Вы находитесь на странице: 1из 273

. .

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, 2002


20 . , , H -
, l1 -, - , LMI- ..
. ,
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60-70- . ,
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. , . ,
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, , ;
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13

16

1
1.1 . . . . . . . .
1.2 . . . . . . . . .
1.3 . . . . . . . . . .
1.3.1 . . . . . . . . .
1.3.2 . . . . . . . .
1.3.3
1.4 . . . . . . . . . .
1.5 . . . . . . . . . . . . . . . . . .

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17
17
19
25
26
27
29
32
38

2
2.1 . .
2.2 . . . . . . . .
2.3 .
2.4 . . . . . . . . . . . . . . .
2.5 . . . . . . . . . . . . . . . . . . . . .

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41
41
46
48
50
54

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57
57
57
62
65
67
68
72
74
77
82
82

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3
3.1 . . . . .
3.1.1 . . . . . . . . . . . . .
3.1.2 . . . . . . . . . . . . . .
3.2 . . . . . .
3.3 . . . . . . . . . . .
3.3.1 . . . . . . . . . . . . . .
3.3.2 . . . . . . . . . . . .
3.3.3 . . . . . .
3.4
3.5 . .
3.5.1 L2 - . . . . . . . . . . . . . . . . . . . . . .
5

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3.6

3.7

3.5.2 L - . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.5.3 . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.6.1 . . . . . . .
3.6.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4
4.1
4.1.1 - . . . . . . . . . . . . . . . . . . . . .
4.1.2 D- . . . . . . . . . . . . . . . . . . . . .
4.1.3 . . . . . . . . . . . . . . . .
4.2 . . . . . . . .
4.3 . . . . . . . . . . . . . . . . . . . .
4.4 . . . . . . . . . . . . . . . .
4.5 . . . . . . . . . . . . . . . . . . . . .
4.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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5
5.1 - . . . . . . . . . . . . . . . . .
5.1.1 . . . . . . . . . . . . . . . . . . . . .
5.1.2 . . . . . . . . . . . . . . . . . . . . .
5.1.3
5.2 H - . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2.1 . . . . . . . . . . . . . . .
5.2.2 . . . . . . . . . . . .
5.3 . . . . . . . . . . . . . .
5.3.1 l1 - . . . . . . . . . . . . . . . . . . . . . . . .
5.3.2 . . . . . . . . . . . . .
5.3.3 . . . . . . . . .
5.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

II

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84
87
89
90
92
95

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101
101
102
105
107
108
113
118
120
123

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127
127
128
130
132
134
136
138
140
140
145
148
150

( )

6
6.1 . . . . .
6.2 . . . . . . . . .
6.3
6.4 . . . .
6.5 . . . . . . . . . . . . . . . . . . . . .

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153
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155
155
158
161
162
163

7
167
7.1 . . . . . . . . . . . . . . . . . . . . . . 167
7.2 . . . . . . . . . . . . . . . . . . . . . . . . 176
7.3 . 183


7.4
7.5

7.6

- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
7.5.1 . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.5.2
7.5.3 . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

8
8.1
8.2 . . . . . . . . . . . . . . . .
8.3 - . . . . . . . . . . . .
8.4 H - . . . . . . .
8.5 - . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9
9.1
9.2 . . . . . . . . . . .
9.3 - :
. . . . . . . . . . . . . . . . . . . . . .
9.4 . . . . . . . . . . . . . . . . . .

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189
192
192
194
196
197
201
201
205
206
207
212
213

215
. . . . . . . . 215
. . . . . . . . 220

. . . . . . . . 222
. . . . . . . . 225

1
, , . . . . . . . . . . .
2
. . . . . . . . . . . . . . . . . .
3
. . . . . . . . . . . . . . . . . . . . .
4
S- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5
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6
. . . . . . . . . . . . . . . . . . . . . . . . . . .
6.1
. . . . . . . . . . . . . . . .
6.2
. . . . . . . . . . . . . . . . .
6.3
. . . . . . . . . . . . . . .
6.4
- . . .
6.5
. . . . . . . . . . . . . . . . . . . . . .
6.6
. . . . . . . .
7
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.1
. . . . . . . . . . . . . . . .
7.2
. . . . . . . . . . . . . . . . . . . . . . .
8
. . . . . . . . . .
9
. . . . . . . . . . . . . . . . . . .
9.1
. . . . . . . . . . . . . . . . . . . . . . . .
9.2
. . . . . . . . . . . . . . . . . . . . . . . . .
10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.1

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227
227
228
228
229
229
231
231
232
233
233
234
234
235
235
237
237
239
239
241
242
242

10.2

11


. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.3 . . . . . . . . . . . . . . . . .
10.4 . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .

. .
. .
. .
. .

. .
. .
. .
. .

243
244
244
245

247

255

267


, .
, .
I , . , (, , , , ). . .
,
.
30- , ,
(, ). 40-50-
(, )
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( , , ).
50- .
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(, , )
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9

10

. -, ( ). ,
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( ).
70- .

( ) . ; (). 80- .
H - (, , , );
-
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, ,
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( ).
,
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l1 - (,
). , ,
. 60- (, );
(),
.
() .
, 20 . , .
. . [58] 80- .
, , .
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( )
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11

n- (
), .
,
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, .
2 . ( ).
, .
( ), ( ).
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3 . ( ) , .
(
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;
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4 .
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. ,
.

5. . 50-60- , , , .
( - -

12

)
.
. .
H -, 80-
( ).
.
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). H -
( ,
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. 5
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l1 -.
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13

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(
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.

Matlab
[7, 52, 69].
, Matlab 6.1.

14

, . . ,
, , , ,
. , S-,
..
. ; ,
.
.
,
.
, , -
. , , , -
.
.
( , , ). ,
. , ,
. ,
.


R, C

sign x

x R.

Re z, Im z

z C, z = Re z +
.
jIm z, j = 1.

z C, .. z = Re z + jIm z, z =
Re z jIm z.

arg z

z C.

Rn , Cn

n- x
: x = (x1 , . . . , xn )T .

|x|

x Rn x Cn , :
x n = 1;
1/p
n
. P
lp -: |x|p =
|xi |p
, 1 p ; :
i=1

1/2
n
. P
|xi |2
;
p = 2 : |x|2 =
i=1

.
p = : |x| = max |xi |;
1in

n
. P
|xi |.
p = 1: |x|1 =
i=1

(a, b)

Rn Cn .

Rnm , Cnm

n m A aij , i = 1, . . . , n, j = 1, . . . , m.

15

16

AT

A = ((aij )): AT = ((aji )).

A Cnn , ..
A = ((aij )), A = ((aji )).

rank A

A.

i (A)

i- A Cnn , i = 1, . . . , n.

tr A

A = ((aij )) Cnn : tr A =

det A

A.

(A)

A Cnn , .. .
: (A) = max |i |.

n
P
i=1

aii .

1/2

i (A)

i- A Cnm : i (A) = i (A A), i =


1, . . . , m.

kk

() ()
; , 2- ( ) (
); , A Rnm A Cnm :
.
1/2
(2-): kAk2 = max i (A A) = max i (A);
i

m
.
|aij | ;
(1-): kAk1 = max
1in j=1

n
.
|aij | ;
(-): kAk = max
1jm i=1

1/2
n
. P
.
: kAkF =
|aij |2
i,j=1

hA, Bi

; A, B Cnn :
hA, Bi = tr A B; , A, B Rnn , A = AT , B = B T :
hA, Bi = tr AB.

deg P (s)

P (s).

RH

- , .. G(s) = A(s)/B(s), A , B , deg A deg B. M (s)


mij (s), M (s) RH , mij (s) RH i, j.


.
=

CST

Control System Toolbox Matlab.

LMIC

LMI Control Toolbox Matlab.

AST

-Analysis and Synthesis Toolbox Matlab.

OT

Optimization Toolbox Matlab.

RCT

Robust Control Toolbox Matlab.

SMT

Symbolic Math Toolbox Matlab.

17

18

I

,
, .. . ,
( ) .

1

,
, . , .

1.1

:
x = Ax + Bu + D1 w,
y = Cx + D2 w.

(1.1)

x(t) Rn , , u(t) Rm ,
y(t) Rl , w(t) Rm1 , ( )
. A Rnn , B Rnm , D1 Rnm1 , C Rln , D2 Rlm1
t. C, ,
; .
(1.1) .
, y(t); y = x, .. .
, , .. A, B, C, D1 , D2 .
,
. .
w(t) ;
;
. .
.
u(t) ( u(x)),
(1.1) (, , 19

20

1.

..). .
, ,
(1.1), Bu:
x = Ax + D1 w,
(1.2)
y = Cx + D2 w.
. , (1.1) u
u(t) u = Kx (..
, . ),
(1.2), ( Bu(t) + D1 w, u(t))
A ( A + BK u = Kx;
).
(1.2) :
Zt
At

eA(t ) D1 w( )d.

x(t) = e x(0) +

(1.3)

x(0) x(t) t = 0, eAt


(. , 7.2). , x(0) w(t) ,
x(t) t.
, , ( (1.1))

x = Ax + Bu,
. ,
n

x(T ) : x = Ax + Bu, x(0) = 0, kuk c

,
T - u, , T u.
.
(1.1) , ,
xk = Axk1 + Buk1 + D1 wk1 ,
yk = Cxk + D2 wk .

(1.4)

k ( ),
.
, . , k

1.2.

21

, .

xk = Axk1 + D1 wk1 ,
(1.5)
yk = Cxk + D2 wk ,
:
xk = A k x0 +

k1
X

Aki1 D1 wi .

(1.6)

i=0

Matlab:
ss (CST)
(. ) ;
ss2ss (CST) ;
ssdata (CST) ( )
( ) ;
c2d (CST) ;
expm ;
funm .

1.2

. : s = dtd ;
x(t)
sx(t) = x(t).

(1.7)
s ; . ,
R(s) = a0 + a1 s + . . . + ak sk ,

R(s)x(t) = a0 x(t) + a1 x(t)


+ . . . + ak x(k) (t).
.
, s = dtd (1.1) ( x(0) = 0)
x,
x = (sI A)1 (Bu + D1 w),

h

y = C(sI A)1 Bu + C(sI A)1 D1 + D2 w.

(1.8)

22

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

u y,
.
Hyw (s) = C(sI A)1 D1 + D2
w y.
. H(s) s,
.
P (s) = det(sI A)

(1.9)

A. s , ,

. (1.9) Hyu (s) (, , Hyw (s))
.
Hyu (s) = H(s) =

1
W (s),
P (s)

(1.10)

W (s) , s. ,
M Rnn
M 1 =

1 c
M,
det M

c = ((m
cij )) , (
M
):
cij = (1)i+j det Mji ;
m

Mji , M j- i- .
cij s, (1.10).
, M = (sI A), m
si P (s)
H(s):
si : P (si ) = 0,
i = 1, . . . , n.
, H(s) A;
s H(s) . , P (s) (. ,
. 3), .. , H(s)
, .
, .
(1.8),
:
y = Hyu (s)u + Hyw (s)w.

(1.11)

(1.1)
(1.11) ;

1.2.

23

, (1.11)
(1.1).
, (1.11)
; , . ,
:
y = H(s)u,

u Rm ,

y Rl .

(1.12)

H(s) l m, - s, .. H(s)
H(s) =

1
W (s),
P (s)

(1.13)

l m W (s) s. P (s)
H(s) , ().
, , , , (. 3.4).
.
(1.12) P (s), (1.13)
P (s)y = W (s)u,

(1.14)

, s , y(t) Rl , u(t) Rm .
H(s) :
(. , 1.4); . ,
(1.14) , (1.1). ,
, .
"

H(s) =

A
C

B
D

(1.15)

H(s) = (A, B, C, D), , y = H(s)u


x = Ax + Bu,
x(0) = 0,
y = Cx + Du,

H(s) = C(sI A)1 B + D.

24

1.

H(s) (A, B, C, D)- , . , A (.. x) ; . A . H(s) -.


