2005

2

() .
; ; ; H ; LMI Control Toolbox .
: , ,
, ,
.
: ,

, ,
.

ISBN

, , , 2005


1 .

2
2.1 . . . . . . . . . . . . . . . . . .
2.2 . . . . . . . . .
2.3 . . . . . . . . .
2.4 . . . . .
2.5 . . . . . . . . . . . . . .
2.6 . . . . .
2.7 . . . . .
2.8 . . . . . . . . . . . . . .
2.9
2.10 . . . . . . . . . . . . . . . . .

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3
3.1 . . . . . . . . . . . . . . . . . .
3.2 . . . . . . . . . .
3.2.1 . . . . . . . . . . . . . . . .
3.2.2 . . . . . . . . .
3.3 . . . . . . . . .
3.3.1 . . . . . . . . . . .
3.3.2 . . . . . . . . .
3.3.3 . . . . . . . . . . .
3.3.4 . . . . . .
3.3.5 . . . . . . . .

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11
11
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13
18
20
22
29
31
34
41

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49
49
51
51
60
64
64
65
67
71
76

4
4.1 . . . . . . . . . . . . . . . . . . . . . . .
4.2 . . . . . .
4.3 . . . . . . . . . . . . . . . . .
4.3.1 . .
4.3.2
4.4 , . . . . . .
4.5 H2 . . . . . . . . . . . . . . . . . . .

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79
79
79
82
83
84
85
86

5 H
5.1
5.2
5.3

89
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
. . . . . . . . . . . . . . . . . . 90
. . . . . . . . . . . . . . . 93
5.3.1 . . . . . . . . . . . . . . . . . . . . . 93
5.3.2 H 96
5.3.3 . . . . . . 102
5.3.4 107
5.3.5 . . . 117
5.4 . . . . . . . . . . . . . . . . . . . . . 120
5.5 . . . . . . . . . . . . . . . . . 121
5.5.1 . . . . . . . . . . . . . . . . . . . . . 121
5.5.2 H 123
5.5.3 128
5.5.4 ,
. . . . . . . . . . . . . . . . . . 133

6 LMI Control
6.1 . . . . . . . . . . .
6.2 . . . . .
6.2.1 . . . . . . . . .
6.2.2 . . . .
6.2.3 . . . . . .
6.3 . . . . . . .
6.4 . . . . . .
6.5 . . . . . .

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135
135
136
136
137
137
140
141
141

6.6

6.7
6.8
6.9

6.5.1
6.5.2 . . . . .
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6.6.1 . . . . . . . . . .
6.6.2 . . . . .
6.6.3 . . . . . . . . . . . . . . . . . . . . . . . . . .
6.6.4 . . . . . . . . . . . . . . . . . . . .
H . . . . . . . . . . . . . . . . . . . . . .
6.7.1 H . . . . .
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H . . . . . . . . . . . . . . . . . .
6.9.1 H2 /H

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141
144
145
145
146
147
152
153
153
156
156
156

7
159
7.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
7.2 . . . . . 159
7.2.1 . . . . . . . . . 160
7.3 . . . . . . . 162
7.4 H . . . . . . . . 163
7.4.1 . . . . 164
7.4.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
7.5 Kpol . . . . . . . . . . 166
7.5.1 . . . . . . . . . . . . . . 166
7.5.2 . . . . . . 167
7.6 H2 /H . . . . . . 168
7.6.1 . . . . 171
7.6.2 H2 /H
. . . . . . . . . . . . . . . . . . . . . . . . . . . 172
7.6.3 1 172
7.6.4 2 175
7.6.5 3 178
7.7
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7.7.1
7.7.2

7.8

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7.7.3
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7.7.4
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7.7.5
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7.7.6
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8
8.1 . . . . . . . . . . .
8.2 . . . . . . .
8.3 . . . . . .
8.4 . . . . . . .
8.5 . . . . . .
8.6 . . . . .
8.7

. . . . . . . . . 181
. . . . . . . . . 182
. . . . . . . . . 183
. . . . . . . . . 184
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. . . . . . . . . 185
. . . . . . . . . 186

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187
. 187
. 187
. 219
. 234
. 255
. 271
. 285

307

Summary

311

.
()
. , [3, 6, 8, 9, 11, 14, 22, 23, 26, 13].
.
[16], pdf
http://www.uacg.bg/books/math/robustm.pdf
6 : 1. ;
2. ; 3. ; 4. H
; 5. LMI Control Toolbox; 6. .
: , , , ,
.
. . ,
. - , ,
, .
:
R ;
7

1. .
C ;
C ;
Re(z) z C;
Im(z) z C;
inf ( ) ;
sup ( ) ;
k k ;
co(X ) X ;
N (x) x;
Kmn m n M = [mij ]
K, K = R K = C;
Kn = Kn1 ( Kn
x = [x1 , x2 , . . . , xn ]T x = (x1 , x2 , . . . , xn ));
M T Knm M Kmn ;
f 0 f ;
M > 0 ;
Snn n n ;
lim ;
(M ) M ;
max (M )
M;
f 00 f ;
log() ;

9
det(M ) M ;
;
x ;
[ j , j ] j ;
tr(M ) M ;
M 1 M ;
exp(M ) ;
(M ) M ;
max (M ) M ;
Ker(M ) Kn ()
M Kmn ;
Rg(M ) Km M Kmn ;
rank(M ) M ;
M ( ) M ;
sym(M ) M + M T ;
diag(M1 , M2 , . . . , Mp ) ( )
M1 , M2 , . . . , Mp ;
ceil(x) ;
spect(M ) {1 , 2 , . . . , n } n n
M ;
M H = M T M ;
M N = [mij N ] M N ;
vec(M ) Kmn
M Kmn .

10

1. .

2.1

. ,
, , , ,
.

2.2

x(t)

= Ax(t) + Bu(t), x(t0 ) = x0 ,

(2.1)

y(t) = Cx(t) + Du(t),

(2.2)

x(t) Rn , x(t0 ) ,
u(t) Rm y(t) Rr .
A, B, C, D ,
.
(m = 1) (r = 1)
SISO ( Single Input Single Output System
11

12

2.

), MIMO
( Multi Input Multi Output System
, .. ).
u y
Y (s) = G(s)U (s),
U (s) Y (s) u(t) y(t)
x(0) = 0.

G(s) = C(sI A)1 B + D.
, ,
#
"
A B def
= C(sI A)1 B + D.
C D
(2.1) (2.2)

#
#"
# "
"
x(t)
AB
x(t)

.
=
u(t)
CD
y(t)
,
"

#
AB
CD

R(n+r)(n+m)

, .
x(t0 ) u(t) ( ) x(t) y(t)
Z t
A(tt0 )
x(t) = e
x(t0 ) +
eA(t ) Bu( )d,
t0

y(t) = Cx(t) + Du(t).

eA = exp(A)

X
Ak
A2 A3
eA :=
=I +A+
+
+ .
k!
2!
3!
k=0

2.3.

13

, u(t) = 0 t t0 , t1 t0 t t0
x(t) = eA(tt1 ) x(t1 ).
, (t, t1 ) = eA(tt1 ) , (t, t1 )
.
, , t0 = 0.

def

g(t) = L1 {G(s)} = CeAt B1(t) + D(t),

L , (t) , 1(t)
,
(
1, t 0,
def
1(t) =
0, t < 0.
( x0 = 0)
Z
Z t
def
y(t) = (g u)(t) =
g(t )u( )d =
g(t )u( )d.

2.3

2.1 , (2.1),
(A, B), ,
x(0) = x0 , t1 > 0 x1 ( ) u, (2.1) x(t1 ) = x1 .
, (A, B), .
. ,
,
. ,
.

14

2.

2.1 .
() (A, B) .
()
def

Wc (t) =

eA BB T eA d

t > 0.
()
h
C = B AB A2 B . . .

An1 B

Rnmn

, ..
def

< A|Rg(B) > =

n
X

Rg(Ai1 B) = Rn ,

i=1

Rg(B) Rn B.
() [A I, B] C.
() x
A (.. xH A = xH , x 6= 0), xH B 6= 0.
() = {1 , 2 , . . . , n } , , F Rmn , spect(A + BF ) = .
2.2
x(t)

= Ax(t)
, A
, .. Re((A)) <
0. A , .

.

2.3

15

2.3 (2.1), (A, B), , u(t) =

F x(t), , .. A +
BF .
2.1.
2.2 .
() (A, B) .
() [A I, B] C Re() 0.
() x, xH A = xH Re() 0, xH B 6= 0.
() T Rnn ,
def

(A0 , B0 ) = (T 1 AT, T 1 B)

"
A0 =

A1 A12
0 A2

"
, B0 =

B1
0

#
, A1 Rpp , B1 Rpm ,

(A1 , B1 ) , A2 .

, (2.1) (2.2), .
2.4 , (2.1) (2.2),
(C, A), , t1 0
x(0) = x0 u(t)
y(t) [0, t1 ]. (2.1), (2.2),
(C, A), .
2.3 .
() (C, A) .

16

2.

()
def

Wo (t) =

eA C T CeA d

t > 0.
()

O=

C
CA
CA2
..
.

Rrnn

CAn1
, ..

n
\

Ker(CAi1 ) = 0,

i=1

Rn

Ker(C)
C.
#
"
A I
C.
()
C
() y A (.. Ay = y, y 6= 0), Cy 6= 0.
() = {1 , 2 , . . . , n } , , L Rnr , spect(A + LC) = .
() (AT , C T ) .
.
2.5 (2.1), (2.2), (C, A),
, A + LC L
Rrn .

2.3

17

2.4 .
() (C, A) .
"
#
A I
()
C Re() 0.
C
() y 6= 0, , Ay = y Re() 0,
Cy 6= 0.
() (AT , C T ) .
() T Rnn ,
def

(C0 , A0 ) = (CT, T 1 AT )

A0 =

"

A1 0
A21 A2

h
, C0 =

i
C1 0

, A1 Rss , C1 Rrs ,

(C1 , A1 ) , A2 .
() () 2.1 2.3 () ()
2.2 2.4
( ). .
2.6 A , (2.1), (2.2).
(), xH B 6= 0 (Cy 6= 0) () A, , .. xH A = xH
(Ay = y) 0 6= x, y Cn . ().
, (),
(). , (),
().

18

2.

2.1 4

1 1 0 0
0
0
1
h
i
1 0

1
A=
, B =
, C = 1 0 0 , D = 0
0 0 1 0

0 0 0 2
1
1 6= 2 . 1 , = 0, 2 ,
= 0. , 1 = 2 ,
,

x1 =

0
0
1
0

, x2 =

0
0
0
1

A, 1 .
x1 x2 A,
1 . , x = x1 x2 , xH B = 0
. . B 4 2
, 1 = 2 .
,

0 0
1 0

B=

1
1 0
.

2.4

.
, .

2.4

19

,
, .
-
,
.
, G(s) , , ..
G(s) -
.
2.7 (A, B, C, D)
G(s),
"
#
A B
G(s) =
= C(sI A)1 B + D.
C D
2.8 (A, B, C, D)
G(s) G(s), A - .
2.5 (A, B, C, D) (A, B) (C, A) .
(
- , ).
2.6 (A1 , B1 , C1 , D) (A2 , B2 , C2 , D) G(s) C1 , C2
O1 , O2 .
T ,
A2 = T A1 T 1 , B2 = T B1 , C2 = C1 T 1 .
T
T = (O2 H O2 )1 O2 H O1

20

2.

T 1 = C1 C2 H (C2 C2 H )1 .
G(s).
- G(s)
, G(s).
2 2

"
#
G1 (s) G2 (s)
G(s) =
G3 (s) G4 (s)
, Gi (s)
#
"
Ai Bi
, i = 1, 2, 3, 4.
Gi (s) =
Ci Di
, Gi (s)
. G(s)

A1 0
0
0 B1
0 A2 0
0
0

0
0 A3 0 B3

G(s) =
0
0
0 A4 0

C1 C2 0
0 D1
0
0 C3 C4 D3

0
B2

.
B4

D2
D4

, , .
,
,
/ .

2.5

2.5

21

AH X + XA + Q = 0

(2.3)

X, A, Q Q =
QH 0. , ,
i (A) + j (A) 6= 0 i, j.
- A
X, .
2.9 Q = QH (), Q > 0 (Q 0) ,
xH Qx > 0 (xH Qx 0) x 6= 0.
2.1 , A .
(2.3).
()
Z
X=

exp(AH )Q exp(A )d.

() X > 0, Q > 0, X 0, Q 0.
() (Q, A) X > 0.
() X
(Q, A) ( () ()) .
() ,
A (C, A) Lo

AH Lo + Lo A + C H C = 0
. Lo .

22

2.

, (A, B)
Lc
ALc + Lc AH + BB H = 0
. Lc .

A.
2.2 , X (2.3).
() X > 0 Q 0, Re(i (A)) 0.
() X 0 (Q, A) , A . , X > 0 Q > 0, A .
A v 6= 0
, .. Av = v. (2.3)
v H v,
2Re()(v H Xv) + v H Qv = 0.
, X > 0, v H Xv > 0 , Re() 0, Q 0
Re() < 0, Q > 0. () . ()
, Re() 0. , v H Qv = 0 Qv = 0.
, ,
, (Q, A) .

2.6

R[s] . , , ( ),

2.6

23

. p R[s]
deg(p). , ,
. .
p q, ,
deg(p + q) max{deg(p), deg(q)},
deg(pq) = deg(p) deg(q).
,
R[s]. m n
Rmn [s].
, ( ).
, Rnn [s] ,
Rnn [s], ..
.
2.10 Q(s) Rmn [s]. Q(s),

nrank(Q(s)) := max{rank(Q(s)) : s C},
Q(s) s C.
, Q(s)
rank(Q(s)) Rmn [s], Q(s).
, ,

s 1

Q(s) = s2 1 .
s 1
Q(s) 2, rank(Q(2)) = 2. Q(0) 1.
,
..
.

24

2.

2.3 ( ) P (s) Rmn [s] . U (s) Rmm [s],

V (s) Rnn [s],

1 (s)
0
...
0
0
0
2 (s) . . .
0
0

def
.
.
.
.
.
..
..
..
..
U (s)P (s)V (s) = S(s) = ..
,

0
0
. . . p (s) 0
0
0
...
0
0
i (s) i+1 (s).
S(s) P (s). , p P (s).

.
2.2

s+1
(s + 1)(2s + 1)
s(s + 1)

P (s) = s + 2 (s + 2)(s2 + 5s + 3) s(s + 2) .

1
2s + 1
s
P (s) 2,
#
"
s+1
(s + 1)(2s + 1)
= (s + 1)2 (s + 2)2
det(P (s)) 0, det
s + 2 (s + 2)(s2 + 5s + 3)
det(P (s)) = 4 6= 0 s = 0.
-
, s + 1 s + 2 P (s).
P (s)

0 0
1

U (s) = 0 1 (s + 2) .
1 0 (s + 1)

2.6

25

1
2s + 1
s
def

P1 (s) = U (s)P (s) = 0 (s + 1)(s + 2)2 0 .

0
0
0

, 2s + 1 s P1 .
P1

1 2(s + 1) s

V (s) = 0
1
0 ,
0
0
1

1
0
0

P1 (s)V (s) = 0 (s + 1)(s + 2)2 0 .

0
0
0

1
0
0

S(s) = U (s)P (s)V (s) = 0 (s + 1)(s + 2)2 0 .

0
0
0

Rmn (s) m n G(s) = [gkl (s)],

pkl (s)
,
gkl (s) =
qkl (s)
pkl (s), qkl (s) R[s] deg(pkl ) deg(qkl ).
Rmn (s)
.
2.11 , G(s) Rmn (s)
p, G(s) p
s C.

.. .

26

2.

2.4 ( ) G(s) Rmn (s)

p 1. U (s)
Rmm [s], V (s) Rnn [s],

1 (s)
1 (s)

def
..
U (s)G(s)V (s) = M (s) =

0
2 (s)
2 (s)
..
.

...

...

..

..
.
p (s)
p (s)
0

...

...

.. ,
.

i (s) i+1 (s) i+1 (s) i (s).

. G(s) G(s) = N (s)/d(s),
d(s) R[s] N (s) Rmn [s] N (s)
S(s) = U (s)N (s)V (s), , M (s) = S(s)/d(s).
2.12
p
X

deg(k (s))

k=1

G(s) p.
G(s) G(s). , , G(s)
G(s).
2.13 1 (s), 2 (s), . . . , p (s) G(s).
G(s), , 1 (s).
, .. ()

2.6

27

. G(s)
1 (s), 2 (s), . . . , p (s).
(A, B, C, D) G(s).
, G(s),
A.
2.14 1 (s), 2 (s), . . . , p (s) G(s) G(s). z0 C G(s), G(z0 ) = 0,
.. z0 k (s).
, .
, . , .
.
2.3 3 3

1
(s + 1)(s + 2)

1
G(s) =

(s
+
1)2

1
(s + 1)2 (s + 2)

2s + 1
(s + 1)(s + 2)
s2 + 5s + 3
(s + 1)2
2s + 1
(s + 1)2 (s + 2)

s
(s + 1)(s + 2)

s
.

(s + 1)2

s
2
(s + 1) (s + 2)

s+1
(s + 1)(2s + 1)
s(s + 1)
1

def N (s)
.
G(s) =
s + 2 (s + 2)(s2 + 5s + 3) s(s + 2) =
2
(s + 1) (s + 2)
d(s)
1
2s + 1
s
N (s) P (s) ,

28

2.

G(s)

1
(s + 1)2 (s + 2)

M (s) = U (s)G(s)V (s) =

0
s+2
s+1
0

G(s) k, 4.
{1, 2}, {1, 1, 1, 2}
{2}.
, ,
2. .
. , , -.
2.3 2.4 ,
.
.
(A, B, C, D) G(s).
2.15 A
G(s).
,
#
"
A sI B
Q(s) =
.
C
D
2.16 z0 C ,
"
#
"
#
A z0 I B
A sI B
rank
< nrank
.
C
D
C
D

2.7.

29

,
"
#
"
#"
#
A + BF z0 I B
A z0 I B
I 0
rank
= rank
C + DF
D
C
D
F I
"
= rank

A z0 I B
C
D

#
.

, .
.
2.7 G(s) (A, B, C, D) .
z0 G(s),
.
2.1 G(s)
G(s) .
,
.
2.2 G(s) pm (A, B, C, D)
a. , z0 C G(s), G(s).
u0 Cm , x0 = (z0 I A)1 Bu0 u(t) = u0 ez0 t , ,
.. y(t) = G(z0 )u0 ez0 t = 0.

2.7

,
. 2.1. G K,

30

2.

di

+
-

u + +

n
2.1:

g, w,
di d. ,

.
L ,
y . ,
G K,
L = GK.

(2.4)

def
def
S = (I + L)1 ; T = I S = L(I + L)1 .
. 2.1 T g y, S d y.
S T

LO L, SO S TO T . ,
,
.
LI = KG
, u .
. 2.1
LI = KG.
(2.5)

2.8.

31

def

def

SI = (I + LI )1 ; TI = I SI = LI (I + LI )1 .
. 2.1 TI di u. LI = L, SI = S TI = T .
:
(I + L)1 + L(I + L)1 = I,
G(I + KG)1 = (I + GK)1 G,
GK(I + GK)1 = G(I + KG)1 K = (I + GK)1 GK,
T = L(I + L)1 = (I + L)1 L = (I + (L)1 )1 .
G K , L = GK .
, .

2.8

, S = (I + GK)1 . ,
.
.
2.4 , .
2.2,
s1
k(s + 1)
G(s) =
, K(s) =
.
s+1
s(s 1)
L =
GK (s 1) ( )
L = GK =

k
s
, S = (I + L)1 =
.
s
s+k

32

2.

+
-

d1

K
k(s+1)
s(s-1)

G
s-1
s+1

+ u

d2

2.2:

S , .. d1 y . d1 u :
u = K(I + GK)1 d1 =

k(s + 1)
.
(s 1)(s + k)

, , y, , u. .
,
.
2.17 ,

, .
,
. 2.3,
G K. ,
u = (I + KG)1 d1 K(I + GK)1 d2 ,
1

y = G(I + KG)

d1 + (I + KG)

d2 .

(2.6)
(2.7)

2.8

33

2.3: -

.
2.8 . 2.3 ,
(2.6) (2.7) .
, G K
.
G K,
.
G K ,
.
2.3 G K . , . 2.3, , (I + GK)1 , , det(I + G(s)K(s))
.
- G K , nk
K(s), ng
G(s).

34

2.

2.9 ,
(i) G(s)K(s) nk + ng ;
(ii)
def

(s) = det(I + G(s)K(s))

(.. (I + GK)1 ).
[4].
2.9
.
2.10 ( )
, :
,
(i) 2.9,
(j) (0,0) nk + ng ,
.
G K
det(I + G(j)K(j))
,
det(I + G(j)K(j)) 6= 0, R.

2.9

8.6.
G(s)
m r .

2.9

35

, G(j) r m
G(j) G. G


G = U V H , = diag(1 , 2 , . . . , k , 0), k := min{r, m},

(2.8)

r m . 1 2 k 0
G
GH G,
q
i (G) = i (GH G).
U r r ui ,
V m m vi .
2 2
,
#"
"
#"
#
cos 1 sin 1
1 0
cos 2 sin 2 T
G=
.
(2.9)
sin 1
cos 1
0 2
sin 2 cos 2
|
{z
}|
{z
}|
{z
}
U

VT

1 2 . (2.9) , U V
.

ui U uik . (..
),
p
p
kui k2 = ui H ui = |ui1 |2 + |ui2 |2 + + |uir |2 = 1, ui H uj = 0, i 6= j.
, V , vi , , .

36

2.

.
, (2.8) GV = U , i
Gvi = i ui ,
vi ui , i . ,
vi , ui . -, kvi k2 = 1
kui k2 = 1 , i i
G .
i (G) = kGvi k2 =

kGvi k2
.
kvi k2

G.
.
1. - .
2. .
3.
.
4. .

, , -

(G) 1 (G) = max
d6=0

kGdk2
kGv1 k2
=
,
kdk2
kv1 k2

-

(G) k (G) = min
d6=0

kGvk k2
kGdk2
=
,
kdk2
kvk k2

2.9

37

k = min{r, m}. d ,
(G)

kGdk2
(G).
kdk2

(2.10)

u1 = u, v1 = v, uk = u vk = v. ,
Gv = u, Gv = u.
v - ,
u , -.
, v u - . -
v2 u2 .., - , v u.

. .

,
.

.
2 3 . u3
, .
, , ,
,
.
(G(j)), , . ( 2),
, (G(j)) . (G(j))
-.

38

2.

.
.
, |S(j)|,
,
. (
) |e()|/|l()| = |S()|.
,
ke()k2 /kl()k2 , l , e
k k2 2.
-, l().
(S(j))

ke()k2
(S(j)).
kl()k2

ke()k2
kl()k2

(2.11)

l(),
- , , (S(j)).
1
|wP (j)|
( )
(2.11) .
:
(S(j))

1
, R,
|wP (j)|

(wP (j)S(j)) 1, R.

2.9

39

Singular Value Plot of (I + GK)1

10

10

Magnitude

10

10

10

10

10

10

10

10
Frequency (rad/s)

10

10

10

2.4:

S(j) . . 2.4
S(j) , 6 5 . ,
( 0.001rad/s
100 , .. 40 db, - ).
S(j) 1 ,
:
lim L(j) = 0 lim S(j) = I.

(S(j)) ,
- 1, .
, .

T = GK(I + GK)1

40

2.
Singular Value Plot of GK(I + GK)1

10

10

10

10

Magnitude

10

10

10

10

10

10

10

10

10

10

10
Frequency (rad/s)

10

10

10

2.5:

. 2.5. ,
1 rad/s 1 (T = I S), ,

.
.
,
, .
- ,
(S) 0.7 (- ) - , (S)
0.7 (- ).
,
-
B , (S)

1
2

2.10.

41

0.7 .
B ( ) . S = (I + L)1 ,

1
(L) 1
(L) + 1.
(S)
, ( (L) 1),
(S)

1
,
(L)

1
= 2 1.41,
(S(jB ))
(L(jB )) 0.41 2.41. , (L) 1. ,
, (L) ( (L)) ,
(S) 1.

2.10

w
G
2.6: G

. 2.6
G g.
z
w. ,
.

42

2.
- 2
s
XZ
kzk2 =
|zk ( )|2 d
k

(2.12)

:
1. w ;
2. w , kwk2 = 1;
3. w , kwk2 = 1, w(t) = 0 t 0
z(t) t 0.
H2 , H
.

H2
G(s) = [Gpq (s)] (.. D = 0
). H2
G(j),
,
s Z

X
1
def
kGk2 =
|Gpq (j)|2 . (2.13)
tr(G(j)H G(j))d, kG(j)k2F =
2
p,q
G(s) . , H2 .
H2 . (2.13) H2 g = [gpq ],
def

kGk2 = kgk2 =

sZ
0

tr(g T ( )g( ))d , kg( )k2F =

X
p,q

|gpq ( )|2

(2.14)

2.10

43

(2.14) ,

s
XZ
kGk2 = kgk2 =
|gpq ( )|2 d .
(2.15)
p,q

, H2 2
,
i (t) , (
).

m
X
kGk22 =
|zi |22 ,
i=1

zi (t) , i (t) i .
, H2
:
kGk2 = max{kzk2 : kwk2 = 1}.

