Using delays and time-varying gains to improve the static output feedback stabilizability of linear systems: a comparison

Wim Michiels1 a , Silviu-Iulian Niculescub and Luc Moreauc

a

K.U. Leuven, Department of Computer Science, Celestijnenlaan 200A, B-3001 Heverlee, Belgium, Wim.Michiels@cs.kuleuven.ac.be Heudiasyc, UTC, UMR CNRS 6599, BP 20529, 60205 Compi` egne, France, Silviu.Niculescu@hds.utc.fr Ghent University, EESA-SYSTeMS, Technologiepark 914, 9052 Zwijnaarde, Belgium, Luc.Moreau@rug.ac.be

Abstract: We address the output feedback stabilization problem of linear nite-dimensional SISO systems. Limitations of static time-invariant output feedback on stabilizability are well known. In the present paper we investigate and compare the possibilities of two recently proposed simple modications/ generalizations of static time-invariant output feedback to remove such limitations. The rst approach consists of introducing a time-delay in the control law, which can be treated as an additional control parameter. The second approach consists of making the gain time-varying. We show that both approaches are complementary. Existing theoretical results are brought together in a unifying framework. Numerical procedures for the construction of the controllers are provided. Robustness w.r.t. both parametric and delay uncertainty are dealt with. As an illustration the stabilizability of all second-order systems is completely determined. Keywords: output feedback, stabilization, delay equations, non-autonomous systems.

1 Introduction
The present paper is concerned with linear control systems x t Axt But xt n ut (1)

where the matrices A and B are constant. This class of control systems is, of course, important for the analysis of nonlinear control systems in the neighborhood of an equilibrium point. We consider the classical feedback stabilization problem: under the implicit assumption that the uncontrolled system x t Axt is unstable, nd an appropriate stabilizing feedback law. It is well known that, under mild conditions, this problem may be solved by constant state feedback ut K T xt . This approach, however, requires the full state xt to be available for feedback, which may be undesirable or impossible in practice. Therefore, we assume that the only information available for feedback is an output yt given by yt CT xt (2)
1 Corresponding

author

where C n1 is a constant matrix. In this case, different feedback strategies are possible: observer-based dynamic output feedback or, alternatively, static output feedback. In the present paper we focus exclusively on static output feedback. One main disadvantage of static time-invariant output feedback ut kyt is that its potential is limited in comparison with dynamic output feedback [50]. In the present paper we investigate and compare the possibilities of two recently proposed simple modications/generalizations of time-invariant static output feedback to remove this limitation. The rst approach consists of introducing a delay as control variable. Then the problem under consideration is: Problem 1.1 (Stabilizing effect of delays) Find explicit conditions on the pair k , such that the controller ut kyt (3) stabilizes (1)-(2), but where the closed-loop system would be unstable if the delay is set to zero. The existence of a time-delay at the actuating input in a feedback control system is usually known to be a cause of instability or poor performance for the closed-loop schemes [29, 22, 39, 16] (and the references therein). This opposite problem, thus characterizing the situations where a delay has a stabilizing effect, was tackled in [41]. Conditions were derived which led to an explicit construction of the controller. Furthermore, for each stabilizing pair, a stabilizing delay interval was dened, which can be seen as robustness measure of the corresponding control law if the delay is subject to parametric uncertainty. The second approach consists of making the gain time-varying and considering: Problem 1.2 (Stabilizing effect of a time-varying gain) Find the function kt , such that the controller ut

kt yt

stabilizes (1)-(2), but where the closed-loop system would be unstable if the gain would be constant. The use of static time-varying output feedback was advocated by Brockett in [6]. In that reference, several interesting necessary conditions for the existence of a stabilizing, static time-varying output feedback were presented. In [34, 36, 37, 38] some sufcient conditions were derived using a constructive approach, related with techniques from vibrational control [31, 5, 4, 23] and the well-known phenomenon that the upper equilibrium position of a pendulum becomes stable if the point of suspension executes sufciently fast oscillations in the vertical direction [4, 18]. Other research results concerned with stabilization of linear systems with time-varying output feedback (both discrete and continuous time) have been reported in [2, 3, 25, 24, 26]. The motivation for the paper lies in the fact that static output feedback is relevant, for example, when a simple controller must be used due to cost and reliability (see, e.g. uid models in network communication [28]). Furthermore, it is important in applications where a feedback is desired with only a limited number of parameters that have to be tuned. See [50] for a recent survey. The delayed controller in particular is also useful in situations where it is not easy to design or implement a controller without delay. This is the case in congestion control of high-speed networks if one uses uid models describing the phenomenon [30, 28]. Furthermore, delay elements seem to be an alternative to the use of observers if measurement may explicitly affect the state as in quantum physics (see, e.g. [46] and the references therein). The structure of the paper is as follows: in Section 2 we motivate the use of delayed output feedback and time-varying output feedback with two simple examples. In Section 3 we rst make a survey on recent theoretical results. Then we comment on numerical issues in the resulting design procedures of the controllers and 2

on robustness issues. Section 4 is devoted to a complete characterization of all the stabilizable second-order systems. Thereby, ideas from numerical continuation are exploited in the numerical tools used, inspired by [32]. Some concluding remarks end the paper.