(A, B, C, D) H(s),
.
P (s) = det(sI A)
,
A (
).
, ; . , , yk uk+1 (. 1.1),
Hk (s):
yk = Hk (s)uk ,

k = 1, . . . , m;

, u,
v .
u = u1

- H1 (s)

y1 = u 2

- H2 (s)

y2 = u3

...

ym1 = um

- Hm (s)

ym = y

. 1.1: .
, u = u1
y = ym :
y = ym = Hm (s) H1 (s)u1 = H(s)u,
.. :
H(s) = Hm (s) H1 (s).
(1.16)

. , (- ), . ,
- ( (1.16) ).
,
. , (1.1)
x = Ax + Bu,
y = Cx,

1.2.

25

u(t) :
u(t) = aejt ,
a , (,
j, i, ). (1.3) x(t)
Zt
At

At

e(jIA) Bad

x(t) = e x(0) + e

0
At

= e x(0) + (jI A)1 Baejt (jI A)1 eAt Ba,

(1.17)

x(t)
.
x(t) = (jI A)1 Bu(t).

(1.18)

, A , .. i
: Re i < 0, i = 1, . . . , n (
, 3). ,
eAt 0 t . (1.17)(1.18) |x(t) x(t)| 0 t .
,
.
y(t) = Cx(t) = C(jI A)1 Bu(t),

|y(t) y(t)| 0 t ,

, ,
y(t) = H(j)u(t),

(1.19)

H(j) .
(1.19).
u(t) , i-, ui (t) = a cos t+ja sin t
( a ). k-

y k (t) = |hki (j)|a cos(t + ) + j|hki (j)|a sin(t + ),


hki (j) (k, i)- H(j), = arg hki (j).
H() u(t)
, .. ui (t)
a cos t, k-
y k (t) = |hki (j)|a cos(t + ).
: i- A
, k-
. |hki (j)| (.. |hki (j)| ), arg hki (j).
.

26

1.

, , .
.
z:
zxk = xk1 ,
(1.20)
. x0 = 0 (1.4)
xk = zAxk + zBuk + zD1 wk ,
..

1
xk = z(I zA)1 Buk + z(I
h zA) D1 wk ,
i
yk = zC(I zA)1 Buk + zC(I zA)1 D1 + D2 wk .

z
Hyu (z) = zC(I zA)1 B,

Hyw (z) = zC(I zA)1 D1 + D2 ,

(1.21)

, ,
, ..
.
P (z) = det(I zA)
z. , (1.21),
,
1
H(z) =
W (z),
P (z)
W (z) , z. , P (z)
, .. 1 (, A , .. |i | < 1 A), H(z) .
, ,
(1.5) (D2 = 0) A
,
uk = aejk ,
,
y k = H(ej )uk ,

.
H(ej ) = ej C(I ej A)1 B,

.. ,
, |H(ej )| , arg H(ej ) (
z ).
1

3.2,
3.3.3 4.1.3.

1.3.

27

, , .
, , .
Matlab:
tf (CST)
;
tfdata (CST) ( )
( ) ;
pole (CST) ;
append, connect, feedback, parallel, series (CST) , , ;
freqresp (CST) ;
minreal (CST) ;
poly ;
det ;
inv .

1.3

, .

x = Ax + Bu,
y = Cx

x(0) = 0,

(1.22)

w = 0.
(y) (u):
y = Lu,

(1.23)

L , . , (1.3),
Zt

y(t) =

Ce
0

A(t )

.
Bu( )d =

Zt

h(t )u( )d ;
0

(1.24)

28

1.

h(t) () , . , 1.4. L (1.23), ;


(1.22). , , : y(t) t
u( ) , > t. , L
o. , , , .

1.3.1

, 0 t < . , ,
1) L2 , u(t), 0 t <
2-:

1/2

.
kuk2 = |u(t)|22 dt

< .

(1.25)

|u(t)|2 u(t) Rm .
ku(t)k22 , L2
. , u L2 , (1.25) u(t) 0
t . , u(t) 1 L2 ,
u(t) = sin t 6= 0.
2) L . u(t) -:
.
kuk = sup |u(t)| < ,
0t<

|u(t)| - Rm ( , - 2-).
,
kuk = ess sup |u(t)|,
0t<

ess sup , . , , , u(t)


, sup |u(t)| . , u(t) = 0, t 6= 1, u(1) = 1,
u(t) 0; kuk = 0.
kuk , L . u(t) 1 u(t) = sin t L ,

(
1/t
0t1
u(t) =
,
0 < < 1/2
0
t>1

1.3.

29

L ( ), L2 (ku(t)k2 = 1/ 1 2).
3) L1 , 1-:
Z
.
kuk1 = |u(t)|dt < ,
0

|u(t)| u(t) Rm ( , 1-).


(

u(t) =

1/t
0

0t1
,
t>1

1/2 < 1

L1 (ku(t)k1 = 1/(1 )), L2 ( 1/t2


1/2) L .
'$
'$
L

L1

&%
&%
L2

. 1.2: L1 , L2 , L .

. 1.2. , L1 -
L - L2 -:
Z

kuk22

|u(t)| |u(t)|dt kuk


0

1.3.2

|u(t)|dt = kuk kuk1 .


0

.
L (1.23) Lp Lq , p, q =
1, 2 (.. Lu Lq u Lp ), (p, q)-
kLukq
.
= sup kLukq .
kLkp,q = sup
kukp 6=0 kukp
kukp 1

(1.26)

, (. , 5).
; , p = q = 2
p = q = . ,
. , ,
kLk2,2 = kH(s)k ,

30

1.

kH(s)k H - (. ).
, .. (1.24). , . (1.22)
( . . 3)) .

h(t) = CeAt B L1 ,
|CeAt B| const et , > 0,

Z
0

|CeAt B|dt < . ,

L, (1.24):
.
kLk1 = kLk, = khk1 .

(1.27)

, kuk 1
Zt

|y(t)|

Zt

|h(t )| |u( )|d


0

|h(t )|d khk1 ,


0

kyk khk1 . , t u0 ( ) = sign h(t )


0 t u0 ( ) = 0 > t,
Zt

y(t) =

Zt

h(t )u0 ( )d =
0

|h(t )|d = khk1


0

|h( )|d.
t

, y(t) khk1 t, .. sup |y(t)| = khk1 .


t

, ,
. ,
; ,
, .
.
y(t) [0, ), y0 , y1 , . . . , yi , . . .,
yi Rl . lp
:
1) l2 :

kyk2 =

!1/2

|yi |22

i=0

2) l :
3) l1 :

kyk = sup |yi |,


0i<

kyk1 =

|yi |.

i=0

, yi 1 yi = sign(1)i , y l , y
/ l2 , y
/ l1 ,
yi = 1/(i + 1) y l > 0, y l2 > 1/2, y l1 > 1.

1.3.

31

L, (y = Lu), . L : lp lq ,
(p, q)-
kLkp,q = sup kLukq .
kukp 1

, , (1.4) w 0, x0 = 0:
xk = Axk1 + Buk1 ,
(1.28)
yk = Cxk ,
(1.6)
yk =

k1
X

CA

ki1

k1
. X
Bui =
hki ui .

i=0

i=0

ki1

hki = CA
B (1.28).
L, u
y. , A (|i | < 1
A), L (, )- ,
, (1.27). ,
A
kLk, = sup kyk = khk1 .

(1.29)

kuk 1

, .
,
, .

1.3.3

, . M (s) n n, s .
H -
kM k = sup kM (s)k2 =
Re s0

sup

<<

kM (j)k2 ,

(1.30)

kM (s)k2 M (s) (. , 5):

1/2

kM (s)k2 = max (M (s)M (s))

(1.30) ( , ) . , M (s) (n = 1),


H -
kM k =

sup

<<

|M (j)|.

32

1.

,
M (s) =

1
s+1

(1.31)

( s = 1
)

1
1

= sup
kM k = sup
= 1.

j + 1
1 + 2

kM k .
, , ..
(1.22)
x = Ax + Bu,
y = Cx

x(0) = 0,


y = H(s)u,

H(s) = C(sI A)1 B,

(1.32)

, A ,
kyk2 kH(s)k kuk2 ,

(1.33)

2 2-, kH(s)k H -,
( A) . , H -
/:
1 (1.32) A
kyk2
= kLk2,2 ,
kuk2 6=0 kuk2

kH(s)k = sup

(1.34)

L - , (1.32).

, .
, H -
, . , H(j)
, , (1.19)
(1.34), H - - . (
2- ) ,
(. ) L2 .

1.3.

33

, M (s)
H2 -:

1/2

1/2
Z
Z

kM k2 = kM (j)k22 d = max M (j)M (j) d .

(1.35)

,

1/2
Z
kM k2 =
|M (j)|2 d .

(1.31)

Z
kM k2 =

1/2

1
d
|j + 1|2


Z
=

1/2

d
1 + 2

.
M (s), , M (z), . H -
kM k = sup kM (z)k2 = sup kM (ej )k2 = sup
|z|1

02

02

1/2

max (M (ej )M (ej ))


kM k = sup |M (ej )|.
02


xk = Axk1 + Buk1 ,
yk = Cxk ,

yk = H(z)uk ,

H(z) = zC(I zA)1 B,

A ( 1):
kyk2
,
kuk2 6=0 kuk2

kH(z)k = sup

H -
, .
(1.29) .
, :
yk = H(z)uk ,

H(z) =

g(z)
,
p(z)

(1.36)

34

1.

g(z) p(z) , p(z) (.. ). H(z)


:
H(z) = h0 + h1 z + . . . ,

|hi | < .

i=0

H1 - H(z) :

. X
kH(z)k1 =
|hi |.

(1.37)

i=0

y (1.36) u, l ,

kyk kH(z)k1 kuk ,


(1.38)
, (1.38) .
Matlab:
norm ;
norm (CST), normhinf (RCT), h2norm (AST), hinfnorm (AST) .

1.4

( ) ,
. ,
. . SISO (Single-Input, Single-Output)
MIMO (Multi-Input, Multi-Output), ..
.
, ( -
) ,
.
.
x = Ax + Bu,
y = Cx,

(1.39)

u(t) R1 , y(t) R1 , x(t) Rn . B C T Rn ,


.
Hyu (s) = H(s) = C(sI A)1 B s.
(1.39)
x = Ax + bu,
y = cT x

b Rn ,
c Rn .

(1.40)

1.4.

35

, u y , . n (1.40),
x .
y = cT x,
y = cT Ax + cT bu,
y = cT A2 x + cT Abu + cT bu,

..
.
y (k) = cT Ak x + cT Ak1 bu + cT Ak2 bu + . . . + cT bu(k1) ,
..
.
y (n) = cT An x + cT An1 bu + cT An2 bu + . . . + cT Ank bu(k1) + . . . + cT bu(n1) .
, a0 , a1 , ..,
, ai A. - ( .1 ), , x
; n :
y (n) + an1 y (n1) + . . . + a1 y + a0 y = n1 u(n1) + . . . + 1 u + 0 u,

(1.41)

k = cT Ank1 + an1 Ank2 + . . . + ak+2 A + ak+1 I b,

k = 0, . . . , n 1.

, s (1.7); (1.41)

P (s)y = Q(s)u,

P (s) =

n
X

ak s , an = 1,

k=0

k sk ,

k=0

y = H(s)u,

Q(s) =

n1
X

H(s) =

Q(s)
,
P (s)

H(s) - ( ), P (s) = det(sI A)


. P (s) (..
), .
1.2 , m
n . (1.41) : m n 1.
,
. , n- , ..

36

1.

. , ,
y (n) + an1 y (n1) + . . . + a1 y + a0 y = m u(m) + . . . + 1 u + 0 u,

n m,

(1.42)

. ,
(1.42) , :
y (n) + an1 y (n1) + . . . + a1 y + a0 y = u,

(1.43)


P (s) = sn + an1 sn1 + . . . + a1 s + a0 .