(2.16)

H2 . , w
Sww , ..
Z

1
kGk2 = E z T z =
tr[Szz ()]d,
(2.17)
2

Szz () = G(j)Sww ()GH (j), Sww () = I

E . (2.17) ,
z T z = tr(zz T ). kGk2
, .
H2

G(s) = C(sI A)1 B.

44

2.

(
0
t < 0,
g(t) =
At
Ce B + D(t) t 0,
(2.14) ,
q
q
kGk2 = tr(B T Lc B), kGk2 = tr(CLo C T ),

(2.18)

Lo Lc ,

AT Lo + Lo A = C T C, ALc + Lc AT = BB T
( , A ).

H
G(s) (.. D 6=
0). H ( 2) -

def
kGk = max{(G(j)) : R}.
(2.19)
(2.19), H
( . 2.7).
, , .
, H ( - )
2
kGk = max
w6=0

kzk2
= max kzk2 .
kwk2 kwk2 =1

(2.20)

- w
, (G(j )) .

2.10

45
Singular Value Plot

10

10

Magnitude

10

10

10

10

10

10

10

10

10
Frequency (rad/s)

10

10

10

2.7: H

H
.
H
- ,
H = H() ,
"
#
A + BR1 DT C
BR1 B T
def
H =
C T (I + DR1 DT )C (A + BR1 DT C)T

def

R = R() = 2 I DT D.
,
.
H.

46

2.

H2 H
H2 H , ,
.
s Z
X
1
kGk2 =
i2 (G(j))d.
(2.21)
2
i

, H - (- - ), H2
( ).
H ,


kABk kAk kBk ,

(2.22)

(2.20).
H2 ,
.

G(s) ,
w(t) t = 0 z(t) t > 0.
w , 2
z w:
qR

2
0 kz( )k2 d
def
kGkH = max qR
.
(2.23)
0
w6=0
2 d
kw(
)k
2

2.10

47

.
,
p
kGkH = (Lc Lo ),
(2.24)

(M ) = max{|k (M )| : k = 1, 2, . . . , n},
M , Lc
Lo .

Lc Lo ,
p
k = k (Lc Lo ).
(2.25)
, Lc Lo ,
Lc Lo ( )
.
H . ,

X
k (G(j)), R.
(2.26)
kGkH = 1 (G(j)) kGk 2
k=1

- H
, (2.20) (2.23).

48

2.

3.1

-
.
-,
- , .
.

,
- . X , x X
f (x), f ,
f : X R. f f (x)
x X .
X , f (x).
49

50

3.

, f . f (x) ( f )
.
, f (x).
f (x),
f (x).
f
X .
1. ( )
Vopt := inf f (x) = inf{f (x) : x X }.
xX

2. ( ) . , > 0 x X

f (x ) 5 Vopt + .
.
3. xopt
X , f (xopt ) = Vopt .
.
4. .
5. .
3.1 X Rn (.. ) . 1 f : X R
xmin X ,
f (xmin ) = inf{f (x) : x X }.
1

, 1815-1897.

3.2.

3.2

51

- , , / .
,
.
(. 8.3).

3.2.1

X Y ( 8.4).
k k.
s : N X N
X X . xk := s(k), k N,
{xk }
1 = {x1 , x2 , . . . } {xk }.
s
xk , (xk ) = (x1 , x2 , . . . ).
s(N) X s. {xk } X ,
X , .
3.1 () f : X Y
x0 X , > 0 = (, x0 ) >
0, kx x0 k < kf (x) f (x0 )k < . f
X0 X ,
x0 X0 .
.
, f x0
{xk } X xk 6= x0 , x0 X , {f (xk )},
Y, f (x0 ), ..

lim f (xk ) = f lim xk .

k

52

3.

f : A
Y, A X . f
A ( ),
. 3.1.
3.2 () A X , A ,
x0 A.
X , (. 3.1).
3.1 A
X A .
.
3.2 () f : A R ,
A
X . xmin , xmax A,
inf f (x) = f (xmin ) 5 f (x) 5 f (xmax ) = sup f (x)

xA

xA

x A.
, 3.2
xmin xmax . ,
. ( )
.
- ,
.
3.3 ( ) x1 6= x2 Rn .
y = tx1 + (1 t)x2 Rn ,

3.2

53

t R, , x1 x2 .
,
( ) .
t , y , t = 0
x2 , t = 1 x1 .
3.4 ( )
[x1 , x2 ] := {tx1 + (1 t)x2 : 0 t 1} Rn ,
, , x1 x2 .
. 3.1 , x1 x2 .
x1 x2 , t 0 1,
.

3.1:

3.5 ( ) A X , x1 , x2 A
[x1 , x2 ] A.
,
.

54

3.

. . 3.2 - R2 .

3.2:

tx1 + (1 t)x2 t (0, 1)

x1 x2 . ,
.
3.6 ( ) A
, x1 , x2 , . . . , xn A t1 , t2 , . . . , tn
P
, ni=1 ti = 1.
x :=

n
X

ti xi

i=1

x1 , x2 , . . . , xn .
, C(x1 , x2 , . . . , xn ) X x1 , x2 , . . . , xn o.
x0 X > 0, X .
3.7
{x X : kx x0 k < }
x0 .
, A
X .

3.2

55

3.8 ( ) ) x A A,
x, A.
) A
A.
3.9 ) A ,
.
) A , X \A
.
3.10 ( ) x X
A, X \A.
3.11 ( ) ) x X A, x A, X \A.
) A A.
3.12 ( ) a) x X
A, x
A, x.
b) A
A.
, A
A. , x A,
x A.
,
.
3.13 ( ) ) x A A, x,
A, x.
) A A.

56

3.

, x A A, A.
3.2 k k Rn . :
)
B := {x Rn : kxk < 1}
;
)
B := {x Rn : kxk 1}

S := {x Rn : kxk = 1}
( );
) B B;
) S B, B S;
) Rn ;
) n = 1 S .
, .
3.3 () A B
X . :
1. X := {x : x A} ;
2. A + B := {x + y : x A, y B} ;
3. A B ;
4. A B := {x : x A, x B} .

3.2

57

{Ak }, k K, ,
\
Ak
kK

. , , .
3.14 ( ) co(A)
A A:
co(A) = {t1 x1 +t2 x2 + +tk xk : x1 , x2 , . . . , xk A, ti 0, t1 +t2 + +tk = 1}
. 3.3 .

3.3:

3.15 ( ) ) f : A R
, A o x1 , x2 A
t (0, 1)
f (tx1 + (1 t)x2 ) tf (x1 ) + (1 t)f (x2 ).

(3.1)

) f , (3.1)
x1 6= x2 .
(3.1) , , (x1 , f (x1 )) (x2 , f (x2 )) f , f ,
. . 3.4.
- R Rn .

58

3.

3.4:

. x 7 exp(ax) R
a R.
. x 7 xa (0, ) a 1
a 0.
. x 7 |x|p R
p 1.
. Rn .
. f : Rn R,

f (x) = max{x1 , x2 , . . . , xn },
Rn .
, f : X R, x X , f (x)
> Vopt . R ,

Vopt := inf f (x)
xX

f .

X := {x X : f (x) },
f .
, X = < Vopt , = Vopt ,
f X .

3.2

59

X f
= Vopt . , X X , .

(, ).
3.4 ( )
f : X R , X
R.
3.4 . x1 , x2 X , f (x1 ) f (x2 )
f (tx1 + (1 tx2 )) t + (1 t) =
0 t 1. tx1 + (1 tx2 ) X .
, X , R,
f .
.
3.16 ( ) f : X R
, X R.
, f
f (tx1 + (1 t)x2 ) max{f (x1 ), f (x2 )}
t [0, 1] x1 , x2 X . , .
R . R
. 3.5.

. , . 3.5 ,
.
-.

60

3.

3.5:

. x 7 log(x) (0, ) .
. x 7 ceil(x) .
. h(x) x Rn
- , ..
h(x) := max{i : xi 6= 0}.
Rn ,
:
h(x) xi 0, i = [] + 1, [] + 2, . . . , n,
[] .

3.2.2

.
, .. .
.
A X f : A R
.

3.2

61

3.17 ( ) ) f
x0 A, > 0,
f (x0 ) f (x)

(3.2)

x A kx x0 k < .
) f ( A) f (x0 ) x0 , (3.2) x A.
) x0 ( )
f A f ( ) x0 .
, f x0 A,
T
N x0 , f (x0 ) f (x) x A N .
.
.
.
3.5 ( ) f :
A R . f f (x0 ) x0 A,
f (x0 ) f . f ,
x0 .
f
x0 A. x A t > 0

f (x0 ) f ((1 t)x0 + tx) = f (x0 + t(x x0 )) (1 t)f (x0 ) + tf (x).

(3.3)

0 t(f (x) f (x0 ))

(3.4)

f (x0 ) f (x). f (x0 ) . f

, (3.3) (3.4) x A. x0
.
, 3.5 x0 A, f . ,

62

3.

f .

f , .
, 3.5 .
A0 . , A f : A R
A0 ,
A := co(A0 ) = {x : x x1 , x2 , . . . , xn A0 , n 1}.
A .
3.6 f : A R , A =
co(A0 ). f (x) x A, f (x)
x A0 .
,
, f
. f : A R A R
.
3.7 A R .
f : A R , x0 A
g R,
f (x) f (x0 ) + g(x x0 )
(3.5)
x A
(3.5)
f x A.
3.7 , (x0 , f (x0 ))
f .
, A Rn . Y .

3.2

63

3.18 ( ) f : Rn Y
,
f (x) = T (x) + f0 ,
f0 Y, T : Rn Y , ..,
T (1 x1 + 2 x2 ) = 1 T (x1 ) + 2 T (x2 )
x1 , x2 Rn 1 , 2 R.
, f : Rn R
x0 Rn , x 7 f (x) f (x0 )
. , f : Rn R
f (x) = f (x0 ) + g T (x x0 ),
g Rn .
3.8 A Rn . , f : A R , x0 A g Rn ,
f (x) f (x0 ) + g T (x x0 ), x A.

(3.6)

3.8 f . f ,

f
f
f
f (x) :=
(x),
(x), . . . ,
(x) ,
x1
x2
xn
0

x0 A, g = f 0 (x0 )
f x0 . , f
f 0 ,
x1 , x2 A
[f 0 (x1 ) f 0 (x2 )](x1 x2 ) 0.

64

3.

3.3
3.3.1

F (x) := F0 + x1 F1 + + xm Fm > 0,

(3.7)

x = (x1 , x2 , . . . , xm ) ;
F0 , F1 , . . . , Fm , .. Fi = Fi T Rnn ,
i = 0, 1, . . . , m;
F (x) > 0 (3.7) , F (x) , .. uT F (x)u > 0 0 6= u Rn . -
F (x) .

.
3.19 ( ) ()
F (x) > 0,

(3.8)

F ,
V
Snn := {M Rnn : M = M T }.
, . ,
F (x) > 0 F , .
-.
3.18 , F : V Snn
F (x) = F0 + T (x), F0 Snn , T : V Snn

3.3

65

. V m E := {e1 , e2 , . . . , em }
V,
m
X
T (x) =
xj Fj .
j=1

x1 , x2 , . . . , xm x E, x =
Pm
j=1 xj ej , Fj = T (ej ) j = 1, 2, . . . , m. (3.7)
.
, > (3.7) (3.8) .
F (x) < 0 F (x) > G(x), F G
, 3.19,
F (x) > 0
F (x) G(x) > 0 .

3.3.2

3.19 x ,

F := {x : f (x) > 0}
. , x1 , x2 F t (0, 1)
F (tx1 + (1 t)x2 ) = tF (x1 ) + (1 t)F (x2 ) > 0.
, F ,
, t > 0 1 t > 0.
,

, .
3.20 ( )
F1 (x) > 0, F2 (x) > 0, . . . , Fk (x) > 0.

(3.9)

66

3.

,
. , (3.9)

F1 (x)
0
...
0

F2 (x) . . .
0
0

> 0.
F (x) :=
..
..
..
..

.
.
.
.

. . . Fk (x)

F (x) .
F (x) F1 (x), F2 (x), . . . , Fk (x), x, F (x) > 0, (3.9) .
.
. M Rnn ,
"
M=

M11 M12
M21 M22

#
,

M11 rr. , M11 .

3.21
1
S = S(M ) := M22 M21 M11
M12

M11 M .
, M ,
M11 S(M ).
3.9 ( ) F : V Snn
,
"
F (x) =

F11 (x) F12 (x)

F21 (x) F22 (x)

#
,

3.3

67

F11 (x) . F (x) > 0

F11 (x) > 0,
F22 (x)

1
(x)F12 (x)
F21 (x)F11

(3.10)
> 0.

#
# "
#"
#"
"
1
F11
0
I F11
F12
F11 F12
I
0
.
=
1
1
F12
0
I
0 F22 F21 F11
F21 F22
I
F21 F11
, (3.10)
x. ,
(3.10) . (3.10)
x , x, (3.10), .

3.3.3

. ,
.
F (x) > 0 x, , (
)
f : A R, A := {x : F (x) > 0},
. .
F, G : V Sn1 n1 H : V Sn2 n2 . , .
1. , x F (x) > 0, .
, .

68

3.
2. f : A R A = {x :
F (x) > 0}.
Vopt := inf f (x)
xA

.
:
) Vopt ,
) > 0 x
A,
f (x) Vopt + .
3. R
F (x) G(x) > 0,
F (x) > 0,
H(x) > 0.
.
3.3
x(t)

= Ax(t), x(0) = x0 ,

(3.11)

x(t) Rn A Rnn . ,
, x : R Rn (3.11)

lim x(t) = 0.
t

.
,
n n X,
AT X + XA < 0.

3.3

69

. . 2 - .
> 0, (0, ) C = C() > 0,
kx(t)k C exp(( )t)kx0 k.
(3.11)
"
#
X
0
> 0.
0 AT X XA
3.4 F : V Snn .
f (x) := max (F (x)) x.

max (F (x)T F (x)) < I F (x)T F (x) > 0
#
"
I
F T (x)
> 0,

F (x)
I
.

#
#
"
"
x
I
F T (x)
, F (x) :=
, f (x) := ,
x :=

F (x)
I
F x
F (x) inf f (x) F (x) > 0.
f .
3.5
x(t)

= Ai x(t) + Bi u(t),
x(t) Rn , u(t) Rm , Ai Rnn Bi Rnm , i = 1, 2, . . . , k. k n
2

, 1857-1918.

70

3.

x(t) m u(t).

u(t) = F x(t), F Rmn ,

Ai + Bi F
i = 1, 2, . . . , k.
3.3, F X1 ,
X2 , . . . , Xk ,
Xi > 0,

(3.12)
T

(Ai + Bi F ) Xi + Xi (Ai + Bi F ) < 0

i = 1, 2, . . . , k. ,
Xi F . ,
X1 = X2 = = Xk := X.
Y := X 1 K := F Y , (3.12)
Y > 0,

(3.13)
T

Ai Y + Y Ai + Bi K + K Bi < 0
i = 1, 2, . . . , k.
Y K.
, (3.13) .
3.6
x(t)

= Ax(t), x(0) = x0 ,
(3.14)

Z
J(x0 ) :=

QT

Rnn

xT (t)Qx(t) dt ,

Q =

. (3.14), [0, ), .. J(x0 ) < .

AT X + XA + Q 0.
(3.15)

3.3

71

X t 7
xT (t)Xx(t) (3.15)

d T
x (t)Xx(t) = xT (t)[AT X + XA]x(t) xT (t)Qx(t) 0.
dt
X , t 0 limt x(t) = 0

J(x0 ) =

xT (t)Qx(t) dt x0 T Xx0 .

J(x0 ) x0 T Xx0
X
X 0,
AT X + XA + Q 0.

3.3.4

, ,
. ,
.

F : A Snn A Rm . , F (x) < 0,
max (F (x)) < 0.
f (x) := max (F (x)), 0 := inf f (x) < 0,
xA

f . 0 < 0, F (x) < 0

, 0 0, F (x) < 0 .
3.8.
, , f .
3.5 . , x0
g (x0 , f (x0 )) f .
,
f (x) = max (F (x)) = max uT F (x)u.
uT u=1

72

3.

, x0 A u0 Rn
u0 T u0 = 1,
max (F (x0 )) = u0 T F (x0 )u0 .

f (x) f (x0 ) =

max uT F (x)u u0 T F (x0 )u0

uT u=1
u0 T F (x)u0 u0 T F (x0 )u0
u0 T (F (x) F (x0 ))u0 .

, x0 . , g T (x x0 )
g Rm . g
u0 T F (x)u0 = u0 T F (x0 )u0 +

m
X

xj u0 T Fj u0 = g0 + g T x.

j=1

g g1 , g2 , . . . , gm .
f (x) f (x0 ) g T (x x0 ).

.

. . [18].

min f (x)
x,
F (x) > 0.
.. .
,

F := {x : F (x) > 0},

3.3

73

xn
F, F.
f (x) x F

ft (x) := tf (x) + (x).

(3.16)

t .
x(t) ft x(t)
t > 0.

ft .
tn
tn n , {x(tn )} x,
.
,
,
gt (x) := 0 (t f (x)) + (x),

(3.17)

t > t0 := inf f (x)

F (x)>0

0 .
x(t) gt
t 7 x(t)
.
, x(t) t > t0 ,
. x(t) t t0 , xopt . xopt ,
t > t0 x(t) f (x(t)) < t.

, . , F (x) > 0,

74

3.

(
log det(F (x))1 x F,
(x) :=

.
F ,

F. 3.5 , x0 F,
(x0 ) .
F.

xk+1 = xk (00 (xk ))1 0 (xk ).

(3.18)

0 00 ( ) ( ) .
.
, L M , u ||u|| = 1

uT 00 (x)u M k00 (x)u 00 (y)uk Lkx yk

(xk+1 )2

L
0 (xk )2 .
2
2M
, x0 ,
L
||0 (x0 )|| < 1,
2M 2
, .
, -
x0 . (3.18)
xk+1 = xk k ((xk ))(00 (xk ))1 0 (xk ),

(
k () :=

< 2 3,

1
1+ , 2 3

1,

3.3

(x) :=

75

q
0 (x)T 00 (x)0 (x)

.. , . , , xk xopt
. ,
. , xk
, F (xk ) > 0 xk xopt .
, (xk ) (xopt ) ,
k c1 + c2 log log

1
+ c3 ((x0 (xopt ))),

c1 , c2 c3 .
.
.
f (x) F (x) >
0
#

"
F t (x) :=

t f (x)
0
0
F (x)

> 0,

t > t := inf f (x)

F (x)>0

.
,

1
gt (x) := log det F t (x)
= log

1
+ log det(F (x))1 .
t f (x)

(3.17). gt ,
x(t) gt t > t . ,
x(t) t > t inf F (x)>0 f (x) t t .

76

3.

3.3.5

LMI toolbox
LMI toolbox MATLAB ,
3.3.3. ,
, 3.3.4.
SeDuMi
SeDuMi .
(J. F. Sturm) [26]. ,
MATLAB
, .
.
. - ,
SeDuMi.

SeDuMi .

x 7 cT x

Ax = B, xi 0, i = 1, 2, . . . , n.

y 7 bT y

ci ai T y 0, i = 1, 2, . . . , n.

3.3

77

SeDuMi

. . x K, K .

cT x

Ax = B, x K,

bT y

c AT y K.
SP
, .
, . .
( ) .
. SP [27]
.
x 7 cT x,

78

3.

F (x) := F0 + x1 F1 + + xm Fm 0.
c Rm (m + 1)
F1 , F2 , . . . , Fm Rnn .
LMITOOL
LMITOOL [9] , . (L. El Ghaoui)
.
f (X1 , X2 , . . . , XM , D1 , D2 , . . . , DN )

(
Gi (X1 , X2 , . . . , XM , D1 , D2 , . . . , DN ) = 0,
Hj (X1 , X2 , . . . , XM , D1 , D2 , . . . , DN ) 0,

i = 1, 2, . . . , p,
j = 1, 2, . . . , q,

D = {D1 , D2 , . . . , DN } ,
;
X = {X1 , X2 , . . . , XM } , ;
f X D, Xk ;
Gi X D, Xk . ;
Hj X D, Xk . .
LMITOOL ,
SP.
LMITOOL .

4.1

.
, ,
,
H2 .

4.2

,
x(t)

= Ax(t), x(t) Rn ,
(4.1)
,
A C
C.

- A, 79

80

4.

.
Cstab C
.
Cstab , Cstab .
Cstab .
.
Cstab = C
Cstab = C
Cstab = {s C : Re(s) < }
Cstab = {s C : Re(s) < , |s| < r}
Cstab = {s C : 1 < Re(s) < 2 }
Cstab = {s C : |Im(s)| < , }
Cstab = {s C : Re(s) tan < |Im(s)|}

;
;

> 0;

;
;
;
.

(0, 2 ) r, , 1 , 2 .
- , (4.1)
(.. A)
. .
Re(s) < 0 s + s < 0,
Re(s) < s + s + 2 < 0,
"
#
r s
> 0,
|s| < r
s r
"
#
(s + s) sin (s s) cos
1 < Re(s) < 2
< 0.
(s s) cos (s + s) sin
, |s| < r
ss < r2 , r

4.2

81

sr1 s > 0.
r .

{s C : P + Qs + QT s < 0},

(4.2)

P = P T Q . P + Qs + QT s
s C, (4.2)
.

s 7 f (s) := P + Qs + QT s
(4.2).

{s C : f (s) < 0}
, -, , , , , .
,

P1 0 . . . 0
Q1 0 . . . 0

0 P2 . . . 0 0 Q2 . . . 0
.

+ .
.. . .
.
.. . .
. s
.
. ..
. ..
.
.
.
..

0 . . . 0 Pk
0 . . . 0 Qk

Q1 T
0
...
0

Q2 T . . .
0
0

+ .
..
..
..
s < 0,
.
.
.
.
.

0
...
0 Qk T
(4.2). Cstab (4.2)
, . [3].

82

4.

4.1 P = P T , Q A
. A

Cstab := {s C : P + Qs + QT s < 0}
X = X T > 0

p11 X + q11 AX + q11 XAT

..

.
pk1 X + qk1 AX + qk1 XAT

. . . p1k X + q1k AX + q1k XAT

..
..
< 0,
.
.
. . . pkk X + qkk AX + qkk XAT

(4.3)

pij qij P Q (i, j), .

(4.3)
P X + Q (AX + XAT ) < 0.
, A
Cstab s 7 P + Qs + QT s,
X,

pij X + qij AX + qij XAT < 0

i, j. , X.

4.3

.

x(t)

= A()x(t), x(t) Rn ,

(4.4)

4.3

83

A() Rnn
= (1 , 2 , . . . , k ) Rk .
x = 0 . -, , ,
.
x = 0

x 7 V (x) := xT Kx
K = K T > 0,
dV (x(t))
<0
dt
x (4.4).
4.1 ( ) (4.4) ,
K = K T > 0,
A()T K + KA() < 0
.
, K.
, ,
, .

4.3.1

, A()
. ,
A0 , A1 , . . . , Ak n n,
A((t)) = A0 + 1 (t)A1 + + k (t)Ak

84

4.

(t) .
.
t.
, j (t), j = 1, 2, . . . , k, t R,
[ j , j ]. ,
.

0 := { = (1 , 2 , . . . , k ) : j { j , j }, j = 1, 2, . . . , k},
(4.5)
{ j , j } .
.
.
4.2 (4.4) ,
K = K T >
0,
A()T K + KA() < 0
0 .
, x Rn
0 R, 7 xT (A((t))T K + KA((t)))x, .
4.2 ,

.

4.3.2

,
A((t)) = 1 (t)A1 + 2 (t)A2 + + k (t)Ak ,
(4.6)
Pk
j 0 j=1 j (t) = 1 t R. A1 , A2 , . . . , Ak n n, j
A((t)) A1 , A2 , . . . , Ak . t R

4.4. ,

85

P
j (t) 0 kj=1 j (t) = 1,
(4.6). .
4.3 (4.4) , A((t)) co(A1 , A2 , . . . , Ak )) ,
K = K T > 0,

Ai T K + KAi < 0
i = 1, 2, . . . , k.

4.4

kZ(x)k < 1,
2, Z(x) Rpq
x,
3.9,
#
"
I
Z(x)
> 0.
Z(x)T
I
, kZ(x)k < 1 I ZZ T > 0.

c(x)T P (x)1 c(x) < 1, P (x) > 0,

c(x) Rn P (x) = P (x)T Rnn x,
,
#
"
P (x) c(x)
> 0.
c(x)T 1
-
tr(S(x)T P (x)1 S(x)) < 1, P (x) > 0,
P (x) = P (x)T Rnn S(x) Rnp
x.

86

4.

X = X T Rpp ,
x X.

AT P + P A + P BR1 B T P + Q < 0,

(4.7)

A, B, Q = QT R = RT > 0 ,
P = P T . , P .


"
#
AT P P A Q P B
< 0.
BTP
R
, (4.7)
P , .