2 Motivating examples
We present two simple examples to illustrate the benecial inuence of including delays and time-varying gains on stabilizability properties and to outline some ideas behind the controller construction. Example 2.1 It is well known that feedback delays may have a stabilizing effect on oscillatory systems [1, 41]. Consider for instance the second-order system with transfer function H 1 2 2 0 (4)

which cannot be asymptotically stabilized with static time-invariant output feedback, ut With a delay controller of the form ut kyt the characteristic function of the closed-loop system is given by h 2 2 ke

kyt .

For k 0 this function has one pair of pure imaginary roots: j. To investigate effect of moving k away from zero, we consider the root function rk, such that r0 j and hrk Differentiating this identity with respect to k at the point k r 0 When choosing such that sin 0 0, we arrive at the following equality:

sin j cos 2 r 0

0, we have 0

Therefore, the two imaginary roots can be shifted to the left half plane with a suitable change of k. Since arbitrarily small changes of k cannot change the number of dominant roots, due to the retarded nature of the closed-loop system [17], this implies that stabilization is possible with delayed output feedback. Using time-varying output feedback ut kt yt , exponential stabilization of (4) is not possible. This follows from the necessary conditions presented in [6] and is related to the facts that the transfer function H has relative degree strictly larger than one and that the sum of its poles is a non-negative (real) number (zero in this example). Example 2.2 We study the unstable, non-minimum phase system H 1 1 2 3 (5)

kyt the characteristic equation is given by 2 1 2 k k 0 hence, stabilization is not possible. With delayed state feedback, ut kyt , we have 2 1 2 ke ke 0
With time-invariant output feedback, ut

(6)

To check stability we study the number of unstable eigenvalues as the delay is varied. This number changes when eigenvalues cross the imaginary axis. To characterize such crossings, we substitute j. After eliminating e j , by gathering all the terms containing this factor at one side of the equation and taking the modulus of both sides, we end up with the relation 4 1 4 k2 2 k2 0

. Thus there is only one possible crossing For any k 0, this equation only has one positive real solution frequency as the delay is varied. Since the crossing direction, d sign d

is independent of , see e.g. [44], and there are innitely many corresponding delays, related by shifts of , the eigenvalues must cross the imaginary axis from the left to the right as is increased. Combined 2 with the fact that we always have instability for 0, this implies that stabilization with delayed output feedback is not possible. Next consider a feedback with a time-varying gain of the form ut

k1 k2 cost yt
(7)

In state space the closed-loop system then can be represented as x t where A With the state transformation xt 1 0 1 expk2 sint expk2 sint t 0 1 0 1 2 B 0 1 C
A

BCT k1xt BCT k2 cost xt 1

1

(8)

which is stability preserving, the system (7) is expressed in the new coordinates as t

E t k1 E t 1 2E

1 2

1 E t k1 E t

(9)

where E t expk2 sint 1. The system matrix in (9) only depends on time through the product t and, therefore, averaging techniques may be used provided we take sufciently large. A standard result 4

(see e.g. [35]) states that the system (9) and, hence, (7) is exponentially stable for large , if the following averaged system is exponentially stable: t where E 2
2 0

E k1 3 2E E t dt

1 2

1E k1 E
2 0

(10)

1 2

expk2 sint dt 1

is always non-negative, it can be freely assigned by an appropriate Notice that with the restriction that E choice of k2 . The characteristic equation of (10) is given by 1E 2 2 1 2 k1 k1 E 2 0

which allows exponential stabilization. Suitable In comparison with (6) there is an extra degree of freedom E, parameters are for instance 1 k1 1 E (11) corresponds to a value for k2 of approximately 1 808. This choice for E We conclude this section with some useful observations: 1. When a system is not stabilizable with time-invariant output feedback, both the introduction of delays and time-varying gains may help. 2. Both approaches are of a different nature and complementary: in the rst example only delayed feedback allowed stabilization, in the second example only a time-varying gain.

3 Improving the stabilizability properties of output feedback

The difculty of the static time-invariant output feedback stabilization problem (see, for instance, [50] and the references therein) is well known. However, in the SISO system case, the problem is reduced to a one-parameter problem, which is relatively easy. Indeed, there exist several methods to solve it, including (standard) graphical tests (root-locus, Nyquist), and computation of the real roots of an appropriate set of polynomials. In addition to these standard methods, we mention two interesting approaches [10, 19], based on the generalized eigenvalue computation of some appropriate matrix pencils dened by the corresponding Hurwitz [10] and Hermite [19] matrices. Throughout the paper we assume that the triplet A B C is controllable and observable and that the transfer function can be written as follows: H with P
mi and Q m i 0 pi

CT In A1 B

P Q

(12)

ni . n i 0 qi

3.1 Delayed output feedback

The results in [10] on static output feedback rely on the continuity of the roots of the characteristic equation with respect to the gain value and form the starting point for analyzing if it is possible to use a delay in the output feedback for improving closed-loop stability if there does not exist any stabilizing static output feedback. Such an issue was considered in [41], and the main ideas are detailed below. 3.1.1 Theoretical results F Q j
2