P (s)y = u,

xi
x1 = y,

x2 = y,

...,

xn = y (n1) ,

(1.43)
x 1 = x2 ,

x 2 = x3 ,

...,

x n = a0 x1 a1 x2 . . . an1 xn + u,
x = Ax + bu,
y = cT x

A=

0
0
..
.

1
0
..
.

0
1
..
.

...
...
..
.

0
0
..
.

0
0 ...
0
1
a0 a1 . . . an2 an1

b=

0
0
..
.

cT = (1 0 . . . 0).

(1.44)

, A (1.44) det(sI A) = P (s) .


, (1.44) ( c ) ( ,
A , . , 6.3 6.6).
,
(1.42) (. (.11) ).
- ,
, . ,
(t) -; h(t) t
t, t = 0 , . h(t)

1.4.

37

( ).
u(t)
Zt

y(t) =

h( )u(t )d ;

(1.45)

- ;
h(t) . (1.45) y(t) h(t) u(t); y = h u.
(1.45) , (. (1.24)).

( ):
(

0
1

1(t) =

t < 0,
t 0.

( )
(t) ( ); :
Zt

(t) =

h( )d.
0

,
, , .
( (1.42)) , - .
, :
Z
.
.
L{f (t)} = f (t)est dt = F (s),
0

, : |f (t)| Cest .
, st , s
(. 1.2). f (t) , F (s)
. , f (0) = 0
n d f (t) o

dt

= sL{f (t)},

.. s
s = dtd (1.7). ,
,
L{f g} = L{f } L{g}.

38

1.
, (1.45)
y = H(s)u,

H(s) = L{h(t)},

H(s) , 1.2.
, (1.45) ,
. ,
- , , y(t) = u(t 1) h(t) = (t 1) H(s) = es ;
.
- , .
(MIMO)
l m, (i, k) hik (t) i- t ,
k- t = 0 ( (i, k)).
- ;
:

. X
.
Z{fk } =
fk z k = F (z),

(1.46)

k=0

, .2
, , -
, ( ) .
.
. ;
.
H(s) =

k
Ts + 1

(), k = H(0) > 0


, T > 0 .

H(s) =
2

T22 s2

k
,
+ T1 s + 1

k > 0,

Z{fk } =

X
k=0

fk z k , z

; z (. z
1.2), (1.46).

1.4.

39

T1 2T2 > 0 ( 1 + T1 s + T22 s2 )


0 < T1 < 2T2 ( ).

k
H(s) = ,
k > 0,
s
,
H(s) = k
.
1elfrr.eps,height=3.5in,width=5in
. 1.3: .
H(j). . 1.3 H(j) (I)
(II) , (III) (IV).
( , 1.2, ).
.
A() = |H(j)|
, .

.
() = arg H(j)
,
.
figure=c:/sher/book/figs/1bdplot.eps,height=3.5in,width=5in
. 1.4: .
, ( ), A() () . ,
.
Lm() = 20logA()
();
. , , 1.2,
.
H(s) = H1 (s) Hm (s),
A() = A1 () Am (),

|H(j)| = |H1 (j)| |Hm (j)|


Lm() = Lm1 () + . . . + Lmm (),

40

1.

.. .
; ,
10 . Lm(), .
c , ..
20log|H(j)|=0,
|H(jc )|=1.
() (.. ),
. 1.4 ,
bode (CST) Matlab.

.
, .
Matlab:
canon (CST) ;
compan ;
polyvalm ;
impulse (CST) ;
step (CST) ;
lsim (CST) ;
conv ;
laplace, ilaplace; ztrans, iztrans (SMT)
;
bode (CST) , ( ).

1.5


x(t)

= Ax(t) + Bu(t) + D1 w(t),


y(t) = Cx(t) + D2 w(t),

t 0,

A, B, C, D1 , D2 , x(t) Rn , u(t) Rm , y(t) Rl , w(t) Rm1


() .

1.5.

41

; :
Zt

At

eA(t ) D1 w( )d,

x(t) = e x(0) +
0

x(0) .
:
xk = Axk1 + Buk1 + D1 wk1 ,
yk = Cxk + D2 wk ;

k > 0,

:
k

xk = A x0 +

k1
X

Aki1 D1 wi .

i=0

(
)
y = Hyu (s)u + Hyw (s)w,
Hyu (s) Hyw (s) , - s,
: .
; , A
( -), .
; . , :
Hyu (s) = C(sI A)1 B,

Hyw (s) = C(sI A)1 D1 + D2 ,

det(sI A).
H(s) , H(j)
;
|H(j)| ( |H(j)| ) arg H(j).
L:
y = Lu,

42

1.
() Lp 3 u Lq 3 y; p, q = 1, 2, . (p, q)- :
.
kLkp,q = sup kLukq .
kukp 1

, . L ;
- H-:
H -, (1.30), 2 - (1.35). lp
, , , H1 , (1.37).
(1.40)
u y: P (s)y = Q(s)u, Q(s), P (s)
(deg Q deg P ) , ,
y = H(s)u, H(s) = Q(s)/P (s).
(1.44); A.
(-) , ( ) .
;
. ,
k
H(s) =
Ts + 1
, k = H(0) > 0 , T > 0 .

2

, , , , .
.

2.1


x = Ax + Bu + D1 w,
y = Cx + D2 w.

(2.1)

: u ?
,
.. u(t). ;
.
, , , u(t) . , , , .
, .. . ,
. ,
.
u(t) U

t [0, T ],

U Rm .
, ,
.
J(u) =

ZT

|u(t)|22 dt c2 ,
0

T .
43

(2.2)

44

2.

(2.1), ,
. ,
x = Ax + w1 ,

.
w1 (t) = Bu(t) + D1 w(t),

x(0), A, B, D1 w(t) , x(t)


Zt
At

eA(t ) w1 ( )d

x(t) = e x(0) +
0

t. ,
.
,
(uk k);
.
;
,
x = Ax + Bu,
x Rn , u Rm ,
(2.3)
, x(0) 0 < T <
- u(t) [0, T ], (2.3)
T .
,
() .
, , , x(0) = 0 x(T ). : ,
x0 , x1 Rn T > 0 u(t),
x(0) = x0 x(T ) = x1 .
, .
,
( m )
( n ), .
(A, B) () ,
U = [B AB . . . An1 B]
n. U .
U n , n m, .. U n nm. , m = 1 ( ), B = b Rn ,
U n n, b, Ab, . . . An1 b,
(A, b) , (. .8 ).
; , ( .3).

2.1. .

45

1 () (2.3) ,
(A, B) .
. . rank U < n. v Rn ,
v 6= 0 , v T B = v T AB = . . . = v T An1 B = 0. -
( .1 ) A
:
An + an1 An1 + . . . + a0 I = 0,

v T An B = an1 v T An1 B . . . a0 v T B = 0.
Ak , k = 1, 2, . . ., , v T Am B = 0
m = n + 1, n + 2, . . .

v T eA B = v T I A +

1 2 2
A . . . B 0.
2!

, (2.3) (1.3)

ZT

x(T ) = eAT x(0) +

ZT

eA(T ) Bu( )d = eAT x(0) +


0

eA Bu( )d ,
0

x(T ) = 0
ZT
T

v T eA Bu( )d = v T x(0)

0 = v x(0) +
0

u( ). , v T x(0) = 0
x(0) (, x(0) = v).
. , x(0) = x0 x(T ) = 0. ,
T (T t)

u (t) = B T eA

v,

v x(T ) = 0, x(0) = x0 , ..
ZT

0 = eAT x0 +

T
Z
T
eA(T ) Bu ( )vd = eAT x0 + eA(T ) BB T eA (T ) d v.
0

,
.
Wc (T ) =

ZT
A(T )

e
0

T AT (T )

BB e

ZT

eA BB T eA d

d =

(2.4)

( ). , (Wc (T )d, d) =
Z T
0

|dT eA B|2 d d Rn , .. .

46

2.

.
(Wc (T )d, d) = 0 d 6= 0, ( ) = dT eA B 0 0 T .
, , ,
(0) = 0 (0) = . . . = (n1) (0) = 0,

(k) (0) = dT Ak B,

.. dT Ak B = 0, k = 0, 1, . . . , n1. , dT U = 0,
rank U = n. , Wc (T ) > 0, eAt x0 + Wc (T )v = 0
v = Wc1 (T )eAT x0 x0 .
T (T t)

u (t) = B T eA

Wc1 (T )eAT x0 ,

(2.5)

(2.3) x(0) = x0 x(T ) = 0.


. -, , rank B = r,
: rank [B AB . . . Anr B] = n.
-, , ,
, u (t). , ,
.
-, u (t) (2.2) - , ( ),
.. u(t) , J(u ) J(u). ,
u(t) u (t),
ZT

eA(T t) B u(t) u (t) dt = 0,


0

, Wc1 (T )eAT x0 :
0 =

eA(T t) B u(t) u (t) dt, W 1 (T )eAT x0


c
0

ZT

u(t) u (t)

B T eA

T (T t)

Wc1 (T )eAT x0 dt

ZT

u(t) u (t)

u (t)dt.

ZT

ZT
2

J(u) =

|u(t) u (t) + u (t)|2 dt

|u(t)| dt =
0

ZT h

|u(t) u (t)|2 + |u (t)|2 + 2 u(t) u (t)

u (t) dt

2.1. .

47

ZT

ZT

|u (t)|2 dt

|u(t) u (t)| dt +
0

ZT

|u (t)|2 dt = J(u ).

(2.5) (2.4), J(u ):


1
T
Z
T
eA BB T eA d x0 ,
J(u ) = xT
0
0

, T ,
, (2.2) .
x(0) = x0 x(T ) = x1 , x0
x1 (2.2),
T (T t)

u(t) = B T eA

W 1 (T ) eAT x0 x1 ;

, x0 = 0
T (T t)

ue (t) = B T eA

W 1 (T )x1

(2.6)

, x1 .
, ,

xk = Axk1 + Buk1 ,
xk Rn , uk Rm ,
(2.7)
, x0 k > 0 u0 , . . . , uk1 , : xk = 0.
(1.6), (2.7)
k

xk = A x0 +

k1
X

Aki1 Bui ,

i=0

: a Rn k > 0
u0 , . . . , uk1 , ,
k1
X

Aki1 Bui = a.

(2.8)

i=0

.
2 (2.7) , (A, B) .

48

2.

, k = n, (2.8) U u = a,
.
.
T
T
mn
U = [B AB . . . An1 B] Rnmn u = (uT
. ,
0 . . . un1 ) R
a , U n.
, , , U . B ,
, n; , B ,
.
, (w 0, v 0), A, B, C ( (2.2)). , - (. 5)
min

ZT

(Rx, x) + (Su, u) dt,

x(0) = x0 ,

x = Ax + Bu
A, B, R, S T
u (t), 0 t T .
. , , ,
, , , .. -
. ,
, , , ..
( , t , , )
u(t) .
. .
Matlab.
rank ;
ctrb (CST) ;
gram (CST) ( , . ).

2.2

.
, -

2.2.

49

.

:
u = (x, t).
(2.9)
(x, t) x; (, ), .
(2.9)
.
:
u = Kx,

(2.10)

K Rmn t. ,

, ..
.
(2.10) (2.1),
:
x = Ac x + D1 w,
Ac = A + BK,
y = Cx + D2 w.
, (2.10),
,
Ac = A + BK. (. 4), K , , ,
A .
(2.10) . ; .
, . , x = Ax + Bu
, ..
x(0) 6= 0 . , x = Ac x x(T ) = 0
, x(t) 0, , 1 , .

uk = Kxk ,
e
xk = Ac xk1 + D1 wk1 ,
yk = Cxk + D2 wk .

Ac = A + BK,

, Ac
, .

50

2.3

2.

; y.

u = Ky,
K m l, ;
. ,
x = Ax + Bu, y = Cx, , .. u, y R1 , K = k
, A + BKC = A + kBC.
A BC ,
A+kBC k. ,
.
. ,
x = Ax + Bu,
y = Cx,
, :
u = K xb,
x xb .
xb(t),
. :
x = Ax
y = Cx.

