LMIs in Control/pages/Schur Stabilization

LMI for Schur Stabilization

Similar to the stability of continuous-time systems, one can analyze the stability of discrete-time systems. A discrete-time system is said to be stable if all roots of its characteristic equation lie in the open unit disk. This provides a condition for the stability of discrete-time linear systems and a linear time-invariant system with this property is called a Schur stable system.

The System
We consider the following system:

$$ \begin{align} x(k+1) = Ax(k) + Bu(k) \end{align}$$

where the matrices $$ A \in \mathbb{R}^{n\times n} $$, $$B \in \mathbb{R}^{n \times r} $$, $$ x \in \mathbb{R}^{n} $$, and $$ u \in \mathbb{R}^{r} $$ are the state matrix, input matrix, state vector, and the input vector, respectively.

Moreover, $$k$$ represents time in the discrete-time system and $$k+1$$ is the next time step.

The state feedback control law is defined as follows:

$$ \begin{align} u(k) = Kx(k) \end{align}$$

where $$K \in \mathbb{R}^{n\times r} $$ is the controller gain. Thus, the closed-loop system is given by:

$$ \begin{align} x(k+1) = (A + BK)x(k) \end{align}$$

The Data
The matrices $$ A $$ and $$B $$ are given.

We define the scalar as $$ \gamma $$ with the range of $$ 0 < \gamma \leq 1 $$.

The Optimization Problem
The optimization problem is to find a matrix $$\begin{align} K \in \mathbb{R}^{r\times n} \end{align}$$ such that:

$$\begin{align} ||A + BK||_{2} < \gamma \end{align}$$

According to the definition of the spectral norms of matrices, this condition becomes equivalent to:

$$\begin{align} (A + BK)^{T}(A + BK) < \gamma^{2}I \end{align}$$

Using the Lemma 1.2 in LMI in Control Systems Analysis, Design and Applications (page 14), the aforementioned inequality can be converted into:

$$\begin{align} \begin{bmatrix} -\gamma I & (A + BK) \\ (A + BK)^{T} & -\gamma I\end{bmatrix} < 0\\ \end{align}$$

The LMI: LMI for Schur stabilization
The LMI for Schur stabilization can be written as minimization of the scalar, $$\gamma$$, in the following constraints:

$$ \begin{align} & \text{min} \quad \gamma\\ & \text{s.t.} \quad \begin{bmatrix} -\gamma I & (A + BK) \\ (A + BK)^{T} & -\gamma I\end{bmatrix} < 0\\ \end{align}$$

Conclusion:
After solving the LMI problem, we obtain the controller gain $$K$$ and the minimized parameter $$\gamma$$. This problem is a special case of Intensive Disk Region Design (page 230 in [1]). This problem may not have a solution even when the system is stabilizable. In other words, once there exists a solution, the solution is robust in the sense that when there are parameter perturbations, the closed-loop system's eigenvalues are not easy to go outside of a circle region within the unit circle [1].

Implementation
A link to Matlab codes for this problem in the Github repository:

https://github.com/asalimil/LMI-for-Schur-Stability

Related LMIs
LMI for Hurwitz stability

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