Dene the function F :

k2

P j

(13)

and denote by S the set of positive roots of F . We have the following result [41, Theorems 5,10]: Theorem 3.1 (Existence results) Assume that Q is unstable, and let k be a real number such that the polynomial Q kP has a pair of complex conjugate strictly unstable roots with remaining roots stable, and such that all the roots of F are simple. Then the delay stabilizing problem has a solution if and only if cardS 2, and the following inequality is satised: where2 Log min
l Z S F 0

(14)

min

Q j kP j

2l

Log
Q j kP j

0
2l

(15)

min
l Z

S F 0

min

(16)

Furthermore, a stabilizing controller is dened by the gain k and . The main idea of the proof is based on the continuity principle with respect to the delay parameter. More precisely, if the increase of delay induces that unstable roots cross the imaginary axis towards stability (from right to left), and there are no other roots crossing the imaginary axis in the opposite direction, then the delay has a stabilizing effect, as described by the relation (14). Indeed, describes the rst crossing towards stability, and the rst crossing towards instability. Thus, if we begin with only two (complex conjugate) strictly unstable roots for 0, a particular choice of the delay in the interval will guarantee the closed-loop stability. It is important to note that some of the assumptions in the theorem above can be relaxed. For example, if we assume that the polynomial Q kP has more than one pair of complex conjugate strictly unstable roots, then it may still be possible to stabilize the system using delays, but one can prove that at least two delay blocks are needed, which results in a control law of the form ut kyt 1 lyt 2 . Necessary conditions for such constructions as well as a simple application to some chains of integrators or oscillators can be found in [21, 43].
2 Here,

Log denotes the principal value of the logarithm.

Remark 3.2 Whereas the approach mentioned in [41] is analytic, a different idea based on a pseudo-delay argument for counting the unstable roots in each delay interval dened by successive crossings was proposed in [44]. The advantage of the results above is the explicit dependence with respect to some of the parameters that need to be tuned (the gain k here). 3.1.2 Numerical issues

According to the results described in Theorem 3.1, two problems need to be solved. First, nding a gain k (if any) such that the corresponding closed-loop system has only two strictly unstable roots for 0, and second the explicit computation of the stabilizing delay intervals. The rst problem can be easily solved by using the generalized eigenvalue distribution of some appropriate matrix pencils (to be constructed using the coefcients of the polynomials P and Q) combined with the continuity principle mentioned above. Indeed, introduce the following Hurwitz matrix associated to the denominator polynomial Q
i 0

qi ni of the transfer function:

H Q

q1 q0 0 0 . . . 0

q3 q2 q1 q0 0

q5 q4 q3 q2 0

q2n1 q2n2 q2n3 q2n4 . .. . . . qn

nn

(17)

where the coefcients ql

0, for all l

n. Next, we interpret the numerator polynomial P of the

i 0

corresponding transfer function as a n-th order polynomial: P

01 n m 1, and p i pimn , for all i n m n. Corresponding to this interpretation, we construct H P as a n n matrix by the same procedure as (17) with the understanding that p l 0 for all l n. Then, the generalized eigenvalues of the matrix pencil z zH P H Q will give the gain intervals ki ki , for some positive integers i with a particular distribution of the closed-loop poles with respect to the imaginary axis (at least 2 strictly unstable roots for each interval, since it is assumed that there does not exist any stabilizing output feedback u kyt ). The next step, i.e. determining the corresponding delay bounds, can be done directly by computing (15)(16), which involves the calculation of the zeros of (13). Alternatively, once again matrix pencil technique can be used, as seen in [39, 20]. In the latter case, the procedure is as follows: introduce the following matrix pencil, e z z Ip 0 0 k BCT In

i ni , where p

p i

0, for all i

0 Ip k In CBT A AT

(18)

where and dene the corresponding matrix tensor product and sum [39] (natural generalizations of

Kronecker products and sums), and compute the set:

ki

k : ki

jki A e jk B

k ki 0 1 k

0 : e jk 2p 1

e
i n

(19)

where denotes the corresponding spectrum set. Then the pairs will characterize all the delay values for which crossings with respect to the imaginary axis exist. If one assumes that the corresponding frequencies 1 2 h are simple, then they will alternatively dene the crossings by using the rule: h denes the crossing from left to right (towards instability), as seen in [12], and h1 (if it exists) the crossing from right to left (towards stability). The procedure will nish by checking if the rst two delay values 1 2 dened by the corresponding frequencies i1 , and i2 satisfy the constraints above: towards stability, and towards instability, respectively. If this is the case, 1 , and 2 . In the above procedures stability information is characterized by means of the number of unstable eigenvalues. If necessary or desirable, more precise stability information can be obtained by computing directly the rightmost, stability determining eigenvalues of the closed-loop system (described by a DDE). As we will see in Section 4, obtaining insight in the conguration of the rightmost eigenvalues is for instance useful in the exact determination of stability/stabilizability regions of a system with multiple parameters. In [13] a method for eigenvalue calculations of a DDE is proposed, based on a discretization of an associated timeintegration operator using linear multi-step methods. The eigenvalues of this operator are exponential transforms of the eigenvalues of the DDE. This method was implemented in the Matlab package DDE-BIFTOOL [15]. Alternatively, the rightmost eigenvalues of DDEs may be calculated using subspace iteration [14]. These methods are numerically robust (based on matrix-vector manipulations) and impose no conditions on the delay(s) (e.g. multiple non-commensurate delays can be dealt with). 3.1.3 Robustness issues

