• You get tools to analyze MIMO system stability margins and worst case
performance
• Ability to simplify and reduce the order of complex models with model
reduction tools that minimize additive and multiplicative error bounds
• It provides tools for implementing advanced robust control methods like H ,
H2, linear matrix inequalities (LMI), and µ-synthesis robust control
• You can shape MIMO system frequency responses and design uncertainty
tolerant controllers

Modeling Uncertainty
• Arises when system gains or other parameters are not precisely
known, or can vary over a given range
• Examples of real parameter uncertainties include uncertain pole and
zero locations and uncertain gains
• With the Robust Control Toolbox you can create uncertain LTI
models as objects specifically designed for robust control
applications

Sources of Uncertainty
Uncertainty in an system can occur in various forms and from
various sources.
Additive Uncertainty Multiplicative Uncertainty Feedback Uncertainty

Uncertain Elements
1) UComplex() is a function to define complex uncertain
parameters
2) Ucomplexm() is a function for the creation of complex valued
uncertain matricies.
3) Udyn() creates an unstructured uncertain dynamic system
class, with input/output dimension specified by iosize.
4) Ultidyn() is a function to create an uncertain linear time
inveriant object where only bounds on the frequency
response are known.
5) Ureal() is a function to define real uncertain parameters used
in various analysis and design functions in the robust control
toolbox.

UComplex(‘Name’,nominal value)
UComplex() is a function to define complex uncertain parameters
Sampled Complex Uncertain Parameter A
4.5
•Name – Variable name for the
4 uncertain parameter
3.5 •Nominal Value – center nominal
value for the parameter
3
•‘radius’ – paramter name to specify

2.5
a radius of uncertainty around the
2
nominal. Radius value should follow
the parameter specification.
1.5
2.5 3 3.5 4 4.5 5 5.5
•‘percentage’ – parameter
EX:
A = ucomplex('A',4+3*j) specifying an uncertainty percentage
of the nominal for the radius. Value
Uncertain Complex Parameter: Name should follow the parameter
A,
specificaiton
Nominal Value 4+3i,
Radius 1
Ucomplexm(‘Name’, nominal value)
Ucomplexm() is a function for the creation of complex valued
uncertain matricies.
•Name – Variable name for the
EX:
uncertain parameter
F = ucomplexm('F',[1 2 3;4 5 6],'WL',diag([.1 .3]),...
'WR',diag([.4 .8 1.2])) •Nominal Value – center nominal value
for the parameter
Uncertain Complex Matrix: Name F, 2x3 •‘WL’,’WR’ – WL and WR are square,
Sampled F(1,1) - F(1,1).NominalValue
invertible, and weighting matrices that
8
quantify the size and shape of the ball
6
of matrices represented by this object.
4
Each parameter name is to be followed
2
0
by the respective matrix. (Assumed to
0 0.05 0.1 0.15 0.2 0.25
be the identity if left out.)
•‘AutoSimplify’ – parameter to set the
Sampled F(2,3) - F(2,3).NominalValue
10
type of simplification to be done on

5 outputs from the uncertain matrix.
Setting values are ‘off’, ‘basic’, and full’.
0
0 0.05 0.1 0.15 0.2 0.25

n = udyn('name',iosize)
Udyn() creates an unstructured uncertain dynamic system class,
with input/output dimension specified by iosize.
Input: EX:
N = udyn('N',[2 3])
•‘Name’ – Variable name for output
Uncertain Dynamic System:
•Iosize - input/output dimension Name N, size 2x3
specification. [Input,Output] size(N)
ans =
2 3
Output: get(N)
Name: 'N'
•N - an unstructured uncertain
NominalValue: [2x3 double]
dynamic system class
AutoSimplify: 'basic'

ultidyn('Name',iosize)
Ultidyn() is a function to create an uncertain linear time inveriant
object where only bounds on the frequency response are known.
Nyquist Diagram
Parameters Include:
40
30
•Name – variable name
20
•Iosize – the size of [input, output]
10
•‘GainBounded’ – upper bound on the

Imaginary Axis
-10
magnitude of the response.
-20 •‘PositiveReal’ – lower bound on the
-30 real part
•‘Bound’ – Specifies the actual bound
-40
-10 0 10 20 30 40 50 60 70 80
Real Axis
for the frequency response.

EX:
B = ultidyn('B',[1 1],'Type','PositiveReal','Bound',2.5) •‘SampleStateDim’ – Specifies the state
B.SampleStateDim = 3;
dimension to be used by usample().
nyquist(usample(B,30))
Uncertain PositiveReal LTI Dynamics: Name B, 1x1, M+M' >=
•‘AutoSimplify’ – specifies the amount of
2*(2.5)
result simplification.

Ureal(‘Name’,Nominal Value)
Ureal() is a function to define real uncertain parameters used in various
analysis and design functions in the robust control toolbox.
Parameters Include:
•Name – variable name
EX:
c = ureal('c',4,'Mode','Range','Percentage',25); •Nominal Value
Name: 'c' •‘Mode’ – Choose uncertainty type
NominalValue: 4 amongst:
Mode: 'Range'
Range: [3 5] •‘Percentage’ – percentage area
PlusMinus: [-1 1] around the nominal.
Percentage: [-25 25] •‘Range’ – a given interval with
AutoSimplify: 'basic' the nominal inside.
•‘PlusMinus’ – add and subtract
from nominal
•‘Autosimplify’ – choose amount of
simplification for result.
Uncertain Matricies and Systems
1. Umat() Uncertain matrices
2. Uss() creates uncertain state space objects given the
uncertain state space system matricies a,b,c,d.
3. Ufrd() is a function to create an uncertain frequency
response model which often arises when converting
uncertain state space objects to frequency response
objects.
4. Randatom() generates a 1-by-1 type uncertain object.
5. Randumat() Generate random uncertain umat objects
6. Randuss() Generate stable, random uss objects

h = umat(m)
• Uncertain matrices are usually created by
manipulation of uncertain atoms (ureal,
ucomplex, ultidyn, etc.), double matrices, and
other uncertain matrices
• The command umat is rarely used
• There are two situations where it may be useful
• If M is a double, then H = umat(M) recasts M as
an uncertain matrix (umat object) without any
uncertainties
• In both cases, simplify(H,'class') is the same as
M

uss(a,b,c,d)
Uss() creates uncertain state space objects given the uncertain state
space system matricies a,b,c,d.
Parameters Include:
EX:
•A,B,C,D – umat or other uncertain state p1 = ureal('p1',5,'Range',[2 6]);
space parameters to describe the p2 =
system. ureal('p2',3,'Plusminus',0.4);
•Ts – sample time for a discrete time A = [-p1 0;p2 -p1];
state space object. B = [0;p2];
C = [1 1];
•RefSys – if a refrence uss is given, the usys = uss(A,B,C,0);
parameters of that object are included.
•Note: if only one matrix is include, the
function assumes that it represents D
and a static gain matrix.

ufrd(usys,frequency)
Ufrd() is a function to create an uncertain frequency response
model which often arises when converting uncertain state space
objects to frequency response objects.
Bode Diagram
0
-10
Magnitude (dB)
-20
-30
Parameters Include:
•Name – uncertain system
-40
45
0
Phase (deg)
-45
•Frequency – Range of frequencies for ufrd

-90
-135
-180
model.
-2 -1 0 1 2
10 10 10 10 10
Frequency (rad/sec)
EX:
p1 = ureal('p1',5,'Range',[2 6]); •‘Units’ – specify units:
p2 = ureal('p2',3,'Plusminus',0.4);
p3 = ultidyn('p3',[1 1]);
Wt = makeweight(.15,30,10);
•‘rad/s’ – default
A = [-p1 0;p2 -p1];
B = [0;p2]; •‘hz’
C = [1 1];
usys = uss(A,B,C,0)*(1+Wt*p3);
usysfrd = ufrd(usys,logspace(-2,2,60));
bode(usysfrd,'r',usysfrd.NominalValue,'b+')

A = randatom(Type)
• Generate random uncertain atom objects
• generates a 1-by-1 type uncertain object
• Valid values for Type include 'ureal',
'ultidyn', 'ucomplex', and 'ucomplexm'
Example
xr = randatom('ureal')
Uncertain Real Parameter: Name BMSJA, NominalValue -6.75,
Range [-7.70893 -1.89278]

um = randumat(ny,nu)
• Generate random uncertain umat objects
• generates an uncertain matrix of size ny-by-nu
• andumat randomly selects from uncertain atoms of type 'ureal',
'ultidyn', and 'ucomplex’
Example
The following statement creates the umat uncertain object x1 of size 2-
by-3. Note that your result can differ because a random seed is used
x1 = randumat(2,3)
UMAT: 2 Rows, 3 Columns
ROQAW: complex, nominal = 9.92+4.84i, radius = 0.568, 1
occurrence
UEPDY: real, nominal = -5.81, variability = [-1.98681
0.133993], 3 occurrences
VVNHL: complex, nominal = 5.64-6.13i, radius = 1.99, 2
occurrences

usys = randuss(n,p,m)
• Generate stable, random uss objects
• generates an nth order uncertain continuous-time system with p
outputs and m inputs
Example
The statement creates a fifth order, continuous-time uncertain system s1 of
size 2-by-3. Note your display can differ because a random seed is used.
s1 = randuss(5,2,3)
USS: 5 States, 2 Outputs, 3 Inputs, Continuous System
CTPQV: 1x1 LTI, max. gain = 2.2, 1 occurrence
IGDHN: real, nominal = -4.03, variability = [-3.74667 22.7816]%, 1 occurrence
MLGCD: complex, nominal = 8.36+3.09i, +/- 7.07%, 1 occurrence
OEDJK: complex, nominal = -0.346-0.296i, radius = 0.895, 1 occurrence

Manipulation of Uncertain Models
1. isuncertain() Checks whether argument is an uncertain
class type
2. simplify() performs model-reduction-like techniques to
detect and eliminate redundant copies of uncertain
elements
3. usample() substitutes N random samples of the uncertain
objects in A, returning a certain array of size [size(A) N]
4. usubs() used to substitute a specific value for an uncertain
element of an uncertain object.
5. gridureal() Grid ureal parameters uniformly over their range
6. lftdata() Decompose uncertain objects into fixed normalized
and fixed uncertain parts
7. Ssbal() yields a system whose input/output and uncertain
properties are the same as usys, a uss object.