4.5

H2

x(t)

= Ax(t) + Bu(t),
y(t) = Cx(t) + Du(t).

(4.8)

. ,
u(t) = (t)ei ,
ei i Rm . y i

At

Ce Bei t > 0,
y i (t) =
Dei (t) t = 0,

0
t < 0.

4.5 H2

87

D = 0
m
X

Z
ky i k22

tr(B T eA t C T CeAt B) dt

i=1

Z
=

tr(CeAt BB T eA t C T ) dt

(4.9)

Z
1
tr(G(j)G(j) ) d,
2

(4.10)

G .

G. (4.10) H2
G.
, H2 G,
Re(s) > 0,
s
Z
1
kGk2 :=
sup
tr(G(jw)G(jw) ) d
2 >0
. H2 G.
H2 - .
4.4 (4.8)

G(s) = C(sI A)1 B + D

.
1. kGk2 < D = 0.
2. :
kGk2 < ;
K = K T > 0 Z,
"
#
"
#
AT K + KA KB
K CT
< 0,
> 0, tr(Z) < 2
(4.11)
BTK
I
C Z

88

4.
K = K T > 0 Z,

"
#
"
#
AK + KAT KC T
K B
< 0,
> 0, tr(Z) < 2
(4.12)
CK
I
BT Z

H2 . ,
kGk2 <
Z
T
W :=
eAt BB T eA t dt
0

tr(CW C T ) < 2 .

AW + W AT + BB T = 0,
, X > 0,

AX + XAT + BB T < 0, tr(CXC T ) < 2 .
K := X 1 ,
K > 0 Z,
AT K + KA + KBB T K < 0, CK 1 C T < Z, tr(Z) < 2 .
, kGk2 < K > 0
Z,
#
"
#
"
AT K + KA KB
K CT
< 0,
> 0, tr(Z) < 2 ,
BTK
I
C Z
(4.11). (4.12)
, kGk2 = kGT k2 .

5.1

. ,
, . ,
.
[2]. ,
H ,
. H
( bounded real lemma).
[20] [22].
H
, [4],
. ,
. ,
89

90

5. H

, [6], [14]. ,
H [6].
H , , [6], [14].
1. , R S , .
2. R S , .
.

, .
R S .
.
,
.
([10],
[4]) H , .
H
( gainscheduled) ([19], [1]).
, ,
H .

5.2

5.2

91

5.1 ()
nq
nq nr
nr
X
X
X
X
F () := F0 +
qi Fi +
ri Gi +
qi rj Hij < 0
(5.1)
i=1

i=1

i=1 j=1

Fi , Gi Hij .
nq + nr
:= [q1 , q2 , . . . , qnq , r1 , r2 , . . . , rnr ]T .
,
-.

x(t)

= Ax(t) + Bu(t),

(5.2)

x(t) Rn , u(t) Rm A Rnn , B Rnm . ,

(A, B) . ,
K Rmn , A + BK
C C.

u(t) = Kx(t)

(5.3)

( ) K Rmn , .

x(t)

= (A + BK)x(t)

(5.4)

Acl = Acl (K) := A + BK,
K.
K Rmn X Rnn ,

X = X T > 0,

(A + BK)T X + X(A + BK) < 0.

(5.5)

92

5. H

, (5.3),
K, (5.5). (5.5)
(K, X),

"
#
vec(K)
:=
Rn(m+n) ,
vec(X)
K X. 5.1 (5.5)
K X, .
,

( . [11]). , , (5.2), (5.3),

.
,

X T = X > 0,

X(A + BK)T + (A + BK)X < 0.

(5.6)

K X
X T = X > 0,

b T B T + AX + B K
b < 0,
XAT + K

(5.7)

b
X, K
b := KX.
K

(5.8)

X , (5.8)

(5.7) .
(5.8) [3].

5.3.

5.3
5.3.1

93

H ,
[4]. ,
x(t)

= Ax(t) + B1 w(t) + B2 u(t),

z(t) = C1 x(t) + D11 w(t) + D12 u(t),

(5.9)

y(t) = C2 x(t) + D21 w(t) + D22 u(t).

x(t) Rn
u(t) Rm ,
w(t) Rp .
, , / , , .
(5.9) z(t) Rs ,
x(t), w(t)
u(t). z(t)
, .

y(t) Rr .
, (5.9), ( > 0)
,
x c (t) = Ak xc (t) + Bk y(t),

(5.10)

u(t) = Ck xc (t) + Dk y(t),

(5.11)

L2
w z - .

A Rnn , B1 Rns , B2 Rnm ,
C1 Rpn , D11 Rps , D12 Rpm ,
C2 Rrn , D21 Rrs , D22 Rrm .

94

5. H

Tzw w
z. Tzw

kTzw k < .
(5.12)
, H
G -
,
kGk := sup max (G(jw)).
w

H
[5, 4].
H
.
A1 (A, B2 , C2 ) .
A2 D22 .
1
. 2
.
[10].
P (s) (5.9)

#
"
A B1 B2
P11 (s) P12 (s)

= C1 D11 D12
P (s) =
P21 (s) P22 (s)
C2 D21 D22
"
#
A B
=:
(5.13)
C D
, , P12 (s) P21 (s),
D12 D21 .
2, K(s),
K(s) = Ck (sI Ak )1 Bk + Dk , Ak Rnn ,

(5.14)

5.3

95

( ) ,
w z
Twz (s) = Ccl (sI Acl )1 Bcl + Dcl .

(5.15)

"
Acl :=
h
Ccl :=

A + B2 Dk C2 B2 Ck
B k C2
Ak

"

#
,

(5.16)

, Dcl := D11 + D12 Dk D21 .

(5.16)

, Bcl :=
i

C1 + D12 Dk C2 , D12 Ck

B1 + B2 Dk D21
Bk D21

"
k :=

Ak Bk
Ck Dk

#
(5.17)

"
A0 :=

A 0
0 0

"
, B0 :=

B1
0

h
, C0 :=

i
C1 0

#
0 I
,
, :=
B :=
C2 0
#
"
h
i
0
,
D12 := 0 D12 , D21 :=
D21
"

0 B2
I 0

"

(5.18)
(5.18)
(5.18)

Acl , Bcl , Ccl , Dcl

Acl = A0 + Bk , Bcl = B0 + Bk D21 ,

(5.19)

Ccl = C0 + D12 k , Dcl = D11 + D12 k D21 .

, (5.18)
Acl , Bcl , Ccl , Dcl
k .

96

5. H

5.3.2

.
H
.
5.1 ( )
T (s) ( )
T (s) = C(sI A)1 B + D.
.
1. kT k < A
, Re(i (A)) < 0.
2. X

AT X + XA XB C T

(5.20)
BTX
I DT < 0.

C
D I
[22].
, 5.1

max (D) < ,
AT X + XA + 1 C T C + (XB + 1 C T D)( 2 I DT D)1
(B T X + 1 DT C) < 0,
,
.
H (5.12) Xcl >0
2n 2n,

AT cl Xcl + Xcl Acl Xcl Bcl C T cl

(5.21)
B T cl Xcl
I DT cl < 0.

Ccl
Dcl
I

5.3

97

Xcl
, Acl , Bcl , Ccl Dcl .
(5.21) ,
.
(5.17), (5.21)
Z + P T k Q + QT k P < 0,

(5.22)

Z, P Q Xcl .
k .
.
5.2 ( )
Z R P Q . WP WQ () P Q .
k , (5.22) WP T ZWP < 0
WQ T ZWQ < 0.
(5.21) (5.22) (5.19) Acl , Bcl , Ccl , Dcl . (5.18)

h
P :=

B T 0 DT 12

h
, Q :=

i
D21 0

h
, P :=

i
B T Xcl 0 DT 12 .
(5.23)

A0 Xcl1 + Xcl1 AT 0 B0 Xcl1 C T 0

Xcl :=
BT0
I
DT 11
C0 Xcl1
D11
I

A0 T Xcl + Xcl A0 Xcl B0 C T 0

Z :=
B T 0 Xcl
I DT 11 .
C0
D11 I

(5.24)

(5.25)

98

5. H

(5.18) (5.23),

A0 T Xcl + Xcl A0 Xcl B0

B T 0 Xcl
I

C0
D11

(5.21)

C T0

DT 11 +
I

(Bk )T Xcl + Xcl Bk Xcl Bk D21

(D21 k )T

+
(Bk D21 )T Xcl
0
(DT 11 k D21 )T < 0.
D21 k
DT 11 k D21
0

(5.26)

(5.26) E,

AT cl Xcl + Xcl Acl Xcl Acl C T cl

(5.27)
B T cl Xcl
I DT cl = Z + E < 0.

Ccl
Dcl
I
,
Z + P T k Q + QT k P < 0
Z +E < 0, (5.21)
(5.22).
5.1 5.2,

n.
5.1
P (s) = C(sI A)1 B + D,
A1 A2.
WP WQ () P
Q, (5.23).

Xcl ,

WP T Xcl WP < 0, WQ T ZWQ < 0,
Z (5.25).

(5.28)

5.3

99

K(s) = Ck (sI Ak )1 Bk + Dk
(5.21)
Xcl > 0. , (5.21)
(5.22).
5.2 k
, Xcl
. WP WQ , Ker(P ) Ker(Q) .
5.2 (5.21)
WP T ZWP < 0, WQ T ZWQ < 0.

(5.29)

(5.29) WP T Xcl WP < 0, WP ,
Ker(P). ,

Xcl 0 0

P =P 0 I 0
0 0 I

Xcl1 0 0

WP = 0
I 0 WP
0
0 I

Ker(P ), WP Ker(P).
WP T ZWP < 0

Xcl1 0 0
Xcl1 0 0

WP T 0
I 0 Z 0
I 0 WP = WP T Xcl WP < 0.
0
0 I
0
0 I
5.1 , Xcl
,
. , (5.28)

100

5. H

. , ,
H [6].
H
.
5.2 ( ) P (s) n (5.9) N12 Nh21
i i h
T
T
B2
C2 D21 .
D12
H R, S Rnn ,

..

T RC T
AR
+
RA
.
B
1
1
..
..

0
0
..
N12 .
N12 .

C
R
I
.
D
1
11
... ... ... T
... ... ...

< 0,

.
.
.
.
.
.
.
.
.
.
.
.
..
.

.. I
0
. I
0
..
T
T
D11
. I
B1
(5.30)

.
T
C1 T
..
..
A S + SA SB1 .
N
.
0
N
.
0
.
21
21

B1 T S
I .. D11 T
... ... ... T
... ... ...

< 0,

.
.
.
.
.
.
.
.
.
.
.
.
..
.

.. I
0
. I
0
..
C1
D11 . I
(5.31)
#
"
R I
> 0.
(5.32)
I S
5.1
, (5.28)
0 < Xcl Rnn . (5.28) . Xcl Xcl1

"
#
"
#
S N
R M
1
Xcl =
, Xcl =
.
(5.33)
NT
MT

5.3

101

M, N Rnn ,
M N T = I RS.

(5.34)

Xcl
(5.33). Xcl
"
# "
#
R
I
I
S
Xcl
=
.
(5.35)
MT 0
0 NT
WP T Xcl WP < 0. (5.18) (5.35) Xcl

Xcl

A0 Xcl1 + Xcl1 AT 0 B0 Xcl1 C T 0

=
BT0
I
DT 11 =
C0 Xcl1
D11
I

RAT

AR +

M T AT

=
...

B1 T

C1 R

AM
0
...
0
C1 M

..
. B1
RC T 1
..
.
0
M T C1 T
..
. ...
...
..
. I
D11 T
..
. D11
I

"
P=

0
I 0
0
T
B2
0 0 D12 T

, Ker(P)

WP =

W1 0
0
0
0
I
W2 0

(5.36)

102

5. H

"
N12 =

W1
W2

h
i
B2 T D12 T .
WP ,
WP T Xcl WP < 0

W1 0
W1 0
AR + RAT B1 RC T 1

I < 0.
I D11 T 0
I T
B1 T
0
C1 R
D11 I
W2 0
W2 0
, ,

#
#
"
"
AR + RAT RC T 1 B1
N12 0 T
N12 0
< 0.
C1 R
I
D11

0 I
0 I
B1 T
D11 T I

WQ T ZWQ < 0.
- ,

#
#
"
"
AT S + RA SB1 C T 1
N21 0 T
N
0

21
< 0.
B1 T S
I D11 T

0 I
0 I
C1
D11 I
.

5.3.3

. -
.

5.3

103

, (R, S)
(5.30)(5.32),
rank(I RS) = n.
H , R S (5.35) Xcl
.
Xcl Rnn , (5.33).

M, N Rnn , (5.34).
Xcl
(5.35). , (5.35)
S > 0 M ( 7.5 [19]).
5.2 , (R, S) (5.30)(5.32) Xcl (5.33)
(5.28).
#
"
Ak Bk
k =
Ck Dk
5.1.
K(s) = Ck (sI A)1 Bk + Dk
.

R, S. Xcl (5.34)(5.35).
Xcl

AT cl Xcl + Xcl Acl Xcl Acl C T cl

(5.37)
B T cl Xcl
I DT cl = Z + P T k Q + QT k P < 0

Ccl
Dcl
I
k .
,
Xcl I RS.

104

5. H

(5.22) .
-, Ak , Bk , Ck Dk . , , -
. , ,
P Q ,
, [14].
1. > 0, Z P T P < 0.
2. k := P QT (QQT ), := (Z P T P )1 .
(5.22), [6].
.
Z P T P .
.
,
.
Xcl
. , R
S .
- Ak , Bk , Ck , Dk .
(5.21).
(5.22). H ,
D12 D21 .
5.3
Z + P T X + X T P < 0,

(5.38)

Z = Z T P , X .

"
#
"
#
h
i
V1 T
0
P U1 , U2 =
V2 T
0 0

5.3

105

P , .
(5.38) U2 T ZU2 < 0, X0
X0 = V1 U1 T (V1 1 U1 )ZU2 U2 T ,

(5.39)

1
> 0 := max 0, max 2 U1 T ZU1 2

max (M ) M .

i
i
h
h
U := U1 U2 , XU := X1 X2 .
,
U T (Z + P T X + X T P )U
"
=

Z11 + V1 T X1 + X1 T V1 Z12 + V1 T X2
Z22
(Z12 + V1 T X2 )T

#
< 0.

U T ZU .
#
#
"
"
T ZU
T ZU
Z
Z
U
U
11
12
1
1
1
2
.
=:
U T ZU =
Z21 Z22
U2 T ZU1 U2 T ZU2

(5.40)

(5.41)

U T X T P U , U .
#
#"
"
#
"
h
i 0
h
i
T
T
X
U
1
1
U TX TP U =
V
V
U
U
1
2
1
2
X2 T
0 0
U2 T
"
=

X1 T V1 X1 T V2
X2 T V1 X2 T V2

#"

0
0 0

"
=

X1 T V1 0
X2 T V1 0

#
.

(5.42)

106

5. H

"
U TX TP U =

V1 T X1 V1 T X2
0
0

#
.

(5.43)

(5.41), (5.42) (5.43) (5.40).

Z22 =
U2 T ZU2 < 0. X2 ,
(5.40), ..
X2 = X20 := V1 1 Z12 = V1 1 U1 T ZU2 .
(5.40) X1
, (1, 1) . ,

1
X10 := V1
2
> 0 .
X0 = X10 U1 T + X20 U2 T
(5.38).
[14], X1 5.3 X := 12 V1 ,

> 0 := max 0, max 1 Z11 1 .

- ,
, , max (Z11 ) > 0,
1

1
2kX10 (0 )k = max 2 Z11 2 = max 1 Z11 1

max 1 Z11 1 kk
= 2kX1 (0 )k.

5.3

5.3.4

107

Ak , Bk , Ck Dk k
(R, S) (5.30)(5.32).
, , Xcl , Xcl = X2 X11 , M N T = I RS

"
#
"
#
R I
I S
X1 :=
, X2 :=
.
(5.44)
MT 0
0 NT
X1 , I RS (5.32). (5.21)
X1 T X1 .

X1 T AT cl Xcl X1 + X1 T Xcl Acl X1 X1 T Xcl Bcl X1 T C T cl

(5.45)
B T cl Xcl X1
I
DT cl < 0.

Ccl X1
Dcl
I
(5.45)
(5.16).
"
X1 T AT cl Xcl X1 =
"
=

RT M
I
0

RT AT RT AT S
AT
AT S

#"

AT + C2 Dk T B2 T Ck T B2 T
Ak
C2 T Dk T

"
+ X1

C2 T Dk B2 T Ck T B T 2
Ak T
C2 T Bk T

#"

#
I S
0 NT

#
X2

(5.46)

X1 T Xcl T Acl X1
"
#"
#"
#
"
#
I
0
A 0
R I
B2 Dk C2 B2 Ck
T
=
+ X2
X1
ST N
0 0
MT 0
Bk C2
Ak
"
#
"
#
AR
A
B2 Dk C2 B2 Ck
T
(5.47)
=
+ X2
X1
S T AR S T A
B k C2
Ak

108

5. H
"
X1 T Xcl T Bcl =

B1
S T B1

"
+ X2 T

B2 Dk D21
Bk D21

#
(5.48)

(5.45) ,
.
h
i
Bcl T Xcl X1 =
B1 T + D21 T Dk B2 T D21 T Bk T X2
h
i h
i
=
B1 T B1 T S + D21 T Dk T B2 T D21 T Bk T X2 (5.49)
"
#"
#
"
#
RT M
C1 T
C2 T Dk T D12 T
T
T
X1 Ccl
=
+ X1
I
0
0
Ck T D12 T
#
#
"
"
TD TD T
R T C1 T
C
2
12
k
+ X1 T
(5.50)
=
C1 T
Ck T D12 T
#
"
h
i
h
i
R I
+
X1
Ccl X1 =
D
D
C
D
C
C1 0
12
2
12
k
k
MT 0
h
i h
i
=
+
(5.51)
C1 R C1
D21 Dk C2 D21 Ck X1 .
(5.46)(5.51) (5.45)

..
T A + RAT S
.
B1 RC1 T
AR + RA
.
T
A + SAR AT S + SA .. SB1 C1 T

...
...
... ...
...

.
.. I D T

B1 T
B1 T S
11

..
C1 R
C1
. D11 I

"

0 B2
T
X2
I
0

"
#
+sym

0 0

0 D12

##
""
#
"

0
0
0
I
< 0,
k
X1

D
0
C
0
21
2

sym(Z) := Z + ZT .

(5.52)

5.3

109

ek := N Ak M T + SB2 Ck M T + N Bk C2 R + S(A + B2 Dk C2 )R (5.53)
A
ek := N Bk + SB2 Dk , C
ek := Ck M T + Dk C2 R.
B
R, S Dk M N , (5.53)
ek , C
ek , A
ek .
Bk , Ck , Ak B

, , [3].
(5.52)
"
#
I
Dcl T
:=
> 0,
(5.54)
Dcl
I
"
#
T )T
H11 + L1 1 L1 T (H21 + L2 1
L
1
1
< 0,
T
T
H21 + L2 1
H22 + L2 1
1 L1
1 L2

ek + C
ek T B2 T ,
H11 := AR + RAT + B2 C
ek C2 + C2 T B
ek T ,
H22 := AT S + SA + B
H21 := Ak T + (A + B2 Dk C2 )T ,
h
i
ek )T ,
L1 :=
B1 + B2 Dk D21 (C1 R + D12 C
h
i
ek D21 (C1 + D12 Dk C2 )T .
L2 :=
SB1 + B
ek , B
ek , C
ek ,
, , A
Dk (5.54). ,
:
ek ;
H21 + L2 1 L1 A
ek C
ek (1, 1) (2, 2) .
B
ek , B
ek , C
ek , Dk .
A

110

5. H

1. Dk , > 0,
max (D11 + D12 Dk D21 ) < .
[21].
ek ,
2. Dk B
H22 + L2 1 L2 T < 0
ek ,
C
H11 + L1 1 L1 T < 0.
.
ek ,
3. A
H21 + L2 1 L1 T .
fk C
fk ,
2. B
fk ,
B

H22 + L2 1 L1
2 < 0,

#
"
H22 L2
L2 T

ek C2 + C2 T B
e T k SB1 + B
ek D21 (C1 + D21 Dk C2 )T
AT S + SA + B

ek D21 )T
=
(SB1 + B
I
Dcl T
< 0.
C1 + D21 Dk C2
Dcl
I
(5.55)
fk (5.55) .
B
ek
5.3 R S (5.30)(5.32) D
,
max (D11 + D12 Dk D21 ) < .

5.3

111

21 := I D21 D21

"

1
1

#
-

0
...

D21 T

..
. D21
0
... ...
...
..
. I Dcl T
..
.
Dcl I

... '

C2
...
B1 T S
C1 + D12 Dk C2

(5.56)

( - AX ' B X = A B,
X X).
(5.55) :
ek = 1 T , (I D21 D )C2 = 0 ( );
B
21
ek = (1 + 21 2 )T ( ), 2
B

(1 ) + C2 T 21 2 + 2 T 21 C2 < 0,

(5.57)

(1 ) := AT S + SA + 1 T C2 + C2 1
#
"
#
"
B1 T S + D21 T 1 T 1 B1 T S + D21 T 1

. (5.58)
+
C1 + D12 Dk C2
C1 + D12 Dk C2
ek T
:= B
:= C1 + D21 Dk C2 .

112

5. H

(5.55)

..
T S + SA
A
. SB1 T

...
... ...
...

() =
.
.. I D T

B1 T S
cl

..

.
Dcl I

T
C2
. . . h

.
+ sym
I .. 0 0
T
D21
0

< 0.

(5.59)

5.2 ,
> 0 (5.31). R, S
e k , () < 0.
D
(5.59) .
- . () < 0
(5.59) ,
#
#
"
"
x
x T
= (x, y),
(5.60)
()
y
y

"
(w, y) :=

..
. D21
0
... ...
...
..
. I Dcl T
..
.
Dcl I

D21 T

C2 x
"
#
...
T w
+ 2xT SAx.

B1 T Sx
y
x

w
y

0
...

"
#
w

5.3

113

, , , () . x 6= 0
maxy (x, y)
min max (w, y).
(5.61)
w

(5.60)

..

. D21
0
C2
0
"
#
w
...
... ... ...
.
.
.

=
(w, y) = 0

D21 T ... I Dcl T y

B1 T S

..

.
Dcl I
0

x.

(5.62)

, 21 C2 x = 0
-
#
# "
"
1 x
w0
.
=
z0 :=
1 x
y0
, 21 C2 x = 0. z0
(w, y) = (1 x, 1 x) (y 1 x)T (y 1 x)
h
i
+ 2(w 1 x)T D21 0 (y 1 x)

(5.63)

max (1 x, y) = (1 x, 1 x) = min (w, 1 x).

(5.64)

minw (w, 1 x) < 0, (1 , 1 x) < 0 () < 0.

(5.64) ,
"
#
"
#
x T
x
(1 x, y) =
(1 )
< 0,
(5.65)
y
y
21 C2 = 0.

114

5. H

21 C2 = 0 21 C2 x = 0
ek = 1 T
x. (1 ) < 0 B
(5.59).
21 C2 6= 0
= 1 + 21 2 .
,
(1 + 21 2 ) < 0
(5.58).
, (5.58) 2 . 5.2 ,
(5.58) xT (1 )x < 0 21 C2 x = 0 ( x 6= 0).
x (1 x, y) < 0
xT (1 )x = (1 x, y0 )

"
y0 := 1

B1 T S + D21 T 1

(5.66)
#
x.

xT (1 )x < 0, 21 C2 x = 0, .
,

max (x, y) = xT [(1 ) + T 21 C2 + C2 T 21
y

+ ( 1 )T D21 ( 2 I Dcl T Dcl )1 D21 T ( 1 )]x. (5.67)

,
( 2 I Dcl T Dcl )1 > 0
Dk .
max (x, y)
y

5.3

115

21 C2 = 0 1 ;
,
T 21 C2 + C2 T 21 .
, = 1 ,
max (x, y)
y

.

H , .
1 ( ,
)
+
+
21 := I D12
D12 , 21 := I D21 D21
.
(R, S) (5.30)(5.32),

K(s) = Ck (sI Ak )1 Bk + Dk
.
C1

Dk = (D12
D12 )D0 (D21 D21
),

D0 ,
max (D11 + D12 D0 D21 ) < .
.
"
C2 -
"
#
C1

B1

116

5. H

..

. D21
0
C2
0
... ... ...
B1

.
.
.
...

... '
.
.
T
T
D21

B1 T S
. I Dcl

..
C1 + D12 Dk C2
0
.
Dcl I

..

0
.
0
D
12
B2 T

C1

... ... ...

...
...

... '
.
.. I D T
0
(B1 + B2 Dk D21 )T
cl

.
C1 R
Dcl I
D12 ..

, (5.68)

, (5.69)

Dcl := D11 + D12 Dk D21 .