First, we discuss parametric uncertainty on the system matrices A B C. Various LMI based sufcient conditions for robust stability can be found in the literature, see e.g. [27] and the references therein. For sake of brevity we restrict ourselves to a recent alternative approach, which leads to necessary and sufcient stability conditions, provided the right-hand side of the delay equation is linear in the perturbations under consideration. This approach is based on the concept of stability radii, developed in [7, 9, 45, 49] and the references therein in the context of matrix distance problems and applied to the robust stability analysis of delay differential equations in [33]. Consider for instance uncertainty on A and B and assume that the real plant parameters are given by A A U A V1 B B U B V2 where A B are constant, unstructured perturbations and U V1 V2 appropriate shaping matrices. We explain how the maximal deviations A B, such that stability is maintained, can be calculated explicitly. The characteristic equation of the perturbed closed-loop system can be written in the form det I A BCT ke U A B Using the relation detI X Y V1 V2CT ke 0 (20)

detI Y X , this expression can be rearranged as det I M A B 8 0 (21)

where M V1 V2CT ke

I A BCT ke

Equation (21) is in a standard form. According to [33, 45] the real stability radius r , dened as r
A Bnn1

inf

A B : 20 has roots in the closed right half plane

i.e. the norm of smallest destabilizing real perturbations, can be calculated as follows: r where M j
0 1

1 sup
0 M j

(22)

inf 2

M j 1 M j

M j
M j

(23)

and 2 denotes the second largest singular value. Secondly, we investigate the effect on stability of an unmodelled state delay 1 and input/output delay 2 . Then the closed-loop system becomes: x t Axt 1 BCT kxt 2

Note that robustness against an unmodelled input/output delay only is implicitly handled by Theorem 3.1, since for a given gain k, an interval of stabilizing delay values is specied. Stability regions in the twoparameter space 1 2 can be determined using eigenvalue calculations. The boundaries of such stability regions can be computed as Hopf bifurcation curves by numerical continuation (see [48] for theory on continuation and bifurcation analysis and [15] for a numerical tool).

3.2 Time-varying gains

3.2.1 Theoretical results

Following the approach outlined in Example 2.2, we derive sufcient conditions for the stabilization of (1)(2) with a control law of the form: ut The closed-loop system becomes x t Denote by t
A

k1 k2 cost yt

(24)

BCT k1xt BCT k2 cost xt BCT k2 cost t

0 I

(25)

expBCT k2 sint the solution of the matrix differential equation t (26)

and dene the time-dependent coordinate transformation xt Equation (25) becomes in the new coordinates: t

t t , which is stability preserving.

t 1 A BCT k1 t t 9

Then a sufcient stability condition for large is given by the exponential stability of the averaged system [47], or equivalently the Hurwitz stability of its system matrix A 1 2
2 0

t 1 A BCT k1 t dt

Working out this condition, as done in [36, 34, 38], leads to the following result [34, Theorem 1]: Theorem 3.3 Consider the system (1)-(2), where it is assumed that CT B and 0 such that the eigenvalues of the matrix A BCT CT BBCT A are located in the open left half plane. Then the periodic output feedback (24), where 0. Assume the existence of (27)

k1

CT AB,
1 2 T 2 0 expk2 sint C B dt C T B2 2

k2 is determined by

(28)

and

0 is sufciently large,

achieves uniform exponential stability. When the relative degree one condition is not fullled (i.e. CT B 0), the above approach does not yield any improvement compared to the time-invariant feedback case. However, in [34, Theorem 2] it is shown that when the relative degree r is odd, r 2i 1 i 0, stabilization may possibly be achieved with a control law of the form ut k1 k2 i1 cost yt 3.2.2 Numerics

To calculate the gains k1 and k2 of (24), we have to nd parameters and 0 such that (27) is Hurwitz. The determination of the numbers and may be interpreted as a problem of nding a static time-invariant output feedback for the single-input linear system x t with two measured outputs yt CT xt y t
C
T