B = isuncertain(A)
• Checks whether argument is an uncertain class type (checks the
class)
• does not actually verify that the input argument is truly uncertain
• Returns true if input argument is uncertain, false otherwise
• Uncertain classes are umat, ufrd, uss, ureal, ultidyn, ucomplex,
ucomplexm, and udyn
Example
isuncertain(rand(3,4))
ans =
0
isuncertain(ureal('p',4))
ans =
1
isuncertain(rss(4,3,2))
ans =
0
isuncertain(rss(4,3,2)*[ureal('p1',4) 6;0 1])
ans =
1

B = simplify(A)
• Simplify representations of uncertain objects
• performs model-reduction-like techniques to detect and eliminate
redundant copies of uncertain elements
• After reduction, any uncertain element which does not actually affect
the result is deleted from the representation
Example
Create a simple umat with a single uncertain real parameter. Select specific elements, note that result remains
in class umat. Simplify those same elements, and note that class changes.
p1 = ureal('p1',3,'Range',[2 5]);
L = [2 p1];
L(1)
L(2)
p1: real, nominal = 3, range = [2 5], 1 occurrence
simplify(L(1))
ans =
2
simplify(L(2))
Uncertain Real Parameter: Name p1, NominalValue 3, Range [2 5]

B = usample(A,N)
• substitutes N random samples of the uncertain objects in A,
returning a certain array of size [size(A) N]
Example
A = ureal('A',5);
Asample = usample(A,500);
size(A)
ans =
1 1
size(Asample)
ans =
1 1 500
class(Asample)
ans =
double
hist(Asample(:))

B = usubs(M,StrucArray)
• Substitute given values for uncertain
elements of uncertain objects
Example
p = ureal('p',5);
m = [1 p;p^2 4];
size(m)
ans =
2 2
m1 = usubs(m,'p',5)
m1 =
1 5
25 4
NamesValues.p = 5;
m2 = usubs(m,NamesValues)
m2 =
1 5
25 4
m1 - m2
ans =
0 0
0 0

B = gridreal(A,N)
• Grid ureal parameters uniformly over their range
• substitutes N uniformly spaced samples of the uncertain real parameters in A
• The N samples are generated by uniformly gridding each ureal in A across its
range
Example
gamma = ureal('gamma',4);
tau = ureal('tau',.5,'Percentage',30);
p = tf(gamma,[tau 1]);
KI =
1/(2*tau.Nominal*gamma.Nominal);
c = tf(KI,[1 0]);
clp = feedback(p*c,1);
subplot(2,1,1);
step(gridureal(p,20),6)
title('Open-loop plant step responses')
subplot(2,1,2);
step(gridureal(clp,20),6)

[M,Delta] = lftdata(A)
• Decompose uncertain objects into fixed normalized and fixed uncertain parts
• partially decompose an uncertain object into an uncertain part and a normalized
uncertain part
• Uncertain objects (umat, ufrd, uss) are represented as certain objects in
feedback with block-diagonal concatenations of uncertain elements
• separates the uncertain object A into a certain object M and a normalized
uncertain matrix Delta such that A is equal to lft(Delta,M), as shown below
Example
p1 = ureal('p1',-3,'perc',40);
p2 = ucomplex('p2',2);
A = [p1 p1+p2;1 p2];
[M,Delta] = lftdata(A);
simplify(A-lft(Delta,M))
ans =
0 0
0 0
M
M=
0 0 1.0954 1.0954
0 0 0 1.0000
1.0954 1.0000 -3.0000 -1.0000
0 1.0000 1.0000 2.0000

usysout = ssbal(usys,Wc)
Ssbal() yields a system whose input/output and uncertain
properties are the same as usys, a uss object.
Input:
EX:
• Usys - a continuous-time p2=ureal('p2',-17,'Range',[-19 -11]);
uncertain system p1=ureal('p1',3.2,'Percentage',0.43);
A = [-12 p1;.001 p2];
• Wc - the critical frequency for the B = [120 -809;503 24];
bilinear prewarp transformation C = [.034 .0076; .00019 2];
usys = ss(A,B,C,zeros(2,2))
from continuous time to discrete
time. (Default is 1) USS: 2 States, 2 Outputs, 2 Inputs, Continuous System
p1: real, nominal = 3.2, variability = [-0.43 0.43]%, 1 occurrence
Output: p2: real, nominal = -17, range = [-19 -11], 1 occurrence
• Usysout - a system whose usysout = ssbal(usys)

input/output and uncertain
USS: 2 States, 2 Outputs, 2 Inputs, Continuous System
properties are the same as usys, p1: real, nominal = 3.2, variability = [-0.43 0.43]%, 1
a uss object. (The numerical occurrence
conditioning of usysout is usually p2: real, nominal = -17, range = [-19 -11], 1 occurrence
better than that of usys.)

ndist = actual2normalized(A,V)
• the normalized distance between the
nominal value of the uncertain atom A and
the given value V
• If V is an array of values, then ndist is an
array of normalized distances

avalue = normalizedactual2(A,NV)
• Convert the value for an atom in normalized coordinates to the
corresponding actual value
• converts the value for atom in normalized coordinates, NV, to the
corresponding actual value
Example
a = ureal('a',3,'range',[1 5]);
actual2normalized(a,[1 3 5])
ans =
-1.0000 -0.0000 1.0000
normalized2actual(a,[-1 1])
ans =
1.0000 5.0000
normalized2actual(a,[-1.5 1.5])
ans =
0.0000 6.0000

umatout =
stack(arraydim,umat1,umat2,...)
• Construct an array by stacking uncertain matrices, models, or arrays
along array dimensions of an uncertain array
• All models must have the same number of columns and rows
Example
Consider usys1 and usys2, two single-input/single-output uss
models:
zeta = ureal('zeta',1,'Range',[0.4 4]);

wn = ureal('wn',0.5,'Range',[0.3 0.7]);
P1 = tf(1,[1 2*zeta*wn wn^2]);
P2 = tf(zeta,[1 10]);
You can stack along the first dimension to produce a 2-by-1 uss array.
stack(1,P1,P1)
USS: 2 States, 1 Output, 1 Input, Continuous System [array, 2 x 1]
wn: real, nominal = 0.5, range = [0.3 0.7], 3 occurrences
zeta: real, nominal = 1, range = [0.4 4], 1 occurrence

B = squeeze(A)
• Remove singleton dimensions for umat
objects
• returns an array B with the same elements
as A but with all the singleton dimensions
removed
• A singleton is a dimension such that
size(A,dim)==1
• 2-D arrays are unaffected by squeeze so
that row vectors remain rows
Interconnection of Uncertain
Models
1. Imp2exp() transforms a linear constraint between
variables into an explicit input/output relationship
2. Sysic Builds interconnections of certain and uncertain
matrices and systems
3. Iconnect Builds complex interconnections of uncertain
4. Icsignal Specifies signal constraints described by the
interconnection of components

B = imp2exp(A,yidx,uidx)
• transforms a linear constraint between variables Y and U
of the form A(:,[yidx;uidx])*[Y;U] = 0 into an explicit
input/output relationship Y = B*U
• The vectors yidx and uidx refer to the columns (inputs) of
A as referenced by the explicit relationship for B
• The constraint matrix A can be a double, ss, tf, zpk and
frd object as well as an uncertain object, including umat,
uss and ufrd
• The result B will be of the same class

sysout = sysic
• Build interconnections of certain and uncertain
• requires that 3 variables with fixed names be
present in the calling workspace:
systemnames, inputvar and outputvar
• systemnames is a char containing the names
of the subsystems that make up the
interconnection
• nputvar is a char, defining the names of the
external inputs to the interconnection
• outputvar is a char, describing the outputs of
the interconnection
• Also requires that for every subsystem name
listed in systemnames, a corresponding
variable, input_to_ListedSubSystemName
must exist in the calling workspace
• This variable is similar to outputvar - it defines
the input signals to this particular subsystem as
linear combinations of individual subsystem's
outputs and external inputs

H = iconnect
• Create empty iconnect (interconnection) objects
• Interconnection objects (class iconnect) are an alternative to sysic,
and are used to build complex interconnections of uncertain
• An iconnect object has 3 fields to be set by the user, Input, Output
and Equation
• Input and Output are icsignal objects, while Equation is a cell-array
of equality constraints (using equate) on icsignal objects
• the System property is the input/output model, implied by the
constraints in Equation relating the variables defined in Input and
Output

v = icsignal(n,'name')
• Create an icsignal object
• creates an icsignal object of length n, which is a
symbolic column vector
• used with iconnect objects to specify signal constraints
described by the interconnection of components
• internal name identifiers given by the character string
argument ‘name’

Model Order Reduction and
Application
• Complex models are not always required for
good control
• Optimization methods generally tend to produce
controllers with at least as many states as the
plant model
• The Robust Control Toolbox offers you an
assortment of model-order reduction commands
• Less complex low-order approximations to plant
and controller models

Model Order Reduction Tools
The Robust Control Toolbox has various controller synthesis
tools outlined below:
1. reduce() returns a reduced order model

2. balancmr() Balanced model truncation via square root method
3. bstmr() Balanced stochastic model truncation (BST) via Schur method
4. hankelmr() Hankel Minimum Degree Approximation (MDA) without
balancing
5. hankelsv() Computes Hankel singular values for stable/unstable or

continuous/discrete system

Model Order Reduction Tools cont:
6. modreal() returns a set of state-space LTI objects in modal form
7. ncfmr() Balanced model truncation for normalized coprime factors.
8. shurmr() Balanced model truncation via Schur method
9. slowfast() computes the slow and fast modes decompositions of a
system
10. stabproj() computes the stable and antistable projections of a minimal
realization
11. imp2ss() produces an approximate state-space realization of a given
impulse response

GRED = reduce(G,order)
• Returns a reduced order model of G
• Groups all the Hankel SV based model reduction
routines
• Hankel singular values of a stable system indicate the
respective state energy of the system.
• In many cases, the additive error method
GRED=reduce(G,ORDER) is adequate to provide a
good reduced order model.
• for systems with lightly damped poles and/or zeros, a
multiplicative error method (namely,
GRED=reduce(G,ORDER,'ErrorType','mult')) that
minimizes the relative error between G and GRED tends
to produce a better fit.

GRED = balancmr(G,order)
• balanced truncation model reduction for
continuous/discrete & stable/unstable plant.
• With only one input argument G, the function will show a
Hankel singular value plot of the original model and
prompt for model order number to reduce.

GRED = bstmr(G,order)
• Balanced stochastic truncation (BST) model reduction
for continuous/discrete & stable/unstable plant.
• bstmr returns a reduced order model GRED of G
Hankel singular value plot of the phase matrix of G and
prompt for model order number to reduce
• This method guarantees an error bound on the infinity
norm of the multiplicative || GRED-1(G-GRED) || or
relative error || G-1(G-GRED) || for well-conditioned
model reduction problems

GRED = hankelmr(G,order)
• Optimal Hankel norm approximation for
continuous/discrete & stable/unstable plant
• hankelmr returns a reduced order model GRED of G
• This method guarantees an error bound on the infinity
norm of the additive error || G-GRED || for well-
conditioned model reduced problems

hankelsv(G)
• Compute Hankel singular values for stable/unstable or continuous/discrete
system
• draws a bar graph of the Hankel singular values such as the following:

[G1,G2] = modreal(G,cut)
• State-space modal truncation/realization
• returns a set of state-space LTI objects G1 and G2 in
modal form given a state-space G and the model size of
G1, cut
• The modal form realization has its A matrix in block
diagonal form with either 1x1 or 2x2 blocks. The real
eigenvalues will be put in 1x1 blocks and complex
eigenvalues will be put in 2x2 blocks. These diagonal
blocks are ordered in ascending order based on
eigenvalue magnitudes
• G can be stable or unstable

GRED = ncfmr(G,order)
• balanced truncation model reduction for normalized
coprime factors of continuous/discrete & stable/unstable
G
• ncfmr returns a reduced order model GRED formed by a
set of balanced normalized coprime factors
• The left and right normalized coprime factors are defined
as:

GRED = schurmr(G,order)
• Schur balanced truncation model reduction for
continuous/discrete & stable/unstable plant
• schurmr returns a reduced order model GRED of
G
• With only one input argument G, the function will
show a Hankel singular value plot of the original
model and prompt for model order number to
reduce
• This method guarantees an error bound on the
infinity norm of the additive error || G-GRED || for
well-conditioned model reduced problems