(2.11)

(2.11) ,
, .. x0 6= x00 ,
x, x0 y, y 0 y y 0 . .
, , x(t) y(t), y(t),

. . . , y (n1) (t), ..
, .
3 () (2.11) ,

.
V =

C
CA
..
.

Rlnn

CAn1
n. (A, C) .

2.3. .

51

.
, V T = [C T AT C T . . . (AT )n1 C T ] x = AT x + C T u, y = B T x, x = Ax + Bu,
y = Cx, .
,
1, A AT , B C T .
. . rank V < n. v Rn ,
v 6= 0, , Cv = CAv = . . . = CAn1 v = 0. 1 , CAm v = 0 m 0 ,
, CeA v 0. x(0) = v
y(t) = Cx(t) = CeAt v 0.
, x(0) = 0 y(t) 0. , , .
.
y(t) = Cx(t),

y(t)
= CAx(t), . . . , y (n1) (t) = CAn1 x(t),

.. Y = V x, Y = y(t), y(t),

. . . , y (n1) (t) Rnl , x = x(t).


, y(t) (2.11)
x(t) , , V n.
,
3 , n 1 . , ; , l ,
(, C ,
x(t) = C 1 y(t)).
, . , .. xb ,
.
, y yb = C xb:
xb (t) = Axb + F (y C xb).
F n l, .

x = Ax + Bu
y = Cx,

xb (t) = Axb + Bu + F (y C xb).
.
, , e(t) = x(t) xb(t)
e = (A F C)e.

52

2.

, F , e(t)
0 t e(0). ,
xb(t) x(t), xb(t) u = K xb.
, 4.3.
Matlab:
obsv (CST) .

2.4

; . .

P (s)y = Q(s)u + R(s)w,
P (s), Q(s), R(s) s:
P (s) = p0 + p1 s + . . . + pn sn ,
Q(s) = q0 + q1 s + . . . + qm sm ,
R(s) = r0 + r1 s + . . . + rl sl ,
l n, m n (.. ), y(t), u(t),
w(t) , , . ,
(1.11):
y = Hyu (s)u + Hyw (s)w,

(2.12)

Hyu (s), Hyw (s)


Hyu (s) =

Q(s)
,
P (s)

Hyw (s) =

R(s)
,
P (s)


pn y (n) + . . . + p0 y = qm u(m) + . . . + q0 u + rl w(l) + . . . + r0 w
, u(t) w(t) m l .
,
u=

N (s) .
y = C(s)y,
D(s)

(2.13)

N (s), D(s)
N (s) = n0 + n1 s + . . . + n s ,
D(s) = d0 + d1 s + . . . + d s ,

2.4.

53

C(s) . (2.12),
:
y = Hc (s)w,

Hc (s) =

Hyw (s)
R(s)D(s)
=
.
1 + Hyu (s)C(s)
Q(s)N (s) + P (s)D(s)

(2.14)

, Pc (s)
Pc (s) = Q(s)N (s) + P (s)D(s),
Hc (s) .
.
w -N
y
- G(s)
- 6

C(s)

. 2.1: - .
-, . 2.1,
N
G(s) C(s) ,

, (2.13) ( ). ,
-
G(s)
Hc (s) =
.
(2.15)
1 + G(s)C(s)
-
.
, . 2.2 ( , ..),
w -N e uy
C(s)
G(s)
- 6

. 2.2: - .
w , C G , u . ( w y)
T (s) =

G(s)C(s)
,
1 + G(s)C(s)

(2.16)

54

2.

.
w e = w y :
S(s) =

1
.
1 + G(s)C(s)

(2.17)

. G , G/G ; , T
T , T /T
.
T /T
lim
G0 G/G
. T
G, , S. S(s) + T (s) = 1, T (s)
.
1 + G(s)C(s), (2.15), . , ( ,
)
.
. 2.2 . , . . 2.3. G
w
r K(s)

N e

- 6

- C(s)

u-

G(s)

?
N

y-

N
6

. 2.3: - .
(, ) K C, (
. 2.2). r(t),
w(t) v(t). y(t)
:
y = S(s)w + R(s)r T (s)v,

(2.18)

S(s) T (s) ,
(2.17) (2.16), r y
R(s) = K(s)T (s).

2.4.

55

, w ( ), (2.18) ,
S ( ). , v
( ), T .
,
S(s) + T (s) = 1

(2.19)

s. ,
, .. S(j) , T (j)
.
.
, (. 1.2), .. . ,
. , (2.14)
P D, RD; l = deg R deg P = n,
deg RD deg P D. ,
QN P D (2.14) , ,
. .
2 (2.14)
1 + Hyu ()C() 6= 0,

(2.20)

1 + G()C() 6= 0,

(2.21)

(2.15)
(2.14) (2.15) .
.
, . ,
( 1.2). , -
. 2.1, 2.2, 2.3. , , (2.15) ( , ,
). - . 2.2
y = G(s)C(s)e,

e = w y.

e y ,

.
y = (I + GC)1 GCw = T w,
.
e = (I + GC)1 w = Sw.

56

2.


S(s) =
T (s) =

I + G(s)C(s)

I + G(s)C(s)

(2.22)

G(s)C(s)

(2.23)

- ;
w e w y, . - , (2.19):
S(s) + T (s) = I.
, . 2.3. ( 2)
:
I + G()C()
, .
, ,
(. 1.2). .
4

"

H(s) =

A
C

B
D

, (A, B) , (A, C) .
Matlab.
tf (CST)
;
minreal (CST) .

2.5


x = Ax + Bu
: u = u(t),
. , x0 x1 , x0 x1 () T .
: U = [B AB . . . An1 B]
n ( 1). A, B, C .

2.5.

57

,
, .
u = Kx,
K Rmn .
; Ac =
A + BK.

x = Ax + Bu,
y = Cx
, ,
. u = Ky
,

u = K xb,
xb ;

xb = (A + BK)xb + F (y C xb).
:
x(t) 6 x0 (t) y(t) 6 y 0 (t),
. :

. CA
Rlnn
V =
..

.
CAn1
n ( 3).


y=

Q(s)
R(s)
u+
w,
P (s)
P (s)

deg P deg Q,

deg P deg R,

P, Q, R ,
u=

N (s)
= C(s)y,
D(s)

N (s), D(s) , C(s) .


. 2.1
H(s) =

G(s)
,
1 + G(s)C(s)

58

2.
Q(s)N (s) + P (s)D(s).
. 2.2 w e :
1
S(s) =
,
1 + G(s)C(s)
y :
T (s) =

G(s)C(s)
,
1 + G(s)C(s)

1 + G(s)C(s) .
. 2.2 ,

S(s) = I + G(s)C(s)

T (s) = I + G(s)C(s)

G(s)C(s).

( 2):
1 + G()C() 6= 0;
: I+G()C()
.
, . 2.3. ( ( ) K C).
y(t) w(t),
r(t) v(t):
y = S(s)w + R(s)r T (s)v,

S(s) =

1
,
1 + G(s)C(s)

T (s) =

G(s)C(s)
,
1 + G(s)C(s)

R(s) = K(s)T (s).

S(s) + T (s) = 1
s,
( w )
( v ).
: S(j) , T (j) .
4: H(s) = (A, B, C, D)
, (A, B) , (A, C) .

. ,
.
: ; ; ; .
, .

3.1

3.1.1


x(t) Rn ,

x = Ax,

(3.1)

A n n, t, , x(t) 0
t x(0).
5 (3.1) ,
i A :
Re i < 0,

i = 1, . . . , n.

(3.2)

.
0 < < = min{Re i } C = C(A, ),
i

|x(t)| C|x(0)|et .
59

(3.3)

60

3.

, A, (3.2), . , . A ,
.
= min{Re i (A)} ( i
), ..
.
. . (3.2) , ..
A, , 1 ,
Re 1 0.
1 , x(0) = e1 , Ae1 = 1 e1 , e1
|e1 | = 1. x(t) = e1 t e1 ,
x(t) 6 0 t . 1 1 = u + jv,
2 = 1 = u jv, e1 = g + jh
, 1 : Ae1 = 1 e1 , |g|2 + |h|2 = 1, e2 = g jh
, 2 : Ae2 = 2 e2 . Ag = ug vh, Ah = vg + uh.
x(0) = 0 g + 0 h, 0 , 0 R1 , x(t)
: x(t) = (t)g + (t)h, (t), (t)

= u + v,
= v + u,

(0) = 0 ,
(0) = 0 .

.
(t) = 2 (t) + 2 (t), = 2u, .. (t) 6 0 t
u 0.
. ; , .
, .
1 ( ). A (, ), .. T ,
A = T 1 T,

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


|x(t)| = |eT

1 T t

x(0)| = |T 1 et T x(0)| kT 1 k ket k kT k |x(0)| = kT 1 k et kT k |x(0)|,

(3.3) A ( > 0),


= , C :
C = kT k kT 1 k.

3.1.

61

:
keAt k Cet ,
C = kT k kT 1 k.
(3.4)
A , c
.
= T x,
= ,

(0) = T x(0),

, i = i i , i = 1, . . . , n, .. (3.1) n
i (t) = i (0)ei t ,
i = 1, . . . , n.
i = ui + jvi ui < 0, > 0 |ei t | = |eui t ejvi t | = eui t et i ,
|(t)| |(0)|et .
A ,
:
A = T 1 JT,

J = diag(J1 , . . . , Jm ),

m , Ji .
Ji l l

Ji =

eJi t

et

0
=
.
..

tet
t

e
..

t2 t
e
2

te

...

tl1 t
e
(l1)!

...

..
.

tet
et

.
...

1 ... 0
.. . . . . ..
.
. .
.
..
..
. 1
.
0 ... ...

= et 0

..

tl1
(l1)!

t2
2

...

1
..
.

...

..
.

...

t
1

, Re < 0, R(t) l 1 ,
keJi t k R(t)et Cet
0 < < ; C = max R(t)e()t < . keJt k = maxi keJi t k,
0t<

(3.3).
2 ( ).
A :

A=

0
0
..
.
..
.
a0

1
0
..
.
..
.
a1

0
1

...

...
...
..
.

0
0
..
.

0
an2

1
an1

62

3.

, ( 1.4), (3.1) n- y = x1 :
y (n) + an1 y (n1) + . . . + a0 y = 0,

y(0) = x1 (0), . . . , y (n1) (0) = xn (0),

(3.5)

. (1.44) b = 0 (1.43). , ,
y(t) = P1 (t)e1 t + . . . + Pm (t)em t ,
1 , . . . , m
.
P (s) = sn + an1 sn1 + . . . + a0 ,
Pi (t) t, i . ,
P (s) 1 , . . . , n ,
y(t) = c1 e1 t + . . . + cn en t ,
ci ( Pi (t)) (3.5). ,
ci
c1 + . . . + cn = y(0)
c1 1 + . . . + cn n = y(0)

..
.
n1
n1
c1 1 + . . . + cn n
= y (n1) (0).

.
S=

1
1
..
.

...
...

n1
1

1
n
..
.

nn1 .

c = S 1 x(0),

c = (c1 , . . . , cn )T .

, Re i < 0
|x1 (t)| = |y(t)|

n
X
i=1

|ci | |ei t | et

n
X

|ci | Cet |x(0)|1 ,

C = kS 1 k .

i=1

xk (t) = y (k1) (t), k = 2, . . . , n.


. , ,
1 , A.
1

A , . .8 .

3.1.

