LMIs in Control/pages/Switched Systems Pole Placement

Pole Placement for Switched Systems

This LMI lets you provide specifications of the switched system closed loop poles. Note that arbitrarily switching between stable systems can lead to instability whilst switching can be done between individually unstable systems to achieve stability.

The System
Suppose we were given the switched system such that



\begin{align} \dot x(t)&=A_ix(t)+B_iu(t)\\ y(t)&=C_ix(t)+D_iu(t) \end{align}$$

where $$A_i\in\mathbb{R}^{mxm}$$, $$B_i\in\mathbb{R}^{mxn}$$, $$C_i\in\mathbb{R}^{pxm}$$, and $$D_i\in\mathbb{R}^{qxn}$$ for any $$t\in\mathbb{R}$$. $$i \in 1,...,k$$ modes of operation

The Data
In order to properly define the acceptable region of the poles in the complex plane, we need the following pieces of data:


 * matrices $$A_i$$, $$B_i$$
 * desired closed loop pole bound ($$\alpha$$)

Having these pieces of information will now help us in formulating the optimization problem.

The Optimization Problem
Using the data given above, we can now define our optimization problem. We first have to define the acceptable region in the complex plane that the poles can lie on. Assume that $$z$$ is the complex pole location, then:


 * $$Re(z) \leq \alpha$$

The LMI: An LMI for Pole Placement
Suppose there exists $$ P > 0 $$ and $$ Z $$ such that



\begin{align} A_iP+B_iZ+(A_iP+B_iZ)^T +2\alpha P&<0,

\end{align}$$

for $$ i = 1,...,k $$

Conclusion:
The resulting controller can be recovered by

$$K=ZP^{-1}$$.

Implementation
The implementation of this LMI requires Yalmip and Sedumi /MOSEK