G1,G2] = slowfast(G,cut)
• State-space slow-fast decomposition
• computes the slow and fast modes decompositions
of a system G(s) such that: Gs  Gs  Gs s f
Gs  f : ( Aˆ 22 , Bˆ 2 , Cˆ 2 , Dˆ 2 ) Gs s : ( Aˆ11, Bˆ1 , Cˆ1 , Dˆ1 )

[G1,G2,m] = stabproj(G)
• State-space stable/anti-stable decomposition
• stabproj computes the stable and antistable projections
of a minimal realization G(s) such that:

[a,b,c,d,totbnd,hsv] =
imp2ss(y,ts,nu,ny,tol)
• System identification via impulse response
• The function imp2ss produces an approximate state-space
realization of a given impulse response imp=mksys(y,t,nu,ny,'imp');
• A continuous-time realization is computed via the inverse Tustin
transform if t is positive; otherwise a discrete-time realization is
returned
• In the SISO case the variable y is the impulse response vector; in the
MIMO case y is an N+1-column matrix containing N + 1 time
samples of the matrix-valued impulse response H0, ..., HN of an nu-
input, ny-output system stored row-wise.
• The variable tol bounds the H norm of the error between the
approximate realization (a, b, c, d) and an exact realization of y
• The inputs ts, nu, ny, tol are optional; if not present they default to the
values ts = 0, nu = 1, ny = (number of rows of y)/nu, tol =
1.01sigmabar1
Robustness and Worst Case
Analysis
• To be robust, your control system should meet your stability and performance
requirements for all possible values of uncertain parameters
• Monte Carlo parameter sampling via usample can be used for this purpose, but
Monte Carlo methods are inherently hit or miss
• The Robust Control Toolbox gives you a powerful assortment of robustness analysis
commands that let you directly calculate upper and lower bounds on worst-case
performance without random sampling:

Performance Analysis
The hyperbola is used to define the performance margin.

Systems whose performance degradation curve intersects high on the hyperbola curve
represent "non-robustly-performing systems" in that very small deviations of the uncertain
elements from their nominal values can result in very large system gains.
Conversely, an intersection low on the hyperbola represent "robustly-performing systems."

Small Gain Theorem
When the plant modeling uncertainty is not too big, you can design high-gain,
high-performance feedback controllers. High loop gains significantly larger than 1
in magnitude can attenuate the effects of plant model uncertainty and reduce the
overall sensitivity of the system to plant noise.
But if your plant model uncertainty is so large that you do not even know the sign
of your plant gain, then you cannot use large feedback gains without the risk that
the system will become unstable. Thus, plant model uncertainty can be a
fundamental limiting factor in determining what can be achieved with feedback.
The Small Gain Theorem asserts that the overall system gain must therefore be
kept below 1 to assure stability.

Performance Tools
1. cpmargin() calculates the normalized coprime factor/gap metric robust stability of the
multivariable feedback loop consisting of C in negative feedback with P.
2. Gapmetric() calculates upper bounds on the gap and nugap metric between systems
3. loopmargin() analyzes the multivariable feedback loop consisting of the loop transfer
matrix.
4. loopsens() Creates a Struct, loops, whose fields contain the multivariable sensitivity,
complementary and open-loop transfer functions.
5. mussv() calculates upper and lower bounds on the structured singular value, or µ, for
a given block structure.
6. Mussvextract() is used to extract the compressed information within muinfo into a
readable form.

Performance Tools cont:
7. ncfmargin() Calculates the normalized coprime stability margin of the
plant-controller feedback loop
8. popov() uses the Popov criterion to test the robust stability of dynamical
systems with possibly nonlinear and/or time-varying uncertainty.
9. robustperf() Calculates the robust performance margin of an uncertain
multivariable system.
10. robuststab() Calculate robust stability margins of an uncertain
multivariable system.
11. robopt() Creates an options object for use with robuststab and robustperf
12. wcnorm() Calculate the worst-case norm of an uncertain matrix

Performance Tools cont:
13. wcgain() Calculates bounds on the worst-case gain of an uncertain system
14. wcgopt() creates a wcgain, wcsens and wcmargin options object called options in
which specified properties have specific values.
15. wcmargin() calculates the combined worst-case input and output loop-at-a-time
gain/phase margins of the feedback loop
16. wcsens() Calculate the worst-case sensitivity and complementary sensitivity
functions of a plant-controller feedback loop

[MARG,FREQ] =
cpmargin(P,C,TOL)
Cpmargin() calculates the normalized coprime factor/gap metric robust stability of
the multivariable feedback loop consisting of C in negative feedback with P.
Input Parameters: Output Parameters:

•P – LTI plant •Marg - contains upperand lower
•C – only feedback controller bound for the normalized coprime
factor/gap metric robust stability
•Tol - specifies a relative accuracy for margin
calculating the normalized coprime
factor/gap metric robust stability margin •Freq - the frequency associated with
the upper bound

[gap,nugap] = gapmetric(p0,p1,tol)
Gapmetric() calculates upper bounds on the gap and nugap metric
between systems p0 and p1. Bode Diagram Bode Diagram
Phase (deg) Magnitude (dB)

0 50
EX:
-50 0
p1 = tf(1,[1 -0.001]);
-100 -50
p2 = tf(1,[1 0.001]); 180 0
[g,ng] = gapmetric(p1,p2) 90 -45
0 -90
K = 1; 10
-5
10
0
10
-2
10
0 2
10
H1 = loopsens(p1,K); Frequency (rad/sec) Frequency (rad/sec)
H2 = loopsens(p2,K); Bode Diagram Bode Diagram

50 0
subplot(2,2,1); bode(H1.Si,'-',H2.Si,'--'); 0 -50
subplot(2,2,2); bode(H1.Ti,'-',H2.Ti,'--'); -50 -100

0 180
subplot(2,2,3); bode(H1.PSi,'-',H2.PSi,'--');
-45 90
subplot(2,2,4); bode(H1.CSo,'-',H2.CSo,'--'); -90 0
-2 0 2 -5 0
10 10 10 10 10
Frequency (rad/sec) Frequency (rad/sec)
g = 0.0029
ng = 0.0020 Output:
Gap – gap metric value
Input:
Nugap – nugap metric value
•P0,P1 – plants of the same size (For gap or nugap, a value close to 0 means
the plants are far apart and a value close to 1
•Tol – tolerance for the gap metric (default
means they are close together.)
is .001)

loopmargin(L)
[SM, DM, MM] = Loopmargin() is a tool to

determine the closed loop margins for an
uncertain system.
Outputs include:
•SM – A structure containing the nominal
system margins.
•DM – also called ‘disk margin’. Describes
the disk of deviations from the nominal
system.
•MM – establishes guaranteed bounds on
the system with variations from all input
channels.
loopsens(P,C)
Loopsens() creates a structure which contains the multivariable
sensitivity, complementary and open-loop transfer functions.
Structure Output Fields:
•Poles - Closed-loop poles. NaN for
frd/ufrd objects.
•Stable - 1 if nominal closed loop is
stable, 0 otherwise. NaN for frd/ufrd
objects.
•Si - Input-to-plant sensitivity function
•Ti - Input-to-plant complementary
sensitivity function
•Li - Input-to-plant loop transfer function
•So - Output-to-plant sensitivity function
EX:
•To - Output-to-plant complementary
int = tf(1,[1 0]);
addunc = ultidyn('addunc',[1 1],'Bound',0.2);
•Lo - Output-to-plant loop transfer
uncint = int + addunc;
function
int3 = blkdiag(int,uncint,int);
•PSi - Plant times input-to-plant
p = [1 .2 .5;-.5 0 1;1 0 0;0 1 0]*int3;
gain = ureal('gain',0.9, 'Range',[-3 1.5]);
•CSo - Compensator times output-to-
c = [.02 .3 0 0;1 -.3 .32 gain; 0 1 -.2 .1];
plant sensitivity function
loops = loopsens(p,c)

[bounds,muinfo] =
mussv(M,BlockStructure)
Mussv() calculates upper and lower bounds on the structured singular value, or µ,
for a given block structure.
EX:
Input: M = randn(5,5) + sqrt(-1)*randn(5,5);
•M - is a double or a frd object F = randn(2,5) + sqrt(-1)*randn(2,5);
BlockStructure = [-1 0;-1 0;1 1;2 0];
•BlockStructure - a matrix specifying the [ubound,Q] =
perturbation block structure consisting mussv(M,F,BlockStructure);
of 2 rows and as many columns as points completed (of 1) ... 1
uncertainty blocks. bounds = mussv(M,BlockStructure);
Output: optbounds =
mussv(M+Q*F,BlockStructure,'C5');
•Bounds – upper and lower bounds on
the mu value of the system. [optbounds(1) ubound]
•Muinfo – a structure containing 1.5917 1.5925
additional information [bounds(1) bounds(2)]
3.8184 3.7135

[VDelta,VSigma,VLmi] =
mussvextract(muinfo)
Mussvextract() is used to extract the compressed information within
muinfo into a readable form.
Input:
•Muinfo – a variable returned by
mussv() with information
Ouput:
EX:
M = randn(4,4) + sqrt(-1)*randn(4,4);
•VDelta – used to verify the lower BlockStructure = [1 1;1 1;2 2];
bound [bounds,muinfo] = mussv(M,BlockStructure);
•VSigma – a structure of [VDelta,VSigma,VLmi] = mussvextract(muinfo);
information used to verify the
Newlin/Young upper bound
•VLmi – a structure of information
used to verify the LMI upper
bound

[marg,freq] = ncfmargin(P,C,tol)
Ncfmargin() calculates the normalized coprime factor/gap metric
robust stability margin b(P, C), marg, of the multivariable
feedback loop consisting of C in negative feedback with P.
Input:
•P – LTI plant model
•C – Compensator in the feedback path
EX:
•Tol – tolerance for the ncfmargin must x = tf(4,[1 0.001]);
be between .00001 and .01 clp1 = feedback(x,1);
Output: clp2 = feedback(x,10);
[marg1,freq1] = ncfmargin(x,1);
•Marg - the normalized coprime [marg2,freq2] = ncfmargin(x,10);
factor/gap metric robust stability margin
b(P, C) marg1 = 0.7071
•Freq – destabilizing frequency freq1 = Inf
marg2 = 0.0995
freq2 = Inf
[t,P,S,N] = popov(sys,delta,flag)
• Perform the Popov robust stability test
• uses the Popov criterion to test the robust
stability of dynamical systems with
possibly nonlinear and/or time-varying
uncertainty
• The uncertain system must be described
as the interconnection of a nominal LTI
system sys and some uncertainty delta

[perfmarg,perfmargunc,Report] =
robustperf(sys)
Robustperf() is a tool to determine the robust performance margin
which sets bounds on the robustness of a nominally stable system
to given uncertainty.
EX:
Structure Output Fields: P = tf(1,[1 0]) + ultidyn('delta',[1 1],'bound',0.4);
BW = 0.8;
•Perfmarg – performance margin: lower K = tf(BW,[1/(25*BW) 1]);
bound, upper bound, and critical S = feedback(1,P*K);
[perfmargin,punc] = robustperf(S);
frequency.
perfmargin =
•Perfmargunc – structure of values of UpperBound: 7.4305e-001
critical uncertain elements of the LowerBound: 7.4305e-001
system. CriticalFrequency: 5.3096e+000
•Report – A text description of the

robustness analysis. Note: Output may not contain true critical frequency
because of the assigned frequency range over which the
function operates. For limitations, see the function
definition in the matlab help.