C3 21 C2 = 0, B2 = 0. B2 ,

(B1 ) + C2 T 21 B2 + B2 21 C2 < 0,
(5.70)
(B1 ) (5.58). (5.70)
5.3. C2 , B2 T = 0.
C2 ,
(C1 ) + B2 12 C2 + C2 T 12 B2 T < 0,

(5.71)

(C1 ) := AR + RAT + B2 C1 + C1 T B2 T
"
#
"
#
(B1 + B2 Dk D21 )T T 1 (B1 + B2 Dk D21 )T
+

,
C1 R + D21 C1
C1 R + D21 C1
(5.54).
C4
M N T = I RS

5.3

117

M N .
C := C1 + 12 C2

B := B1 + B2
Ak , Bk Ck
N Bk = SB2 Dk + B T ,
Ck M

= Dk C2 R + C ,

N Ak M T = SB2 C + B T C2 + S(A B2 Dk C2 )R,

"
#
(SB1 + B D21 )T T
T
+ (A + B2 Dk C2 ) +
C1 + D12 Dk C2
"
#
(B1 + B2 Dk D21 )T
1

.
C1 R + D12 C

(5.72)
(5.73)

(5.74)

, 12 B2 T 6= 0 21 C2 6= 0
B2 C2 .

5.3.5

, -, [10] [4] H
, . [6], X := R1
Y := S 1 ,
[4]. , [4],
h
i h
i
h
i h
i
D11 = 0, D12 T D12 C1 = I 0 , D21 D21 T B1 T = I 0 .
(5.75)
X Y . , -

118

5. H

, (R1 , S 1 ) 1 (X , Y ).
b2 := B2 D , A
b := A B
b2 C1 , B
b1 := B1 B
b2 D11 ,
B
12
b 11 := (I D12 D )D11
b1 := (I D12 D )C1 , D
C
12
12

(5.76)

e2 := D C2 , A
e := A B1 C
e2 , C
e1 := C1 D11 C
e2 ,
C
12
e1 := B1 (I D D21 ), D
e 11 := D11 (I D D21 ).
B
21
21

(5.77)

(5.30) 5.2, N12

. W12

(I D12
D12 )B2 T
T
U12
i D12 . h
T
T

B2
D12

"
N12 =

W12
0
T
b2 W12 U12
B

"
=

I
0
T
b2
U12
B

#"

W12 0
0
I

#
(5.78)

- N12 (5.30)
b2 U12 = 0.
, B
(5.30)

b + RA
bT B
b2 B
b2 T )W12 W12 T RC
b1 T U12 W12 T B
b1
W12 T (AR

b 11
b1 RW12
U12 T D
U12 T U12
U12 T C
< 0. (5.79)

T
T
b
b
B1 W12
D11 U12
I

U12 U12 T = I D12 D12

,

U12 ,

b + RA
bT B
b2 B
b2 T )W12 W12 T RC
b1 T W12 T B
b1
W12 T (AR

b1 RW12
b 11
C
I
D

< 0,
T
T
b
b
B1 W12
D11
I

(5.80)

5.3

W12 T
"

"
b + RA
bT B
b2 B
b2 T +
AR

b 11
I
D
b 11 T
D
I

#"

b1 R
C
b1 T
B

#!

b1 R
C
b1 T
B

119

#
T

(5.81)

W12 < 0

.
(5.31)
#
"

TS
b
B
1
T
bT S + S A
b C
b2 C
b2 T +
W21 T A
(5.82)
b1
C
"
#"
#!
b 11
b1 S
I
D
B
W21 < 0.

b1
b 11 T I
D
C
(5.32)
R > 0, S > 0.

(5.83)

, D12 D21 T ,

I D12
D12 I D21 D21
W12 , W21
. (5.81)(5.82)
. (5.83).
X := R1 Y := S 1 (5.75),
(5.81)(5.83)

AT X + XA + X 2 B1 B1 T B2 B2 T X + C1 T C1 < 0,
(5.84)

AY + Y AT + Y 2 C1 C1 T C2 C2 T Y + B1 B1 T < 0,
(5.85)
X > 0,

Y > 0,

(XY ) 2 .

(5.86)

k ,
Ak , Bk , Ck , Dk . (5.75) , Dk = 0
(5.68) (5.69) B = C2 C = B2 T , .
M N T I RS M = R N = R1 S.

R1 1 X , S 1 1 Y

120

5. H

Ak , Bk Ck (5.72)(5.74)

1
Ak = A + 2 B1 B1 T B2 B2 T X + 2 Y X I
Y C2 T C2 ,
Bk = (Y X I)1 Y C2 T , Ck = B2 T X .
[4].
[4] , 1. Dk = 0 (R1 , S 1 ) 1 (X Y ).
1
, .

5.4

1 ,
.
1. B1 C1 .
, ,
D12 D21 .
.
D12 D21
. [7].
2. (5.70) (5.71)
. ,

. 5.3.
3. M N , .

M N T = I RS,
I RS
. [6] I RS .
, R, S

5.5.

121

1 + , . (1 + )R
(1 + )S (5.30)(5.32) , (1 + ).
- I (1 + )2 RS
.
. , , ,
, I RS. ,
.
, R S , , QR
#
# "
" .
R1
S1

(
S2
R2
"
# "
#
R
S
, )

.
I
I

R = R1 R21 , S = S1 S21 ,

R1 , R2 , S1 , S2 , R2 S2 .

5.5

, 5.3 ,
. ,
-.

5.5.1

H
P (z),
xk+1 = Axk + B1 wk + B2 uk ,
zk = C1 xk + D11 wk + D12 uk ,
yk = C2 xk + D21 wk + D22 uk .

(5.87)

122

5. H

u = K(z)y,

K(z) := Ck (zI Ak )1 Bk + Dk ,

(5.88)

L2 - .

A Rnn , B1 Rns , B2 Rnm ,
C1 Rpn , D11 Rps , D12 Rpm ,
C2 Rrn , D21 Rrs , D22 Rrm
yk Rr , uk Rm , wk Rs , zk Rp .
Tzw w z
Tzw (z) := (zI Acl )1 Bcl + Dcl ,

"

Acl :=
h
Ccl :=

A + B2 Dk C2 B2 Ck
Bk C2
Ak

"
, Bcl :=

C1 + D12 Dk C2 , D12 Ck

B1 + B2 Dk D21
Bk D21

(5.89)
#
,

, Dcl := D11 + D12 Dk D21 .

(5.90)
(5.90)

,
#
"
Ak Bk
,
(5.91)
k :=
Ck Dk

#
#
"
"
h
i
B1
A 0
A0 :=
, B0 :=
, C0 := C1 0 ,
(5.92)
0 0
0
"
#
"
#
0 B2
0 I
B :=
, :=
,
(5.92)
I 0
C2 0
"
#
h
i
0
D12 = 0 D12 , D21 =
,
(5.92)
D21

5.5

123

Acl , Bcl , Ccl , Dcl

Acl = A0 + Bk , Bcl = B0 + Bk D21 ,

(5.93)

Ccl = C0 + D12 k , Dcl = D11 + D12 k D21 .

, (5.92) Acl ,
Bcl , Ccl , Dcl k .
H
kTzw k < ,

(5.94)

H G
kGk := sup max (G(ejTs )).

Ts . H
1 2
, .

5.5.2

. H
.
5.4 (( ) T (z) ( )
T (z) = C(zI A)1 B + D.
.
1. kT k < A ( |i (A)| < 1).
2. U
"
#
U AU 1 U B
inf max
< 1.
U
CU 1
D

124

5. H

3. X

AT XA X
AT XB
CT

(5.95)
B T XB I DT < 0.
B T XA
C
D
I
4. X

X 1 A
B
0
AT
X 0 C T

(5.96)
< 0.

T
T
B
0
I D
0
C
D I
[22].
H (5.94) Xcl >0 2n 2n,

Xcl1 Acl
Bcl
0
A T X
0
Ccl T

cl
cl
(5.97)
< 0.

Bcl T
0
I Dcl T
0
Ccl
Dcl I
Xcl
, Acl , Bcl , Ccl Dcl .
(5.97) . (5.97) ,
. (5.91), (5.97)

Z + P T k Q + QT k P < 0,
(5.98)
Z, P Q Xcl . k
.
, (5.97) (5.98) (5.93) Acl , Bcl , Ccl , Dcl . (5.92)
h
i
h
i
P := BT 0 0 DT 12 , Q := 0 D21 0
(5.99)

5.5

Xcl1 A0
B0
0
A0 T Xcl
0
C0 T
BT0
0
I DT 11
0
C0
D11 I

Z=

(5.92), (5.99),

B0
Xcl1 A0
A T X
0

0
cl

T
B 0
0
I
0
C0
D11

125

(5.97)

0
C0 T

T
D 11
I

0
Bk
Bk D21
0
T
(Bk )
0
0
(D12 k )T
(Bk D21 )T
0
0
(D12 k D21 )T
0
D12 k D12 k D21
0

Xcl1
AT

cl

Bcl
0

(5.100)

< 0.

(5.101)

(5.101) V Acl
Bcl
0
Xcl
0
Ccl
0
I DT cl
Ccl
Dcl I

= Z + V < 0.

(5.102)

,
Z + P T k Q + QT k P < 0
Z +V < 0,
(5.97) (5.98).
5.2 (5.98)

WP T ZWP < 0, WQ T ZWQ < 0,

(5.103)

WP WQ , Ker(P ) Ker(Q). , (5.103)

n.

126

5. H

(5.103) . , , H , , . [6].
5.4 ( ) P (z)
n (5.87) N12 hN21

i h
i T
T
B2
C2 D21 , D12
. H
R, S Rnn ,

..

T
T
ARA R
ARC1
.
B1
..
0
.

N12 .
C1 RAT
I + C1 RC1 T .. D11
... ... ... T

...
...
... ...
..

0
.
I
..
T
T
B1
D11
. I

..
0
N12 .

(5.104)
... ... ...
< 0,
..
0
.
I

..
N
.
0
21

... ... ... T

..

0
.
I

AT SA

T SA

AT SB

B1
...

I + B1
...

C1

D11

..
N
.
0
21

... ... ...

< 0,
..
0
.
I
"

R I
I S

T SB

..
.
..
.

C1

D11

... ...

..
.
I
T

(5.105)

#
> 0.

(5.106)

5.5

127

. (5.99) WP

W1 0
0

0
0
0

... ... ...

WP =
I
0
0
,
... ... ...

0
I
0
W2 0 0

"
N12 =

#
W1
W2
h

WP
WP T ZWP < 0

.
..
A
0
.

R ..

W1 0
0
..
.
... . ...
. . . ..

0
0
0
.
.

AT .. S N ..
... ... ...

T
..
.
0
I
0
0
. N T ..

... ... ...

.

. . . ... . . .
. . . ..

0
I
0
.
..
B1 T ..
0
0
.
W2 0
0

..
..
0
. C1
0
.

W1 0
0

0
0
0

... ... ...

< 0.

0
I
0

... ... ...

0
I
0
W2 0
0

B2

D12

i
.

(5.33) Xcl Xcl1 ,

B1

...
...

T
0
C1

0
0

...
...

I D11

D11 I

128

5. H

"
#
S N
Xcl =
N T
, Xcl > 0

R B1
0
W1 0

I T B1 T I D11 T
0
0
D11 I
W2 0

W1 0
A 0
A 0

+ 0 0 Xcl1 0 0 T 0 I < 0.
W2 0
C1 0
C1 0

#
"
ARAT R
ARC1 T
B1
N12 0 T
T
T
C
RA
I
+
C
RC
D

1
1
1
11
0 I
B1 T
D11 T
I

(5.107)

"
N12 0
0 I

< 0.

(5.108)
WQ T ZWQ < 0
, ,

#
"
#
"
AT SA S
AT SB1
C1 T
N
0
N21 0 T

21
< 0.
I + B1 T SB1 D11 T
B1 T SA
0 I
0 I
C1
D11
I
(5.109)

5.5.3

Ak , Bk , Ck , Dk k
R, S (5.104)(5.106). , Xcl Xcl = X2 X11 , M N T = I RS

5.5

"
X1 :=

R
I
T
M
0

"
, X2 :=

I
S
0 NT

129
#
.

(5.110)

X1 , I RS
(5.106). (5.97)
diag(X2 T , X1 T , I, I)

diag(X2 , X1 , I, I),

X2 T X1
X2 T Acl X1 X2 T Bcl
0
X T AT X
T
T
X1 X2
0
X1 Ccl T
1
cl 2

Bcl T X2
0
I
Dcl T
0
Ccl X1
Dcl
I

< 0.

(5.111)

(5.53), 5.3.4, (5.97)

#
"
ek + L2 1 L1 T )T
R + L1 1 L1 T (A
1
< 0,
(5.112)
> 0,
T
ek + L2 1 L1 T
A
S + L2 1
1
1 L2

h
i
ek )T (C1 R + D12 C
ek )T I 0 ,
L1 :=
(AR + B2 C
i
h
ek C2 SB1 + B
ek D21 ,
L2 :=
I 0 SA + B

R
0
A + B2 Dk C2
B1 + B2 Dk D21
0 I C + D D C D + D D D

1
12 k 2
11
12 k 21
= T :=

S
0

.(5.113)

ek , B
ek , C
ek , D
e k
A
. Dk , ek C
ek ,
> 0. B

130

5. H

1
T
T
S + L2 1
1 L2 < 0 R + L1 1 L1 < 0 .
ek := L2 1 L1 T
A
.

, Dk R S. > 0 (5.22),
, [6, 14], Dk .
ek C
ek .
Dk B
ek .
B

...

() :=

(SA + B
ek C2 )T

ek D21 )T
(SB1 + B

..
ek C2 SB1 + B
ek D21
. I 0 SA + B
... ... ...
...
...
..
.
..
.

..
.
..
.

< 0.

(5.114)
(w, y), 5.3,
e

0
...

..
.
0
0 C2 D21
... ... ... ... ...

"
#
..
w
.

..
y
.

..

..
.

#
"
w T
0
(w, y) := xT Sx +

0
y

C2 T

D21 T

0
...
"

#
x
T w

+ 2

y
0

T
A Sx
B1 T Sx

5.5

131

min max (w, y)
w

0
...

C2 T

D21 T

..

.
0
0 C2 D21
0

... ... ... ... ...

...

"
#
..
I
w
.

..

0
y
.

A S
..

B1 T S
..
.

x.

D21 . B , w = B x x
k = B T (5.114).
B
, 1,
H .
2 ( H ) R, S, (5.104)(5.106),
K(z) = Ck (zI Ak )1 Bk + Dk
.
D1 Dk > 0,
(5.113).
"
D2 -

"

132

5. H

..
.
0
0 C2 D21
0

. . . . . . . . . . . . . . . . . . B

...
..
0

.
.
0

.
..
C2 T

..
T
D21
.

0
...
I
0
AT S
B1 T S

(5.115)

0
...

B2

D12

..
. B2 T D12 T 0
0
... ...
... ... ...
..
.
..
.

..
.
..
.

...

0
...
AR
C1 R
I
0

(5.116)

D3 I RS M N T , M N , Ak , Bk Ck

N Bk = SB2 Dk + B T ,
Ck M T = Dk C2 R + C ,
N Ak M T = SB2 C + B T C2 R + S(A B2 Dk C2 )R

I
AR + B2 C

T 1 C1 R + D12 C
+

T
T
A S + C2 B

I
B1 T S + D21 T B
0

D12 D21 ,
, .
H -

5.5

133

. ,
, [17, 25],
H , .

5.5.4

, -, , [10, 4] H ,
.
(. [6]), X := R1 Y := S 1
, [4].
, [4],
(5.75), .
X Y
, , , (R1 , S 1 ) 1 (X , Y ).
(5.76) (5.77).
(5.104) 5.4, N12 .

W12 (I D12
D12 )B2 T
T
U12
i 12 . h D
B2 T D12 T
(5.78).
N12 (5.78) (5.104)
, B2 U12 = 0.
(5.104)

b1
b A
bT R B
b2 B
b2 T )W12
b1 RA
bT )T U12
W12 T B
W12 T (AR
W12 T (C

b1 RA
bT W12
b1 RC
b1 T )U12 U12 T D
b 11
U12 T C
U12 T (C
< 0.

T
T
b
b
B1 W12
D11 U12
I
(5.117)

U12 U12 T = I D12 D12

,

134

5. H

U12 ,

b A
bT R B
b2 B
b2 T )W12 W12 T (C
b1 RA
bT )T W12 T B
b1
W12 T (AR

b1 RA
bT W12
b1 RC
b1 T I
b 11
D
C
C
< 0.

T
T
b
b
B1 W12
D11
I
(5.118)

"
#

T
b
b
C
R
A
1
T
b2 T +
b A
bT R B
b2 B
W12 T AR
(5.119)
b1 T
B
#1 "
#
"
b1 RA
bT
b1 RC
b1 T D
b 11
C
C
W12 < 0

b 11 T
b1 T
B
D
I
.
(5.105)
#

"
b T
b1 T S A
B
T
T
T
b SA
b S C
b2 C
b2 +
W21
A
b1
C
"
#1 "
#
T
T
T
b
b
b
b
b
I B1 S B1 D11
B1 S A

W21 < 0.
b 11
b1
D
I
C

(5.120)

(5.106)
R > 0, S > 0, min (RS) 1.

(5.121)

, D12 D21 T ,

I D12
D12 I D21 D21
W12 , W21
. (5.119)(5.120)
. (5.121).

LMI
Control Toolbox
6.1

LMI Control
Toolbox. , , . , , ,
.
, .
.
, (LMI solvers).
/
,
.
135

136

6. LMI

-
[13].

6.2

LMI Control Toolbox ,

. -
,
, -
, .


[8].

6.2.1

3.3.3 ,
:
1. ;
2. ;
3. .
:
1. feasp ;
2. mincx ;
3. gevp .
.mex MATLAB.

.

6.2

6.2.2

137

MATLAB .
N T L(X1 , X2 , . . . , Xk )N < M T R(X1 , X2 , . . . , Xk )M.

(6.1)

Xi (
), N M , L
R .
L R X1 , X2 , . . . , Xk
.
MATLAB :
lmiedit ,
;
lmivar ;
lmiterm , ;
setlmis lmiterm;
getlmis - .
setlmis getlmis. lmiinfo
, evallmi showlmi
.

6.2.3

x(t)

= Ax(t),

(6.2)

x(t) Rn A Rnn .

138

6. LMI

X Rnn ,
X > 0, AT X + XA < 0.
(6.2)

"
#
X
0
>0
(6.3)
0 AT X XA
astab.m
feasp.
astab.m

A = [0

0; 0

1; -2

-3

-4];

, LMI Control Toolbox
sys = ltisys(A); n = size(A,1);
lmivar lmiterm:
(1)
setlmis([])
(2) X
X = lmivar(1,[n 1]);
(3)
LEP=newlmi;
lmiterm([-LEP 1 1 X],1,1);
lmiterm([-LEP 1 2 0],1);
lmiterm([-LEP 2 2 X],-A,1,s)};
(4)
getlmis

6.2

139

lmisys = getlmis;

:
lminbrlmisys = lminbr(lmisys)
:
matnbrlmisys = matnbr(lmisys)
:
lmiinfo(lmisys)
feasp

[tmin,xfeas] = feasp(lmisys);
dec2mat X
Xf = dec2mat(lmisys,xfeas,X)
, :
(1)
xfeas:
evlmi = evallmi(lmisys,xfeas);
(2)
showlmi:
[lhs1,rhs1] = showlmi(evlmi,1);
disp((left-hand side)-(right-hand side))
eig(lhs1-rhs1)}
,
(6.3) , tmin < 0 (
tmin = 0.3719), ..
(6.2). .

140

6. LMI

6.3

LMI Control Toolbox (LTI

systems).
E x(t)

= Ax(t) + Bu(t),
y(t) = Cx(t) + Du(t),

(6.4)

x(t), u(t), y(t) , A, B, C, D, E

E . (E 6= I)
, , ,
E .
LMI Control Toolbox (6.4)
SYSTEM

A + j(E I) B na

SYS =
(6.5)
C
D
0 ,
0
0

na , j = 1,
.
E ltisys,
I.
, Analysis and Synthesis Toolbox.
LMI Control Toolbox, :
sinfo SYSTEM;
ltiss ;
spol ;
sinv ;
ssub ;
splot .

6.4.

6.4

141

sadd, ssub smult ,

. (
), , , . sdiag ,
,
. cloop slft
, slft -
, .

6.5

,
. .
, ,
. LMI Control Toolbox
, :
;
.

.

6.5.1

, . , . LMI Control Toolbox

, . psys.

142

6. LMI
3.6

. , .

E(t)x(t)

= A(t)x(t) + B(t)u(t),

(6.6)

y(t) = C(t)x(t) + D(t)u(t)

u, y x. ,

"
#
A(t) + jE(t) B(t)
S(t) :=
(6.7)
C(t)
D(t)
, t R,
n S1 , S2 , . . . , Sn . , t R
P
i 0 ni=1 i = 1,
S(t) co{S1 , S2 , . . . , Sn } =

n
X

i Si ,

(6.8)

i=1

S1 , S2 , . . . , Sn ,
"
Si :=

Ai + jEi Bi
Ci
Di

#
, i = 1, 2, . . . , n.

(6.9)

S(t), t R, . 1 , 2 , . . . , n
S. ( polytopic linear differential inclusions)
. LMI Control
Toolbox MATLAB
[23].
psys MATLAB.

6.5

143

. ,
, ,
E(p)x(t)

= A(p)x(t) + B(p)u(t),

(6.10)

y(t) = C(p)x(t) + D(p)u(t),

E, A, B, C, D p =
(p1 , p2 , . . . , pn ).
p. ,
A(p) = A0 + p1 A1 + + pn An ,
B(p) = B0 + p1 B1 + + pn Bn ,
C(p) = C0 + p1 C1 + + pn Cn ,

(6.11)

D(p) = D0 + p1 D1 + + pn Dn ,
E(p) = E0 + p1 E1 + + pn En ,
, -,
S(p) = S0 + p1 S1 + + pn Sn ,

"
S(p) :=

(6.12)

A(p) + jE(p) B(p)

C(p)
D(p)

(6.13)

, (6.10).
(). MATLAB psys pvec.
aff2pol,
.
,
:
1. psys
;

144

6. LMI
2. psinfo ;
3. pdsimul ;
4. pvinfo .

6.5.2

- ,
. 6.1.

6.1:
:
;

,
;

= diag(1 , 2 , . . . , n ),

( , , ..).

6.6.

145

i ublock.
udiag
.

uinfo.
, aff2lft
. ,
, .

6.6

, . ,
. LMI Control
Toolbox .
, , :
;
, ;
;
.

6.6.1

(6.6). ,

146

6. LMI

,
.
quadstab
. model ,
quadstab(model) model;
[t,K] = quadstab(model) V (x) = xT Kx , model.
H -
/ () (
Random Mean Square) . quadperf
H
.

6.6.2

,
. -
.
pdlstab .
[t,Q0,Q1,Q2] = pdlstab(model),
model .

Q(p) = Q0 (p) + Q1 (p) + Q2 (p),

(6.14)

V (x, p) := xT Q1 (p)x

(6.15)

6.6

147

model. LMI Control Toolbox

..
K(p) = Q1 (p).

(6.16)

6.6.3

, . , aff2lft. /

, .

6.2:


(), . , . 6.2,
M Cnn
= diag(1 , 2 , . . . , n )

148

6. LMI

, :
1. ;
2. i ;
3. i
i = i I.
-
.
M Cnn . (M ) 0
[28]
def

(M ) :=

1
,
min{() : , det(I M ) = 0}

(6.17)

det(I M ) = 0 ,
def

(M ) = 0,
, (I M )
.
6.1 (M ) M ( ).
(M )
. , i ,

D = diag(D1 , D2 , . . . , Dn ), G = diag(G1 , G2 , . . . , Gn ),

(6.18)

,
1. Di = di I di > 0, i , Di = Di H ;
2. Gi = 0, i ; Gi = gi I gi R, i
, Gi = Gi H , i = i I i .

6.6

149

D G D G
. (M )
(M ) =

p
max(0, ) .

(6.19)

, D D
G G ,
M H DM + j(GM M H G) < D, D > I.

(6.20)

(M ) = (M ) D, G mubnd.
[mu,D,G] = mubnd(M,delta)
delta .
i 1, mu (M ).


. 6.3. P (s)

6.3:

= diag(1 (s), 2 (s), . . . , n (s))

150

6. LMI

. (s),

kk < 1

m := sup (P (jw)) < 1.
w

(6.21)

6.2 K = 1/m m
.
- , [8].
mustab
[margin,peakf] = mustab(P,delta,freqs)
delta freqs
, P (jw). margin peakf ,
P (jw) , .. -.

[margin,peakf,fs,ds,gs] = mustab(P,delta)
D, G fs.
D, G fs(i)
Di = getdg(ds,i), Gi = getdg(gs,i)

e .
.

6.6

151

. , . 6.3,
rob - u y (s). - ( ,
- ) , .. u y
(s) 0.
,
rob < , .
,
kykL2 < kukL2
,
(s),
#
"
perf 0
,
f =
0

6.3, (s) perf , [8]

kperf (s)k < 1 .

(6.22)

(
), muperf rob
.
muperf .
1.
grob = muperf(P,delta)
2. = g > 0
(s).
margin = muperf(P,delta,g)

152

6. LMI
margin ,
u y . , g -
(s) 0. margin 1.

6.6.4

. 6.4, G(s) ,
= diag(1 , 2 , . . . , n )
, (0) = 0.
/ ,
- . - .

