Continuous-time control model validation using finite experimental data

The application of robust control theory requires models containing unknown, bounded perturbations and unknown, bounded input signals. Model validation is a means of assessing the applicability of a given model with respect to experimental data. This paper develops a theoretical framework, and a computational solution, for the model validation problem in the case where the model, including unknown perturbations and signals, is given in the continuous time domain, yet the experimental datum is a finite, sampled signal. The continuous nature of the unknown components is treated directly with a sampled data lifting theory. This gives results which are valid for any sample period and any datum length. Explicit calculation of whether sufficient data for invalidation has been obtained arises naturally in this framework. A common class of robust control models is treated and leads to a convex matrix optimization problem. A simulation example illustrates the approach.

[1]  P. Halmos A Hilbert Space Problem Book , 1967 .

[2]  John C. Doyle Analysis of Feedback Systems with Structured Uncertainty , 1982 .

[3]  J. Pearson,et al.  l^{1} -optimal feedback controllers for MIMO discrete-time systems , 1987 .

[4]  Robert Bitmead,et al.  Adaptive frequency response identification , 1987, 26th IEEE Conference on Decision and Control.

[5]  James M. Krause,et al.  Stability Margins with Real Parameter Uncertainy: Test Data Implications , 1989, 1989 American Control Conference.

[6]  Roy S. Smith,et al.  Model Invalidation: A Connection between Robust Control and Identification , 1989 .

[7]  G. Goodwin,et al.  Quantification of Uncertainty in Estimation , 1990 .

[8]  C. Foias,et al.  The commutant lifting approach to interpolation problems , 1990 .

[9]  B. Francis,et al.  A lifting technique for linear periodic systems with applications to sampled-data control , 1991 .

[10]  Robert R. Bitmead,et al.  H/sub 2/ iterative model refinement and control robustness enhancement , 1991, [1991] Proceedings of the 30th IEEE Conference on Decision and Control.

[11]  M. Khammash,et al.  Performance robustness of discrete-time systems with structured uncertainty , 1991 .

[12]  J. Partington,et al.  Robust approximation and identification in H∞ , 1991, 1991 American Control Conference.

[13]  P. Khargonekar,et al.  Linear and nonlinear algorithms for identification in H∞ with error bounds , 1991, 1991 American Control Conference.

[14]  Carl N. Nett,et al.  Control oriented system identification: a worst-case/deterministic approach in H/sub infinity / , 1991 .

[15]  John Doyle,et al.  Model validation: a connection between robust control and identification , 1992 .

[16]  Bassam Bamieh,et al.  A general framework for linear periodic systems with applications to H/sup infinity / sampled-data control , 1992 .

[17]  Lennart Ljung,et al.  Estimating model variance in the case of undermodeling , 1992 .

[18]  Hidenori Kimura,et al.  Time domain identification for robust control , 1993 .

[19]  David S. Bayard Statistical plant set estimation using Schroeder-phased multisinusoidal input design , 1993 .

[20]  Brian D. O. Anderson,et al.  A new approach to adaptive robust control , 1993 .

[21]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[22]  Yutaka Yamamoto,et al.  A function space approach to sampled data control systems and tracking problems , 1994, IEEE Trans. Autom. Control..

[23]  K. Poolla,et al.  A time-domain approach to model validation , 1994, IEEE Trans. Autom. Control..

[24]  Yurii Nesterov,et al.  Interior-point polynomial algorithms in convex programming , 1994, Siam studies in applied mathematics.

[25]  Kameshwar Poolla,et al.  Time-domaim validation for sample-data uncertainty model , 1995, Proceedings of 1995 American Control Conference - ACC'95.

[26]  Geir E. Dullerud Control of Uncertain Sampled-Data Systems , 1995 .

[27]  Paul M. J. Van den Hof,et al.  Identification and control - Closed-loop issues , 1995, Autom..

[28]  K. Poolla,et al.  Time-domain validation for sample-data uncertainty models , 1996, IEEE Trans. Autom. Control..

[29]  Geir E. Dullerud,et al.  A continuous-time extension condition , 1996, IEEE Trans. Autom. Control..