63

3 ( ). ( P ):
AT P + P A = Q,

(3.6)

A , Q > 0 ; .2 ( .13 ), (A , Q > 0)


P > 0.
V (x) = xT P x

x(t) (3.1). V (x)


V x(t) t. :

V (x) = x T P x + xT P x = (Ax)T P x + xT P Ax = xT AT P + P A x
= xT Qx ` xT x

` T
`
.
x P x = V = V,
M
M

` > 0
Q, M > 0
.
P . , v(t) = V x(t)
v(0) = xT (0)P x(0),

v v,

v(t) 0,

v(t) v(0)et

1 T
1
v(0) t
M |x(0)|2 t
x Px =
v(t)
e

e ,
m
m
m
m
m > 0 P .
|x(t)|2 = xT (t)x(t)

|x(t)| C|x(0)|e

C=

M
,
m

`
=
,
2
2M

.. (3.3) (3.1).
,
P Q
. , A > 0
=

min (Q)
`
=
,
2M
2max (P )

, , Q .
2

AP + P AT = Q ( ,
Matlab).
A AT , , .

64

3.

, 5 ,
. ( 3.4)
, .

P (s)y(t) = 0,

y(0) = 0 ,

y(0)

= 1 ,

...,

P (s) s =

y (n1) (0) = n1 ,

(3.7)

d
:
dt

P (s) = sn + an1 sn1 + . . . + a1 s + a0 .


; , ;
.
(3.7) , y (k) 0, k = 0, 1, . . . , n 1, t
1 , . . . , n .3
, , , ( 1.4):

x = Ax,

.
x(0) = =

0
1
..
.
n1

A=

0
..
.

0
..
.

...
..
.

0
0
..
.

1
a0 a1 . . . an1

x1 = y
x2 = y
..
.
xn = y (n1)

A () .
P (s), P (s). , 5 .
6 , (3.7) , , P (s) :
Re i < 0,

i = 1, . . . , n.

, (3.7). . , 5,
.

3.1.2

,
:
x = Ax + u.
3

(3.8)

y(t) 0 (. (3.7)); n , .

3.1.

65

7 , x(t) (3.8) x(0) = 0 u(t) (|u(t)| 1 t),


, A .
. . (3.2) : Re 1 0, Ae1 =
1 e1 , |e1 | = 1 A
. 1 , u(t) e1 ,
Zt

x(t) =

Zt

A(t )

1 t
e1 (t ) d e1 = 1
1)e1
1 (e

e1 d =

1 t
1 6=R 0, |x(t)| = |1
1| t . 1 = 0,
1 | |e
t
x(t) = e1 0 d = te1 , |x(t)| t .
1 , 1 = + j, e1 = g + jh,
, g h,

= + + f1 ,
= + + f2 ,

(0) = 0,
(0) = 0,

(. 5) x(t) = (t)g + (t)h, u(t)


.
u(t) = f1 (t)g + f2 (t)h. (t) = 2 (t) + 2 (t) = 2 + f1 + f2 .
f1 (t) = sign (t), f2 (t) = sign (t) ( sign 0 = 1), > 0 , .. ()
u(t), |x(t)| t .
. , , . ,
, (3.8):
x = Ax + Bu,

(3.9)

, A
.
1 ( ). (1.3) x(0) = 0
Zt

eA(t ) Bu( )d.

x(t) =
0

, (3.4),
Zt

Zt
A(t )

|x(t)|

ke
0

e(t ) d <

k kBk|u( )|d CkBk


0

1
CkBk.

(3.10)

( )
- (1.27).

66

3.

2 ( ).
.
V (x) = xT P x, P > 0 AT P + P A = Q,
.
Q > 0, V = dtd V x(t) .
V

= (Ax + Bu)T P x + xT P (Ax + Bu) = xT Qx + uT B T P x + xT P Bu


1
V + uT B T P Bu + xT P x,

= min (Q)/max (P ) > 0, > 0 .


:
!T

1
1

u B P x + x P Bu = P 1/2 Bu P 1/2 x
P 1/2 Bu P 1/2 x

1
+ uT B T P Bu + xT P x

1 T T

u B P Bu + xT P x

> 0. ,
1
V V + kB T P Bk + V.

.
.
0 < < . = > 0 = 1 kB T P Bk
v(t)
v(t) + ,

.
v(t) = V x(t) .

( v(0) = 0, v(t) 0),

1
1

,
|x(t)|2 xT P x = v(t)
,

m
m
m
.
v(t)

m = min (P ),

, , A ,

. , .
BIBO (Bounded-Input, Bounded-Output, ..
). ,
.
Matlab:
eig ;
expm ;

3.2.

67

norm ;
lyap (CST) ( );
jordan (SMT) ;
canon (CST) ;
sqrtm .

3.2

xk = Axk1 ,
(3.11)
xk Rn , A n n. ,
, xk 0 k x0 .
, (A) A :
.
(A) = max |i |.
i

8 (3.11) ,
i A :
.
= (A) < 1.

(3.12)

> 0, + < 1 C = C(A, ),


|xk | C|x0 |( + )k .

(3.13)

A, (3.12), (
, , ,
).
. . 1,
1 |1 | 1. x0 6= 0 ,
1 (, 1 , , 1 )
, |xk | = |1 |k |x0 |, .. |xk | 6 0 k .
. , ,
(3.12).
1 ( ). (. .4 ),
(A) = lim kAk k1/k ,
k

68

3.

> 0 k
|xk | = |Ak x0 | kAk k |x0 | ( + )k |x0 |,
, , k (3.13).
2 ( Ak ). : A ,
T A = T 1 T , = diag (1 , . . . , n ).
|xk | = |Ak x0 | = |T 1 k T x0 | kT 1 k kk k kT k |x0 | = kT 1 k k kT k |x0 |,
, , (3.13) = 0, = kT k kT 1 k (.
). ,
J l l

Jk =

Ck1 k1

0
..
.

...

0
Ckm =

k!
m!(mk)!

...
...

Ckl1 kl+1

..

Ck1 k1
k

...

m k Ckm = 0 m > k.

C = C(A, ), kJ k k C || + . , .
3 ( ).
A

A=

0
0
..
.
..
.
a0

1
0
..
.
..
.
a1

0
1

...

...
...
..
.

0
0
..
.

0
an2

1
an1

(3.11) n-
yk + an1 yk1 + . . . + a0 ykn = 0,

k n,

y0 = x01 , y1 = x02 , . . ., yn1 = x0n , x0j j-


x0 . 1.2 z ,

P (z)yk = 0,
P (z) = 1 + an1 z + . . . + a1 z n1 + a0 z n .
, i P (z) ,
k
yk = c1 k
1 + . . . + cn n ,

3.3.

69

ci . P (z)
A, ,
, .
, . ,
, , ,
.
4 ( ). .
V (x) = xT P x vk = V (xk ).
T T
vk+1 = xT
k+1 P xk+1 = xk A P Axk .

P > 0 4
AT P A P = Q
Q > 0 (-
A, . .19 ),
min (Q)
T
vk+1 = xT
=
> 0,
k (P Q)xk = vk xk Qxk vk vk ,
max (P )
.. vk v0 (1 )k , , ,
|xk | C|x0 |q k ,

v
u
u max (P )
C=t
,

min (P )

q=

1 < 1.

, |xk | .
, - A
v
u
min (Q)
. u
q = t1
(A)
max (P )
, , Q q .
Matlab:
dlyap (CST) ( ).

3.3

,
A (, ,
). ,
, Re i < 0, i = 1, . . . , n ( ) |i | < 1, i = 1, . . . , n
4

AP AT P = Q, . . 61.

70

3.

( ), i A. , , ,

.
,
,
. roots(P) eig(A) Matlab,
( n) .
,
. , A P
, . ,
A x = Ax + Bu ,
u = Kx, Ac = A + BK K. ,
.
. , (
) .

3.3.1


P (s) = a0 + a1 s + . . . + an sn
ai , an > 0 ( ,
P (s) P (s) ).
s = j:
.
P (j) = a0 a2 2 + a4 4 . . . + j(a1 a3 2 + a5 4 . . .) = U ( 2 ) + jV ( 2 ),

.
U (t) = a0 a2 t + a4 t2 . . . ,

.
V (t) = a1 a3 t + a5 t2 . . .

P (j) , z = P (j)
0 .
9 :
1. P (s) ;
2. P (j) n , , ;
3. arg P (j) ,
0 n/2;

3.3.

71

4. U (t) V (t) , , .. 0 < t1 < t2 < . . . < tn1 ,


U (t1 ) = U (t3 ) = . . . = 0, V (t2 ) = V (t4 ) = . . . = 0, , , U (0) > 0.
2 ( P (j) ), 4 -.
. ,
P (s), arg P (j) .

P (s) = an (s 1 ) (s n );

P (j) = an (j 1 ) (j n ),

arg P (j) =

n
X

an > 0,

arg(j k ).

k=1

= 0 arg P (0) = nk=1 arg(k ).


- ,
P (s) arg P (0) = 0 (, , a0 > 0).
.
k = arg(j k ) , k .
k < 0, k , k
(j k ) 0 /2 (. . 3.1, ).
k > 0, k = /2.
Im 6
Im 6
r j

3
k + k = 0 = 0

7
6

r j

>

k + k = =

rP k

k
PP
P
k
PP

r
-r
qr
k

Re

r k

Re

. 3.1: arg(j k ) .
, k , k .
.
.
k = arg(j k ) k = arg(j k ). k + k = Re k < 0
k + k = Re k > 0 (. 3.1 ). , ,
P (s) , P (j)
arg P (j) =

m (n m),
2
2

(3.14)

m (
). , m = n ( ),

72

3.

arg P (j) = n/2, arg P (j) n/2


0 ( ). , arg P (j)
arg P (j 0) = 0 arg P (j ) = n/2, P (s)
, (3.14) , m = n.
, 1 3.
P (s) , 3 arg P (j) = n/2, .. arg P (j) arg P (0) = arg a0 = 0 n/2,
n . , P (j) n
, arg P (j) (n 1)/2. (3.14) ( ,
P (j) , .. P (s) ) ,
m = n. , 2 1 3.
, 4 2: , .. U (t) V (t). ,
, U (t) V (t) n 1 . , .
.
1. : P (s) = a0 + a1 s + a2 s2 , a2 > 0.

P (j) = a0 a2 2 + ja1 ,

U (t) = a0 a2 t,

V (t) = a1 ;

t1 = a0 /a2 .

P (j) ; , I II :
figure=c:/sher/book/figs/3mikh2.eps,height=2.5in,width=3in
. 3.2: .
a1 > 0, a0 /a2 > 0, .. n = 2
:
a0 > 0,

a1 > 0,

a2 > 0.

, , ,
P (s) = an

Y
k R

(s k )

(s2 2sRe j + |j |2 ),

an > 0,

j C

k < 0, Re j < 0, . n > 2


,
.
2. : P (s) = a0 + a1 s + a2 s2 + a3 s3 , a3 > 0.

3.3.

73

P (j) = a0 a2 2 + j(a1 a3 2 ),
t1 = a0 /a2 ,

U (t) = a0 a2 t,

V (t) = a1 a3 t;

t2 = a1 /a3 .

. 3.3. figure=c:/sher/book/figs/3mikh3.eps,height=2.5in,width=3in
. 3.3: .
,
a0 > 0,

a1 > 0,

0 < t1 = a0 /a2 < t2 = a1 /a3 .

:
a0 > 0,

a1 > 0,

a2 > 0,

a3 > 0,

a1 a2 > a0 a3 .

,

a1 a2 > a0 a3 .
3. : P (s) = a0 + a1 s + a2 s2 + a3 s3 + a4 s4 , a4 > 0.

P (j) = a0 a2 2 + a4 4 + j(a1 a3 2 ),

U (t) = a0 a2 t + a4 t2 ,

V (t) = a1 a3 t;

a22 4a0 a4
a2 + a22 4a0 a4
a1
,
t2 = ,
t3 =
.
t1 =
2a4
a3
2a4
ti a22 4a4 a0 > 0, 0 < t1 < t2 < t3 :
a2

a2

a22 4a0 a4 <

q
2a1 a4
< a2 + a22 4a0 a4 .
a3

, ( ai > 0) :
ai > 0,

i = 0, . . . , 4,

a1 a2 a3 > a0 a23 + a21 a4 .