6.4:

[t,P,S,N] = popov(G,phi),
G , G(s) phi , ublock udiag. popov

6.7. H

153

t feasp. , t < 0. P, S N
.

6.7

, /
. H
.
LMI Control Toolbox H
:
H .
, ,
;
H ( H2 /H -
);
, .

6.7.1

LMI Control Toolbox

, .
.
- , ,
.
H ( [4] 5.3.1. > 0
K(s), (5.12).

154

6. LMI

[8], H ,
.
1.

D11 , max D11 I D21

> max max I D12 D12
D21
.
2. ,

..
1
0
.
0
B1 B2
A
.

..
0
AT
C1 T
0
0

"
#
...
...
...
...
...
...
I 0

H E =

..
C1
0 0
0
.
I
1 D11 D12

.
0 1 B1 T .. 1 D11
I
0

..
T
T
0
B2
.
D12
0
0

..
T
0
.
0
1 C1 T C2 T
A
..

0
A
.
B1
0
0

...
...
...
...
...
...

J E =
.
..
B1 T
0
I
1 D11 T D21

.
0
1 C1 .. 1 D11
I
0

..
0
C2
.
D21
0
0

#
"

I
0

0 0

X Y .
3. X Y
X 0, Y 0, (X Y ) < 2 ,
(M ) M .
, H opt
(). opt ,

6.7 H

155

X Y ,
.
.
, . H [3].
R = RT S = S T ,
(5.30)(5.32).
mincx.
, (5.30)(5.31)
(5.84)(5.85), H
R1 S 1 1 X 1 Y .

(5.30)(5.32).
LMI Control Toolbox H
, .
. ,
, .
, ,
(. care,
ricpen ).
H ,
D12 D21 (
).

[8].
,
, D12 D21 .
H

hinfric
dhinfric

hinflmi
dhinflmi

156

6.8

6. LMI

4.2

. lmireg MATLAB ,
.

6.9

H
. -
.
, .

,

.
.
.

6.9.1

H2 /H

H2 /H , LMI
Control Toolbox. . 6.5.
z H , z2 H2
( ).
T (s) T2 (s) w z z2 .
y = K(s)u, :

6.9 H

157

6.5: H

H T 0 ;
H2 T2 ;

kT2 k2 + kT k ,
0 0 ;

D = {s C : P + Qs + QT s < 0}
(4.2).
LMI Toolbox
H2 /H .
hinfmix,
[gopt,h2opt,K,R,S] = hinfmix(P,r,obj,region)
:
P SYSTEM P (s). z
z2 ( )
;

158

6. LMI
r 3, z2 , y u;
obj = [0 , 0 , , ] 4, H /H2
;
region ,
.
.

gopt h2opt H H2 , K
SYSTEM , R, S
R, S.
obj
, .

[0
[0
[0
[g
[0
[0
[g

obj
0 0
0 1
0 0
0 0
h 1
0 a
h a

0]
0]
1]
1]
0]
b]
b]

H
H2
min kT2 k2 kT k < g
min kT k kT2 k2 < h
min akT k2 + bkT2 k22
-

hinfmix

.

7.1

LMI Control Toolbox , //. ,

, .
. . ,
, ,
, H .

7.2

//
. 7.1.
159

160 7.

7.1: //

m
q (t) + cq(t)
+ kq(t) = F (t),

(7.1)

q(t) F (t) ,
t. m, c, k
,
m = m(1 + pm m ), c = c(1 + pc c ), k = k(1 + pk k ),

pm = 0.4, pc = 0.2, pk = 0.3, 1 m , c , k 1.

m = 3, c = 1, k = 2.

7.2.1

(7.1)

7.2
.
"
x=

q
q

"
, u=

0
F

161

#
, y=q

E x(t)

= Ax(t) + Bu(t),
y(t) = Cx(t) + Du(t),

"
A=

#
0
1
k c

"
, E=

"
0 1
A(m, c, k) =
0 0
"
1 0
E(m, c, k) =
0 0
" #
0
,
B =
1

#
1 0
0 m

"
, B=

#
0
1

h
, C=

i
1 0

, D = 0.

#
#
"
0 0
0
0
,
+k
+c
+m
1 0
0 1
#
#
"
#
"
#
"
0 0
0 0
0 0
,
+k
+c
+m
0 0
0 0
0 1

"

"

0 0
0 0

h
C=

i
1 0

, D = 0.

(7.2)

psys MATLAB pvec.

m, c, k
m=[1.8;4.2]; c=[0.8;1.2]; k=[1.4;2.6].
aff2lft
(. 6.3), Pd
. Pd 4 (um , uc , uk , u), 4
(ym , yc , yk , y) , . 7.2 SYSTEM.
(um , uc , uk ) , u ,
, (ym , yc , yk ) y
.

162 7.

7.2: //

7.3

// ( )
u(s) = K(s)y(s),
.
, Pd .

"
#

Wp S(Pd )

< 1,
Wu KS(Pd )

S(Pd ) = (I + Pd K)1

Wp , Wu .
,
.

7.4. H 163
, . ,
.

G = FU (Pd , )

"
#

Wp (1 + GK)1

<1

Wu KS(1 + GK)1

G.

, .. . Wp
Wu
, , . magshape LMI Control Toolbox
Wp . Wp
Wp (s) = 0.95

s2 + 1.8s + 10
,
s2 + 8.0s + 0.01

. Wu ,

kWu K(I + GK)1 k .
Wu Wu = 0.1.

7.4

H //. H

164 7.
, [28],
, K(s).
G(s) K(s).

. , ,
.
H
hinfmix, hinfmix
.
H
// , x < 0.1
2
3 .
tg( 6 ).
lmireg LMI Control Toolbox.

7.4.1

H , . 7.3. P (s) ,
Pd , Paugi , Wu ,
Wpi (s) =

s2 + 1.5377s + 10.5055
s2 + 8.3249s + 1.3899

, e
K(s) = K(s)/s.
sconnect SYSTEM
P (s), Paugi
smult.
hinfmix H .

7.4 H

165

7.3: H

7.3, ( ),
.

7.4.2

Kpol SYSTEM. . 7.4 () ( K)
, Gnom . ,

, . ,
G(s). . 7.5
.
,
kWp (I + GK)1 k < 1
, .. ,
H , .

166 7.

7.4: Kpol

7.5:

7.5
7.5.1

Kpol

7.5

167

.
mustab, margin.
- , .. - 1
.
grob muperf,
. margin
= 1.875, grob = 2.30, ..
, .

7.6: H
. 7.6,
, H
.

7.5.2

Kpol

168 7.
7.7, 7.8 7.9 . 7.8 7.9 -

7.7: Kpol

, . 12s
10 .

7.6

H2 /H

H2 /H //.
H2 /H ,
(pertin, d)
(pertout, ep, eu) (.
. 7.11) . 7.10 hinfmix.

7.6 H2 /H

169

7.8:

.
w
.
z z2 .
Gmix
x(t)

= Ax(t) + B1 w(t) + B2 w(t),

z (t) = C x(t) + D1 w(t) + D2 u(t),
z2 (t) = C2 x(t) + D21 w(t) + D22 u(t),
y(t) = Cy x(t) + Dy1 w(t).

.

170 7.

7.9:

7.10:

1. H , H
w z .
2. H2 , H2
w z2 .

7.6 H2 /H

171

3.
.
Gmix ltisys , .
.

7.6.1

H2 /H , . 7.11.

. Gmaug (s) ,

7.11: H2 /H

Wpi , Wu , .

172 7.

7.6.2

H2 /H

H2 /H Gmaug (s) SYSTEM,

,
e
( ). K(s),

e
K(s)

K(s)
K(s) =

e
K(s)
.
s

Gmaug (s) sconnect

hinfmix .
H2 /H
() .
1 , .. x < 0.
2 x < 0.1.
3 x < 0.1 2
3 ,
tg( 6 ).
lmireg . 7.12, 7.13 7.14.

7.6.3

hinfmix ,
(H2 H ) .
, , , H hinflmi.

7.6 H2 /H

173

7.12: : 1

7.13: : 2

H
H2 . , H2 (H ),
.. ( tradeoff curve), . 7.15. ,
( - H ),
( , .. - )
( - H2 ).
, Ki1, Kbest1
Ko1, 1 , -

174 7.

7.14: : 3

7.15: 1

.
,
. 7.16 7.17.
. 7.15 ,
H2 , H .

7.6 H2 /H

175

Log Magnitude

10

Ki1
Kbest1
Kf1

10

10

10

10

10
Frequency (radians/sec)

10

BODE PLOTS OF CLOSEDLOOP SYSTEMS FOR 3 CONTROLERS

0

Phase (degrees)

50
100
150
200
250
1
10

10
Frequency (radians/sec)

10

7.16: 1

. 7.16 7.17 ,
1,5 rad/s
, 20
14s. .
, 1
.

7.6.4

, x < 0.1.
,
. H ,
4.5541 H2 , 4.6962. H H2
, .

176 7.
CLOSEDLOOP TRANSIENT RESPONSES FOR 3 CONTROLERS
1.4

Ki1
Kbest1
Kf1

1.2

0.8

0.6

0.4

0.2

0
0

10

15

20

25

7.17: 1

,
Ki2, Kbest2 Ko2.

. . 7.18
, . 7.19 7.20 . . 7.18 ,
, H2 ,
H .
,
, , .
.
, -

7.6 H2 /H

177

7.18: 2
1

Log Magnitude

10

Ki2
Kbest2
Kf2

10

10

10

10

10
Frequency (radians/sec)

10

Phase (degrees)

50
100
150
200
250
1
10

10
Frequency (radians/sec)

10

7.19: 2

178 7.

.
CLOSEDLOOP TRANSIENT RESPONSES FOR 3 CONTROLERS
1.4

Ki2
Kbest2
Kf2

1.2

0.8

0.6

0.4

0.2

0
0

10

15

20

25

7.20: 2

7.6.5

,
x < 0.1,

2
3 .
.
: H , 6.0284 H2 , 8.3424, .. H H2 .
Ki3, Kbest3 Ko3,

.

7.6 H2 /H

179

. 7.21 ,
. 7.22 7.23 . . 7.21 ,

7.21: 3

, H2 , H .

- , 9 , 11s.
H H2 ,
.
,
.

180 7.
1

Log Magnitude

10

Ki3
Kbest3
Kf3

10

10

10

10

10
Frequency (radians/sec)

10

Phase (degrees)

50
100
150
200
250
1
10

10
Frequency (radians/sec)

10

7.22: 3

7.7

,
7.4, 7.6.3, 7.6.4 7.6.5.
, H , . 7.6.3,7.6.4 7.6.5 ,
H H2
,
.
, -,
:
Kinf () H ;
Kinfpol H

7.7

181

CLOSEDLOOP TRANSIENT RESPONSES FOR 3 CONTROLERS

1.4

Ki3
Kbest3
Kf3

1.2

0.8

0.6

0.4

0.2

0
0

10

15

20

25

7.23: 3

x < 0.1
2
3 ;
Kmix1 H2 /H ;
Kmix2 H2 /H x < 0.1;
Kmix3 H2 /H x < 0.1
2
3 .

7.7.1

. 7.24 . . 7.24 ,
1rad/s. ,

182 7.
BODE PLOTS OF ALL CONTROLLERS

Magnitude (dB)

100

50

Kinf
Kinf_pol
Kmix1
Kmix2
Kmix3

50
45

Phase (deg)

45

90

135
4

10

10

10

10

10

10

10

10

10

Frequency (rad/sec)

7.24:

Kinf Kinfpol -
.

7.7.2

. 7.25 . , . 7.25
, , . , Kinf
Kinfpol - ,
, - .

7.7

183

10

Log Magnitude

10

10

10

10

10

10

10
Frequency (radians/sec)

10

10

BODE PLOTS OF CLOSEDLOOP SYSTEMS

0

Phase (degrees)

50
100
150

Kinf
Kinf_pol
Kmix1
Kmix2
Kmix3

200
250
300
2
10

10

10
Frequency (radians/sec)

10

10

7.25:

7.7.3

. 7.26 . , . 7.26 ,
,
14s.
Kinfpol Kmix3 -
10 .
Kmix1 Kmix2 , - 20 , Kinf -
.

184 7.
CLOSEDLOOP TRANSIENT RESPONSES
1.4

1.2

Amplitude

0.8

0.6

Kinf
Kinf_pol
Kmix1
Kmix2
Kmix3

0.4

0.2

10

12

14

16

18

Time (sec)

7.26:

7.7.4

. 7.27 .
, Kinfpol
.

7.7.5

,
, -.

K = 1/
, rad/s

Kinf
1.4534
0.6579

Kinfpol
1.9423
0.7564

Kmix1
2.4999
39383.4

Kmix2
2.4996
7726.22

Kmix3
2.4998
11633.8

7.7

185

NOMINAL PERFORMANCE: ALL CONTROLLERS

10

Kinf
Kinf_pol
Kmix1
Kmix2
Kmix3

10

10

10

10

10

10

10

7.27:

, ,
.

7.7.6

grob

Kinf
3.4109

Kinfpol
2.3048

Kmix1
320.172

Kmix2
32781.4996

Kmix3
391.69

,
- , .. ,

186 7.
.

7.8

,
- .
- H .

.
,
. ,
, .
- -
.
,
, .
.

, ,
,
.

8.1

, , , ,
.
.
. , ,
, .
: , ,
, .
.

8.2

. (1845
1918). ,
,
.
187

188

8.

. . ,
. , , , .
.
. .
8.1 ) N 1, 2, . . . , n, . . ..
) Z 0, 1, 2, . . . , n, . . ..
) Q p/q, p q
.
) P 2, 3, 5, 7, 11, . . ., ..
, - 1, 1.
, . x A , x A, x
/ A x
A.
8.1 ,
. .
A , |A| .
() , .
8.2 A = {1, 2, a} 1, 2
a, B = {2n : n N} 2, 4, 8, . . ..
-, P (x) x, A := {x :
P (x)} x, P (x) .
, A x,
P (x).
x {x}, x.

8.2

189

,
, .
()
. .
8.3 )
xn + a1 xn1 + + an = 0,
R C , n . )
, ,
.
X = {x1 , x2 , . . . , xn } , m
x1 , x2 , . . . , xm , m n, , xk k > m
xl , l m. i m
xi ki X. X
n
o
X = {x1 (k1 ), x2 (k2 ), . . . , xm (km )} = xk11 , xk22 , . . . , xkmm .
8.2 ki xi . {x1 , x2 , . . . , xm } X
, , X. k1 , k2 , . . . , km , X [X].
8.4 a, b, c . {a, b, b, b, c, c} {a(1), b(3), c(2)} {a1 , b3 , c2 }.
8.5 A n ( ) .
[A] = {1n }, [[A]] = {n1 } = {n}, [[[A]]] = {11 } = {1}.
8.3 A B ( A B B A), A
B. A B x B, x
/ A, A
, , B.

190

8.

B P (x) x
B, A = {x B : P (x)} B,
P (x).
8.4 , ,
.
= {}.
P (x) ,
P (x), = {x R : x 6= x}.
, .. B.
8.5 A B ( A = B), A
B B A. ( A 6= B).
A B , A
B, A B , A
B.

A .
, A.
, 1 A
2A . , A 2A .
A n , 2A 2n .
8.6 A = {a, b, c}.
2A = {, {a}, {b}, {c}, {a, b}, {b, c}, {c, a}, {a, b, c}}.
A ( A = A 6= ). ,
{A }, . , . {A }, ,
1

, ,
, .

8.2

191

. N
{Ak }, k N.
,
.
8.6 ( ) A B C, C = A B ( C = A + B),
A B, x C x A
x B.
{A },
,
[
C=
A .

x C , x A .
,
C = AB,
A B
. C
.
8.7 () A B
C, C = AB ( C = AB),
, A B,
x C x A x B.
{A }, ,
C=

A .

x C x A .
8.8 , A B
A B 6= . (A B = ) ,
, .

192

8.

. : {A }, , A
A A = 6= .
A
{A }, , A A:
A=

A .

A=

A .

8.9 A B C, C = A\B, A,
B, x C x A x
/ B.
8.10 B A, A\B
B A CA B.
,
CB.
, A, B, . . . ,
U . A U CA.
CA = A.
8.11 x, y (x, y),
.
(x, y) (u, v) x = u y = v.
x y ( )
(x, y). n (x1 , x2 , . . . , xn )
x1 , x2 , . . . , xn .

8.2

193

[x1 , x2 , . . . , xn ] :=

x1
x2
..
.

xn
8.12 (x, y), x
A y B, A B
C = A B.
8.7 A = {a1 , a2 , . . . , am } B =
{b1 , b2 , . . . , bn }. AB (aj , bk ),
mn = |A||B| .

C = A1 A2 An
n A1 , A2 , . . . , An . Ai , |C| =
|A1 | |A2 | |An |. Ai . A1 = A2 = = An , A A A,
n , An .
8.8 A = {a, b}.
A3 = {{a, a, a}, {a, a, b}, {a, b, a}, {a, b, b},
{b, a, a}, {b, a, b}, {b, b, a}, {b, b, b}}.
.
A B.
8.13 x A () f y = f (x) B. ,
f A B, f , A B.

194

8.

, f A B.
. B R B C, A B
. f : A B , f , A
B.
8.14 x A f , f (x) B f x, x f . x A y = f (x) B.
f (x) x f ( f ) f x. xf .
. ,
, . -,
, .

x A f (x) B f :
A B. y B .

y B.
8.15 y B
f x A, f (x) = y.
8.9 A = {a1 , a2 , a3 , a4 }, B = {b1 , b2 , b3 } f
f (a1 ) = b1 , f (a2 ) = b2 , f (a3 ) = b2 , f (a4 ) = b3 .
b2 a2 a3 .
,
x 7 f (x), x A. ,
, f (x) = x3 , 0 x < 1,
f : x 7 x2 , x R. , x 7 f (x), x A1
x 7 f (x), x A2 A1 = A2 .
: f (x) f x f ,
x A y = f (x) B.

8.2

195

y = f (x)
... .

8.16 A
f : A B.
Dom(f ). D(f ).
f (A) B B,
A f ,
f (A) = {f (x) : x A} B.
8.17 f (A) A f
f , f .
Im(f ).
, X A, f (X) = {f (x) : x X} f (A).
8.18 f : A B
(f ) = {(x, f (x)) : x A} A B
(x, f (x)), x
f .
8.10 8.9
(f ) = {(a1 , b1 ), (a2 , b2 ), (a3 , b2 ), (a4 , b3 )}.
f : A B
(f ). , R A B (x, y),
(x, y) = (x, z) y = z, g : X B
g(x) = y (x, y) R. X A
x A, (x, y) R.
, .. (x, y). , (x, y)

196

8.

: x y, ..
(x, y) (x, z) y 6= z. ,
R , (x, y), (x, z) R y = z.
,
(x1 , x2 ) A1 A2
y = f (x1 , x2 ) B. f n ,
n
(x1 , x2 , . . . , xn ) A1 A2 An
y = f (x1 , x2 , . . . , xn ) B. ,
, x =
(x1 , x2 , . . . , xn ) A = A1 A2 An .
f : A B,
x A B.
,
x y = f (x)
. , . f ,
x A B, Y = f (x)
B. , A 2B
B. .
8.19 Y B.
X = f 1 (Y ) = {x A : f (x) Y } A
Y (
) Y f .
Y = {y} , y
f 1 ({y}) f 1 (y) (. 8.15).
8.11 8.9
f 1 ({b1 , b2 }) = {a1 , a2 , a3 },
f 1 ({b2 }) = f 1 (b2 ) = {a2 , a3 }.

8.2

197

f 1 , Y B X
A f : A B, ,
2B 2A ,
f 1 : 2B 2A .
A U , U ,
A : U {0, 1}, U
0 1,
(
1, x A,
A (x) =
0, x
/ A.
8.20 A
A.
8.21 f : A B ( ), b B f (x) = b x A. i : A A , , i(x) = x
x A.
A iA .
8.22 f : A B y B .
f (x) = y x A.
x0 , f (x0 ) = y, , .
S = S(f, y) = f 1 (y) = {x : f (x) = y}
f (x) = y y.
y f (A). S
.
8.23 f : A B ( ), f (A) = B. , f A
B.
, f y B f (x) = y .

198

8.

8.12 f : [2, 2] [0, 4], f (x) = x2 ,

. g : R R, g(x) = sin x, ,
sin x = y |y| > 1.
f : A B ,
B f (A).
8.13 g 8.12 ,
g : R [1, 1].
8.24 f : A B ( ), x1 , x2 A f (x1 ) 6=
f (x2 ).
, f y B f (x) = y .
8.14 f 8.12 ,
x2 = y x1,2 = y 0 < y 4.
f1 : [0, 2] [0, 4], x 7 x2 , x [0, 2],
. g 8.12 ( sin x = y |y| 1).
g1 : [/2, /2] R, x 7 sin x, x [/2, /2],
.
8.25 f : A B ( ), .
, f , A B.
, f y B f (x) = y .
8.15 f1 8.14 . g1 , , ,
[/2, /2] [1, 1] ( R) x 7 sin x.

8.2

199

8.12 8.15 , ,
x 7 x2 , , (
) A B.
x 7 f (x), , .. (
) .
x, f (x) .

f : A B ,
: B A, y B x A, ..
x, y = f (x) ( x
f ).
f 1

8.26 f 1 f .
, f f 1 .
f : A B , x A y B
f 1 (f (x)) = x f (f 1 (y)) = y.
f 1 f : A B. , f
y = f (x) B x A, {y}
{x} ( , y x).
, f . f 1 (Y ) Y A ,
f . , f 1 , Y X, f 1 : 2B 2A
.

8.16 f11 : [0, 4] [0, 2] f1

8.14 f11 (y) = y, y [0, 4].

f : A B g : B C . f (A) B,
y = f (x) B g
z = g(y) C. x A
z = g(f (x)) C.

200

8.

8.27 x 7 g(f (x)), x A,

f g g f . g f
.
u = fn f2 f1
f1 , f2 , . . . , fn , fi : Ai Ai+1 :
u(x) = fn ( f2 (f1 (x)) ) An+1 , x A1 .
8.17 f, g, h, f (x) = 3x,
g(y) = 2 + cos y, h(z) = 1/z. u = h g f
u(x) = h(g(f (x))) =

1
, xR
2 + cos 3x

( ).
f : A B .
f f 1 = iB , f 1 f = iA ,
iX : X X X. , f : A B g : B A
, g f = iA f g = iB , f g
g = f 1 . g f = iA , f g
.
: A : B,
. 1 : A
f = 1 : A B.
f , , . , (x, y)
(f ) f x = (p), y = (p),
p .
8.18 : [0, ) (1, 1] : [0, ) [0, 1]

(p) =

1 p2
2p
, (p) =
.
1 + p2
1 + p2

8.2

201

x = (p), y = (p),

x2 + y 2 = 1 y = 1 x2 , x (1, 1].
C = A B h : C B
b B . , x A
h(x, y) = b y B. A
f : A B, x A
y B, .. y = f (x). f ,
h(x, y) = b.
.
f : A B X A.
8.28 g : X B, g(x) = f (x)
x X, f X
f |X . , f g.
g f , g f ,
(g) (f ).
8.19 f1 : [0, 2] [0, 4] 8.14 f : [2, 2] [0, 4] 8.11, .. f1 = f |[0,2] .
f : A A, A ( ) . .
i : A A, i(x) = x.
, .. , ,
, . ,
,
.
h(x, y) = b, h : A B B
b B. L
A B (x, y), ,
, .
, x
(x, y), (x, z) L L .

202

8.
A = B, L A2 .

8.20 x2 +y 2 = 1 S1 R2 .
Q2
L = {(xn , yn ) : n Z} S1 , xn =

n2 1
2n
,
y
=
,
n
n2 + 1
n2 + 1

R2 (xn , yn ).
8.21 A = R, B = R2 x R, (y, z) R2 .
x2 + y 2 + z 2 = 1 S2 R3 . .
A B .
: A : B.
L = {((p), (p)) : p } A B
A B, .
, L , A
B.
(f ) f : A B
A B.
n A, B, . . . , C.
8.29 R A B A B .
A
B C n A B C.
( 1) A A.
- .
R A B (x, y), x A y B. ( ) x (x, y)
x = prA (x, y), y
y = prB (x, y). prA prB A B A B.
, (x, y) R AB
(x, y) R xRy. , x y
R.

8.2

203

8.30 A := {(x, x) : x A} A A
A. , A .
(f ) f : A B .
R A B, , A B. ,
R f : A B
(x, y) (x, z).

(
) f : A B F := (f ) A B, (x, f (x)), x A. , F A B, (x, y), (x, z) F
y = z, A B.
F .
8.31 R A A , , :
) , A R;
) , (x, y) R, (y, x) R;
) , (x, y) R (y, z) R, (x, z) R.
, x, y A 8.31,
x 'R y, x ' y. x R y
x y.
A A
.
x A
[x] := {y A : y x} A
, x.
8.32 [x] ,
, x A.
, [x], [y] (
y [x]), ( y
/ [x]).
, x [x]. z [x] [y], x z z y, .. x y. u [x],
.. u x. u y u [y] [x] [y]. ,

204

8.

[y] [x], [x] = [y]. [x] [y]

.