[stabmarg,destabunc,Report] =
robuststab(sys)
Robuststab() is used to determine the robust stability margin for a
nominally stable uncertain system up to the closest instability from the
stable nominal.
EX:
Structure Output Fields: P = tf(4,[1 .8 4]);
delta = ultidyn('delta',[1 1],'SampleStateDim',5);
•Stabmarg – robust stability margin: lower Pu = P + 0.25*tf([1],[.15 1])*delta;
bound, upper bound, destabilizing frequency. C = tf([1 1],[.1 1]) + tf(2,[1 0]);
S = feedback(1,Pu*C);
•Destabunc – structure of uncertain values [stabmarg,destabunc,report,info] = robuststab(S);
closest to the nominal that cause instability.
report =
•Report – text description of the stability Uncertain System is NOT robustly stable to modeled uncertainty.
analysis -- It can tolerate up to 81.8% of modeled uncertainty.
-- A destabilizing combination of 81.8% the modeled uncertainty
exists, causing an instability at 9.13 rad/s.
Note: Output may not contain all unstable -- Sensitivity with respect to uncertain element ...
frequencies because of the assigned frequency 'delta' is 100%. Increasing 'delta' by 25% leads to a 25% decrease
range over which the function operates. For in the margin.
limitations, see the function definition in the matlab
help.

opts =
robopt('name1',value1,'name2',value2,...)
Robopt() creates an options object for use with robuststab and
robustperf.
EX:
opt = robopt
Property Object Values:
Display: 'off'
Sensitivity: 'on'
VaryUncertainty: 25
Mussv: 'sm9'
Default: [1x1 struct]
Meaning: [1x1 struct]

[maxnorm,wcu] = wcnorm(m)
Wcnorm() determines the maximum norm over all allowable values of
the uncertain elements and is referred to as a worst-case norm
analysis.
EX:
a=ureal('a',5,'Range',[4 6]);
Input:
b=ureal('b',2,'Range',[1 3]);
b=ureal('b',3,'Range',[2 10]);
•M - a umat or a uss
c=ureal('c',9,'Range',[8 11]);
d=ureal('d',1,'Range',[0 2]);
Output:
M = [a b;c d];
Mi = inv(M);
•Maxnorm – a structure with fields:
[maxnormM] = wcnorm(M)
maxnormM =
LowerBound: 14.7199
UpperBound: 14.7327
[maxnormMi] = wcnorm(Mi)
maxnormMi =
•Wcu - a structure that includes values of
LowerBound: 2.5963
uncertain elements and maximizes the UpperBound: 2.5979
matrix norm

[maxgain,maxgainunc] =
wcgain(sys)
Wcgain() calculates the worst case gain frequency response of a
given system due to uncertain elements. Pointwise-in-frequency
analysis creates a response curve for the system.
Structure Output Fields: EX:
P = tf(1,[1 0]) + ultidyn('delta',[1 1],'bound',0.4);
•Maxgain – maximum gain: lower BW1 = 0.8;
bound, upper bound, critical frequency. K1 = tf(BW1,[1/(25*BW1) 1]);
•Maxgainunc – structure containing S1 = feedback(1,P*K1);
BW2 = 2.0;
uncertain elements that maximize the
K2 = tf(BW2,[1/(25*BW2) 1]);
gain. S2 = feedback(1,P*K2);
[maxgain1,wcunc1] = wcgain(S1);
Options set in wcopt():
maxgain1 =
•‘Pointwise-in-frequency’- creates a LowerBound: 1.5070e+000
UpperBound: 1.5080e+000
response curve for the system.
CriticalFrequency: 5.3096e+000
•‘Peak-over-frequency’ – computes the
largest gain over all freqencies.
Note: Output may not contain all unstable frequencies because of the
assigned frequency range over which the function operates. For
limitations, see the function definition in the matlab help .

options =
wcgopt('name1',value1,'name2',value2,...)
Wcgopt() creates a wcgain, wcsens and wcmargin options object
called options in which specified properties have specific values.
EX:
opt = wcgopt('MaxTime',10000,'Sensitivity','off')
Property Object Values:
Sensitivity: 'off'
LowerBoundOnly: 'off'
FreqPtWise: 0
ArrayDimPtWise: []
VaryUncertainty: 25
Default: [1x1 struct]
Meaning: [1x1 struct]
AbsTol: 0.0200
RelTol: 0.0500
MGoodThreshold: 1.0400
AGoodThreshold: 0.0500
MBadThreshold: 20
ABadThreshold: 5
NTimes: 2
MaxCnt: 3
MaxTime: 10000

[wcmargi,wcmargo] = wcmargin(L)
Wcmargin() describes a disk within with the nominal gain margin and phase
margin are stable for an uncertain system.
EX:
a = [0 10;-10 0];
b = eye(2);
c = [1 8;-10 1];
d = zeros(2,2);
G = ss(a,b,c,d);
Output Structure Fields: K = [1 -2;0 1]; ingain1 = ureal('ingain1',1,'Range',[0.97 1.06]);
b = [ingain1 0;0 1];
•Wcmargi – contains gain margin Gunc = ss(a,b,c,d);
bound, phase margin in degrees, unmod = ultidyn('unmod',[2 2],'Bound',0.08);
Gmod = (eye(2)+unmod)*Gunc;
frequency associate with worst case, Gmodg = ufrd(Gmod,logspace(-1,3,60));
and a structure containing the [wcmi,wcmo] = wcmargin(Gmodg,K);
sensitivity to all uncertain elements.
wcmi(1) =
•Wcmargo – same structure as GainMargin: [0.3613 2.7681]
PhaseMargin: [-50.2745 50.2745]
wcmargi but gives single loop values Frequency: 0.1000
for each. Sensitivity: [1x1 struct]

wcst = wcsens(L)
Wcsens() determines the worst case sensitivity of a system to
various input and disturbance parameters in an uncertain system L.
Bode Diagram
5
Output Structure Fields: 0
•Si - Worst-case input-to-plant sensitivity -5
function -10
Magnitude (dB)
-15
•Ti - Worst-case input-to-plant complementary -20
sensitivity function -25
-30
Nominal Sensitivity
•So - Worst-case output-to-plant sensitivity -35

10
-1
10
0
Worst-Case Sensitivity
1
10
function Frequency (rad/sec)
•To - Worst-case output-to-plant EX:

complementary sensitivity function delta = ultidyn('delta',[1 1]);
tau = ureal('tau',5,'range',[4 6]);
•PSi - Worst-case plant times input-to-plant P = tf(1,[tau 1])*(1+0.25*delta);
sensitivity function C=tf([4 4],[1 0]);
looptransfer = loopsens(P,C);
•CSo - Worst-case compensator times output- Snom = looptransfer.Si.NominalValue;
to-plant sensitivity function wcst = wcsens(P,C) ;
Swc = wcst.Si.BadSystem;
•Stable - 1 if nominal closed loop is stable, 0 omega = logspace(-1,1,50);
otherwise. NaN for frd/ufrd objects. bodemag(Snom,'-',Swc,'-.',omega);
legend('Nominal Sensitivity','Worst-Case Sensitivity',...
'Location','SouthEast')

Robust Analysis for Parameter
Dependent Systems
1. psys() specifies state-space models where the state-space
matrices can be uncertain, time-varying, or parameter-dependent.
2. psinfo() a multi-usage function for queries about a polytopic or
parameter-dependent system
3. ispsys() returns 1 if sys is a polytopic or parameter-dependent
system
4. pvec() used in conjunction with psys to specify parameter-
dependent systems.
5. pvinfo() retrieves information about a vector of real parameters
declared with pvec and stored in pv
6. polydec() takes an uncertain parameter vector PV taking values
ranging in a box, and returns the corners or vertices of the box as
columns of the matrix vertx

Robust Analysis for Parameter
Dependent Systems cont.
6. aff2pol() Derives a polytopic representation polsys of the affine
parameter- dependent system.
7. quadstab() seeks a fixed Lyapunov function that establishes
quadratic stability
8. quadperf() Compute the quadratic H-inf performance of a
polytopic or parameter-dependent system
9. pdlstab() uses parameter-dependent Lyapunov functions to
establish the stability of uncertain state-space models over some
parameter range or polytope of systems.
10. decay() returns the quadratic decay rate drate
11. pdsimul() simulates the time response of an affine parameter-
dependent system

pols = psys(syslist)
affs = psys(pv,syslist)
• Specify a parameter-dependent system
• psys specifies state-space models where the state-space matrices
can be uncertain, time-varying, or parameter-dependent.
• a polytopic model with vertex systems S1, . . ., S4 is created by

pols = psys([s1,s2,s3,s4]) while an affine parameter-dependent
model with 4 real parameters is defined by
affs = psys(pv,[s0,s1,s2,s3,s4])
• The output is a structured matrix storing all the relevant information
[type,k,ns,ni,no] = psinfo(ps)
• Query characteristics of a P-system
• displays the type of system (affine or
polytopic)
• the number k of SYSTEM matrices
involved in its definition
• the numbers of ns, ni, no of states, inputs,
and outputs of the system

bool = ispsys(sys)
• True for parameter-dependent systems
• returns 1 if sys is a polytopic or parameter-
dependent system

pv = pvec('box',range,rates)
pv = pvec('pol',vertices)
• Specify a vector of uncertain or time-varying parameters used in
conjunction with psys to specify parameter-dependent systems
• The type 'box' corresponds to independent parameters ranging in intervals
(extremal values)
• The parameter vector p then takes values in a hyperrectangle of Rn called
the parameter box
• range is an n-by-2 matrix that stacks up the extremal values
• type 'pol' corresponds to parameter vectors p ranging in a polytope of the
parameter space Rn
• efined by a set of vertices V1, . . ., Vn corresponding to "extremal" values
of the vector p
• second argument is the concatenation of the vectors v1,...,vn

[typ,k,nv] = pvinfo(pv)
• pvinfo(pv) displays the type of parameter
vector ('box' or 'pol'), the number n of
scalar parameters, and for the type 'pol',
the number of vertices used to specify the
parameter range

vertx = polydec(PV)
• Compute polytopic coordinates wrt. box
corners
• takes an uncertain parameter vector PV
taking values ranging in a box, and returns
the corners or vertices of the box as
columns of the matrix vertx

polsys = aff2pol(affsys)
• Convert affine P-systems to polytopic representation
• derives a polytopic representation polsys of the affine
parameter- dependent system
• Where p = (p1, . . ., pn) is a vector of uncertain or

time- varying real parameters taking values in a box or a
polytope. The description affsys of this system should be
specified with psys

[tau,P] = quadstab(ps,options)
• Assess quadratic stability of parameter-dependent system
• Quadratic stability of polytopic or affine parameter-dependent systems

[perf,P] = quadperf(ps,g,options)
• Assess quadratic Hinf performance of P-systems

[tau,Q0,Q1,...] = pdlstab(pds,options)
• Assess the robust stability of a polytopic or parameter-dependent
system
• uses parameter-dependent Lyapunov functions to establish the
stability of uncertain state-space models over some parameter
range or polytope of systems

[drate,P] = decay(ps,options)
• Compute quadratic decay rate

pdsimul(pds,'traj',tf,'ut',xi,options)
• Time response of a parameter-dependent system along a given
parameter trajectory along a parameter trajectory p(t) and for an input
signal u(t)
• The parameter trajectory and input signals are specified by two time
functions p=traj(t) and u=ut(t)
• The affine system pds is specified with psys but can also use the
polytopic representation of such systems as returned by aff2pol(pds) or
hinfgs
• The final time and initial state vector can be reset through tf and xi
• options gives access to the parameters controlling the ODE integration

Robust Controller Synthesis Tools
1. Augw() computes a state-space model of an augmented LTI plant with
weighting functions
2. Hinfmix() creates a suboptimal controller K(s) based on the optimization of a
mixed H2/ H∞ criterion.
3. H2syn() computes a stabilizing LTI/SS controller K for a partitioned plant
P(s).
4. Hinfsyn() creates an optimal H-inifinity controller for a partitioned plant matrix
P.
5. Sdhinfsyn() synthesizes a sampled data H-infinity controller.
6. Loopsyn() is an H – infinity optimal way for loopshaping controller synthisis.