, -
. , 0 < t1 < t2 < . . . < tn1 c0 > 0, c1 > 0,

.
.
U (t) = c0 (t t1 ) (t t3 ) . . . ,
V (t) = c1 (t t2 ) (t t4 ) . . . ;
P (s),
P (j) = U ( 2 ) + jV ( 2 ),
.
, , P (s) .

74

3.3.2

3.


.
n 4;
-.
( -) , .
.

P (s) = an sn + an1 sn1 + . . . + a0 ,

an > 0,


Q(s) = an1 sn + an3 sn2 + . . .

.
P (s) = P (s) + Q(s) = (an + an1 )sn + an1 sn1 + (an2 + an3 )sn2 + an3 sn3 + . . .
= an /an1 ,

an
Pe (s) = an1 sn1 + an2
an3 sn2 + an3 sn3 + . . .
an1

(3.15)

n 1.
3 an , an1 > 0 Pe (s) , P (s) ;
P (s) .
n = 5 ( ). , t = 2
.
P (j) = a0 a2 2 + a4 4 + j(a1 a3 2 + a5 4 ) = U (t) + jV (t),
Q(j) = j(a0 a2 2 + a4 4 ) = jU (t),

a5
a5
Pe (j) = P (j) Q(j) = U (t) + j V (t) U (t) = Ue (t) + j Ve (t).
a4
a4
Pe (s) , - 0 <
t1 < t2 < t3 , Ue (t1 ) = Ve (t2 ) = Ue (t3 ) = 0, Ve (t1 ) > 0, Ue (t2 ) < 0, Ve (t3 ) < 0.
, U (t) = Ue (t), V (t) = Ve (t) + aa45 Ue (t)
U (t1 ) = 0,

V (t1 ) = Ve (t1 ) > 0,

U (t3 ) = 0,

V (t3 ) = Ve (t3 ) < 0.

V (t) [t1 , t3 ], t02 , t1 < t02 <


t3 , V (t02 ) = 0. U (t02 ) < 0, U (t)
t1 , t3 . , 0 < t1 < t02 < t3
U (t) V (t). , V (t3 ) < 0, V (t) = a1 a3 t + a5 t2 +
t ( a5 > 0), V (t)

3.3.

75

t4 > t3 . , 0 < t1 < t02 < t3 <


t4 U (t), V (t). -,
P (s).
, P (s) n
an , an1 Pe (s) n 1.
P (s) Pe (s), .
.
.
.
.
.
.
1. b1 = an , b2 = an1 , . . . , bn+1 = a0 , bn+2 = 0,
k = n + 1.
.
2. = b1 /b2 ( b2 = 0, ),
.
.
.
.
.
.
b1 = b2 , b2 = b3 + b4 , b3 = b4 , b4 = b5 + b6 , b5 = b6 , . . . , bk = 0,
.
k = k 1.
3. k 2,

b1 > 0,

b2 6= 0, 2.

k = 1 b1 > 0, .
.
: b1 , . . . , bn+2 , , .
;
3 ( 2 ).
, ,
( b1 > 0 3). ,
.
, (3.15) 3.
1. n = 3: P (s) = a3 s3 + a2 s2 + a1 s + a0 .

Pe (s) = a2 s2 + a1

a3
a0 s + a0 .
a2


, ,
..
a3
a0 > 0.
a2 > 0,
a1 a0 > 0,
a2
, .
2. n = 4: P (s) = a4 s4 + a3 s3 + a2 s2 + a1 s + a0 .

Pe (s) = a3 s3 + a2

a4
a1 s2 + a1 s + a0 ,
a3

76

3.

n = 3

a4
ai > 0, i = 0, . . . , 4,
a1 a2 a1 > a3 a0 .
a3
. , . ,
, , ,
.
. ,
, , . .

3.3.3

.

P (z) = a0 + a1 z + . . . + an z n ,

a0 > 0;

(3.16)

, , ..
. .
10 (3.16) , P (ej ),
0 2, .
,
P (z) = an

n
Y

(z i ),

i=1

P e

= an

n
Y

ej i ,

i=1

i , ej i
, ej
i

.
, ej i 2; , P (ej )
k , k P (z).
(|zi | > 1) :
, ,
, , P (z) = z n .
, |zi | < 1; .
, ak ank , k = 0, . . . , n,
: i 1
i .

3.3.

77

( -). P (z)
, :

Q(z) = z n P

1
= a0 z n + a1 z n1 + . . . + an ,
z

a0 > 0,

(3.17)


Pe (z) = P (z) + Q(z),

= an /a0 .

Pe (z) n 1, .. P (z). , 3, ( ).
4 a0 > 0, a0 aan0 an > 0 Pe (z) , P (z) ;
P (z) .
, , a0 + a1 z; |a0 /a1 | > 1.
. (, ).
P (z) (3.16) , P (z)
1 z 1. P (0) = a0 > 0 P (1) > 0 P (1) > 0.
:
a0 + a1 + . . . + an > 0,

a0 a1 + . . . + (1)n an > 0.

(3.18)

, :
n
X

|ai | < |a0 |;

(3.19)

i=1

P (z), , . , 3.6.
:
P (z) = a2 z 2 + a1 z + a0 ,

Q(z) = a0 z 2 + a1 z + a2 ,

a0 > 0,

.
Q(ej ) = U () + jV ();
U () = a0 cos 2 + a1 cos + a2 ;
V () = a0 sin 2 + a1 sin .
P (z) Q(z) ,
.. Q(ej ) . ,
,

78

3.

0 ( Q(ej ), 0 Q(ej ), 2 ). V (): 1 = 0; 3 cos 3 = a1 /2a0 , |a1 | < 2a0 ( a0 > 0); 5 = .
U () V () , .. U () 2 4 ,
1 < 2 < 3 < 4 < 5 . U (1 ) = a0 + a1 + a2 > 0 (. (3.18)), U (3 )
: a2 a0 < 0, U (5 ) = a0 a1 + a2 > 0.
V () U () , , ,
P (z):
a0 + a1 + a2 > 0,

a0 a1 + a2 > 0,

a0 a2 > 0.

, 4.
4 (
, .. ),
.
5 P (z) n P (0) = 1
P0 (z) = 1,

Pk+1 (z) = Pk (z) + tk z k+1 Pk (z 1 ),

|tk | 1,

k = 0, . . . , n 1.

tk -. , Rn -
.
,
( ) .
, .. . ,
. A
P (s) = det(sI A) (
), .
Matlab:
poly ;
roots ;
angle ;
rss, drss (CST) ( ).

3.4

3.4

79

,
. ,
? . ( )

A(s)
G(s) =
,
B(s)
A(s), B(s) m n ,
m n (.. ).
(. 3.4);
w -N
y
- G(s)
-6

. 3.4: .
.
Gc (s) =

G(s)
A(s)
=
.
1 + G(s)
A(s) + B(s)

(3.20)

, P (s) = A(s) + B(s), , ,


A B , .
,
.. G(j) (,
, . . 1). G(j) 0
, . ,
, .. P (s). .
11 G(s) p n p .
(3.20) , G(j) 1
p/2 .
.
P (j) = A(j) + B(j) = B(j)(G(j) + 1),
0
arg P (j) = arg B(j) + arg(G(j) + 1).

80

3.

3 9 P (s) , arg P (j) =


n/2, P (j) 6= 0. G(s) B(j) 6= 0
arg B(j) = n/2 p (. (3.14)). , G(j) +
1 6= 0 arg(G(j) + 1) = p. , G(j) p/2
1. , 1/2
.
, = 0 G(j) = a0 /b0 , = G(j) = an /bn
m = n G(j) = 0 m < n, .. G(j)
.
, B(s) ,
: G(j) 1.
, (. . 3.5).
L ,
1
.
, |G(j)| = 1.
figure=c:/sher/book/figs/3nyq.eps,height=2.5in,width=3in
. 3.5: . .
, , 1,
. , c ,
|G(j)| = 1, 1.4 . ,
(c ) + .
, , ,
, ..
. , ,

1
G(s) =
s1

s1
.
C(s) =
s+1
,
H(s) = G(s)C(s) =

s1
1
1

=
,
s1 s+1
s+1

( 1 ). ,

3.4

u = C(s)w,

y = G(s)u,

u + u = w w,

81

y = H(s)w,

w-

C(s)

u-

G(s)

y-

y y = u,

, u ,
y y = w w.
w = 0 (.. y y = 0)
. , y(t) = c1 et + c2 et , c1 = (y(0) + y(0))/2,

c2 = (y(0) y(0))/2

t y(0) = , y(0)

= 0. , w
.
s = 1. , : . ,
, ,
.
. 1.2,
x = Ax + Bu,
(3.21)
y = Cx,

W (s)
H(s) = C(sI A)1 B =
,
P (s)
W (s) , s, P (s) = det(sI
A) A, .. P (s)
H(s). H(s),
(3.21), :
12 H(s)
, H(s) .
6 . ,
1.2 .
. G(s) ; , ?
. 3.6 ( ).
u y :
u y = e,

y = Ge,

y = (I + G)1 Gu = Hu.

,
H = (I + G)1 G,

(3.22)

82

3.
u-N e - G(s)
-6
6

. 3.6: , .
.

.
g(j) = det I + G(j) ,

0 < ,

p G(s).
13 . 3.6 , g(j) 0 p/2
.
, .
, 13 . , G(j) C g(j) = 1 + G(j), .. g(j)
G(j). (1, 0) 11
(0, 0) 13.
, , . ,
, . 2.3, (
, ..),
. . ,
,
.
, RH ,
- . H(s)
, H(s) RH . w1 -N e1 G(s)
6

e2 N? w2
K(s)

. 3.7: , .
, . 3.7,
G(s) K(s) , e1 , e2 ,

3.4

83

w1 , w2 . , 5 .
e1 = w1 + Ke2 ,
e2 = w2 + Ge1 ,
( wi ej , i, j = 1, 2)
(I KG)1 ,

(I KG)1 K,

(I GK)1 G,

(I GK)1 .

(3.23)

, . 3.7 , (3.23) RH , , ..
I K()G()

(3.24)

.
. 3.7 (. 1.2).

"
#

A B
A B
.
,
K=
G=

C D
C D
, x x G K,
x
e2
x
e1

=
=
=
=

Ax + Be1 ,
Cx + De1 + w2 ;
x + Be
2,
A
2 + w1 ,
C x + De

. ,

GK =
0
C

B C
A
DC

BD

.
B

DD


G() = D, K() = D,

det(I DD) 6= 0.
Matlab:
margin, allmargins (CST) ;
nyquist (CST) .
5

84

3.

3.5

, (BIBO-), .. ( ) .
(.. ) , L2 L ;
.

3.5.1

L2 -

, L2 -:
x = Ax + Bu,

x(0) = 0,

x Rn ,

u Rm ,

kuk22

uT (t)u(t)dt 1.

(3.25)

u(t) ,
. x(0) = 0 , x(0) 6= 0
x(t) x(t) = eAt x(0) + x0 (t), x0 (t)
.

o
. n
S(T ) = x(T ) : x(t) (3.25) u, kuk2 1

T 0,
T 0
. [
S=
S(T )
T 0

.
14 (A, B) , S(T )
o
. n
S(T ) = x : xT Wc1 (T )x 1 ,

Wc (T ) > 0 (2.4)
ZT

eA BB T eA d.

Wc (T ) =
0

A , S
o
. n
S = x : xT W 1 x 1 ,

3.5

85

W > 0
Z

eA BB T eA d,

(3.26)

AW + W AT = BB T .

(3.27)

W =
0

..