A
, A = xA [x].
.
8.22 ) R C .
) (x, y), (u, v) R2 R
x = u. R .
, .
A/ , .
(..
) .
f : A B . A
x y f (x) = f (y), , , y f 1 (x). , f
.
, p : A A/ , p(x) = [x].
p A A/ .
, f : A B,
, . f =
g p, g : A/ B .
A A . , A
A. ,
, x, y A
.
A2 := A A
A.

8.2

205

, A .
8.33 A ,
(x, y) AA ,
, x y, .
1. x A x x ().
2. x y y x, x = y ().
3. x y y z, x z ().
A
(A, ). A
(A, ).
x y , x y, y x.
x y () .
8.34 x y x 6= y , x
y, y x.
x y x 6= y
x y. , 3.
, . ,
,
.
. , , , ,
. ,
.
, 8.33 , x y y x
. .

206

8.

8.35 ) x, y , ,
x y y x.
) A , , x, y A .
,
, ,
.
8.23 < R
. R .
8.24 Rn , n 2, n-
x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ), x y
xk yk , k = 1, 2, . . . , n. ,
Rn , x y x1 < y1
x2 y2 .
Rn x y x y
x 6= y. Rn , x < y
xk < yk , k = 1, 2, . . . , n.
B A
A, B
.
8.36 b A , , B, x B x b.
x A A, x A,
x , x x .
, x x x = x . , B B.
B A.
,
,
A ( ) .

8.2

207

8.37 b0 A B A ( , )
, b B b0 b.
, , B A .
, .
8.38 A , , {x, y} A
x y A x y A.
8.25 Rn n
x = (x1 , x2 , . . . , xn ). , x y, y x Rn+ . ,
u = x y v = x y uk = max{xk , yk } vk = min{xk , yk }.

.
( )
, .

.
8.39 A B
().
A B A B.
8.40 A , , .. A N.
A , A = {an } = {a1 , a2 , . . . , an , . . .}. , A (a1 , a2 , . . . , an , . . . ). ,

208

8.

( ) A a : N A. an := a(n), n N, (a1 , a2 , . . . , an , . . . )
(an ).
8.41 A : ) ,
, , ) , .
B A =
{an } . , n1 -
A, an1 B. - n2 > n1 - ,
an2 B .. B

b1 = an1 , b2 = an2 , . . . , bk = ank , . . . .

k 7 ank N B , B
.
. .
8.26 N
S = {1, 4, . . . , n2 , . . .}
. , S
- N ( n2 S - N
n). , -
.
B = A1 A2 A1 A2
. , bk B b2m1 m A1 , b2m
m A2 .

[
B=
Ak
k=1

8.2

209

{Ak } . ,
, ak,i i Ak . B

A1 a1,1 a1,2 a1,3 a1,4 . . .
A2 a2,1 a2,2 a2,3 a2,4 . . .
A3 a3,1 a3,2 a3,3 a3,4 . . .
A4 a4,1 a4,2 a4,3 a4,4 . . .
..
.
. ..
Ak ak,1 ak,2 ak,3 ak,4 . . .
..
.
. ..
, B ,

a1,1 , a2,1 , a1,2 , a3,1 , a2,2 , a1,3 , a4,1 , a3,2 , a2,3 , a1,4 , . . .

a1,1 , a2,1 , a2,2 , a1,2 , a3,1 , a3,2 , a3,3 , a2,3 , a1,3 , . . . .
, Q
. ,

1 2
n
Ak =
, , . . . , , . . . , k N.
k k
k
B . Q ,
B, B
, .
, A 2A A. ,
2N N . - ,
p .

210

8.

8.42
a = a0 .a1 a2 . . . an . . . .
aj , 0 ak 9 k 1.
a ,

X
ak
.
a0 +
10k
k=1

+ a0 = 0 a
[0, 1]. p , p 6= 1.
, (
R ) . , X := [0, 1] . ,
. X , :
x1 = 0.x1,1 x1,2 . . . x1,n . . .
x2 = 0.x2,1 x2,2 . . . x2,n . . .
..
.
xk = 0.xk,1 xk,2 . . . xk,n . . .
..
.
y = 0.y1 y2 . . . yk . . . , y1
x1,1 , y2 x2,2 yk xk,k . y
, xk
k . , X
.
A .
8.43 A
f : A A A.

8.2

211

f (x, y) x y (
) x + y ( ).
-, ( ) x
y x y. , A
.
n N A n
f : An A.
f : A A.
.
8.44 x, y, z, . . . , :
1. e , ( ), x e = e x = x x ;
2. x x1 ,
x, x x1 = x1 x = e;
3. (x y) z = x (y z) x, y, z .
(, ), . (, ).
8.45 2,
(, ) .
= {e}, e,
.
, (
x y = xy),
1 1 . , +, x x,
0 0 .
,
, xy x y.

212

8.

, x + y x y.
8.46 , .
|| .
, .
8.47 ( ),
, x y = y x x, y .

( ) , (x, y) 7 xy
(x, y) 7 x + y.
8.48 , :
) ,
) ,
) ,
x x .
,
( ). .
, .
, (1)x = x, x = y
x y = 0, 0 .
8.49 , .
,
.
[x, y] := xy yx, [x, y] = 0.

8.2

213

8.27 ) R C ; )
n n R C .
8.50 ,
[[x, y], z] = [z, [x, y]]
x, y, z .
8.28 :
) {0} R , {1}
R ;

) {1, 1} R {1, , } C, = 1, ;
) Z, Q, R C , , , ;
) Q := Q\{0}, R := R\{0} C := C\{0} , ,
;
) m n ,
m n ;
) n n
,
n n ;
) f : X X
,
, f
f 1 .
G . G
H ( ) G H := {g h : g
G, h H} = ( = +).
8.51 G ,
G .

214

8.
G x .

8.52 G, x,
x G := {x y : y G}.
G x.
, x G y G G
, .
.
8.53 1 2
1 2 1 2 ,
(x1 , x2 ) (y1 , y2 ) = (x1 y1 , x2 y2 ).
,
, .
1 2 ,
1 2 .
, -.
1 2 .
8.54 f : 1 2 ,
x, y 1 f (x y) = f (x) f (y).
f : 1 2 , , 1 2
.
.
8.55 f : 1 2
Ker(f ) := {x 1 : f (x) = 12 }.
f , Ker(f ) = 11 .
f . f
Ker(f ) = 11 .

8.2

215

8.56 G ,
x y x1 G x y G.
f : 1 2 1 .
G , x G G x .
/G () G. ,

(x G) (y G) := (x y) G.

(8.1)

8.57 /G (8.1)
G.
,
f : 1 2 , 2
1 /Ker(f ).
(, ) . x x0 = 1 ( ), x1 = x, x2 := x x xn := x xn1
n > 2. xn := (xn )1 .
8.58
[x] := {xn : n Z} = {1 , x, x1 , x2 , x2 , . . . }
x.
, (, +) 0x = 0 , 2x := x + x
nx := x + (n 1)x n > 2.
nx = (nx).
[x] := {nx : n Z} = {0 , x, x, 2x, 2x, . . . }
x.
8.59 [x] x . = [x] x ,
x .

216

8.

-, .
8.60 K
,
K.
, K , K.
, .
8.61
, .
8.29 (Z, +), Z,
1 ( 1).
8.30 1 < n N. n ()
1 1 n.
8.62 n , n Z.
.. ,
,
G0 G1 Gr ,
G0 , G1 , G2 , . . . , Gr
, . G0
Gi .
8.63
x y x1 y 1 , x, y .
, .
. ,
K . , -
, - /K .

8.2

217

.
8.1 ,
A = A, A = ;
A B A A B;
A B, A B = B A B = A;
A B = B A, A B = B A;
(A B) C = A (B C), (A B) C = A (B C);
A (B C) = (A B) (A C).
8.2 , A\B = B\A = , A = B. ,
(A\B)\C = (A\C)\(B\C)?
8.3
A B = (A\B) (B\A)
A
B.
,
A B = (A B)\(A B);
A A = A = A;
A B = B A, (A B) C = A (B C);
A (B C) = (A B) (A C).
8.4 f : A B
A1 , A2 A B1 , B2 B. ,
f (A1 A2 ) f (A1 ) f (A2 ),
f (A1 A2 ) = f (A1 ) f (A2 ),
f

(B1 B2 ) = f 1 (B1 ) f 1 (B2 ),

f 1 (B1 B2 ) = f 1 (B1 ) f 1 (B2 ).

218

8.

8.5 f : A B. ,
f (f 1 (B)) = B f (A).
, f (f 1 (B)) = B f .
8.6 f : A B. ,
f 1 (f (A)) A.
, f 1 (f (A)) = A f .
8.7 f : A B g : B C.
u = g f : A C. ,
u1 (C) = f 1 (g 1 (C)).
8.8 n n
, . 8.28,
. , :
) (
A, AT A = I, AT A, I
);
) (
A, AH A = I, AH
A);
) ;
) .
8.9 8.8
(, , ).
?
.
8.10 , ,
.
?

8.3.

219

8.11 A = [aij ]
B = [bij ] C = A B = [cij ]
cij = aij bij . m n
.
min{m, n}?
8.12 n n A B

AB + BA
C = A B :=
.
2
.
n?

8.3

.
.
, ( )
, . , .

, .

, .
, .
,
- .
. -
() , . -

220

8.

()
- .
.
, M . , M
.
8.64 M ,
x, y M d(x, y),
x y, :
1. d(x, y) > 0, x 6= y, d(x, x) = 0;
2. d(x, y) = d(y, x);
3. d(x, y) d(x, z) + d(z, y) z M .
d : M M R+ , M .
1 , ,
. 2 , x y y
x. x y.
3 . , x, y z
,
3.
1 3 , ..
- .
d : M M R,
1o d(x, y) = 0 x = y,
2o d(x, y) d(z, x) + d(z, y) x, y, z M .
d(x, y) = d(y, x),
d(x, y) 0. x = y 2o 1o ,
0 d(z, x) + d(z, x) = 2d(z, x) d(z, x) 0, .. .
-, z = y, d(x, y) d(y, x).

8.3

221

x y ,
d(y, x) d(x, y). , d(x, y) = d(y, x).
M d
(M, d). M (M, d). (M, d1 ) (M, d2 )
M d1
d2 .
8.65 (M, d) (N, e)
, f : M N ,
x, y M e(f (x), f (y)) = d(x, y). f
.
M1 M ,
M d. (M1 , d1 )
, d1
d : M M M1 M1 .
(M1 , d1 ) (M1 , d), ..
d d1 .
M ..
d(x, x) = 0 d(x, y) = 1 x 6= y x, y M .
, d M r > 0, ,
(x, y) 7 rd(x, y) (x, y) 7 d(x, y)/(1+d(x, y)), .
- , , r > 0 s 0 ,
(x, y) 7

rd(x, y)
1 + sd(x, y)

(8.2)

M .
, M M , 8.64 ,
(x, y) = 0 x 6= y.
8.66 , -, ( ), (M, ) .

222

8.

(M, ) ,
. x y
(x, y) = 0. [x] M M ,
x, [x] := {y M : (x, y) = 0}.
M/ [x] . ([x], [y]) 7 (x, y)
.
8.31 [0, 1] R
Z 1
d1 (f, g) :=
|f (x) g(x)|dx,
0

d2 (f, g) :=

(f (x) g(x))2 dx
0

d (f, g) := max{|f (x) g(x)| : x [0, 1]}.

[0, 1] R, ,
d1 d2 .
(M, d) M d.
8.67 a : N M M . , a M .
an := a(n), a
{an } , , (an ). ,
, .
M {an } M ,
. a(N) M , ,
a, a(N) N a M .
8.68 (an ) M ( ), > 0 N = N () N,
m N n > N d(an , an+m ) < .

8.3

223

8.69 (M, d) ,
(an ) M M , ..
a0 M , limn d(an , a0 ) = 0.
,
, .
x0 M > 0 .
8.70 )
B (x0 ) = B(x0 , ) := {x M : d(x, x0 ) < } M
,
B (x0 ) = B[x0 , ] := {x M : d(x, x0 ) } M
x0 . )
S (x0 ) := {x M : d(x, x0 ) = } M
x0 .
. . .
8.71 A M , x A > 0, B (x) A. A M
, M \A . , x, (
) x.
, B (x) x > 0.
.
A x, A\{x}
x. 2
2

, , , .

224

8.

.
.
, .
8.32
(1/n, 1/n), n N, {0}, .
8.72 x A A, > 0, B (x) A.
A A
A .
, A , .. A = A .
8.73 x M A M , M \A.
, B (x),
A.
8.74 x M A M , B (x) A,
M \A. A
A A.
, ( ) A A. A = (M \A).
8.33 > 0 S (x) B (x)
B (x).
8.75 x M A M , B (x) A,
x.

8.3

225

, x A
A. ,
A A.
8.76 A A A0 .
.
8.77 x A A M , A, ..
B (x), A, x.
, x A , A.
8.78 A := A A0 (
) A.
A A
A,
A.
,
A = A (A0 )0 A0 .
A M
(A = A) , , (A0 A).
8.79 A M ,
A A0 . A M M ,
M A, A (
), .. M = A0 A.

.
,
.

226

8.

8.34 [0, 1 1/n], n N, [0, 1), .

- .
8.35 ) .
) x Q
R\Q.
) x R
Q.
) Q R.
) Kn Kn , K R C,
Kn
v
u n
uX
d(x, y) = t
|xi yi |2
i=1

x y xi yi .
) Kn Kn
.
) .
) Q R.
) S := {1/n : n N} R.
0 R S.
) (0, 1), (0, 1], [0, 1) [0, 1] [0, 1].
8.80 A M
, A1 , A2 M , A A1 A2 ,
AA1 6= , AA2 6= . A M
.
8.81 ( )
diam(A) := sup{d(x, y) : x A, y A}

8.3

227

A M . A M
, diam(A) < . A, B M

d(A, B) := inf{d(x, y) : x A, y B}.
d(A, B) , A,
(A = {a}). d(A, B) = d(a, B) a B.
, A B 6= d(A, B) = 0,
. , [0, 1) (1, 2] ,
. d(A, A) = 0, d(A, B) = 0 A = B.
d(A, B) 2M \{}
M .
8.82 A, B
M (M, d)
(A, B) := max{h(A, B), h(B, A)},

h(A, B) := sup inf d(x, y) = sup{d(x, B) : x A}.

xA yB

.
8.83 A M ,
A . .
.
8.36 B1 = {x Rn : kxk < 1}
, {x Rn : 1 < kxk < 2}
.
M X, Y M .

228

8.

8.84 ) X
Y , Y X X. ) X
M , X = M .
, X
X M X = X X 0 , X 0 M
( ) X.
8.85 M , .
.
. X M , (M, d)
M d, (xn )
X, .. xn X n N. (xn ) X, x0 X. ,
> 0 N = N (, x0 ) > 0, n > N
d(xn , x0 ) < .
8.86 X (M, d),
, , X, ,
X. X , ,
X, .
, , - , , ,
, .

X = M .
M (M, d) , (M, d) , .
, , .
, . ,

8.3

229

. , ( ) . .
8.37 Rn n x =
(x1 , x2 , . . . , xn )
n
!1/2
X
2
d(x, y) :=
(xk yk )
.

(8.3)

k=1

, .
Cn n C.
.
8.87 X ( ), X
( ) .
8.38 Rn ( 8.37) .
(M, d) , X M ,
U := {U }, ,
M .
8.88 U
X, x X , x U , ..
X U .
U , , ,
U (M, d).
8.89 0 . U 0 := {U }, 0 ,
( U X), U 0
X.

230

8.

, U U 0 .
, : X M
X .
, .
- ,
. (18681942).
(M, d) , X M > 0 .
8.90 E M X, x X y E, d(x, y) < ,
..
[
X
B (y).
yE

X.
.
X M , > 0
X. (M, d) , X
M > 0 X.
.
(M1 , d1 ) (M2 , d2 ) , X M1 , Y M2
f : X Y .
8.91 f x0 X,
> 0 = (, x0 ) > 0,
x X, d1 (x, x0 ) < ,
d2 (f (x), f (x0 )) < . f U X,
x0 U .
f
( ) X.

8.3

231

x0 X, f : X Y
x0 > 0 = (, x0 ) > 0,
f (B (x0 )) B (f (x0 )).

.
8.92 f : X Y
U X, U f (A) Y
A U .
8.39 ) (M, d) a M . f : M R+ f (x) := d(x, a)
x X. |d(x, a) d(y, a)| d(x, y), f X. , (, )
= . ) , A M
d(x, A) := inf{d(x, y) : y A} x M A. d(, A) : M R+ .
f = (f1 , f2 , . . . , fn ) : M Rn , fk : M R, Rn
(8.3). f
a M
fk .
c R f, g : M Rn h : M R
a M . , x 7 cf (x), x 7 f (x)+g(x)
x 7 f (x)h(x), a. h(a) 6= 0,
x 7 f (x)/h(x) a.
(Mk , dk ), k = 1, 2, 3, f1 :
M1 M2 , f2 : M2 M3 . ()
f : M1 M3 , f (x) = f2 (f1 (x)), f = f2 f1 .
f1 a M1 f2
f1 (a), f a.
. f : M1 M2
M1 Y M2 ,

232

8.

(M2 , d2 ), f 1 (Y ) Y f (M1 , d1 ).
(M1 , d1 ) (M2 , d2 ) X M1 , Y M2
.
8.93 f : X Y ( X), > 0
= () > 0, x, x0 X, d1 (x, x0 ) < , d2 (f (x), f (x0 )) < .

, . ,
, , x, x0 .
, X M1 (M1 , d1 )
f : X Y . f (X) X
f (M2 , d2 ) , f
X (
).
, M2 = R d2 (x, y) = |x y|. X
M1 f : X R .
m, M R xm , xM X,
m = f (xm ) f (x) M = f (xM ), x X.
, , - -
( ).
,
.
(M, d) f : M R
, R d(x, y) =
|x y|.
8.94 f , b R
x M , f (x) b, .

8.3

233

.
(M, d) , .. (xn ) M , M . ,
(M, d) , (M1 , d1 ), (M1 , d1 )
(M2 , d2 ), (M, d). d2 :
M2 M2 R+ d1 : M1 M1 R+ M2 M2 .
M M1
Q R.
, M ,
.
8.95 (xn ), (yn ) M , (d(xn , yn )) 0.
, (xn ), (
) .
M1 d1 , d1 ((xn ), (yn )) := limn d(xn , yn ).
(M1 , d1 ) . M2 M1
, N {x}
x M . d2 d1
M2 M2 , (M, d) (M2 , d2 ) .
- , .
8.13 Kn , K = R K = C,
n x = (x1 , x2 , . . . , xn ), xi K. ,

dp (x, y) :=

n
X
i=1

!1/p
p

|xi yi |

234

8.

Kn p 1.
d1 (x, y) :=

n
X

|xi yi |,

i=1

d2 (x, y) :=

n
X

!1/2
|xi yi |2

i=1

d (x, y) := max{|xi yi | : i = 1, . . . , n}.

8.14 d M , , x, y, z M
|d(x, z) d(z, y)| d(x, y),
.
8.15 M d
M . ,
M M R+ , (x, y) 7 d(x, y) + (x, y), M .
8.16 f (M1 , d1 )
(M2 , d2 ). , f M1 , > 0 = () > 0,
d2 (f (a), f (b)) < a, b M1 , d1 (a, b) < .
) , f ,
. , .
) , (M1 , d1 ) f
, .
.
) A M1 . , M1 R+ , x 7
d(x, A), , d(x, A) := inf{d1 (x, y) : y A}
x A.

8.4

,
, .
, , R, C, Rn Cn .

8.4

235

- , M ,
K ( K
0 1). M ,
K .
.
,
. -
R C.
8.96 M , K, M M

(x, y) 7 x + y M, x, y M,
K M
(, x) 7 x = x M, K, x M.
, x, y, z M , K
:
x + y = y + x (x + y) + z = x + (y + z);
0M M M ,
x + 0M = 0M + x = x;
x M x,
x + (x) = 0M ;
(x + y) = x + y;
( + )x = x + x;
(x) = ()x;
1x = x.

236

8.

, 0x = 0M 0M = 0M . ,
x = 0M x = 0M , 6= 0, = 0, x 6= 0M .
-, ,
( ) 0M M 0.
M K (M, K).
M (M, K).
8.97 K = R (M, K) , K = C .
8.40 ) Rn n x = (x1 , x2 , . . . , xn ),
xk R, R. ) Cn n z = x + y, x, y Rn
(2 = 1), C.
, M
K, L K K.
K , L.
, L 6= K.
8.41 ) C C, R Q. ) Cn n C
, R . (Cn , R),
! ) n x, x Rn ,
R, R.
-.
8.42
K. ) Kmn m n K. )
f : A Kn , A .
f g (f +g)(x) := f (x)+g(x),
f K (f )(x) := f (x).

8.4

237

,
K.
, R C
.
.
M K A = {a1 , a2 , . . . , am }
, (.. )
m 1 ak M .
A ak , A = [a1 , a2 , . . . , am ] (
).
= {1 , 2 , . . . , m } m K.
8.98
l = l(A, ) :=

m
X

k ak M

(8.4)

k=1

a1 , a2 , . . . , am
1 , 2 , . . . , m .
, l a1 , a2 , . . . , am ,
l a1 , a2 , . . . , am .
(8.4) . , M . , l(A, ), m
ak A m k K. -
.
8.99 l , 1 =
2 = = m = 0, , k
.
, l(A, 0)
0M M . , , l(A, ), 6= 0, 0M .
.

238

8.

8.100 ) a1 , a2 , . . . , am , l(A, ) = 0M . )
, l(A, ) = 0M ,
l(A, ) , .. = 0, a1 , a2 , . . . , am
.
) ) 8.100 , A
.
. , , m 2.
, ..
m = 1. A = {a1 } a1
. l = 1 a1 = 0M , 1 6= 0
, a1 = 0M . , a1 6= 0M ,
1 a1 = 0M 1 = 0 l
.
. ,
, . ,
( !),
.
- m 2. ,
A
A A.
.
, , A , .. l(A, ) = 0M .
, 1 , . ,
1 ,
a1 =

m
X
k=2

k ak , k :=

k
.
1

a1 a2 , a3 , . . . , am .
, , A, a1 ,

8.4

239

( !) ,
a1 =

m
X

k ak

k=2

{2 , 3 , . . . , m }. , 1 = 1
k = k , k = 2, 3, . . . , m,
l :=

m
X

k ak = 0M .

k=1

l ( 1 = 1)
A .
.
. , x, y M ( ), y = x,
x, y, z M ( ), z = x + y,
, K.
, ,
.

M K.
8.101 A = {a1 , a2 , . . . , am } m 1
r 0, r ,
r + 1 .
rank(A) = r.
, A a1 = a2 = =
am = 0M . 8.101 , r m.
8.102 M m,
m , m+1 M . ,
M m dim(M ) = m.

240

8.

8.103 m
m M M .
E = {e1 , e2 , . . . , em }.
8.43 Kmn K mn. ,
Kn K n.
E = {e1 , e2 , . . . , em } m M
x M . {x, e1 , e2 , . . . , em } m+1
, M
m + 1. m + 1 , 1 , 2 , , m ,

m
X
x +
k ek = 0M .
(8.5)
k=1

6= 0, E . (8.5) , x
,
x=

m
X

k ek , k :=

k=1

k
.

(8.6)

8.104 (8.6) x M
x E. 1 , 2 , . . . , m
x E.
x, E. E , x m (1 , 2 , . . . , m ).
m M K
Km .
. ,
m
X
x=
k ek
k=1

8.4

241

x.
0M =

m
X
(k k )ek
k=1

E , k = k , k = 1, 2, . . . , m.
8.44 )

ek :=

k1
k2
..
.

Km , k = 1, 2, . . . , m,

km
ks (kk = 1 ks = 0 k 6= s), Km . . )
Eij Kmn
(i, j), 1, .. Eij
Eij (p, q) = ip jq . mn
Kmn . .
, .
8.105 M , m N M m
.
.
8.45 M (xn ) = (x1 , x2 , . . . )
K :
) (xn ) = (yn ) xn = yn , n N;
) (xn ) + (yn ) := (xn + yn );
) K (xn ) := (xn ).
M , .

242

8.

8.46 K = R K = C. C(K, K) K K . ,
t 7 tk , k = 0, 1, . . . . {1, t, . . . , tm1 }

m1
X
k tk = 0
k=0

0 = 1 = = m1 = 0
.
M
K. M K, , M
.
, M
m K, p > 1 K
L K, M L pm.
8.47 C C 1, C R
2. , Cn C n, Cn R
2n.
, Cn
n 2n.
( ).
8.48 R Q . , R Q .
-
.
8.106 L M
K , ,
K, .. , K
x, y L x + y L.

8.4

243

8.49 M 0 := {0M } ( )
M .
8.107 L M ,
, 0 M .

.
, .
8.108 L M
: () , x, y L x + y L, ) ,
K x L x L.
, .

8.50 Rn+ Rn ( Rn Rn ) n ( ) .
, . Rn+ Rn , .
M ,
L M dim(L) dim(M ). ,
dim(L) = 0 L .
,
, .
8.51 , K = R. : ) R1 = R
; ) R2 ; ) R3
.

244

8.