Robust Controller Synthesis Tools
cont:
7. Ltrsyn() computes a reconstructed-state output-feedback
controller K for LTI plant G using Kalman filtering to
asymptotically recover the lost states.
8. Mixsyn() is H-infinity mixed-sensitivity synthesis method for robust
control loopshaping design.
9. Ncfsyn() is a normalized coprime factorization based
parameterized controller synthesis using the Glover-McFarlane
method for loopshaping.
10.Mkfilter() returns a single-input, single-output analog low pass
filter sys as an ss object.

P = AUGW(G,W1,W2,W3)
Augw() computes a state-space model of an augmented LTI plant P(s)
with weighting functions W1(s), W2(s), and W3(s) penalizing the error
signal, control signal and output signal respectively.
Singular Values
60
S = 1/(1+L)
GAM/W1
40
T=L/(1+L)
GAM*G/W2
20
Singular Values (dB)
-20
-40
-60
Input:
-80
-4 -2 0 2 4 6
•G – Nominal Plant Model

10 10 10 10 10 10
Frequency (rad/sec)
EX: •W1 – weight for the error signal

s=zpk('s'); G=(s-1)/(s+1);
•W2 – weight for the control signal
W1=0.1*(s+100)/(100*s+1); W2=0.1; W3=[];
P=augw(G,W1,W2,W3); •W3 – weight for the output signal
[K,CL,GAM]=hinfsyn(P); [K2,CL2,GAM2]=h2syn(P);
L=G*K; S=inv(1+L); T=1-S; Output:
sigma(S,'k',GAM/W1,'k-.',T,'r',GAM*G/W2,'r-.') •P – augmented plant model
[gopt,h2opt,K,R,S] =
hinfmix(P,r,obj,region,dkbnd,tol)
Hinfmix() creates a suboptimal controller K(s) based on the
optimization of a mixed H2/ H∞ criterion that optimizes the
following function: subject to ||T || < gamma,
||T2||2 < v. The closed-loop poles lie in some prescribed LMI region D.
Input Parameters:
•P – lmi object such as ss or tf.
•R – [z2, y, u]
•Obj – [gamma, v, alpha, beta]
•Region – identifies the pole placement
region. Default is the open LHP.
Output Parameters:
•Dkbnd – set bound on norm of controller •Gopt - guaranteed Hinf performance
feed through matrix DK. •H2opt – guaranteed H2 performance
•Tol – tolerance for the trade-off parameter •K – Controller K(s) coefficients
•R,S – optimal values of the LMI objects.

[K,CL,GAM,INFO]=
H2SYN(P,NMEAS,NCON)
H2syn() computes a stabilizing LTI/SS controller K for a partitioned
plant P(s).
Input Parameters:
•P – LTI/SS plant model
•Nmeas – B2 column size
•Ncon – C2 row size
Output Parameters:
•K – vector of Feedback Controller Plant Partitioning (if done by mktito(),
Coefficients nmeas and ncon can be omitted):
•CL – Closed loop system matrix •B1 – Inputs are disturbances
•Gam – the H2 norm of the closed loop •B2 – Inputs are control signals
system •C1 – Outputs are errors to be minimized
•Info – structure containing additional •C2 – Outputs are inputs to control K
information.
[K,CL,GAM,INFO] =
hinfsyn(P,NMEAS,NCON)
Hinfsyn() creates an optimal h-inifinity controller for a partitioned plant
matrix P.
Input Parameters:
•P – Partitioned plant matrix
•Nmeas – row size of the C2 matrix
•Ncon – column size of the B2 matrix
Output Parameters:
•K – controller coefficient vector
•CL – closed loop system matrix
Plant Partitioning (if done by mktito(), nmeas
•Gam – H-inifinity norm for the closed and ncon can be omitted):
loop system B1 – Inputs are disturbances
•Info - structure containing additional B2 – Inputs are control signals
information C1 – Outputs are errors to be minimized
C2 – Outputs are inputs to control K
[K,GAM]=sdhinfsyn(P,NMEAS,NCON)
Sdhinfsyn() synthesizes a sampled data H-infinity controller.
Input Parameters:
•P – partitioned system matrix
•Nmeas – row size of C2 Where:
•NCon – column size of B2 Plant Partitioning:
Output parameters: •B1 – Inputs are disturbances
•B2 – Inputs are control signals
•K – H infinity controller coefficients •C1 – Outputs are errors to be minimized
•Gam – H infinity norm cost for the system •C2 – Outputs are inputs to control K
[K,CL,GAM,INFO]=
loopsyn(G,Gd,RANGE)
Loopsyn() is an H – infinity optimal way for loopshaping controller
synthisis.
Singular Values
Input Parameters:
50
40 •G – LTI plant
30
20
•Gd – desired loop shape
10
•Range – [Wmin,Wmax] desired loop
0
shaping frequency range. (10*Wmin
-10
<= Wmax)
-20
-30
Output Parameters:
-40
10
-1 0
10
1
10
2
10 •K – Controller Coefficient vector
Frequency (rad/sec)
•CL – Closed Loop System Matrix

EX:
rand('seed',0);randn('seed',0); •Gam – H – infinity norm for the
s=tf('s'); w0=5; Gd=5/s; closed loop system
G=((s-10)/(s+100))*rss(3,4,5);
[K,CL,GAM,INFO]=loopsyn(G,Gd);
•Info – structure containing additional
sigma(G*K,'r',Gd*GAM,'k-.',Gd/GAM,'k-.',{.1,100}) information.
[K,SVL,W1] =
ltrsyn(G,F,XI,THETA,RHO)
Ltrsyn() computes a reconstructed-state output-feedback controller K for LTI
plant G using Kalman filtering to asymptotically recover the lost states.
Input Parameters:
•G – LTI System matrix
•F - LQ full-state-feedback gain matrix
•XI – plant noise intensity
•Theta – sensor noise intensity
•Rho – vector containing a set of recovery
gains EX:
s=tf('s');G=ss(1e4/((s+1)*(s+10)*(s+100)));[A,B,C,
Output Parameters: D]=ssdata(G);
F=lqr(A,B,C'*C,eye(size(B,2)));
•K – controller coefficient vector L=ss(A,B,F,0*F*B);
XI=100*C'*C; THETA=eye(size(C,1));
•Svl – sigma plot data for recovered system RHO=[1e3,1e6,1e9,1e12];W=logspace(-2,2);
•W1 - frequencies for SVL plots nyquist(L,'k-.');hold;
[K,SVL,W1]=ltrsyn(G,F,XI,THETA,RHO,W);
[K,CL,GAM,INFO]=
mixsyn(G,W1,W2,W3)
Mixsyn() is H-infinity mixed-sensitivity synthesis method for robust
control loopshaping design.
Input Parameters:
•G – LTI system
•W1,W2,W3 – Weighting matricies
associated with S(s), R(s) and T(s)
Mixsyn() creates the h-infinity controller Output Parameters:

•K – Controller Coefficient vector
based on the sensitivity function S(s) •CL – Closed Loop System Matrix
and the complimentatry sensitivitiy T(s) •Gam – H – infinity norm for the closed
function according to the weighting loop system
•Info – structure containing additional
matricies W1, W2, W3.; information.
[K,CL,GAM,INFO]=
ncfsyn(G,W1,W2)
Ncfsyn() is a normalized coprime factorization based parameterized
controller synthisis using the Glover-McFarlane method for loopshaping.
Singular Values
60 Input Parameters:
•G – LTI plant model
40
20
•W1,W2 – Pre and Post compensator

-20 to give Gd = W1GW2 a good high

-40
frequency and low frequency response
-60
Output Parameters:
-80
-100
•K – controller coefficient vector
-2 -1 0 1 2
10 10 10 10 10
EX: Frequency (rad/sec)

•CL – closed loop system matrix
s=zpk('s');
G=(s-1)/(s+1)^2; •Gam – H – infinity optimal cost
W1=0.5/s;
[K,CL,GAM]=ncfsyn(G,W1); •Info – structure containing additional
sigma(G*K,'r',G*W1,'r-.',G*W1*GAM,'k- information
.',G*W1/GAM,'k-.')
sys = mkfilter(fc,ord,type,psbndr)
Mkfilter() returns a single-input, single-output analog low pass filter
sys as an ss object.
Bode Diagram Bode Diagram

0 50
-50 0
Input: -100 -50
180 0
•Fc – cutoff frequency of the filter 90 -45
•Ord – order of the filter 0

10
-5
10
0
-90
10
-2
10
0 2
10
Butterw orth
•Type – type of the filter. Chebyshev
RC filter
Bode Diagram Bode Diagram

50 0
•'butterw‘- Butterworth filter
0 -100
•‘cheby‘ - Chebyshev filter -50 -200

0 0
•'bessel‘ - Bessel filter -45 -180
-90 -360
•'rc‘ - Series of resistor/ capacitor 10
-2
10
0 2
10 10
0 2
10
filters
EX:
•Psbndr - the magnitude of the passband butw = mkfilter(2,4,'butterw');
cheb = mkfilter(4,4,'cheby',0.5);
Output: rc = mkfilter(1,4,'rc');
•Sys – Designed filter bode(butw,'-',cheb,'--',rc,'-.')
Mu-synthesis
Mu-synthesis functions enable the synthesis of robust optimal
controllers. Approximation tools for this type of design are shown
below:
1. Cmsclsyn() approximately solves the constant-matrix, upper bound µ-
synthesis problem.
2. Dksyn() synthesizes a robust controller via D-K iteration which is an
approximation to µ-synthesis control design.
3. Dkitopt() creates a dkitopt object called options with specific values
assigned to certain properties.
4. Drawmag() interactively uses the mouse in the plot window to create pts
and sysout, which approximately fits the frequency response (magnitude)
in pts.
5. Fitfrd() fits D-scaling frequency response data with state-space model.
6. Fitmagfrd() fits frequency response magnitude data with a stable,
minimum-phase state-space model.
[qopt,bnd] =
cmsclsyn(R,U,V,BlockStructure);
Cmsclsyn() approximately solves the constant-matrix, upper bound µ-
synthesis problem by minimization,
for given matrices and . This

applies to constant matrix data in R, U, and V.
Input: Output:
•R,U,V – Constant matrices of •Qopt - the optimum value of Q
appropriate structure
•Bnd - the upper bound of
•BlockStructure – a matrix mussv(R+U*Q*V,BLK)
specifying the perturbation
blockstructure as defined for
mussv.