Axt But BCT Axt

where the (time-invariant) feedback gain from y t to ut is restricted to be nonnegative. This interpretation suggests the use of numerical methods that have been developed for the design of static time-invariant output feedback controllers. We mention, for example, the nonsmooth optimization approach advocated in [8] enabling the numerical computation of feedback gains that optimize the closed-loop system stability; that is, that (locally) minimize the spectral abscissa (the largest real part of the eigenvalues) of the closed-loop 10

system matrix. It should, at least in principle, be possible to adapt these methods to the current setting, where one of the feedback gains is restricted to be non-negative, by considering a constrained nonsmooth optimization problem. With this approach, the parameters and (and hence also the gain parameters k1 and k2 ) could be computed via a simultaneous optimization over . The numerical method proposed in the present paper, does not consider the simultaneous computation of . Instead, we follow an approach which is similar to the approach of $3.1.2. First, is chosen such that A BCT is nearly stable, e.g. such that it only has one pair of complex conjugate eigenvalues in the right-half plane. Note that this is a standard output feedback problem, which can be dealt with by e.g. matrix pencil techniques, as explained in $3.1.2. Secondly, is xed and stability regions are characterized as a function of the parameter using the same techniques. With this numerical approach, the analogy with the design procedure of $3.1.2 is clear: the role of k is now taken by and the role of 0 by 0. In both cases the choice of the rst parameter may involve some trial and error. The stabilizing effect of the proposed feedback law is only guaranteed if is sufciently large, but no explicit information is given on how large should be taken. Explicit bounds on may be obtained from theoretical considerations (see e.g. [35]), but these bounds are typically conservative. With such a conservative value, the proposed feedback law (24) will typically be fast time-varying with large amplitude. For some applications, this may be an undesirable feature. In addition, a very large value of may have a negative inuence on the robustness w.r.t. small unmodelled delays, as we will discuss in the next paragraph. It is therefore advisable to determine a suitable, less conservative value for based upon numerical simulations. 3.2.3 Robustness issues

Studying parametric uncertainty on the system matrices A B C takes us to the robust stability analysis of the matrix (27). This can be done by computing stability radii, as in $3.1.3. Here the implicit assumption is taken that is large enough to ensure stability uniformly over the class of perturbations under consideration. Obtaining analytical expressions to describe the effect of unmodelled time-delays in state and input/output is, in general, very hard and therefore, numerical simulations seem most appropriate. Still, it is possible to show analytically that the chosen value of may have a crucial inuence on the delay margins. To illustrate this interplay between delay sensitivity and the choice of , we investigate the effect of introducing an unmodelled delay in the state: x t Axt BCT k1 k2 cost xt t t , with t (29)

Using the same transformation as before, xt the -coordinates: t

expBCT k2 sint , we have in (30) and rewrite (31)

t 1 At t t 1 BCT k1 t t

To study the stability of (30) by means of averaging techniques, we introduce the notation (30) as t t 1 At t t 1 BCT k1 t t

We rst analyze the system (31), while considering , and as independent parameters. Later, when we want to make conclusions about the stability properties of (30) and (29), we will, of course, make use of the relationship . As shown in [23, Section II], which deals with averaging theory for delay equations, the null solution of (31) is uniformly exponentially stable for large if the averaged system is uniformly exponentially stable, 11

the latter being given by t where M

M t N t

(32)

1 2 t 1 At dt 2 0 0 Since we are interested in the case where the closed-loop system is uniformly exponentially stable in the absence of an unmodelled state-delay, we assume that the averaged system is uniformly exponentially stable for 0, meaning that the matrix M N 0 is Hurwitz. A remarkable robustness issue arises when the matrix M N becomes unstable as is increased. 0. Assume that the matrix M N has one or more eigenvalues in the open right half plane for and for 0 By continuity arguments, this implies that system (32) is also exponentially unstable for sufciently small, say smaller than some critical value 0 . By averaging theory, this in turn implies that the , for 0 0 and for sufciently time-varying system (31) is (locally) exponentially unstable for large, say larger than some critical value 0 . In order to interpret this observation in terms of the original closed-loop system (29), we now restrict attention to those values of , and that satisfy . In this case, (31) is related to (29) by a (stability preserving) coordinate transformation and we may conclude that the closed-loop system (29) is exponentially unstable for all 0 and 0 0 satisfying

21

t 1 BCT k1 t dt N

(33)

0 ) a destabilizing value for the delay This means that, for sufciently large (i.e. larger than max 0 is given by (33). In other words, we have shown that the stability margin w.r.t. the unmodelled state delay tends to zero as . Therefore, in tuning the parameter a trade-off should be made: at one hand should be chosen large enough to ensure the relation between the stability of the averaged and the original system, but on the other hand it should not be chosen too large to ensure a reasonable delay margin. Example 3.4 We reconsider Example 2.2, take the system matrices from the realization3 (8) and the controller parameters (11). Then the rightmost eigenvalues of M N are shown as a function of in Figure 1. For 1 04720 the averaged system (32) is (exponentially) unstable. In Figure 2 we show numerical simulations for 20 and delays 0 01 (i.e. 0 2), respectively 0 06 (i.e. 1 2). Using such simulations, stability regions in the -plane can be experimentally determined, which results in Figure 3.

4 Case-study: class of stabilizable second-order systems

We completely characterize the output feedback stabilizability of the second-order system H c1 c2 2 a1 a2 (34)

3 Actually this wont affect the conclusions of the example, since one can show that the stability of the averaged system is independent of the realization used.