- 2.1 1 . , , Wc (T ) > 0
(2.6)
T
u(t) = B T eA (T t) Wc1 (T )a
(0) = 0 x(T ) = a. a S(T ), u(t)
: u(t) = 0 t > T ,
Z

ku(t)k22

uT (t)u(t)dt

=
0

ZT

T (T t)

aT Wc1 (T )eA(T t) BB T eA

Wc1 (T )a dt

= aT Wc1 (T )a 1,

(3.28)

.. . , ,

R T
u (t)u(t)dt;
0

(3.28) , a
/ S(T ), .. aT Wc1 (T )a > 1,

R T
u (t)u(t)dt 1, x(0) = 0 x(T ) = a. , A ,
0

Wc (T ) W > 0 T , W (3.26) , ,
(3.27) (. , 9.1).
,
L2 ( )
. ,
y = Cx,

o
. n
Y = y(t), 0 t <

Y = y : y T (CW C T )1 y 1

( CW C T > 0, ). ,
y = cT x, c Rn , Y
|y| (cT W c)1/2 .

(3.29)

86

3.

(. . 5) ,
. ,
(3.29) , L2 cT W c
.
.
xk = Axk1 + Buk1 ,

x k Rn ,

x0 = 0,
kuk22 =

uk Rm ,
(3.30)

uT
k uk 1.

k=0

Sk xk , S , .. ,
u.
15 (A, B) , Sk k n :
n

Sk = x : xT Wk1 x 1 ,

Wk =

k1
X

Ai BB T (AT )i ,

k n,

i=0

A , S
n

S = x : xT W 1 x 1 ,

W =

Ai BB T (AT )i ,

i=0

..
AW AT W = BB T .
, 2.1, .

3.5.2

L -

( ), L2 -, L -. .

x = Ax + Bu,

1/2

kuk = sup uT (t)u(t)

(3.31)

t0

S(T ), S . . ,
X Rn c Rn
.
X (c) = max cT x.
xX

3.5

87

(.. X (c) |c| = 1). , X = {x : cT x X (c), |c| = 1}


. S(T )
S ; S(T ) , S (. 3.1).

ZT

eA(T ) Bu( )d,

x(T ) =
0

ZT
T A(T )

S(T ) (c) = max

kuk 1

c e

ZT
ZT

T
T AT (T )

Bu( )d = B e
cd = B T eA cd,

S (c) = B T eA cd.
0

S(T ) S , , - , .

o
. n
E = x : xT Qx 1

Q > 0 , x(0) E
, x(t) E t 0, x(t) x = Ax + Bu,
x(0) E, uT (t)u(t) 1. , ,
.

.
V (x) = xT Qx;

V (x) = (Ax + Bu)T Qx + xT Q(Ax + Bu) = xT (AT Q + QA)x + 2uT B T Qx.


V (x) 0 x , V (x) 1, uT (t)u(t) 1,
x = Ax + Bu , V (x) 0, ..
E. , E ,

xT Qx 1,
uT u 1

xT (AT Q + QA)x + 2uT B T Qx 0.


S- ( .2 ), ,
0,
xT (AT Q + QA)x + xT Qx uT u + 2uT B T Qx 0

88

3.

x, u. ,

AT Q + QA + Q

QB

BTQ

0.

( .1 )
AT Q + QA + Q + 1 QBB T Q 0,
.
P = Q1 ,

> 0.

P AT + AP + P + 1 BB T 0.

(3.32)

, - > 0 P > 0, (3.32),


o
. n
E = x : xT P 1 x 1

. , (3.32)
> 0. ,
(.. P , (3.32), ). , .
, (3.32) ( .15). tr P ( tr CP C T ,
y = Cx). , .
16 A , (A, B) , C
. y(t)
x = Ax + Bu,
y = Cx,

x(0) = 0,
uT u 1,

0t<

E = y : y T (CP C T )1 y 1 , P = P (), > 0,



AP + P AT + P + 1 BB T = 0,

P > 0.

,
min tr CP ()C T ,
>0

, , .
.
xk = Axk1 + Buk1 ,

x0 = 0,

x k Rn ,

uT
k uk 1,

uk Rm ,

k = 0, 1, . . . .

3.5

89

Sk , S :
Sk (c) =

k1
X

T T i
B (A ) c,

X
S (c) = B T (AT )i c,

i=0

i=0

( ) .
n
o
E = x : xT P 1 x 1 ,
S A,
1
1
AP AT P +
BB T 0

2
< < 1, = (A)
min tr P (),

<<1

P ()
1
1
AP AT P +
BB T = 0.

3.5.3

. (3.25):
x = Ax + Bu,
x(0) = 0,
kuk2 1,
(3.33)
x(t) t, :
Z
.
J = xT Rxdt,
0

R > 0 . , R = I
L2 - :
Z

xT xdt = kxk22 .

J=
0

, J (3.33)
kuk2 1. , Jmin = 0 u 0 ( x 0),
Jmax J.
17 A , (A, B) , > 0

1
(3.34)
AT P + P A + 2 P BB T P + R = 0

P > 0.
Jmax 2 .

90

3.

.
.
V (x) = xT P x
P > 0 - > 0 u, kuk2 1, (3.33)

V (x) xT Rx + 2 uT u.
(3.35)

, 0 T , V x(0) = 0,

ZT

ZT
T

V x(T )

x Rxdt +
0

uT udt.
0

V x(T ) 0, T (
A),
Z

Z
T

J=

x Rxdt

uT udt 2 .
0

, 2 J. ,
(3.35). (3.33)
V (x) = (Ax + Bu)T P x + xT P (Ax + Bu),
(3.35)
xT (AT P + P A + R)x + xT P Bu + uT B T P x 2 uT u 0.
, x, u,
, (3.33), ..

AT P + P A + R
T

B P

PB

0.

(3.36)

, (3.36) P > 0,
J 2 . , (3.36) ( .1 )
AT P + P A +

1
P BB T P + R 0,
2

P > 0, (3.34) P > 0.


, ( ) Jmax , .. u, kuk2 1,
Jmax = min{ 2 : (3.34) P > 0}.

3.6.

91

, - (3.34) .
,
max kyk2
kuk2 1

y = Cx (3.33) (1.34) H -
:
max kyk2 = kH(s)k = kC(sI A)1 Bk ,
kuk2 1

Jmax
Jmax = kH(s)k2
C = R1/2 ( J = kyk22 , y = R1/2 x). ,
H - .
Matlab:
feasp (LMIC) ;
lyap, dlyap (CST) ;
care, dare (CST) ( );
sqrtm .

3.6

; (3.3), (3.13), (3.10), , C,


. . ,
. , , .
,
, ,
. , 4, 5 7,
, , ,
.
, - .

92

3.

3.6.1

A = ((aij )) Rnn
x = Ax + Bu

(3.37)

, ,

6 :

X
.
min aii
|aij | = (A) = > 0.
(3.38)
i

j6=i

, , (.. maxi
{Re i } < 0,
!
1
5
i A), . , A =
0 1
(1 = 2 = 1), ( = 4). (3.37)
A .
18 (3.37) ,
) u(t) 0
|x(t)| |x(0)|et ;

(3.39)

.
) |u(t)| 1, t > 0, |x(0)| = kBk1 /
|x(t)| .

(3.40)

. , A
keAt k1 et .
t = t eA t I + A t, .. M = eA t
mij
mii 1 + aii t > 0,
mij aij t,

kM k1 = max
i

X
j

|mij | max |1 + aii t| + t


i

= max 1 + (aii +
i

|aij |

j6=i

|aij |) t 1 t e t .

j6=i

t = N t, t ,

t
keAt k1 = keAN t k1 keA t kN
1 e
6

= et .

,
A .

3.6.

93

, (3.1) (3.9), .
) . (3.39)
, ,
, :
V (x) = |x|.
: V (x) = V (x) x
0; - . , : V (x) 0, V (x) = 0
x = 0, . v(t) = V (x(t)),
x(t) x = Ax, x(0) = x0 , ; , , , v (t), v + (t),

v v,
v + v.
, 18.
, ,
(3.39) (3.3):
|x(t)| C(A, )|x(0)|et ,

0 < < min{Re i },


i

C(A, ) . x(t)


t, t. ,

!
1
5
A=
x(0) = (1; 1)T x(1) (2, 207; 0, 368)T , .. |x(1)|
0 1
|x(0)| (. 4.3). .
) (BIBO ).
{x Rn : |x| kBk1 /} (3.37), ..
, ,
u.
, . A = ((aij )) Rnn
xk = Axk1 + Buk1

(3.41)

() ,
.
q = kAk1 < 1.
, (.. (A) = maxi |i (A)| < 1),
.
18
.

94

3.

19 (3.41) .
). uk 0, k 1
|xk | q k |x0 |;

(3.42)

.
). |uk | 1 k 1, |x0 | = kBk1 /(1 q)
|xk | ,

k = 1, 2, . . .

(3.43)

. ) , k 1
|xk | kAk1 |xk1 | = q|xk1 |.
) k 1
|xk | kAk1 |xk1 | + kBk1 |uk1 | q|xk1 | + kBk1 ,
|xk1 | kBk1 /(1 q),
|xk | q

kBk1
+ kBk1 = ,
1q

(3.43).
,
{x Rn : |x| kBk1 /(1 kAk1 )}.
( 3.3), .
,
, .

3.6.2

, , . , (3.41):
xk+1 = Ak xk + fk (xk ),
Ak , fk (xk ) k,
.
20 k
kAk k1 r < 1,

|fk (xk )| + |xk |,

0 < 1 r.

3.6.

95

). = 0
|xk | q k |x0 |,

.
q = r + < 1,

k = 1, 2, . . .

.
). > 0 |x0 | = /(1 q)
|xk | ,

k = 1, 2, . . .

19.
, ; , ): xk+1 = Ak xk
,
Ak . , A0 = A2 = . . . =

!

!
0 2
0 0
, A1 = A3 = . . . =
; x0 = (0; 1)T x2k = (0; 22k )T ,
0 0
2 0
Ak , (Ak ) = 0.
20 .
21 t > 0
x(t)

= A(t)x(t) + f (t, x(t))



(A(t)) > 0,

|f (t, x)| + |x(t)|,

0 < .

). = 0
|x(t)| e()t |x(0)|,

0 t < ,

.
). > 0 |x(0)| = /( )
|x(t)| ,

0 t < .

.
1. . . - ?
6 A Rnn ,
Sn = { C : | arg | (1 n1 )/2}.

96

3.

, n = 2 ,
:
i S2 = { = u + jv : u < 0, u > |v|},
n .
A , n = 2

i R2 = { C : ||1 < 1},
(.. |ui | + |vi | < 1, i = ui + jvi ); n > 2
.
(
A T AT 1 ). , , , , ,
. ,
, .
7 A Rnn , R2 .
.
. .9 (. ), A

!
ui vi
- (.6) 2 2
vi ui
11 i R. |i | < 1 i R |ui |+|vi | < 1 i = ui +jvi C,
() A .
,
R2 S2 .
2. . . (3.41)
, n- :
xk = p1 xk1 + p2 xk2 + . . . + pn xkn + uk ,

(3.44)

xk R1 , uk R1 . zxk = xk1 ,
P (z)xk = uk ,

P (z) = 1 p1 z p2 z 2 . . . pn z n ,

(.. xk 0 xn , xn+1 , . . . , x1
uk 0), P (z) , .. .
, P (z) ,
n
X

|pi | < 1.

(3.45)

i=1

, 3.3.3 . P (z) , 19 20.

3.7.

97

22
P (z)xk = G(z)uk ,
G(z) = g1 z + . . . + gm z m , P (z) = 1 + p1 z + . . . + pn z n .
) uk 0

|xk | kP (z) 1k1

k/n+1

max |xi |,

ni1

k = 0, 1, . . . ;

) |uk | 1, k = 0, 1, . . ., |xn | , . . . , |x1 | ,


.
=

kG(z)k1
,
1 kP (z) 1k1

|xk | ,

k = 0, 1, . . .

, (3.44) n- (.. )
.
. -, , .
3. . , ,
18, 19, . , .
,
! , .
0 q
, A =
, |q| < 1, xk+1 = Axk , xk = 0, k 2 x0 , 0 0
(3.42) |xk | |q|k |x0 |.
xk+1 = Axk + uk , |uk | 1, (3.43) |xk | 1/(1 |q|), sup |xk | = 1 + |q|,
.. , |q| 1.
( ,
(3.43) supk |xk |) ,
1, 53; 2, 51; 3, 41 4, 32 n = 2; 5; 10 20 .
Matlab:
cdf2rdf - (.6).