[k,clp,bnd] = dksyn(p,nmeas,ncont)
Dksyn() synthesizes a robust controller via D-K iteration which is
an approximation to µ-synthesis control design.
Input:
•P – Partitioned plant matrix EX:
•Nmeas – row size of the C2 matrix G = tf(1,[1 -1]);
Wu = 0.25*tf([1/2 1],[1/32 1]);
•Ncon – column size of the B2 matrix InputUnc = ultidyn('InputUnc',[1 1]);
Output: Gpert = G*(1+InputUnc*Wu);
•K – synthesized controller coefficients Wp = tf([1/4 0.6],[1 0.006]);
P = [Wp; 1 ]*[1 Gpert];
•Clp – Closed loop system [K,clp,bnd1] = dksyn(P,1,1);
•Bnd – robust performance bounds on P = [Wp; 1 ]*[1 Gpert];
the closed loop system [K,clp,bnd2] = dksyn(P,1,1);
bnd1 =0.6768
April 2006 Nathan Sorensen Kedrick Black bnd2 =0.6768 101
options =
dkitopt('name1',value1,'name2',value2,...)
Dkitopt() creates a dkitopt object called options with specific values
assigned to certain properties.

[sysout,pts] = drawmag(data)
• interactively uses the mouse in the plot window to create pts and sysout, which
approximately fits the frequency response (magnitude) in pts
• data: Either a frequency response object that is plotted as a reference, or a
constant matrix of the form [xmin xmax ymin ymax] specifying the plot window on
the data.
• sysoutStable: minimum-phase ss object that approximately fits, in magnitude,
the pts data
• ptsFrequency: response of points
• While drawmag is running, all interaction with the program is through the mouse
and/or the keyboard
Examples of commands See help file for more info
• Clicking the mouse

• Typing r
• Typing integers 0 – 9
• Typing w
•Typing p
•Typing k

B = fitfrd(A,N)
• Fit D-scaling frequency response data with state-space model
• state-space object with state dimension N, where A is an frd object and N is
a nonnegative integer
• The frequency response of B closely matches the D-scale frequency
response data in A
• A must have either 1 row or 1 column, although it need not be 1-by-1
Example
sys = tf([1 2 2],[1 2.5 1.5])*tf(1,[1 0.1]);
sys = sys*tf([1 3.75 3.5],[1 2.5 13]);
omeg = logspace(-1,1);
sysg = frd(sys,omeg);
bode(sysg,'r-');
b1 = fitfrd(sysg,1);
b3 = fitfrd(sysg,3);
b1g = frd(b1,omeg);
b3g = frd(b3,omeg);
bode(sysg,'r-',b1g,'k:',b3g,'b-.')

B = fitmagfrd(A,N)
• Fit frequency response magnitude data with a stable, minimum-phase
state-space model
• a stable, minimum-phase ss object, with state-dimension N, whose
frequency response magnitude closely matches the magnitude data in A
• A is a 1-by-1 frd object, and N is a nonnegative integer
Example
sys = tf([1 2 2],[1 2.5 1.5])*tf(1,[1 0.1]);
sys = sys*tf([1 3.75 3.5],[1 2.5 13]);
omeg = logspace(-1,1);
sysg = abs(frd(sys,omeg));
bodemag(sysg,'r');
ord = 3;
b1 = fitmagfrd(sysg,ord);
b1g = frd(b1,omeg);
bodemag(sysg,'r',b1g,'k:');

Sampled Data Systems
The synthesis of robust optimal controllers with sampled data
systems can be analyzed using the following functions.
1. Sdhinfnorm() computes the L2 induced norm of a continuous-time LTI plant,

sdsys, in feedback with a discrete-time controller, k, connected through an
ideal sampler and a zero-order hold.
2. Sdlsim() plots the time response of the hybrid feedback system. lft(p,k), is
forced by the continuous input signal described by w and t.

[gaml,gamu] =
sdhinfnorm(sdsys,k,delay)
Sdhinfnorm() computes the L2 induced norm of a continuous-time
LTI plant, sdsys, in feedback with a discrete-time controller, k,
connected through an ideal sampler and a zero-order hold.
Input: Output:
•Sdsys – a strictly proper partitioned •Gamu - upper bound on the

plant model, such that the constant induced L2 norm of the sampled-
feedback gain is be zero data closed-loop system
•K – feedback controller gain matrix •Gaml - lower bound on the

induced L2 norm of the sampled-
•Delay – controller computational
April 2006 Nathan delay
Sorensen Kedrick Black
data closed-loop system 107
time
Sdhinfnorm() Example
p = ss(tf(30,[1 30])*tf([1],[1 0]));
k = ss(tf(4,[1 4]));
cl = feedback(p,k);
norm(cl,'inf')
ans = 1
kd = c2d(k,0.75,'zoh');
[gu,gl] = sdhinfnorm([1; 1]*p*[1 1],-kd);
[gu gl]
ans = 3.7908 3.7929
kd = c2d(k,0.2,'zoh');
[gu,gl] = sdhinfnorm([1; 1]*p*[1 1],-kd);
[gu gl]
ans = 1.0044 1.0049

sdlsim(p,k,w,t,tf,x0,z0,int)
Sdlsim() plots the time response of the hybrid feedback system.
lft(p,k), is forced by the continuous input signal described by w and t.
Input:
•P - a continuous-time LTI system
•K – a discrete-time LTI system with a
specified sampling time
•W,T – input forcing functions
•Tf – simulation end time
•X0 - initial state vector of p, at time t(1)
•Z0 - initial state vector of k, at time t(1)
•Int - the continuous-time integration
step size
Sdlsim() example cont:
Step response: disturbance (dashed) & output (solid)
1.4
1.2
0.8
EX: 0.6
P = tf(1,[1, 1e-5,0]); 0.4
T = 1.0/20; 0.2
C = ss([-1.5 T/4; -2/T -.5],[ .5 2;1/T
0
1/T],...
-0.2
[-1/T^2 -1.5/T], [1/T^2 0],T); 0 0.1 0.2 0.3 0.4 0.5 0.6
Time: seconds
0.7 0.8 0.9 1
Pd = c2d(P,T,'zoh');
EX cont:
systemnames = 'Pd C';
M2 = [0,1,1;1,0,0;0,1,1]*blkdiag(1,1,P);
inputvar = '[ref]';
t = [0:.001:1]';
outputvar = '[Pd]';
dist = 0.1*sin(41*t);
input_to_Pd = '[C]';
u = ones(size(t));
input_to_C = '[ref ; Pd]';
[y3,meas,act] = sdlsim(M2,C,[u dist],t,1);
sysoutname = 'dclp';
plot(y3{:},'-',t,dist,'b--',t,u,'g-.')
cleanupsysic = 'yes';
xlabel('Time: seconds')
sysic;
title('Step response: disturbance (dashed) & output
(solid)')

Gain Scheduling
Gain scheduling is a useful tool for controller design. The Robust
Control Toolbox offers one function to optimally achieve this.
1. Hinfigs() synthesizes gain-scheduled H∞ controllers.

[gopt,pdK,R,S] =
hinfgs(pdP,r,gmin,tol,tolred)
• Synthesis of gain-scheduled H∞ controllers
• returns the optimal closed-loop quadratic
performance gopt and a polytopic description of
the gain-scheduled controller pdK
• To test if a closed-loop quadratic performance γ
is achievable, set the third input gmin to γ
• The arguments tol and tolred control the
required relative accuracy on gopt and the
threshold for order reduction
• also returns solutions R, S of the characteristic
LMI system

Synthesis Supporting Utilities
The following functions are useful in setting up systems for
controller synthesis:
1. Bilin() gives the multivariable bilinear transform of frequency (s or z).

2. Mktito() adds TITO (two-input-two-output) partitioning to LTI system SYS,
assigning OutputGroup and InputGroup properties.
3. Sectf() gives the state-space sector bilinear transformation.
4. Skewdec() forms an m-by-m skew-symmetric matrix.
5. Symdec() forms an m-by-m symmetric matrix.

GT = bilin(G,VERS,METHOD,AUG)
• Multivariable bilinear transform of frequency (s or z)
• bilin computes the effect on a system of the frequency-variable substitution
• The variable VERS denotes the transformation direction: VERS= 1, forward
transform or VERS=-1, reverse transform
• computes several state-space bilinear transformations such as backward
rectangular, etc., based on the METHOD you select

SYS=mktito(SYS,NMEAS,NCONT)
Mktito() adds TITO (two-input-two-output) partitioning to LTI system SYS,
assigning OutputGroup and InputGroup properties.
EX:
P=rss(2,4,5); P=mktito(P,2,2);
disp(P.OutputGroup);
disp(P.InputGroup); Plant Partitioning:
Y1: [1 2] B1 – Inputs are disturbances
Y2: [3 4] B2 – Inputs are control signals
C1 – Outputs are errors to be minimized
U1: [1 2 3]
U2: [4 5] C2 – Outputs are inputs to control K
[G,T] = sectf(F,SECF,SECG)
• State-space sector bilinear transformation
• computes a linear fractional transform T such that the system lft(F,K) is in
sector SECF if and only if the system lft(G,K) is in sector SECG where
G=lft(T,F,NU,NY) where NU and NY are the dimensions of uT2 and yT2,
respectively

x = skewdec(m,n)
Skewdec() forms the m-by-m skew-symmetric matrix:
NOTE: This function is useful to define skew-symmetric matrix variables. In this

case, set n to the number of decision variables already used.

x = symdec(m,n)
Symdec() forms an m-by-m symmetric matrix of the form:
NOTE: This function is useful to define symmetric matrix variables. n is the

number of decision variables.

LMIs in the Robust Control Toolbox
The Robust Control Toolbox LMI functionality serves two
purposes:
• Provide state-of-the-art tools for the LMI-based analysis and
design of robust control systems
• Offer a flexible and user-friendly environment to specify and
solve general LMI problems (the LMI Lab)
Examples of LMI-based analysis and design tools include:

• Functions to analyze the robust stability and performance of
uncertain systems with varying parameters (popov, quadstab,
quadperf ...)
• Functions to design robust control with a mix of H2, H, and
pole placement objectives (h2hinfsyn)
• Functions for synthesizing robust gain-scheduled H
controllers (hinfgs)
Linear Matrix Inequalities
A linear matrix inequality (LMI) is any constraint of the form
where x = (x1, . . . , xN) is a vector of unknown scalars (the decision or

optimization variables) A0, . . . , AN are given symmetric matrices < 0 stands
for "negative definite," i.e., the largest eigenvalue of A(x) is negative
Note that the constraints A(x) > 0 and A(x) < B(x) are special cases of (1-1)
since they can be rewritten as -A(x) < 0 and A(x) - B(x) < 0, respectively.

Specifying/Modifying LMI Systems
LMI Systems can be specified and modified in various ways briefly
outlined below
The specification of an LMI system involves two steps:
1. Declare the dimensions and structure of each matrix variable X1, . . . , XK.
2. Describe the term content of each LMI.
This process creates the so-called internal representation of the LMI system. This
computer description of the problem is used by the LMI solvers and in all
subsequent manipulations of the LMI system. It is stored as a single vector called
LMISYS.
There are two ways of generating the internal description of a given LMI system:
1. by a sequence of lmivar/lmiterm commands that build it incrementally
2. via the LMI Editor lmiedit where LMIs can be specified directly as symbolic matrix
expressions. Though somewhat less flexible and powerful than the command-
based description, the LMI Editor is more straightforward to use, hence
particularly well-suited for beginners.