12

0.8 =0 0.6

0.4

0.2

()

=1.04720 0

0.2

0.4

0.6

0.8

0.5

0.5

()

Figure 1: Eigenvalues of M N as a function of for the system (5) with controller parameters (11). This matrix is Hurwitz for 0 1 04720. as a function of its parameters a1 a2 c1 c2 . With time-invariant output feedback u ability conditions are given by a1 c1 k 0 a2 c2 k 0

kyt the stabiliz-

kst

2 a2 c 0 c1 a1 if c1 c2 a1 0 c1 0 c2 a2 0 c2 0 c1 a1 a2 c1 c2 0

0 0

We now outline the procedures to calculate the stabilizability regions for the cases of delayed output feedback and time-varying output feedback. Then we summarize and discuss the results. For the rst case, we adapt techniques from [32], where a similar problem with delayed state feedback was considered. We only sketch the procedure and refer to the appendix for a detailed description. An exhaustive approach would consist of testing stability for parameters on a grid in the (a1 a2 c1 c2 k )space. However, this immense amount of work can be signicantly reduced by characterizing rightmost eigenvalue congurations and numerical continuation (see e.g. [48]), as we now explain. The procedure consists of several steps. First the parameters c1 c2 and are xed and the stabilizability in the (a1 a2 )-plane is characterized, with only k as a controller parameter. Therefore, the rightmost eigenvalues of the closedloop system are computed as a function of k for a1 a2 -values, chosen on a coarse grid. The resulting information is two-fold. First it allows to sketch the stability boundary, which separates stabilizable and unstabilizable (a1 a2 )-pairs. Secondly, one obtains information on the behavior of the rightmost eigenvalues as a function of k in the neighbourhood of the stability boundary. Describing characteristics of the rightmost eigenvalue congurations in mathematical equations allows to compute the stability boundary efciently by numerical continuation of the solutions of these equations. Starting values are obtained from the coarse grid computations. The next step consists of freeing the delay and then determining the union of the stabilizability 13

=0.01 2 1.5 10 1
1

=0.06 15

0.5 5 0 0.5 0

10

15

20

x
0

10

15

20

time
2 1 0
2 2

time
20 10 0

1 2 3 4 5 0 5 10 15 20

x
10 20 30 0

10

15

20

time

time

Figure 2: Simulations of the system (29) with parameters (8), (11), 0 06 (right).
0.25

20 and

0 01 (left), respectively

UNSTABLE

0.2

STABLE

0.15

UNSTABLE

0.1

0.05

~1.763
0 0

STABLE

10

15

20

25

30

35

40

Figure 3: Stability region in the -space of the system (29) with parameters (8) and (11). For 0 1 763. For a xed value of , the lower curve the system is uniformly exponentially stable when indicates when stability is lost as is increased from zero, thus bounds the rst stability interval. As expected from the theoretical analysis, the delay margin shrinks to zero as . The existence of distinct stability regions is related to the periodicity of the map M N . 14

Time-invariant, ut Delayed, ut

kyt

c1 c2 0 (relative degree 1, non-minimum phase) 2 kyt a2 c c1 a1

a2 a2

c2 c1 a1 c2 c1 a1

a2
c2 c1 2

c c

c2 c1

c2 c1 2

2 1

a2 1

Time-varying gain, ut

kt yt

Time-invariant Delayed Time-varying gain

c1 0 c2 0 (relative degree 2) a1 0 a1 0 a2

a2 1 2

Time-invariant Delayed Time-varying gain

Time-invariant

no improvement compared to time-invariant feedback c2 0 c1 0 (relative degree 1, weakly minimum phase) a2 0 no improvement no improvement c1 c2 0 (relative degree 1, minimum phase) always stabilizable

Table 1: Necessary and sufcient conditions for the output feedback stabilizability of the second-order system (34). For this class of systems, stabilizability by means of a time-varying gain is equivalent with stabilizability by means of a controller of the form (24). For the cases c1 c2 0 and c1 0 c2 0, the conditions are displayed in Figure 4, respectively Figure 5.

regions for all . Finally, c1 c2 is freed and the same procedure can be repeated, i.e. characterizing the eigenvalue congurations at the boundary of the stabilizability regions (now with k and as parameters) and performing numerical continuation. For the case of time-varying feedback the stabilizability conditions can be found in [34, 36, 38]. First the stabilizability with the periodic control law ut

k1 k2 cos yt

(35)

was considered, by checking the conditions of Theorem 3.3. Then it was shown that for second-order systems, these sufcient stability conditions are also necessary, i.e. stabilizability with (35) and stabilizability with a control law of the general form ut kt yt are equivalent. The results of the stabilizability study are fully displayed in Table 1 and illustrated on Figures 4-5 for the cases where an improvement can be achieved w.r.t. time-invariant output feedback. For non-minimum-phase systems with relative degree 1 (c1 c2 0, Figure 4), the class of stabilizable systems is always smaller using delayed output feedback than using time-varying output feedback, following

15

c c <0
1 2

3 2.5 2 1.5 1 a (c /c )
2 2

timeinvariant output feedback a =c /c a

2 2 1 1

0.5 0 0.5 1 1.5 2 4

delayed output feedback

2 2 1/2 a2=c /c [c /c +(a +(c /c ) ) ] 2 1 2 1 1 2 1

no feedback needed

timevarying gain a =c /c a (c /c )2
2 2 1 1 2 1

3.5

2.5

1.5 1 a (c /c )
1 1 2

0.5

0.5

Figure 4: Stabilizability regions of the system (34) in the a1 a2 -plane when c1 c2

c =0, c 0
1 2

0.