-.
8.52 ) M K
K, K = R K = C. C M
M .
) t1 , t2 , . . . , tp K.
B C x : K K,
x(tk ) = xk , k = 1, 2, . . . , p, C
x1 = x2 = = xp = 0. .
) C k M k , k = 0, 1, . . . (C 0 = C). C m
C k m > k.
) K , m,
(m + 1) C k .
A = {a1 , a2 , . . . , am } m (M, K).
8.109
(
span(A) = span{a1 , a2 , . . . , am } :=

m
X

)
k ak : 1 , 2 , . . . , m K

k=1

A A ( a1 , a2 , . . . , am ).
, span(A) M
, A, .. A.
H Kmn , , H,
Ker(H) := {y Kn : Hy = 0} Kn ,
H,
Rg(H) := {Hx : x Km } Km .

8.4

245

rank(H) H (
H),
dim(Ker(H)) = n rank(H), dim(Rg(H)) = rank(H).
, ,
, .
, , . ,
, .
A ( )
M a M .
a + A := {a + x : x A} M . , a + A ,
. , , a + A = b + A a 6= b,
a + A = A a 6= 0M .
L M .
8.110 a + L
M . L
a + L. L a + L.
L , a+{0M }
{a} M .
M M .
.
.

, a
/ L a + L M , 0M . ,
, 0M a + L, a L
a L, .
, a + L , a.
8.53 Ax = b x Rn
x0 , A Rmn b Rm .

246

8.

x0 + Ker(A),
Ker(A) := {y Rn : Ay = 0} Rn
A.
dim(x0 + Ker(A)) = dim(Ker(A)) = n rank(A),
rank(A) A, .. A. x0 + Ker(A)
b = 0.
8.54
n1
X
(n)
x (t) +
fk (t)x(k) (t) = g(t), t T,
k=0

x(k)

T R ,
k x :
t R f0 , f1 , . . . , fn1 , g . X
n C n (T, R).
g = 0 X .
X Y M , X Y
X + Y := {x + y : x X, y Y }
X Y , M . ,
X Y ( !) M .
M N , ,
K.
8.111 M N .
, .
8.112 f : M N : ) , x, y M f (x + y) = f (x) + f (y), ) ,
x M K f (x) = f (x).

8.4

247

8.113 f , , .. x, y M , K

f (x + y) = f (x) + f (y).
L(M, N ) M N , f + g f, g L(M, N )
f f L(M, N ) K
(f + g)(x) := f (x) + g(x) (f )(x) := f (x), x M .
8.114 f L(M, N ) , M N . f L(M, M )
.
8.115 M N ,
M N .
, M N
.
,
. , , m
K Km x =
(x1 , x2 , . . . , xm ) K.
f : M N .
8.116
Rg(f ) := f (M ) = {f (x) : x M } N
N , f .
Ker(f ) := {x M : f (x) = 0N } M
M , ,
f .

248

8.

LM := L(M, M )
M M , M .
eM M M , .. eM (x) = x M (x) = 0M x M .
f, g LM f + g LM
f g (f g)(x) = f (g(x)), x M .
8.117 f g f g
f g.
, f z, z LM ,
f z z M f .
f, g LM .
8.118 f g gf LM
f g. f g , f g = gf .
fn

f LM n N
LM f n = f f n1 , f n (x) = f (f n1 (x)), x M .

8.119 f LM , f 2 =
f.
eM f .
eM M .
8.120 f1 , f2 , . . . , fm LM , f1 + f2 +
+ fm = eM , .
8.55 M = Rn , x = (x1 , x2 , . . . , xn ) Rn ek Rn
, 1, k. f1 , f2 , . . . , fn LM , fk (x) = xk ek ,
.
8.121 f LM , , g LM , f g = eM .

8.4

249

gf = eM , g f f 1 . f
M M .
f ,
f f n := (f n )1 , n N.
8.122 x M
f LM , K,
f (x) = x.
f , (, x)
f .
8.123
f f spect(f ) K.
. , x f , kx, 0K 6= k K,
f .
,
.
K = R K = C.
8.124
rad(f ) := sup{|| : spect(f )}
f LM .
rad(f ) , -
C , f .

Q, R C. ,
f ( )
f .

250

8.

( ) (
) .
.
.
K K, V V
K K , V V ( -
). f : V V f : V V ,
f (x) = f (x) x V , .. f f V .
K x V f
f .
, K
R ( R). K = C.
"

#
1 1
8.56
{1 +
1
1
, 1 } [1, ]T , [1, ]T
.
,
,
.
8.125 (M, d)
, x, y, z M
d(x, y + z) = d(x y, z).

(8.7)

d .
, (8.7) d(x + t, y + t) =
d(x, y), x, y, t M .
.
,
.

8.4

251

8.57 (M, d), M = C M = R

d
|x y|

d(x, y) := p

(1 + |x|2 )(1 + |y|2 )

, . , x =
y = z = 1
1
1
d(1, 1 + 1) = f (1, 2) = 6= d(1 1, 1) = d(0, 1) = .
10
2
(M, d) x, y, u, v M d(x + u, y + v) d(x + y) + d(u + v).
( ) .
,
.
,
. ,
.
x, y M , M R C.
8.126
[x, y] := {tx + (1 t)y : 0 t 1} M
, , x y.
8.127 A M ,
x, y A [x, y] A, ..
.
,
.
, A x0 M , x0 + A .

252

8.

8.58 M ( M ) .
A M .
8.128 x A,
y M = (y) > 0, x + ty A |t| < ,
A.
8.129 f M R ( C)
( ) .
K R C M = Kn . f
M K
f (x) =

n
X

ck xk , ck K,

k=1

x = [x1 , x2 , . . . , xn ]T Kn . c = [c1 , c2 , . . . , cn ]T Kn ,
f (x) = cT x.
, c Kn
f : Kn K f (x) = cT x.
Kn K ( )
Kn .
8.130 f ,
x, y M t [0, 1]
f (tx + (1 t)y) tf (x) + (1 t)f (y).
f : M R
M . R
a M . ,
A := {x M : f (x a) < } M

A := {x M : f (x a) } M

8.4

253

. , x, y A t [0, 1].
f (tx + (1 t)y a) = f (t(x a) + (1 t)(y a))
tf (x a) + (1 t)f (y a)
< t + (1 t) = .
A [x, y]
. A.
8.131 A M : ) , x A [1, 1] x A ) , x M > 0,
x A.
8.59 p > 0 Bp x Rn ,

n
X
|xk |p < 1.
k=1

Bp p > 0,
p 1.
8.60 Rn+ ( Rn ) x Rn
( ) . Rn+ Rn
, .
8.61 A M , 0M , .
M A = {a1 , a2 , . . . , am }
M .
8.132
)
(m
m
X
X
conv(A) :=
k ak : k 0,
k = 1
k=1

k=1

A ( a1 , a2 , . . . ,
am ).

254

8.

, conv(A) .
, , .
Kn n
K. ,
K Kn .
L
K
x + y L

(8.8)

x, y L , K.

.

( )

. (8.8) L () . .. , .
,
.
A,
, A, B, C. L
, . ,
(A, B) A A A, B A x L,
x = AB. A ,
B AB.
8.133 A,
L, , ,
, : ) A
A x L B A,
AB = x ) AB = x L BC = y L, AC = x + y L.

8.5.

255

(A, L) A,
L.
, AA L AB = BA.
A ( )
( ) L.
,

.
L A, L. L ,
a, b A = L, ,
b a L.
, A, L, .
O A, A A .. OA L.
, L.
Kn , ( ).
. Kn O 0Kn = [0, 0, . . . , 0]T .

8.5

. ,
.

,
.
M K = R K = C.
M , M ,

256

8.

M . -, .
8.134 k k : M R+ , M , , :
1. kxk = 0 x = 0M ;
2. kx + yk kxk + kyk x, y M ;
3. kxk = || kxk K x M .
1 3 8.134
. .
, .
k k : M R, kxk = 0 x = 0,
2 3. , 3 (
= 0), k0M k = 0, .. 1. ,
kxk 0 x M , 2 y = x,
kx + (x)k = k0M k = 0 kxk + k xk = 2kxk.
kxk 0, .
8.135 M , k k,
, .
(M, k k), M .
,
.
k kM M .
M
, kk1 kk2 . (M, kk1 ), (M, kk2 )
. ,
.. , kxk = 1
R2 x = (x1 , x2 ), kxk1 := |x1 | + |x2 |,

8.5

257

p
kxk2 := x21 + x22 kxk := max{|x1 |, |x2 |}.
... !
8.136 1 8.134 - k0M k = 0, k k ,
M .
p().
(M, p) p(x) = 0 x 6= 0M .
,
d(x, y) := kx yk, , -
d(x, y) =

rkx yk
, r > 0, s 0.
1 + skx yk

, .. (M, d) , x 7 d(x, 0M ) .
, p M M
(x, y) := p(x y).
8.137 k k M ,
x, y M kxk = kyk = 1 ktx + (1
t)yk < 1 0 < t < 1.
, S (x0 ) = {x M :
kx x0 k = } M .
8.62 Rn x = (x1 , x2 , . . . , xn )
n
!1/p
X
|xk |p
kxkp :=
, p 1,
k=1

1 < p < .
8.138 M , x 6= 0 y 6= 0 kx+yk = kxk+kyk
x = y > 0.

258

8.

,
.
8.63 [0, 1] R
Z 1
kf k1 :=
|f (x)|dx,
0

s
Z
kf k2 :=

f 2 (x)dx
0

kf k := max{|f (x)| : x [0, 1]}.

[0, 1] R
k k1 k k2 . , f

. kf k1 = kf k2 = 0, f
.
8.139 kk1 , kk2 : M R+ , b a > 0, akxk1 kxk2 bkxk1
x M .
, M kxk, x
M , d(x, y) = kx yk, x, y M .
| kxk kyk | kx yk, .
-
.
a M r > 0.
8.140
Br (a) := {x M : kx ak < r} M
a r.
B r (a) := {x M : kx ak r} M.

8.5

259

a r.
Sr (a) := {x M : kx ak = r} M
a r.
B r (a) = Br (a) Sr (a). S1 (0) := {x Rn :
kxk2 = 1} Rn Sn1 . ,
(n 1) . , m Rn ,
m .
8.141 U M : ) ,
a U r > 0, Br (a) U , ) ,
M \U .
Br (a) .
B r (a) ,
M \B r (a) = {x M : kx ak > r} .
, x, y M r > 0, Br (x) Br (y)
. , r
r kx yk/2.
.. ,
.
M K. ,
, M , .
, , .
f : N M M .
fn := f (n),
(f1 , f2 , . . . ) (fn ) {fn }. M {fn } M , .
, fn M , f (N) N
f (..
) M .

260

8.

8.142 , (fn ) M f M
( f ),
(kfn f k) .
, > 0 N = N (),
kfn f k < n > N . limn fn = f .
8.143 (fn ) ,
, > 0 N = N (),
kfm fn k < m, n > N .
, (fn ) f ,
kfm fn k = kfm f + f fn k kfm f k + kfn f k.
, , .
M , .. f M
X Y , X Y .
- .
8.144 (fn ) M
: ) x X, (fn (x)) Y ,
) X, x X.
,
M , . ,
. ( ) fn (fn ),
, ,
f .
8.145 ) M ,
M . )
M .
X, Y f : X Y .
X Y k k.

8.5

261

8.146 ) A X , < , kxk x A, ..

sup{kxk : x A} < . ) f ,
f (A) Y A X f
.
8.147 f ,
K x X kf (x)k = || kf (x)k.
(,
- kf (x)k f , f (x) Y ).
8.148
kf k := sup
x6=0

kf (x)k
= sup{kf (x)k : kxk = 1}
kxk

(8.9)

f .
,
kf k = inf{l 0 : kf (x)k lkxk, x X}.

(8.10)

, (8.10) f .
, (8.9) . , , X Y .
kf kX,Y .
f : X Y , f
kf k0 := sup{kf (x)k : x X}, kf k0 =
.
8.149 f ,
kf k0 < .
X Y
,
B(X, Y ). f0 , , , B(X, Y ). , Kn
f kf k0 .

262

8.

f : N M M
fn := f (n), (fn ) f .
F N M ,
f g , K f +g,
(f + g)(n) := f (n) + g(n), .
8.150

fn = f1 + f2 + + fn +

(8.11)

n=1

M fn .
, (8.11) f .
8.151
sp (f ) :=

p
X

fn M, p N,

n=1

p ( ) (8.11).
8.152 (8.11) , (sp (f ))
, S0 (f ) M . S0 (f )
, (8.11).
8.152
S0 (f ) = S0 (fn ) =

fn .

n=1

F0 F f , (8.11) .
, F0 F .
- S0 : F M , f F
S0 (f ) M (8.11), : S0 (f +g) := S0 (f )+
S0 (g).
..
. ,
.
F0 G F .

8.5

263

8.153 S : G M ,
G|F0 F0 S0 .
S f F0 S(f ) =
S0 (f ). G F f , t (0, 1)

X
fn tn .
n=1

tn )

S0 (fn
F1 G
,
S1 (f ) :=

lim S0 (fn tn ) M.

t1,t<1

, F0 F1 S1 : F1 M .
.
8.64 f fn = (1)n+1 11+1 ,
, .. f
/ F0 . , t (0, 1)
(1)n+1 tn t/(1 + t). t 1 0
S1 (f ) = 1/2.
p N f F
p

1X
1 XX
fk .
p (f ) :=
sn (f ) =
p
p
n=1

n=1 k=1

F2 F f , (p (f )) , S2 (f ) M .
, F0 F2 S2 : F2 M .
. - , ,
F2 F1 S2 (f ) = S1 (f ) f F2 .
8.154 (8.11) ,

X
kfn k.
(8.12)
n=1

264

8.

, .
. Fa F0 ,
.
F , ( ) f g,
(f g)n := (fn gn ), f g,
(f g)n := f1 gn + f2 gn1 + + fn g1 =

n
X

fk gn+1k .

k=1

- .
f, g Fa S0 (f g) = S0 (f )S0 (g). , , f, g F1 ,
S1 (f g) = S1 (f )S1 (g).
8.65 f = (1, 1, 1, 1, . . . ). f 2 = (1, 2, 3, 4, . . . ). S1 (f 2 ) = S12 (f ) = (1/2)2 = 1/4, .. 1 2 + 3 4 +
- 1/4 (!)
L(X, Y ) X
Y , X Y K = R
K = C.
f L(X, Y )
X Y .
, f : X Y : ) X,
> 0 x0 X = (, x0 ) > 0, kf (x)
f (x0 )k < kx x0 k < ; ) X, sup{kf (x)k :
x X} < ) ( ) X,
f (A) Y A X
.
, f : X Y
f 1 (B) X B Y
.
, f : X Y :
X
Br (0),
X 0X .

8.5

265

- .
8.66 C k := C k (a, b) k
(a, b) R. .
) F : C 0 C 0 , F x(t) = x(t)/(t a),
. , 1/(ta) t a, t > a.
) D : x 7 x0 C 1 C 0 . , t 7 sin(t a)1 t 7 (t
a)2 cos(t a)1 , t = a.
Lb (X, Y ) L(X, Y ) Lc (X, Y ) L(X, Y )

.
, f L(X, Y )
X X, ..
Lb (X, Y ) = Lc (X, Y ).
, X ( ), X
Y .
, X , Y
( K), L := L(X, Y )
K (8.9).

. X Y .
8.155 f : X
Y , f 1 : Y X
.
,
, . , ,
, .
X Y f : X Y
. f .

266

8.

: X , Y
f L(X, Y ) , f .
X Y .
8.156 f L(X, Y ) , , kf (x)k = kxk
x X.
8.67 Kn
kxk :=

n
X

!1/2
2

|xk |

, x = (x1 , x2 , . . . , xn ).

k=1

f L(Kn , Km ) F Kmn ,
f (x) = F x. F x Km
F x Kn .
K = R f L(Rn , Rn ) F Rnn , F T F = In , F T
F In n n .
K = C f L(Cn , Cn ) F Cnn , .. F H F = In , F H
F .
,
f L(X, Y ) .
f 1 L(Y, X) .
. , .
8.68 K
() f L(X, X) f (x) := x. f 6= 0, || = 1.
Y K = R K = C. Lc (K, Y )
K Y Y .

8.5

267

, y Y f (y) : K Y ,
f (y)() := y, K. kyk = || kyk, kf (y)k = kyk.
f . f : Y Lc (K, Y ). ,
g Lc (K, Y ) g(1) Y . g : Lc (K, Y ) Y , f .
, kf (y)k = kyk, , f .
Y K K.
8.157 Ya := L(Y, K) Y K ,
Yt := Lc (Y, K) Y K Y .
, Yt .
Ya Yt , Ya
Y K, Y .
Y , dim(Y ) = n, Y :=
Yt = Ya dim(Y ) = n.
X1 , X2 , . . . , Xp Y K. f : X Y , X := X1 X2 Xp .
p x = (x1 , x2 , . . . , xp ) X
f (x1 , x2 , . . . , xp ) Y .
8.158 f , p,
( ).
, f
f (a + b, x2 , x3 , . . . , xp ) = f (a, x2 , x3 , . . . , xp ) + f (b, x2 , x3 , . . . , xp ),
a, b X1 , xk Xk (k = 2, 3, . . . , p) , K.

268

8.

8.69 A Kmn , K = R K = C.
f : Km Kn K,
f (x1 , x2 ) := x1 T Kx2 , x1 Km , x2 Kn ,

(8.13)

.
(8.13) ,
|f (x1 , x2 )| kKk kx1 k kx2 k,

(8.14)

kKk := max{kKyk : y Kn , kyk 1}

( k k ).
(8.14) .
X1 , X2 , . . . , Xp Y K.
X = X1 X2 Xp ,
kxk := kx1 k + kx2 k + + kxp k.
8.159 f : X Y ( ), C =
C(f ) 0,
kf (x1 , x2 , . . . , xp )k Ckx1 k kx2 k kxp k.

(8.15)

- C 0, (8.15)
x1 , x2 , . . . , xp , f kf k.

. ..
Rn . x, y Rn x y y x Rn+ (
xi , yi x, y
xi yi , i = 1, 2, . . . , n).
M .

8.5

269

8.160 ||| ||| : M Rn+ ,

x, y M K :
1. |||x||| = 0 x = 0M ;
2. |||x + y||| |||x||| + |||y|||;
3. |||x||| = || |||x|||.
,
| |.
m = m1 + m2 + + mn m. x = (x1 , x2 , . . . , xm ) Km
x = (1 , 2 , . . . , n ), i = (i1 , i2 , . . . , i,mi ) Kmi , i = 1, 2, . . . , n.
x
|||x||| = (k1 k, k2 k, . . . , kn k) Rn+ .
, n = m , . . ,
|x| := (|x1 |, |x2 |, . . . , |xm |) Rm
+ x
x.

M , ,
|||x||| = 0 x 6= 0M .
8.70 f = (f1 , f2 ) :
2
[0,
qR1] R ||| |||, |||f ||| := (p(f1 ), p(f2 )) p(fi ) :=
1 2
0 fi (x)dx, .
, , ||| ||| .
,
. , ..
. , ,
- .
M K. d : M
M R+ , d(x, 0M ) = ||d(x, 0M )

270

8.

K x M , 0M M .
k k : M R+ , kxk := d(x, 0M ), x M , .
M k k
, d(x, y) = kxyk. (M, d)

x M d(x, 0M ). , d(, 0M ) : M R+
.
8.71 R ( C) , d(x, y) :=
|xy|/(1+|xy|, ,
, x 7 d(x, 0) = |x|/(1 + |x|).
M R C kk

- .
-
,
.

x
sign(x) :=
, x 6= 0M ,
(8.16)
kxk
sign(0M ) := 0M .
8.161 x, y M .
(x, y) := ksign(x) sign(y)k
x y.
, x, y
M \{0M }. x 6= 0M (x, 0M ) =
1, (0M , 0M ) = 0.
-
, (x, y) x
y. , x, y 6= 0

(x, y)
2 sin
= (x, y).
(8.17)
2

8.6.

271

x y , (8.17) (x, y).

.
1. (x, y) = (y, x), 0 (x, y) 2.
2. (x, y) = 0, y = x > 0.
3. (x, y) max{kxk, kyk} 2kx yk.
2 x = y = 0M .
x M U, V M (
).
8.162 ) x Y
(x, Y ) := inf{(x, y) : y Y }.
) X Y
(X, Y ) := sup{(x, Y ) : x X}.
(X, Y ) 6= (Y, X).

(X, Y ) := max{(X, Y ), (Y, X)}
X Y .

8.6

, ..
. , .

272

8.

.

, ,
. ,
.
, M K
0 = 0M , K = R, , K = C.
8.163 M , x, y, M
(x, y), x y,
, :
1. (x, x) 0 (x, x) = 0 x = 0;
2. (x, y) = (y, x);
3. (x, y) = (x, y) R;
4. (x + y, z) = (x, z) + (y, z).
(x, y)
x y.
.
2 4 , (x, y) = (x, y)
(x, y + z) = (x, y) + (x, z).
( -) (, ) : M M R, 1 4
8.163.
8.164 (x, y),
2 4, 1 - (x, x) 0 (..
(x, x) = 0 x 6= 0),
x y.
2 4 ,
M M R.
. A : M M .

8.6

273

p
kxk := (Ax, Ax).

(8.18)

-
kxk =

p
(x, x),

(8.19)

(8.18) A x 7 x M .
A : M M , (8.18)
M , . , (x, y)
, (8.19) M .
(8.18) (8.19)
( -)
|(Ax, Ay)| kxk kyk

(8.20)

|(x, y)| kxk kyk

(8.21)

, x = 0 / y = 0, (8.20) (8.21)
. , x 6= 0 y 6= 0.
R (A(x y), A(x y)) 0,
kyk2 2 2(Ax, Ay) + kxk2 0.

(8.22)

(8.22) R
(Ax, Ay)2 kxk2 kyk2 (8.22)
, (8.20).
Rn
x = [x1 , x2 , . . . , xn ]T , y = [y1 , y2 , . . . , yn ]T

(x, y) := x y = y x =

n
X

x k yk

k=1

.
Rn .

274

8.

8.165 := (x, y) x y Rn
[0, ], : ) ,
(0, y) = (x, 0) = /2;

(8.23)

) x 6= 0, y 6= 0 [0, ],
(x, y)
cos =
.
(8.24)
kxk kyk
, (8.21)
(8.24) , [1, 1].

R2 R3 .
(8.23), (8.24),
Rn , .
, ,
, , .
8.166 x, y M
(x, y) = 0.
M M .
- .
8.72 Rmn m n

T

(A, B) := tr(AB ) =

m,n
X

aij bij , A, B Rmn ,

i,j=1

tr(E) E
E.
vec(A) Rmn , A,
(A, B) = vecT (B)vec(A) vec(A) vec(B).

8.6

275

8.73 f : [0, 1] R

Z 1
(f, g) :=
f (t)g(t)dt.
(8.25)
0

, , (8.25)
.
8.74 l2
(xn ),

X
x2k < ,
k=1

(x, y) :=

xk yk

k=1

.
8.167 M , x, y, M (x, y), x y,
1 4 8.163, 3
C, 2
2 . (x, y) = (y, x), z
z C.
.

(x, y) = (y, x) = (y, x) = (y, x) = (x, y).

(8.26)

, 3 (x, y) = (x, y)
(8.26) (x, y) = (x, y).

(8.19). (8.21).

276

8.

8.75 Cn
x = [x1 , x2 , . . . , xn ]T , xk C,

(x, y) := y x =

n
X

xk y k

k=1

. xk
xk0 + xk1 , xk0 , xk1 R (2 = 1),

n
n
X
X
(x, y) =
(xk0 yk0 + xk1 yk1 ) +
(xk1 yk0 xk0 yk1 ).
k=1

k=1

n
X
2

(x, x) = kxk =
xk0 + x2k1 .
2

k=1

, () M
() .
8.168 := (x, y) x y M [0, ],
(0, y) = (x, 0) = /2,
(8.27)
x 6= 0, y 6= 0
cos =

Re(x, y)
.
kxk kyk

(8.28)

, (8.28) [1, 1].

,
.
C x = x0 + x1 , x0 , x1 R
2
= 1,
(x, y)C := xy = (x0 + x1 )(y0 y1 ) = x0 y0 + x1 y1 + (x1 y0 x0 y1 ).

8.6
|x| :=
x.
xy 6= 0
cos =

277

p
p
(x, x) = x20 + x21

x0 y0 + x1 y1
Re(x, y)C
=
.
|x| |y|
|x| |y|

x C
#
"
x0
R
R2 ,
x :=
x1
x y
xR y R R2 . x
xR .
C R2 , x C
xR R2 .
= 0 +1 C
= () : C C,
(x) := x = 0 x0 1 x1 + (1 x0 + 0 x1 ).

#
"

x
0 0
1 1
R2 ,
R xR =
1 x0 + 0 x1

"
R :=

0 1
1 0

#
R22 .

R R2 = (), ,
R R22 .

. M (x, y) R kxk =
p
(x, x). , M = Rn . N ( ) x := x0 + x1 , x0 , x1 M

278

8.