Specification Functions
The following functions are used for the LMI Specificiation:
1. Lmiedit is a graphical user interface for the symbolic specification of
LMI problems.
2. Setlmis() is a command to be used to initialize or add to an internal
representation for an lmi.
3. Lmivar() defines a new matrix variable X in the LMI system currently
described.
4. Lmiterm() specifies the term content of an LMI one term at a time.
5. Newlmi adds a new LMI to the LMI system currently described and
returns an identifier tag for this LMI.
6. Getlmis returns the internal representation of a lmi system declared
using lmivars() and lmiterm().

lmiedit
Lmiedit is a graphical user interface for the symbolic specification
of LMI problems.
Instructions:
1. Give it a name (top of the window).
2. Declare each matrix variable (name and
structure) in the upper half of the
window. The structure is characterized
by its type (S for symmetric block
diagonal, R for unstructured, and G for
other structures) and by an additional
structure matrix similar to the second
input argument of lmivar. Please use one
line per matrix variable in the text editing
areas.
3. Specify the LMIs as MATLAB expressions
in the lower half of the window. An LMI
can stretch over several lines. However,
do not specify more than one LMI per
line.

setlmis(lmi)
Setlmis() is a command to be used to initialize or add to an
internal representation for an lmi.
Two Uses:
1. setlmis([ ]) - used to initialize an internal representation for an lmi
to be followed by lmivar and lmiterm.
2. setlmis(lmi0) – adds to an existing lmi where lmi0 is the internal
representation of a lmi. (Subsequent lmivar and lmiterm
commands will then add new variables and terms to the initial
LMI system lmi0.)

X = lmivar(type,struct)
Lmivar() defines a new matrix variable X in the LMI system currently
described.
Input:
EX: •Type - selects among available types of
setlmis([]) variables and the second argument
X1 = lmivar(1,[3 1]) % Type 1 Options:
X2 = lmivar(2,[2 4]) % Type 2 of dim. 2x4
X3 = lmivar(1,[5 1;1 0;2 0]) % Type 1 1- Symmetric matrices with a block-
diagonal structure
2 - Full m-by-n rectangular matrix
3 - Other structures
•Struct - gives further information on the
structure of X depending on its type
Ouput:
X – Matrix variable in LMI system

lmiterm(termID,A,B,flag)
Lmiterm() specifies the term content of an LMI one term at a time.
EX:
lmiterm([1 1 1 X2],2*A,A') % 2*A*X2*A'
lmiterm([1 1 1 x3],-1,E) % -x3*E
lmiterm([1 1 1 0],D*D') % D*D'
lmiterm([1 2 1 -X1],1,B) % X1'*B
lmiterm([1 2 2 0],-1) % -I
lmiterm([-1 0 0 0],M) % outer factor M

lmiterm([-1 1 1 X1],C,C','s') %
C*X1*C'+C*X1'*C'
lmiterm([-1 2 2 X2],-f,1) % -f*X2

tag = newlmi
Newlmi adds a new LMI to the LMI system currently described and
returns an identifier tag for this LMI. (Tagging LMIs is optional and
only meant to facilitate code development and readability.)
Purpose:
To give individual names to lmi’s so that they
can be easily distinguished in code.
Use:
When parts of LMI’s are deleted from a LMI,
identifiers help to identify the remaining parts
of the system.

lmisys = getlmis
Getlmis returns the internal representation of a lmi system

declared using lmivars() and lmiterm(). This can then be used in
any LMI solver or processing function.

LMI Characteristics
LMI System characteristics can be determined using the following
functions:
1. Lmiinfo() provides qualitative information about the system of LMIs lmisys.
2. Lminbr returns the number k of linear matrix inequalities in the LMI problem
described in lmisys.
3. Matnbr() returns the number K of matrix variables in the LMI problem described by
lmisys.
4. Decnbr() returns the number ndec of decision variables (free scalar variables) in
the LMI problem described in lmisys.
5. Dec2mat() is a function that, given values of the decision variables, derives the
corresponding values of the matrix variables.

LMI Characteristics cont:
6. Mat2dec() returns the corresponding value decvec of the vector of decision
variables if given an LMI system with variables X1, . . ., XK given values of
x1,...,xk.
7. DecX() expresses the entries of a matrix variable X in terms of the decision
variables x1, . . ., xN.

lmiinfo(lmisys)
Lmiinfo() provides qualitative information about the system of LMIs
lmisys. This includes the type and structure of the matrix variables,
the number of diagonal blocks in the inner factors, and the term
content of each block.
EX:
lmiinfo(lmis)
LMI ORACLE
-------
This is a system of 1 LMI with 3 variable matrices
Do you want information on
(v) matrix variables (l) LMIs (q) quit?> v
Which variable matrix (enter its index k between 1 and 3) ? 1
X1 is a 2x2 symmetric block diagonal matrix
its (1,1)-block is a full block of size 2
-------
LMI Info Example Cont:
This is a system of 1 LMI with 3 variable matrices
Do you want information on
(v) matrix variables (l) LMIs (q) quit?> l
Which LMI (enter its number k between 1 and 1) ? 1
This LMI is of the form
0 < R(x)
where the inner factor(s) has 2 diagonal block(s)
Do you want info on the right inner factor ?
(w) whole factor (b) only one block
(o) other LMI (t) back to top level?> w
Info about the right inner factor
block (1,1) : I + a1*X1 + A2*X2*B2 + B2'*X2'*A2'
block (2,1) : A3*X1
block (2,2) : x3*A4
(w) whole factor (b) only one block
(o) other LMI (t) back to top level

k = lminbr(lmisys)
Lminbr returns the number k of linear matrix inequalities in the LMI
problem described in lmisys.

K = matnbr(lmisys)
Matnbr() returns the number K of matrix variables in the LMI

problem described by lmisys.

ndec = decnbr(lmisys)
Decnbr() returns the number ndec of decision variables (free scalar
variables) in the LMI problem described in lmisys.
EX:
Input: For an LMI system LMIs with
•Lmisys – System of LMIs two matrix variables X and Y
such that X is symmetric
block diagonal with one 2-
Output: by-2 full block, and one 2-by-
2 scalar block Y is 2-by-3
•Ndec - the length of the vector rectangular,
of decision variables. the number of decision
variables is:
ndec = decnbr(LMIs)
ndec = 10
valX = dec2mat(lmisys,decvars,X)
Dec2mat() is a function that, given values of the decision variables,
derives the corresponding values of the matrix variables.
Input:
Output:
•Lmisys – System of LMIs
•Decvars - the vector of decision •ValX – Values of the matrix variable
variables with the identifier X.
•X - the matrix variable identifier with

which the function computes valX

decvec =
mat2dec(lmisys,X1,X2,X3,...)
Mat2dec() returns the corresponding value decvec of the vector of
decision variables if given an LMI system with variables X1, . . ., XK
given values of x1,...,xk.
Input: EX:
•Lmisys – System of LMIs Given –
•X1,..,Xn – system matrix variables
evaluated at x1,…,xn
Output: decv =
mat2dec(lmisys,X0,Y0)
•Decvec - vector of decision variables
decv‘ = [ 1 3 -1 5 1 2 3
4 5 6]
decX = decinfo(lmisys,X)
DecX() expresses the entries of a matrix variable X in terms of the
decision variables x1, . . ., xN.
EX:
setlmis([])
Input:
X = lmivar(1,[3 0])
Y = lmivar(2,[2 1]) •Lmisys – System of LMIs
:
: •X - each entry of X is either a hard
lmis = getlmis zero, some decision variable xn, or its
dX = decinfo(lmis,X) opposite –xn
dX =
1 0 0
0 1 0
Output:
0 0 1
•DecX - clarifies the structure of X as
dY = decinfo(lmis,Y) well as its entry-wise dependence on
dY = x1, . . ., xN
2
3
LMI Solvers
LMI solvers are provided for the following three generic optimization
problems
•Feasibility problem
Find x RN (or equivalently matrices X1, . . . , XK with prescribed structure) that
satisfies the LMI system
A(x) < B(x)
The corresponding solver is called feasp. Minimization of a linear objective under
LMI constraints
•Minimize cTx over x RN subject to A(x) < B(x)

The corresponding solver is called mincx. Generalized eigenvalue minimization
problem
•Minimize over x RN subject to

C(x) < D(x)
0 < B(x)
A(x) < B(x).
The corresponding solver is called gevp.
[tmin,xfeas] =
feasp(lmisys,options,target)
Feasp() computes a solution xfeas (if any) of the system of LMIs
described by lmisys.
Input:
• Lmisys – LMI system to solve
• Options – zeros set to default parameters
1 – not used
2 - sets the maximum number of
iterations (100 by default) Output:
3 - resets the feasibility radius • Tmin – Constraints are feasible
4 - helps speed up termination if tmin<=0 and strictly feasible if
tmin<0
5 – a 1 turns off the trace of execution of
the optimization procedure. 0 is on. • Xfeas - a solution in terms of the
• Target - sets a target value for tmin decision variables
Feasp() Example
EX:
setlmis([])
p = lmivar(1,[2 1])
lmiterm([1 1 1 p],1,a1,'s') % LMI #1

lmiterm([2 1 1 p],1,a2,'s') % LMI #2
lmiterm([3 1 1 p],1,a3,'s') % LMI #3
lmiterm([-4 1 1 p],1,1) % LMI #4: P
lmiterm([4 1 1 0],1) % LMI #4: I
lmis = getlmis
[tmin,xfeas] = feasp(lmis)
tmin = -3.1363
P = dec2mat(lmis,xfeas,p)

[copt,xopt] =
mincx(lmisys,c,options,xinit,target)
Mincx() solves the convex program
where x represents a vector of scalar
decision variables. Input:
•Lmisys – System of LMIs
Output: •C – vector the same length as x and defined
•Copt – the global minimum for the by defcnbr() or defcx()
objective cTx •Options – zeros set to default parameters
•Xopt - the minimizing value of the 1 – not used
2 - sets the maximum number of iterations
vector of decision variables
(100 by default)
3 - resets the feasibility radius
4 - helps speed up termination
5 – a 1 turns off the trace of execution of
the optimization procedure. 0 is on.
•Xinit – intial guess for x
•Target - sets a target value for tmin
[lopt,xopt] = gevp(lmisys,nlfc)
Gevp() solves a generalized eigenvalue minimization problem described by:
Minimize subject to C(x) < D(x) and A(x) < B(x) > 0 denote systems of
LMI’s.
EX: Output:
setlmis([]);
p = lmivar(1,[2 1]) •Lopt - the global minimum
lemiterm([1 1 1 0],1) % P > I : I •Xopt - the minimizing value of
lemiterm([-1 1 1 p],1,1) % P > I : P the vector of decision variables
lemiterm([2 1 1 p],1,a1,'s') % LFC # 1 (lhs) x.
lemiterm([-2 1 1 p],1,1) % LFC # 1 (rhs)
lemiterm([3 1 1 p],1,a2,'s') % LFC # 2 (lhs)
lemiterm([4 1 1 p],1,a3,'s') % LFC # 3 (lhs) Input:
lmis = getlmis •Lmisys – LMI System
[alpha,popt]=gevp(lmis,3) •Nlfc – number of linear
alpha = -0.122 fractional constraints
[V1,...,Vk] =
defcx(lmisys,n,X1,...,Xk)
Defcx() is useful to derive the c vector needed by mincx when the objective
is expressed in terms of the matrix variables.
Input: Output:
•Lmisys – system of LMIs •V1,…,Vk – value of these variables
when the n-th decision variable is set to
•N – the number of the nth decision one and all others to zero.
variable
•X1,…,Xk – identifiers of the matrix
variables involved in this objective