3 2.5 2 delayed output feedback 1.5 1 a2 0.5 0 0.5 1 timevariation of gain does not help ! 1.5 2 4 timeinvariant output feedback no feedback needed
2 a2=a1/2

3.5

2.5

1.5 a1

0.5

0.5

Figure 5: Stabilizability regions of the system (34) in the a1 a2 -plane when the relative degree is two, i.e. c1 0 c2 0. 16

from the fact that the curve a2 is a (half) hyperbola, of which the line a2
1

2  c2 c c c 1

a2 1

c2 c1
2

c2 c2 a1 c1 c1

(36)

is an asymptote. Note that (36), which separates stabilizable and unstabilizable systems in case of timevarying feedback, is also a non-stabilizability/detectability condition, since it corresponds to an unstable pole-zero cancellation in (34). Furthermore, the condition for time-varying output feedback stabilization can be interpreted as a non-interlacing condition: the system is stabilizable iff the unstable zero c2 c1 does not lie between two real poles. When the relative degree is 2 (c1 0, Figure 5), time-varying output feedback allows no improvement of time-invariant feedback, in contrast with delayed output feedback. Notice that despite this fact, the class of stabilizable systems with time-varying feedback grows unbounded in all directions of the a1 a2 -plane as c1 c2 0. This paradox is explained as follows: for any xed, unstable a1 a2 -pair, a nonzero value of c1 is necessary for stability (but it may be arbitrarily small) and, as a consequence, the corresponding gain k1 in (35) tends to innity as c1 c2 0.

5 Conclusions
We analyzed and compared the use of delays and time-varying gains in the static output feedback stabilization problem. In our opinion the contributions of the paper are: 1. It was shown that both approaches are complementary. There are systems stabilizable with delayed output feedback, but not with time-varying output feedback, and vice versa. 2. Existing theoretical results on both approaches were brought together in a unifying framework. The controller synthesis problems turned out to be similar: in both cases two parameters, one of which is positive, need to be tuned, which is possible using similar numerical procedures. The robustness of stability w.r.t. both parametric and delay uncertainty was dealt with. 3. The stabilizability of SISO second-order systems using delayed output feedback was completely characterized and compared with known results for the time-varying output feedback case. This comparison reveals that for non-minimum-phase SISO second-order systems with relative degree 1, the potential of time-varying output feedback is strictly larger than the potential of time-invariant but delayed output feedback, whereas for SISO second-order systems with relative degree 2, the potential of delayed output feedback is strictly larger than the potential of time-varying output feedback 4. In the robustness study the problem of delay sensitivity of time-varying controllers was addressed for the rst time (by the authors best knowledge). An interesting result is that stability margins w.r.t. unmodelled delays may shrink to zero as the frequency of the periodic controller (24) tends to innity.

17

5. To tackle the complex stabilization problems, a mixture of methodologies was used, with elements from classical control theory, numerics (stability of delay equations via both matrix pencils techniques and eigenvalue computations), eigenvalue optimization (robustness analysis via stability radii) and numerical continuation (to perform the case-study).

Acknowledgements
This research presents results of the Research Project IUAP P5, funded by the programme on Interuniversity Poles of Attraction, initiated by the Belgian State, Prime Ministers Ofce for Science, Technology and Culture. The scientic responsibility rests with its authors. Wim Michiels and Luc Moreau are post-doctoral fellows of the Fund for Scientic Research -Flanders (Belgium).

Calculation of stabilizability regions

In order to check the stabilizability of (34) with the control law (3), we have to solve an optimization problem for the parameters k and , since the stabilizability condition is given by ca1 a2 c1 c2 0, where ca1 a2 c1 c2 min max : 2 a1 kc1 e a2 kc2 e
k

(37)

Due to complexity of this optimization problem (non-convex, non-differentiable, even non-Lipschitz) we take a step by step approach.