. x0 x1 x .
x
"
R

x :=

#
x0
x1

P,

P := M M . x0 , x1 -
P . 0N := 0M + 0M N .
N ,
x, y N x + y := x0 + y0 + (x1 + y1 ),
= 0 + 1 C (0 , 1 R) x N
x := 0 x0 1 x1 + (1 x0 + 0 x1 ).
8.169 N , M .
, = 0 + 1 x,
"
(x + y)R := xR + y R =

x0
x1

"
+

y0
y1

"
=

x0 + y0
x1 + y1

((x))R

(x)R = R xR
#"
# "
#
"
0 x0 1 x1
0 I 1 I
x0
.
=
:=
1 x0 + 0 x1
x1
1 I 0 I
=

(8.29)

I : M M M , .. I(x) = Ix = x
x M . (8.29)
"
A :=

A00 A01
A10 A11

#
,

8.6

279
"

Aij : M M , u =

"
A(u) = Au :=

A00 u0 + A01 u1
A10 u0 + A11 u1

u0
u1

#
P,

#
P.

x := x0 x1 N
x = x0 + x1 N .
"
#"
# "
#
I
0
x0
x0
R
x =
=
.
0 I
x1
x1
x, y N
(x, y)N := (x0 , y0 ) + (x1 , y1 ) + ((x1 , y0 ) (x0 , y1 )) C.

(8.30)

(, ) : M M R
M 3, (u, v) = (u, v) u, v M ,
R. (u, v) = (u, v) C,
,
(x, y) = (x0 + x1 , y0 y1 ) = (x0 , y0 ) + (x1 , y1 ) + ((x1 , y0 ) (x0 , y1 )),
.. (x, y)N := (x, y). , ,
(x, y)N
(8.30).
, (x, y)N N
. , (8.30)
(x, x)N = (x0 , x0 ) + (x1 , x1 ) = kx0 k2 + kx1 k2 0,

(8.31)

x0 = x1 = 0M , .. x = 0N .
1. (8.31)
N
p
p
kxkN := (x, x)N = kx0 k2 + kx1 k2 , x = x0 + x1 .

280

8.
(8.30)
(x, y)N = (x0 , y0 ) + (x1 , y1 ) ((x1 , y0 ) (x0 , y1 ))

(y, x)N = (y0 , x0 ) + (y1 , x1 ) + ((y1 , x0 ) (y0 , x1 )).

, , (u, v) = (v, u), (y, x)N = (x, y)N , , 2 .
3 4 . N
(8.30) .
P = M M
(u, v)P := (u0 , v0 ) + (u1 , v1 ) R,

"
u=

u0
u1

"
, v=

v0
v1

(8.32)

#
.

(8.33)

P
. , k kP : P R+ ,
p
kukP := (u, u)P , P .
u P
uC := u0 + u1 .
x N u P (xR )C = x (uC )R = u. , kukP =
p
(uC , uC )N = kuC kN .
u, v
P , (8.33),
cos :=

cos =

(u, v)P
.
kukP kvkP

Re(uC , v C )N
.
lef t(kuC kN kv C kN

8.6

281

, x, y
N (8.30) xR , y R
P = M M (8.32).
A0 , A1 : M M M ,
A = A0 + A1 : N N
Ax = A0 x0 A1 x1 + (A1 x0 + A0 x1 ), x = x0 + x1
( Ax A(x)).
#
#"
# "
"
A0 x0 A1 x1
A0 A1
x0
R
.
=
(Ax) =
A1 x0 + A0 x1
x1
A1
A0
.
8.170 P N , N P .
, xR P x N , uC N
u P .
#
"
A
A
0
1
,
AR :=
A1
A0
(Ax)R = AR xR . AR : P P A : N N .
- .
8.76 Cmn mn

H

(A, B) := tr(AB ) =

m,n
X

aij bij , A, B Cmn ,

i,j=1

B H Cnm B Cmn ,
.. B H (i, j) = B(j, i). 8.72 , (A, B)
vec(A) vec(B).

282

8.

8.77 f : [0, 1] C

Z

(f, g) :=

f (t)g(t)dt =
0

f g.
0

f g f = f0 + f1 , g = g0 + g1 , fj , gj : [0, 1] R,

Z 1
Z 1
(f, g) =
(f0 g0 + f1 g1 ) +
(f1 g0 f0 g1 ).
0

8.78
(xk ),

X
|xk |2 < ,
k=1

(x, y) :=

xk y k

k=1

.
(x, y) :=
ksign(x) sign(y)k x y
M . , sign : M M (8.16).
, x, y M \{0m } (x, y) = 2 sin 2 , x y.
-
, .
V , ..
C . x, y V x + y V , C, , R. V
R. , (V, C)
(V, R). (V, Q) Q .

8.6

283

(V, QC), QC
a + b, a, b Q.
, (V, K) , (V, L) L K.
8.79 C ( 1), R ( 2), QC Q.
.
.
8.171 ( ), ( ),
.
, .
M X, Y M .
X Y , Y X X, M , X = M (
X X M X = X X 0 , X 0 M X).
M ,
.
H .
(xn ) H (, ) , (8.19).
8.172 (xn ) x
H, (dn ), dn := kx xn k. H .
x 8.172 . , H
, .. .

284

8.

,
H H H R+ .
8.173 (xn ), H,
x H, y H limn (xn , y) = (x, y).
, limn (xn x, y) =
0. x {xn }.

.
, H, ,
. , H .
,
,
.
,
, .
(xn ) H x H, (kxn k) kxk. (xn )
x.
x, y H. ,
kx + yk2 = (x + y, x + y) = kxk2 + 2(x, y) + kyk2 ,
kx yk2 = (x y, x y) = kxk2 2(x, y) + kyk2 .

kx + yk2 + kx yk2
,
2
(x + y, x + y) (x y, x y)
kx + yk2 kxk2 kyk2
(x, y) =
=
.
4
2

kxk2 + kyk2 =

, H , .. kx + yk = kxk + kyk, x, y H, x = y
> 0.
H
(

8.7. 285
), .
.
.
k k Cn , L, M Cn dim(L) =
dim(M ) = l a Cn .
a L ( )
d(a, L) := min{ka xk : x L}.
x0 L, d(a, L) = ka x0 k,
a L ( k k).
2
d(a, L) = k(In PL )ak2 .
PL := QL QL H L, QL Cnl
, L.

h(L, M ) := max{d(x, M ) : x L, kxk = 1}.
h(L, M ) 6= h(M, L).
8.174
g(L, M ) := max{h(L, M ), h(M, L)}
L M .
g(L, M ) = g(M, L). 2,
g(L, M ) = kPL PM k2 .

8.7

( )

286

8.

[15]. , K
R C .
, , , 1.

.
8.175 U Knn , U H U =
In , , U T U = In .
, AH = AT
A AH (i, j) = A(j, i) (i, j).
A , AH = AT . A ,

A = A0 + A1 Cmn , A0 , A1 Rmn = 1, AH = A0 T A1 T .
U
, ui
ui H uj = ij , ij , ii = 1 ik = 0
i 6= k.
n n K (
K = R K = C) - U(n) O(n, K), .

.
U , det(U ) = 1, ,
| det(U )| = 1.
A
, A = U SV H ,
S A, U V . U V ,
V = U .
.
S
, . A

8.7

287

A 7 S = U H AV .
, 2
kAk2 = max{kAxk2 : kxk2 = 1},
, F
sX
q
H
|aij |2 , A = [aij ],
kAkF = tr(A A) =
i,j

. , ,
: kSk2 = kAk2 kSkF =
kAkF .
kABkF kAk2 kBkF , kABkF kAkF kBk2 ,

kA1 A2 Ar kF kAk kF

kAi k2

(8.34)

i6=k

k {1, 2, . . . , r}.

U U(n) U O(n, R), kU k2 = 1 kU kF = n.

U(n) Cnn O(n, R) Rnn

n ,
(U, V ) = tr(U V H ).
() U U = U0 +U1 ,
U0 , U1 ,
#
"
U0 U1
R
U :=
U1 U0
, ..
A0 T A0 + A1 T A1 = I, A0 T A1 = A1 T A0 .
8.175 U ( ) , U T U = I.
U
A0 T A0 A1 T A1 = I, A0 T A1 + A1 T A0 = 0.

288

8.

.. . ,
. (
) ( ). ,

.
8.176 , -
, 22
, 1.
-, (p, q), p < q, n n Rpq ,
rik (i, k) .
#
"
rpp rpq
C22
(8.35)
rqp rqq
1, rik = ik , {i, k} {p, q} = .
.
. u Cn .
8.177
2uuH
Cnn
uH u
, .
H(u) := In

, H(u) = H(u) .
, H(u) .

H(v) := In

2vv T
Rnn , 0 6= v Rn .
vT v

8.7

289

H(v) .
x Cn H(u)
uH x,

H
2u x
u.
H(u)x = x
uH u

H(u)u = u

2uH u
uH u

u = u 2u = u

det(H(u)) = 1.
,
x 7 H(u)x Ker(uH ) = {x
Cn : uH x = 0}. ,

uuH x
H
H
= 2(uH x uH x) = 0,
u (x + H(u)x) = 2u
x H
u u
.. u x H(u)x.
, u x H(u)x,
x H(u)x 2.
, H(u) Ker(uH ).
. x, y Cn 2.
U , x y, .. y = U x. H(u)
, U = H(x y), ..
H(x y)x = y, kxk2 = kyk2 > 0, x 6= y.
x ,
k. ,
x Cn k ek
In ( ). C || = 1.

H(x y)x = y, y := kxk2 ek 6= x.

(8.36)

290

8.
= 1
H(x y)x = y, y := kxk2 ek .

(8.37)

(8.36), (8.37),
.
xk x k , .. xk = k exp(k ),
k + , = exp(k ).
k x y (k + kxk2 ) exp(k ).
, xk ( ) y = kxk2 ek ( y = kxk2 ek ).
H(x kxk2 ek ) ,
x = H(x y)y = kxk2 H(x y)ek = kxk2 hk (x y),
hk (x y) k H(x y). H(u)
x 6= 0 kxk2 ek k
hk (u) x.
. x Cn . n (n 1) V ,
U := [x, V ] , .. V H V = In1 xH V = 0.
x ek In , V
In . , x In .
h1 , h2 , . . . , hn H(x e1 ),
x e1 . V = [h2 , h3 , . . . , hn ]. , x = h1 .
QR

,
x , k ek . .. (
), QR

8.7

291

.
.
A = [aij ] m n r 1. k1 , k2 , . . . , kr
r A. r1 1 A, r2 > r1 - ,
r1 , r2 2 ..
8.178 s {1, 2, . . . , r} .
, A s , aij = 0
i = 1, 2, . . . , s j < ki , l = 1, 2, . . . , s i > kl , j = kl .
A , r .
,
0 .
A ai,ki 6= 0 i = 1, 2, . . . , r
ai,ki ( ai,ki
). A s , ai,ki 6= 0 i =
1, 2, . . . , s. , A , aij = 0 i > r.
, A s s 1,
l l = 1, 2, . . . , s 1.
A
, kr > r, .. r A

. A AT
. - . - .
8.80 m = 4, n = 6, r = 3 k1 = 2, k2 = 4, k3 = 5.
1,2,3

A=

0
0
0
0

0 0
0 0
0 0

292

8.

A=

A=

0
0
0
0

0 0
0 0 0
0 0 0

0
0
0
0

0 0
0 0 0
0 0 0 0 0

A , , , , ,
A .
.
, A r k
(k < r),
#
"
Ak

,
A=
0 Ak+1
krk Ak , (mk)(nrk )
Ak+1 r k.
.
m n A r,
Q U(m),
A = QR,

(8.38)

mn R . , r < m,
m r R
#
"
R1
A = QR = [Q1 , Q2 ]
= Q1 R1 ,
(8.39)
0
R1 r n
, Q1 , r Q.
8.179 A = QR A = Q1 R1 QR
QR A.

8.7

293

QR , A =
QR, n n , , r
A ,
. QR
.
, LQ A =
H
LP , L P U(n).
r < n, n r L
#
"
P1 H
H
= L1 P1 H .
A = LP = [L1 , 0]
P2 H
L1 , P1 ,
r P .
A , QR LQ
, Q P .
R L,
A 7 R = QH A A 7 AP
U(m) U(n) Cmn .
R L .
l1 , l2 , . . . , lr r
A L. R L - r(n +
P
P
1) ri=1 ki r(m + 1) ri=1 li ( r )
, A
U(m) U(n).
() ki = li = i r(2n r + 1)/2 r(2m r + 1)/2
A . r
(k1 , k2 , . . . , kr ) (l1 , l2 , . . . , lr )
A - .

( ) .
QR
. A m n
a ,
H, a Ha = kak2 e1 ,

294

8.

e1 Im , A
1 HA.
,
. H1
, A 1 ,
"
H1 A =

01(r1 1)

0(m1)(r1 1) 0(m1)1

A2

#
,

A2 (m 1) (n r1 ) r 1.
H20 (m 1) (m 1) , A2 1 . H2 := diag(1, H20 )
H1 A A2 1
. H2 H1 A 2 ,

H2 H1 A =

01(r1 1)
01(r1 1)

01(r2 r1 )

0(m2)(r1 1) 0(m2)1 0(m2)(r2 r1 ) 0(m2)1

,
A3

A3 (m 2) (n r2 ) r 2.
, k
Hk Hk1 H1 A, k , (m k) (n rk )
Ak+1 r k.
r , Ar+1
( A - r),
. R := Hr Hr1 H1 A .

Q := (Hr Hr1 H1 )H = H1 H2 Hr
QR A = QR.
QR . m n X n < m . m (m n) Y , [X, Y ]
. X = QR QR X, Y
, m n Q.

8.7

295

r A - min{m, n}, R
L . QCP ( URV)
, -. R1 = [C1 , 0]P H LQ
R1 (8.39). QCP
"
#
C1
0r(nr)
H
A = QCP = Q
P H,
(8.40)
0(mr)r 0(mr)(nr)
rr C1 . QCP A = Q1 C1 P1 H , Q1 P1 ,
r Q P .
, -,
QCP
. (8.40)
.

- .
.
A Knn , K C R. U
U(n),
A = U T U H,
(8.41)

T = U AU =

t11 t12 . . .
0 t22 . . .
..
..
..
.
.
.
0
0 ...

t1n
t2n
..
.

(8.42)

tnn

8.180 (8.41), (8.42) A.

A T , . T -

296

8.

. tkk T
k = k (A) A .
8.181 ) T A. ) U
Kn to A (, , A). ) (T, U )
A.
, (
). [24].
,
A T .
A ,
U , .. U O(n, R).
A ,
, U , T
.
, -.
n n A l
1 , 2 , . . . , l 2m 1 1 , 2
2 , . . . , m m (l + 2m = n). p = n1 + n2 .
W O(n, R) p p

T11 T12 . . . T1p

0 T22 . . . T2p
0
T
T = W AW =
..
..
..
..

.
.
.
.
0

...

Tpp

A, Tkk 1 1 k ,
k A 2 2,
k k A.
2 2 ,

#,
"
#
"



= 2 ,

8.7

297

+ = 2.
n.
(8.42). n = 1 A
A . ,
(n 1) (n 1) ,
n 2 . A
x Cn , .. Ax = x, kxk2 = 1.
U = [x, V ] "
# x. ,

AU = U
, A2 (n 1) (n 1)
0 A2
. A2 = U2 T2 U2 H A2 ,
.
# "
#
"

=
T := diag 1, U2 H U H AU diag(1, U2 ) =
0 T2
0 U2 H A2 U
A.
, . ,
, , . , -.
QR ,

( ). -.

. , n n
n 5 , . .

0
1
...
0
0
0
0
...
0
0

.
.
.
.
.

.
.
.
.
.
Cp := .
.
.
.
.

0
0
...
0
1
an an1 . . . a2 a1

298

8.

p() = n +a1 n1 + +an n .

i (Cp ) Cp p,
.

( ,

). QR [12], -
.
A , .. AH A = AAH ,
T (8.42) . , AH A = U T H T U H
AAH = U T T H U H , A
T , .. T H T = T T H . t = [t12 , t13 , . . . , t1n ]
K1(n1) , ,
(1, 1) T H T |t11 |2 , (1, 1) T T H |t11 |2 + ktk22 . t = 0 T T = diag(t11 , T2 ), T2
(n 1) (n 1) . T T2 . T2 = diag(t22 , T3 ) T = diag(t11 , t22 , T3 ).
n 1 , T
.

( , ,
).
f : D C ,

f (z) =

ak (z a)k , z D,

k=0

D C, n n
A, .. spect(A) D, A = U T U H .
A T = diag(t11 , t22 , . . . , tnn ).
f ( f

8.7

299

)
f (A) :=

ak (A aIn )k , spect(A) D.

k=0

f (A) , kA aIn k -
a C D.
Ak = U T k U H , f (A) f (A) = U f (T )U H ,

f (T ) := diag(f (t11 ), f (t22 , . . . , f (tnn )).

, A ,
T

A

A1/2 := U diag t11 , t22 , . . . , tnn U H .

QR .. A. , A . AH A AAH
. Ul := A(AH A)1/2 .
Ul Ul H = A(AH A)1/2 (AH A)1/2 AH = A(AH A)1 AH = AA1 AH AH = In
Ul .
A = Ul (AH A)1/2 ,

(8.43)

(AH A)1/2 .
8.182 (8.43) A.
,
A = (AAH )1/2 Ur ,

(8.44)

300

8.

(AAH )1/2 ,
Ur := (AAH )1/2 A .
(8.43) (8.44)
z=

zz exp() = |z| exp()

z 6= 0 ,
.
(8.43) (8.44) A n n
r < n. , . , (8.40)
"
#
C1 0
A=Q
P H = Q1 C1 P1 H ,
0 0
P = [P1 , P2 ], Q = [Q1 , Q2 ] U(n), Q1 P1
n r r r, C1 . ,

i
h
1/2

, Q2 P H U(n),
(8.45)
A = Vl (AH A)1/2 , Vl := Q1 C1 C1 H C1

h
i

1/2
A = (AAH )1/2 Vr , Vr := Q P1 C1 H C1 C1 H
, P2 H U(n).

(8.46)

,
"
#
1/2
0r(nr)
C1 H C1
H
1/2
(A A) = P
PH
0(nr)r
0(nr)(nr)

H 1/2

(AA )

#
"
1/2
C1 C1 H
0r(nr)
=Q
QH .
0(nr)r
0(nr)(nr)

8.7

301

, A ,
(8.43), Ul . , A
, (8.44), Ur
.
,
( ) ( ).

QR ,

. , .
8.183 () m
n A
A = U SV H ,
A ,
A = U SV T ,
A . U mm
V nn
. S mn
, .
S A
U(m) U(n) O(m, R) O(n, R) .
S
S 0 = U0 H AV0 , S 0 ,
. S 0
-
A.

302

8.

S m, n
r = rank(A). A = 0mn S = 0mn . r 1
, r = m = n, r = n < m, r = m < n
r < min{m, n}.
1. r = m = n. A =
Ul (AH A)1/2 A, Ul = A(AH A)1/2 . (AH A)1/2 ,
(AH A)1/2 = V V H , V U(n) = diag(1 , 2 , . . . , n ), 1
2 n > 0.
A = U SV H , S = ,
, U := Ul V U(n) Ul = A(AH A)1/2 U(n) A = Ul (AH A)1/2 of A.
.
2. r = n < m. QR A A = QR = Q1 R1 ,
Q = [Q1 , Q2 ] U(m), Q1 m r r r
R1 . R1 = U1 V H R1 ,
U1 , V U(r), A
#
"

V H,
A=U
0mr
U := [Q1 U1 , Q2 ].
3. r = m < n. 2 . . LQ A
A = LP H = L1 P1 H , P = [P1 , P2 ] U(n), P1 n r
r r L1 . L1 = U V1 H
L1 , U, V1 U(r), A
A = U [, 0nr ]V H ,
V := [P1 V1 , P2 ].
4. r < min{m, n}. QCP A = QCP H = Q1 C1 P1 H (8.40), Q1 P1 r Q P . A1 = U1 V1 H

8.7

303

r r A1 . A
"
#

0r(nr)
H
A = U SV = U
V H,
0(mr)r 0(mr)(nr)

(8.47)

U := [Q1 U1 , U2 ], P = [P1 V1 , P2 ].
, A
(8.47), 0pq p = 0 /
q = 0.
8.184 k = k (A) 0 A.
mn A min{m, n}.
r , r := rank(A),
(AH A)1/2 (AAH )1/2 .

AH A = V diag(2 , 0(nr)(nr) )V H

AAH = U diag(2 , 0(mr)(mr) )U H ,

U V AH A AAH .
8.185 ui U , vj V A.
, , -, ,
.
A, A

r
X
A = U1 V1 H =
i ui vi H ,
(8.48)
i=1

r = rank(A). U , V U = [U1 , U2 ],
V = [V1 , V2 ], U1 m r V1 n r.

304

8.

Rg(A) Ker(A):

Rg(A) = Rg(U1 ) = Ker U2 H , Ker(A) = Ker V1 H = Rg(V2 ).

,

1/2
kAk2 = 1 , kAkF = 12 + 22 + + r2
.

kAkF
kAk2 kAkF ,
r
r = rank(A) = 1.
kAkF r r .
, w Kn kAwk2
kAk2 kwk2 = 1 kwk2 . (8.48) , kAwk2 = kAk2 kwk2
w = u1 6= 0.
.. mn A. (8.47), 0 r min{m, n},
.. A = 0mn . , 0p0
00q .
n m A A = 0nm , A = 0mn
"
#
1
0r(mr)

H
A := V S U := V
UH
(8.49)
0(nr)r 0(nr)(mr)
r = rank(A) 1.
8.186 A (
-) A.
, A = V S U H
A ,

S = diag 11 , 21 , . . . , r1 , 0, 0, . . . , 0
( ) . A =
XF Y H , X = V J1 , Y = U J2 Jk diag(J, 0),

8.7

305

A . J r r
.
,
(A ) = A, (AB) = B A .

- ()
min{kAx bk2 : x Kn }, A Kmn , b Km .

x = A b + In A A c,
c Kn . kxk2
min x0 = A b.
,
A n m X,
x0 = Xb b Km .
, A A AXA = A XAX = X, AX XA
.

.
2 2 ,

#
"
cos() sin()
R() :=
sin() cos()
R2 x = [x1 , x2 ]T ,
"
#
cos(2) sin(2)
S() :=
sin(2) cos(2)
x1 sin() + x2 cos() = 0.
2 2
R(z), z = x + y C R -.

306

8.

, .
p
kR(z)kF = 2 coth(2y) kR(z)k2 = ey . y > 0
kR(z)kF = ey + O(e3y ), y .
3 3 U det(U ) = 1
R(1, 2), R(1, 3)
R(2, 3) O(3, R).
2 2
diag(e , 1)R()diag(e , e ),
, , .
-, U(n),
O(n, C) O(n, R)
n2 , n(n 1) n(n 1)/2 .
U O(n, R) det(U ) = 1
n(n 1)/2 Rij (ij )
(i, j), ij [0, 2), j = 1, 2, . . . , n 1, i = j + 1, j + 2, . . . , n.
n(n 1)/2 ij .
U O(n, R) det(U ) = 1 n(n
1)/2 - diag(In1 , 1).


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parameter-varying systems: a design example. Automatica, 31:12511261,
1995.
[2] S. Boyd, L. El GHaoui, F. Feron, and V. Balakrishnan.
inequalities in systems and control theory. 1996.

Linear matrix

[3] M. Chilali and P. Gahinet. H design with pole placement constraints: An

LMI approach. IEEE Trans. Automatic Control, 41:358367, 1996.
[4] J.C. Doyle, K. Glover, P.P. Khargonekar, and B.A. Francis. State-space
solutions to standard H2 and H control problems. IEEE Trans. Automatic
Control, 34:831847, 1989.
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Summary
This book is devoted to the theory of Linear Matrix Inequalities (LMI) and their
application to the analysis and design of linear control systems. The notation
used in the book is given in Chapter 1. Chapter 2 contains some basic facts
from the theory of linear multivariable control systems. Chapter 3 is devoted to
the convex analysis and LMI. The Linear Matrix Inequalities are defined and
their properties are studied. The application of LMI to the solution of some
basic analysis and design problems for linear systems is shown. Methods for
solving LMIs are presented and the interior point algorithm is discussed. In
Chapter 4 we consider in details the application of LMI to the determination
of stability regions, quadratic stability analysis for different uncertainty models,
matrix Riccati equations and analysis of H2 performance. In Chapter 5 we consider
the H design of linear systems done by using of LMI. First we describe bilinear
matrix inequalities, solvability of continuous-time controllers and controller reconstruction. The determination of controller matrices is described in full and the
connection with other central controllers is shown. The numerical aspects of the
design are discussed. Then we study in the same sequence the discrete-time H
design. In Chapter 6 we describe the functions of LMI Control Toolbox for analysis
and design of robust control systems. In Chapter 7 we show the application of this
toolbox to the design of robust controller for the mass/damper/spring system. A
multiobjective design of this system is done for different performance criteria.
The comparison of the systems with different controls shows the advantage of the
controller obtained by multiobjective optimization over the standard H design.
Chapter 8 of the book contains several useful appendices devoted to sets and
functions, metric spaces and linear spaces and linear operators.

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