LMI Solution Validation
Once a solution to an LMI system is obtained, the following functions

assist in the validation of the given solution.
1. Evallmi() evaluates all LMI constraints for a particular instance determined by

decvars of the vector of decision variables.
2. Showlmi() evaluates all variable terms in a system of LMIs for given values of
the decision variables.

evalsys = evallmi(lmisys,decvars)
Evallmi() evaluates all LMI constraints for a particular instance
determined by decvars of the vector of decision variables.
EX: Find X s.t. ATXA - X + I < 0

setlmis([])
X = lmivar(1,[2 1]) % full symmetric X
lmiterm([1 1 1 X],A',A) % LMI #1: A'*X*A
lmiterm([1 1 1 X],-1,1) % LMI #1: -X Input:
lmiterm([1 1 1 0],1) % LMI #1: I
lmiterm([-2 1 1 X],1,1) % LMI #2: X •Lmisys – System of LMIs
lmis = getlmis
[tmin,xfeas] = feasp(lmis) •Decvars – particular instance of
tmin = -4.7117e+00 the decision variables
xfeas' = [1.1029e+02 -1.1519e+01
1.1942e+02]
evals = evallmi(lmis,xfeas) Output:

[lhs1,rhs1] = showlmi(evals,1)
[lhs2,rhs2] = showlmi(evals,2) •Evalsys - LMI system containing
eig(lhs1-rhs1) only constant terms
ans = -8.2229e+01, -5.8163e+01
[lhs,rhs] = showlmi(evalsys,n)
Showlmi() evaluates all variable terms in a system of LMIs for
given values of the decision variables.
Input: Output:
•Lhs, Rhs - The left- and right-hand
•Evalsys - the output of evallmi sides of the n-th LMI constant
•N – the number of lmis matrices

LMI Modification
Once an LMI is formally declared, the following functions allow for
the modification of LMI objects.
1. Dellmi() deletes the nth LMI from the system of LMIs described in
lmisys. The updated system is returned in newsys.
2. Delmvar() removes the matrix variable X with identifier X from the list of
variables defined in lmisys.
3. Setmvar() sets the matrix variable X with identifier X to the value Xval.

newsys = dellmi(lmisys,n)
Dellmi() deletes the nth LMI from the system of LMIs described in lmisys. The
updated system is returned in newsys.
EX:
Input: Suppose that the following is an LMI
•Lmisys – system of LMIs System:
•N – the number of the deletion
LMI
Output: Then give the command:

•Newsys – new LMI system lmis = dellmi(lmisys,LMI2)
after the nth LMI is deleted.
LMIS is then reduced to:

newsys = delmvar(lmisys,X)
Delmvar() removes the matrix variable X with identifier X from the list
of variables defined in lmisys.
EX: Input:
Consider the LMI: •Lmisys – system of LMIs
•X – name of LMI to be deleted
Ouput:
lmisys = delmvar(lmisys,X) •Newsys – system of LMIs after
Gives the system: the LMI X has been deleted

newsys = setmvar(lmisys,X,Xval)
Setmvar() sets the matrix variable X with identifier X to the value
Xval. EX:
Consider the system:
and the problem of finding a stabilizing state-
feedback law u = Kx where K is an unknown
Input:
matrix.
•Lmisys – system of LMIs This LMI is entered by the commands:
•X – name of an LMI in Lmisys n = size(A,1) % number of states

ncon = size(B,2) % number of inputs
•Xval – value to evaluate X at setlmis([])
P = lmivar(1,[n 1]) % P full symmetric
Y = lmivar(2,[ncon n]) % Y rectangular
lmiterm([1 1 1 P],A,1,'s') % AP+PA'
Output – lmiterm([1 1 1 Y],B,1,'s') % BY+Y'B'
lmiterm([1 1 1 0],1) % I
•Newsys – LMI system after X is lmis = getlmis
evaluated at Xval. news = setmvar(lmis,P,1)
[tmin,xfeas] = feasp(news)
Y = dec2mat(news,xfeas,Y)
The computed Y is feasible whenever tmin < 0.

LMI Supporting Functions
Within the LMI functionality, various functions are employed to
assist in the creation and analysis of the LMI system.
1. Matnbr() matnbr returns the number K of matrix variables in the LMI

problem described by lmisys.
2. Lmireg() is an interactive facility to specify the LMI regions involved in
multi-objective H infinity synthesis with pole placement constraints.

K = matnbr(lmisys)
Matnbr() matnbr returns the number K of matrix variables in the
LMI problem described by lmisys

region = lmireg
Lmireg() is an interactive facility to specify the LMI regions involved in
multi-objective H infinity synthesis with pole placement constraints.
Recall that an LMI region is any convex subset D of the complex

plane that can be characterized by an LMI in z and , i.e.,
for some fixed real matrices M and L = LT. This class of regions
encompasses half planes, strips, conic sectors, disks, ellipses, and
any intersection of the above.

Plotting Functions
Various Plotting functions are useful with the Robust Control
Toolbox. Some of particular interest are shown here.
1. Loglog() is same as plot(...), except a logarithmic (base 10) scale is

used for the x-axis and y-axis.
2. Semilog() is same as plot(...), except a logarithmic (base 10) scale is
used for the x-axis.
3. Uplot() allows one to plot multiple frequency response objects and
doubles on the same graph.
4. Dmplot() plots the maximum allowable phase variation as a function of
the actual gain variation for a given disk gain margin diskgm.

loglog(sys)
• log-log scale plot of frd objects
• same as plot, except a logarithmic (base 10) scale is used for both the X- and Y-
axis
Example
omega = logspace(-2,2,40);
sys1 = tf(0.9,[.1 1])
sys1g = frd(sys1,omega);
sys2 = tf(0.9,[1 1])
sys3 = tf(0.9,[10 1])
loglog(abs(sys1g),abs(sys2g),'r+',sys3g.Freq,...
abs(sys3g.Resp(:)),'--');
Sys1:
0.9
---------
0.1 s + 1
Sys2:
0.9
-----
s+1
Sys3:
0.9
--------
10 s + 1

semilogx(...) same as plot
• Semilog scale plot of a frd object
• same as plot(...), except a logarithmic
(base 10) scale is used for the x-axis

uplot(type,G1,linetype,Xdata,Ydata,
linetype)
• Plot multiple frequency response objects and doubles on the same graph

Uplot example
Example
a1 = [-1,1;-1,-0.5];
b1 = [0;2]; c1 = [1,0]; d1 = 0;
sys1 = ss(a1,b1,c1,d1);
a2 = [-.1,1;-1,-0.05];
b2 = [1;1]; c2 = [-0.5,0]; d2 = 0.1;
sys2 = ss(a2,b2,c2,d2);
omega = logspace(-2,2,100);
omega2 = [ [0.05:0.1:1.5] [1.6:.5:20] [0.9:0.01:1.1]
];
omega2 = sort(omega2);
sys2g = frd(sys2,omega2);
sys3 = rss(1,1,1);
rspot = frd(sys3,2);
uplot('liv,lm',sys1g,'b-.',rspot,'r-*',sys2g);
xlabel('log independent variable')
ylabel('log magnitude')
title('axis specification: liv,lm')

dmplot(diskgm)
Dmplot() plots the maximum allowable phase variation as a function
of the actual gain variation for a given disk gain margin diskgm.
EX:
dmplot(1.414)

Miscellaneous
This is a group of functions employed throughout the Robust Control
Toolbox that do not fit into any general category.
1. Rcond() creates an estimate for the reciprocal of the condition of the frd object
x in the 1-norm .
2. Schur() applies the schur command to frd objects.
3. Diag(x) puts x on the main diagonal of a matrix.
4. Genphase() fit SISO magnitude data with a real, rational, minimum-phase
transfer function.
5. Ssv() computes the singular value decomposition of an frd object.
6. Repmat() creates a large matrix B consisting of an M-by-N tiling of copies of
some matrix A.

r = rcond(x)
• is an estimate for the reciprocal of the
condition of the frd object x in the 1-norm
obtained by the LAPACK condition
estimator
• operates on x.ReponseData of the x frd at
each frequency to construct r
• If x is well conditioned, rcond(x) is near 1.0
• If x is badly conditioned, rcond(x) is near
EPS
[u,t] = schur(x)
• applies the schur command to frd objects
• operates on the x.ReponseData of the frd
object at each frequency point to construct
u and t
• u and t are frd objects. x must be square

v = diag(x)
• If x is a vector of uncertain system models or matrices, diag(x) puts x on the
main diagonal
• If x is a matrix of uncertain system models or matrices, diag(x) is the main
diagonal of v
• diag(diag(x)) is a diagonal matrix of uncertain system models or matrices
Example
x = rss(3,4,1);
xg = frd(x,logspace(-2,2,80));
size(xg)
FRD model with 4 output(s) and 1 input(s), at 80 frequency

point(s).
mxg = diag(xg);
size(mxg)
point(s).
xxg = [xg(1:2,1) xg(3:4,1)];

m = diag(xxg);
size(m)
point(s).

resp = genphase(d)
• Fit single-input/single-output magnitude
data with a real, rational, minimum-phase
transfer function
• uses the complex-cepstrum algorithm to
generate a complex frequency response
resp whose magnitude is equal to the real,
positive response d, but whose phase
corresponds to a stable, minimum-phase
function

[U,S,V] = svd(X)
• Singular value decomposition of an frd
object
• produces a diagonal frd S that has the
same dimensions as X and includes
positive diagonal elements in decreasing
order
• U and V are unitary matrices and frd
objects, such that X = U*S*V'

B = repmat(A,M,N)
• Replicate and tile an array
• creates a large matrix B consisting of an M-by-N tiling of copies of A
Example
repmat(randumat(2,2),2,3)
repmat(ureal(`A',6),[4 2])

BJVAD: real, nominal = 5.95, variability = [-3.97443 15.0948]%, 3
occurrences
FRHOD: complex, nominal = 3.34+5.95i, radius = 0.757, 3 occurrences
LAVLQ: complex, nominal = -2.16-8.33i, radius = 1.84, 2 occurrences
WNFRV: complex, nominal = 0, radius = 1.36, 2 occurrences
A: real, nominal = 6, variability = [-1 1], 1 occurrence

References
• www.mathworks.com/
• Robust Control Toolbox Tutorial

Matlab Robust Control Toolbox

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Matlab Robust Control

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Additive Uncertainty Multiplicative Uncertainty Feedback Uncertainty

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•‘radius’ – paramter name to specify

type of simplification to be done on

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•‘GainBounded’ – upper bound on the

for the frequency response.

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•Frequency – Range of frequencies for ufrd

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• Usysout - a system whose usysout = ssbal(usys)

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zeta = ureal('zeta',1,'Range',[0.4 4]);

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1. reduce() returns a reduced order model

5. hankelsv() Computes Hankel singular values for stable/unstable or

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Gs  f : ( Aˆ 22 , Bˆ 2 , Cˆ 2 , Dˆ 2 ) Gs s : ( Aˆ11, Bˆ1 , Cˆ1 , Dˆ1 )

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The hyperbola is used to define the performance margin.

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