Improved results on H8734; model reduction for continuous-time linear systems over finite frequency ranges

This paper revisits the H ∞ model reduction problem for continuous-time linear systems over finite frequency ranges. Given an asymptotically stable system, our goal is to find a stable reduced-order system in such a way that the error of the transfer functions between the original system and the reduced-order one is bounded over a finite frequency range. By virtue of the generalized Kalman-Yakubovich-Popov (GKYP) Lemma, we first establish necessary and sufficient characterizations for this problem in terms of linear matrix inequalities (LMIs). For the low- and mid-frequency cases, through introducing a non-conservative multiplier and resorting to the projection lemma, the reduced-order system matrices are decoupled with the matrix variables from the GKYP Lemma. Then, by introducing a new diagonal matrix variable and based on congruence transformation, the reduced-order system matrices are further decoupled with the matrix variable induced by the projection lemma and can be parameterized by a new matrix variable. The results are extended to the high-frequency case without the use of projection lemma to reduce the conservatism. Moreover, an iterative convex optimization algorithm is developed to solve the conditions. Finally, we demonstrate via numerical examples that our method can achieve much smaller approximation error than existing results.

[1]  Huijun Gao,et al.  Robust finite frequency Hinfinity filtering for uncertain 2-D Roesser systems , 2012, Autom..

[2]  K. Zhou Frequency-weighted L_∞ nomn and optimal Hankel norm model reduction , 1995 .

[3]  James Lam,et al.  Positivity-preserving H∞ model reduction for positive systems , 2011, Autom..

[4]  James Lam,et al.  An augmented system approach to static output‐feedback stabilization with ℋ︁∞ performance for continuous‐time plants , 2009 .

[5]  K. Grigoriadis Optimal H ∞ model reduction via linear matrix inequalities: continuous- and discrete-time cases , 1995 .

[6]  W. Yan Static Output Feedback Stabilization , 2006, TENCON 2006 - 2006 IEEE Region 10 Conference.

[7]  Huijun Gao,et al.  A Heuristic Approach to Static Output-Feedback Controller Synthesis With Restricted Frequency-Domain Specifications , 2014, IEEE Transactions on Automatic Control.

[8]  B. Anderson Weighted Hankel-norm approximation: Calculation of bounds , 1986 .

[9]  Peng Shi,et al.  H∞ model reduction for uncertain switched linear discrete-time systems , 2008, Autom..

[10]  Guang-Hong Yang,et al.  H∞ model reduction of linear continuous-time systems over finite frequency interval-LMI based approach , 2009, 2009 American Control Conference.

[11]  Shoudong Huang,et al.  H8 model reduction for linear time-delay systems: Continuous-time case , 2001 .

[12]  Hamid Reza Karimi,et al.  Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities , 2010, Int. J. Control.

[13]  Maamar Bettayeb,et al.  Characterization of the solution to the optimal H∞ model reduction problem , 1993 .

[14]  Kemin Zhou,et al.  Frequency-weighted 𝓛∞ norm and optimal Hankel norm model reduction , 1995, IEEE Trans. Autom. Control..

[15]  Maamar Bettayeb,et al.  H2 and H∞ optimal model reduction using genetic algorithms , 2011, J. Frankl. Inst..

[16]  L. Ghaoui,et al.  A cone complementarity linearization algorithm for static output-feedback and related problems , 1997, IEEE Trans. Autom. Control..

[17]  Huijun Gao,et al.  ${H}_{\infty }$ Filtering for Discrete-Time State-Delayed Systems With Finite Frequency Specifications , 2011, IEEE Transactions on Automatic Control.

[18]  Shinji Hara,et al.  Feedback control synthesis of multiple frequency domain specifications via generalized KYP lemma , 2007 .

[19]  Goele Pipeleers,et al.  Generalized KYP Lemma With Real Data , 2011, IEEE Transactions on Automatic Control.

[20]  James Lam,et al.  Static Output Feedback Stabilization: An ILMI Approach , 1998, Autom..

[21]  Victor Sreeram,et al.  Model Reduction Via Limited Frequency Interval Gramians , 2008, IEEE Transactions on Circuits and Systems I: Regular Papers.

[22]  James Lam,et al.  Model simplification for switched hybrid systems , 2006, Syst. Control. Lett..

[23]  Shinji Hara,et al.  Generalized KYP lemma: unified frequency domain inequalities with design applications , 2005, IEEE Transactions on Automatic Control.

[24]  Shafishuhaza Sahlan,et al.  Improved results on frequency‐weighted balanced truncation and error bounds , 2012 .

[25]  Guang-Hong Yang,et al.  Performance analysis for multi‐delay systems in finite frequency domains , 2012 .

[26]  Wei Xing Zheng,et al.  Weighted H∞ model reduction for linear switched systems with time-varying delay , 2009, Autom..

[27]  P. Gahinet,et al.  A linear matrix inequality approach to H∞ control , 1994 .