A.1 Case c1

0 c2

1
1 using the approach of [32]. Then we consider the

First we characterize stabilizability for a xed delay case where is also a controller parameter. Stabilizability region for a xed delay For

1 the optimization problem (37) is simplied to the determination of ca1 a2 min F k

k

where F k

max : h 2 a1 a2 ke

(38)

For different values of a1 a2 , chosen on a coarse grid, the rightmost eigenvalues are computed as a function of k using the software package DDE-Biftool [15], to check whether the system is stabilizable (i.e. ca1 a2 0) or not (ca1 a2 0). This allows to sketch the stability boundary, which separates stabilizable and nonstabilizable a1 a2 -pairs, and to characterize the rightmost eigenvalue congurations, which occur near the minimum of (38). It turns out that, close to the stability boundary, there are qualitatively the three following possibilities: a smooth minimum of (38), where the real part of a complex conjugate pair of eigenvalues is minimal, a non-smooth but Lipschitz minimum where a smooth branch of real eigenvalues and a smooth branch of complex conjugate eigenvalues are involved, and a non-smooth, non-Lipschitz minimum where a complex conjugate pair of eigenvalues bifurcates into two real eigenvalues. As an illustration, we show 18

Segment I

Eigenvalue conguration

h j

k j

0 0

II III

h j 0 h0 0 h0 0 h 0 0

Mathematical description a2 k cos 2 0 a1 k sin 0 a1 cos 2 sin k a2 k cos 2 0 a1 k sin 0 a2 k 0 a2 k 0 a1 k 0

Table 2: The three possible congurations of the rightmost eigenvalues on the stability boundary in the minimum of (38) and their mathematical description. These relations dene branches in the a1 a2 -plane and allow a fast computation of the stability boundary. in Figure 7 such eigenvalue congurations for (a1 a2 )-pairs on the stability boundary, together with the transitions. The three possible congurations in the minimum are mathematically characterized in Table 2. Since there is one degree of freedom in the mathematical relations after freeing a1 and a2 , the latter dene branches, which can be continued efciently in the a1 a2 -space. The stability boundary is composed from segments of these branches, see Figure 7. Stabilizability regions with k and as parameter For 1, the characteristic equation of the closed-loop system is given by 2 a1 a2 c2 ke 0 2 a1 a2 2 c2 k2 e (39)

. Therefore, the stability boundary for 1 can be directly computed from the one for 1 where by rescaling the coefcients a1 a2 . On Figure 8 the stability boundary is shown for different values of . When both k and are controller region extends towards the curves charac parameters, the stabilizability 2 . Notice that the former curve coincides with a part of terized by a1 0 a2 0 and a1 0 a2 a2 1 the stability boundary for 0 and that the latter curve is characterized by a zero eigenvalue with multiplicity 3 (Point D, intersection of Segment II and Segment III).

A.2 Case c1 c2

0.
2 a1 c1 ke a2 c2 ke

Although a scaling property as in (39) is not applicable to the characteristic equation h

numerical experiments reveal that the stabilizability boundary is also given partially by the stabilizability boundary for 0, c2 c1 2 a2 a1 a1 0 c1 c2

19

Segment I; 0.4

a1=0.409 a2=5
1

Segment III; a =1.15 a =3

1 2

0.2

pair of complex conjugate eigenvalues

0.8 0.6 0.4 0.2 0 0.2 real complex

()

real eigenvalue

0.4

0.6

()

0.2

0.4 0.6 0.8 6

0.8 6 5 4 3 k
Segment II; a =1.54 a =2.5
1 2

3 k

Segment IIIII; a =2 a =2
1 2

1 0.8 real 0.6 0.4 0.2 0 0.2 0.4 complex

1.5 real complex

0.5 () 0

()

complex

real 0.6 0.8 5 0.5

3 k

3 k

Segment III; a =0.5 a =0.5

1 2

Segment III; a1=0.5 a2=0.5 1

1 0.8 0.6 0.4 0.2 () 0 0.2 0.4 0.6 0.8 2.5 complex real real complex

0.8 0.6 0.4 0.2 () 0

real

complex

0.2 0.4 real 0.6 0.8

2 1.5 1 0.5 k 0 0.5 1 1.5

2.5

1.5

0.5 k

0.5

1.5

Figure 6: Real parts of the rightmost eigenvalues as a function of k, corresponding to different a1 a2 -pairs lying on the stability boundary (for c1 c2 0 1 and 1). The three qualitatively different congurations of the rightmost eigenvalues in the minimum of (38) are described in Table 2.

20

12 2

10

6 a2 Segment I 4 Segment II 2 D 0 Segment III E F 2 3 2 1 0 a 1 2 3 C B A

Figure 7: Stability boundary in the (a1 a2 )-plane for 1 and c1 c2 0 1. The different segments refer to Table 2. For parameter values corresponding to the capital letters, the eigenvalues are shown as a function of k in Figure 6. and partially by a curve, characterized by a triple eigenvalue at zero (for a1 h0 are equivalent with a2 h 0 h 0 0

2  c2 c c1 c1

0). The conditions

a2 c2 k 0 a1 c1 k c2 k 0 2c1k c2k2 2

2

a2 1

c2 c1

A.3 Case c2

A similar approach as in Subsection A.1 yields that no improvements with respect to time-invariant output feedback can be achieved. An indication of this result is given by the fact that for a2 0, there is a zero eigenvalue, independently of the controller parameters.

21

14 =1/2 12

10 =2/3 8 a2 =1 6

4 a =a2/2
2 1

2 4

1 a1

Figure 8: Stability boundary for different values of (solid). When is also a controller parameter, the stabilizability region consists of the union of the stabilizability regions for is bounded all xed . This region by the dashed line, determined by the conditions a1 0 a2 0 and a1 0 a2 a2 2 . 1

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