3.7

,
x = Ax + u

98

3.
, x(t) 0 t x(0) u 0.
u , x(t) u(t) (BIBO ).
: Re i (A) < 0 (.
A ). , u 0, 0 < < = min{Re i }
i
C = C(A, ),
|x(t)| C|x(0)|et ,
.. x(t) ; u(t) t, A x = Ax + Bu ( 5 7). = (A)
.
, :
xk 0 k x0 . .
: (A) = max |i (A)| < 1 ( A -).
> 0, + < 1 C = C(A, ),
|xk | C|x0 |( + )k ,
.. ( 8).
V = xT P x, P > 0,
x(t) .
( ),
Re i < 0 , ( ),
|i | > 1.
P ()
P (j) ( )
P (ej ) .
. : , 3;
-, 4.

. ( 11)
, .
, , .

3.7.

99

, ,
, ; , RH (
). G(s), ( 13) .
H(s) = (I + G)1 G g(j) =
det I + G(j) .

; . 3.7.

(I KG)1 ,

(I GK)1 G,

(I KG)1 K,

(I GK)1 ,

G(s) K(s) . , ,
RH , , .. I K()G() .

x = Ax + Bu,
y = Cx
S Rn , - . .
L2 - (kuk2 1) , 14: A (A, B) ,
n

S = x : xT W 1 x 1 ,
W > 0 AW + W AT = BB T .
o
. n
Y = y(t) = Cx(t), 0 t <

Y = y : y T (CW C T )1 y 1 .
, ,
W , ,
AW AT + BB T = W . (y = cT x)
Y |y| (cT W c)1/2 , cT W c
( ) , L2 -.

100

3.
L2 - , :
Z
.
J = xT Rxdt,
0

R > 0 . R = I L2 -
: J = kxk22 , J , Jmax J.
17: A , (A, B) , > 0

1
AT P + P A + 2 P BB T P + R = 0

P > 0, Jmax 2 ( , ..
kuk2 1, Jmax = min{ 2 : P > 0}).
-
, Jmax . H -
H(s) = C(sI A)1 B c y = Cx C = R1/2 .
L - (kuk 1) S ,
( -). A ;
o
. n
E = x : xT Qx 1

, x(0) E , x(t) E
t 0, x(t) kuk 1. A ,
(A, B) , (A, C) , 16 ( , ),
.
A = ((aij )) Rnn ,

X
.
|aij | = > 0,
aii < 0,
min aii
i

j6=i

.
x = Ax + Bu (u 0)
|x(t)| |x(0)| et ,
kuk 1
|x(t)|

1
1
kBk1 |x(0)| kBk1

( 18). , , x(t)

3.7.

101

,
, t ( ).
, A = ((aij ))
, .. kAk1 < 1 ( 19).
, , P
P (z) = pn z n + . . . + p1 z + p0 , ni=1 |pi | < |p0 |;
, , P (z), 22.
x(t)

= A(t)x(t) A(t)
t, , 21 ( ).
,
, ..
, , .

102

3.

. ; .
.

4.1


G(s) =

A(s)
,
B(s)

A(s) = a0 + a1 s + . . . + am sm ,

B(s) = b0 + b1 s + . . . + bn sn ,

m n.

(. . 4.1)
C(s) =

N (s)
D(s)

, . ,
-N

- 6

- G(s)

- C(s)

. 4.1: .

P (s) = A(s)N (s) + B(s)D(s).
, N (s) D(s) , P (s) .
4.2, ,
C(s) - .
103

104

4.1.1

4.

, C(s)
(-): C(s) = k, k > 0.

P (s) = B(s) + kA(s),
k ( k = 0 B(s),
k = A(s)). ;
.
.
. ( B(s) ). , . ; ,
. P (s) = B(s) + kA(s)
k ( B(s) ); ,
k, .
. ,
G(s) , kG(s)
. , , .
23 G(s)
k ,
G(j) 1/k.
figure=c:/sher/book/figs/4nyq.eps,height=2.5in,width=3.5in
. 4.2: .
,
k. , k:
1
k= ,

G(j) , . 4.2, . , . 3.
, G(j)
k = (. 4.2, ), .. , .
4.1 n W (s) = 1/(1+T s), T > 0, -
(. 4.3).

4.1
n
z

- 6

105

}|

1
1 + Ts

1
1 + Ts

...

k
. 4.3: -
.
(. (1.16) )
G(s) =

1
.
(1 + T s)n

B(s) = (1 + T s)n ( 1/T < 0)


G(j) =

1
1
= n,
n
(1 + T j)
z

z = 1 + T j,

|z| =

1 + T 22,

= arctg T ,

..
G(j) = (1 + T 2 2 )n/2 (cos n j sin n).
,
sin n = 0, .. n = l, l = 0, 1, . . .. Re G(j)
(1 + T 2 2 )n/2 .
, Re G(j) ; n > 2 l = 1.
= /n, arctg T = /n, T = tg /n, .. = (1 + T 2 2 )n/2 = (1 + tg2 /n)n/2 =
(cos /n)n .
k=

1
,
(cos /n)n

n > 2.

(4.1)

, n = 1, 2 k > 0
(, P (s) = (1 + T s)n + k n = 1, 2
1
k > 0 ). , n = 3 (4.1) k = (0,5)
3 = 8;
P (s) = (1 + T s)3 + k :
9T 3 > (1 + k)T 3 , k < 8.
. . , A(s)
, am > 0. ,

P (s) = B(s) + kA(s) = k A(s) + B(s) ,


P (s) ,
.
P (s) = A(s) + B(s)

= 1/k,

(4.2)

106

4.

. , A(s) , , 0 < . , , . , m
n , > 0
. .

B(j)
H(j) =
,
0 < .
A(j)
, A(s) , A(j) 6= 0 .
:
Im H(j) = 0,

Re H(j) < 0,

Re H(j) max

(.. i Im H(j) = 0 ,
.
Re H(j) 0) = Re H(j ) (
.
, = 0).
24
). n = m,
). n = m + 1, bn > 0,
). n = m + 2, bn > 0, bn1 > 0, am bn1 > am1 bn .
.
0 < = (.. k 1/) (4.2) .
P (s) .
. n = m ,
, .
n = m + 1 ,
P (s) = A(s) + B(s) = a0 + b0 + . . . + (an1 + bn1 )sn1 + bn sn
> 0, bn > 0. , P (s)
3, n 1,
A(s), , ,
A(s).
n = m + 2
P (s) = a0 + b0 + . . . + (an2 + bn2 )sn2 + bn1 sn1 + bn sn .
P (s) 3,
n 1, h
bn
(an3 +
bn1 , an2 + bn2 bn1
i

bn3 ) , ( ). 3 , ,
A(s)+B(s) A(s) , ..
A(s). ).
, ) ) ,

4.1

107

P (s) (, n = m + 1, bn 0,
bn 0, a0 + b0 > 0) P (s)
(. 3.3).
, n > m + 2 P (s) m , A(s) (
) n m 3 , 0 .
, n m 3 .
,
-: ( )
( ).

4.1.2

D-

- ; , . - ():
C(s) = k1 + k2 /s.
(4.3)
, ,
C(s) =

k1
,
s + k2

C(s) =

k1
,
1 + k2 s

.. , k1 , k2 , :
P (s, k) = P0 (s) + k1 P1 (s) + k2 P2 (s),

k = (k1 ; k2 ).

(4.4)

, - (4.3) P0 (s) = B(s)s, P1 (s) = A(s)s, P2 (s) = A(s).


, (4.4)
{k1 , k2 },
(, , , , ).
D- ; .
- k P (s, k) n, m n n m . k
? ,
:
). P (s, k).
). P (s, k) , ..
0.
). , .. P (s, k)
j.
, D-
P (j, k) = 0
(4.5)

108

4.

( ) ))
an (k) = 0,

(4.6)

an (k) P (s, k) ( )). (4.5) (


P (j, k)) k1 , k2 . e k() , 0
. , (
(4.5) ) :
. , (4.6)
.
, D- . k() (4.5), ,
(4.6) ; k .

P (s, k). ; k.
-.
, P (s, k 0 ) ,
, , , , k()
, . ,
;
. , .
4.2
G(s) =

s1
s2 + 1

( , ) -
C(s) = k1 +

k2
.
s


P (s, k) = s(s2 + 1) + (s 1)(k1 s + k2 ) = s3 + k1 s2 + (1 k1 + k2 )s k2 .
k, (4.6) .
P (j, k) = 0
k2 k1 2 = 0,
(1 k1 + k2 2 ) = 0.
= 0,
k2 = 0.

4.1

109

6= 0 k() .
, 2 = 1k1 +k2 , ,
:
k12 k1
.
k2 + k1 (1 k1 + k2 ) = 0,
k2 =
1 + k1
, k2 /k1 = 2 < 0 ,
II IV , k2 = 0 D-
k 4 (. 4.4).
figure=c:/sher/book/figs/4dpart.eps,height=2.5in,width=3in
. 4.4: D-.
D(0), D(1), D(2), D(3) , y , k .
D(3) .
- , .
-.

; ,
, .

4.1.3

,
.
G(z) =

A(z)
,
B(z)

z ,
, |i | > 1.
C(z) =

N (z)
D(z)


P (z) = A(z)N (z) + B(z)D(z);
, C(z) = k
.
P (z) = Pk (z) = kA(z) + B(z).
23 24 .

110

4.

25 G(z) (.. B(z) ), 0


k k Pk (z) . G(z) (..
A(z) ), k k Pk (z) .
n

k = min 1/G(ej ) : Im G(ej ) = 0, Re G(ej ) < 0


k = max 1/G(ej ) : Im G(ej ) = 0, Re G(ej ) < 0


.

, j ej ;
(. 3). , 25,
, A
B. ,
.
P = A + B,

deg A = m,

deg B = n > m,

m A, n m
(.. ). A ,
P (
|i | > 1
). 25 ,
. D- ,
, j ej .
Matlab:
tf (CST) ;
rlocus (CST) ;
nyquist (CST) .

4.2

4.1 , . , . ,
,
. .

G(s) =

A(s)
,
B(s)

4.2.

111

A(s), B(s) ; deg A = m deg B = n.


C(s) =

N (s)
,
D(s)

. 4.1 , ..

P (s) = A(s)N (s) + B(s)D(s)


(4.7)
. : P (s) N (s), D(s), (4.7).
, , N (s), D(s) (4.7)
. ,
(.. ) A(s), B(s) ( ,
A(s) B(s) ,
). .4 (. ).
26 A(s), B(s) .
AX + BY = 1
(4.8)
X 0 , Y 0 deg X 0 deg B 1, deg Y 0 deg A 1,

X = X 0 + BR,
Y = Y 0 AR,
R = R(s) .
(4.7):
N = P X 0 + BR,

D = P Y 0 AR.

(4.9)

, ,
AN + BD = AP X 0 + ABR + BP Y 0 BAR = P (AX 0 + BY 0 ) = P.
, :
X 0 , Y 0 (4.8), P R N, D (4.9).
C = N/D ,
P , .. . , ,
. , AN BD
, P . , A, B n, P
p, deg X 0 = deg Y 0 = n 1, R deg N = deg D p + n 1,
deg AN = deg BD p + 2n 1 > p n 1. AN
BD , .
G(s) ( C(s)

112

4.

),
,
P (s) = P (s) + P1 (s),
P p, P1 p,
.
( , 24
).
, ; . G(s)
. U (s)
G(s) =
,
V (s)

U (s) =

A(s)
,
F (s)

V (s) =

B(s)
,
F (s)

(4.10)

F (s) n. (4.8)

U X + V Y = 1,
(4.11)
U, V RH , RH - . , ,
X, Y RH (. .12),
.
27 A(s), B(s) . (4.11) X, Y RH ,
C(s) =

X +VQ
,
Y UQ

(4.12)

Q RH .
. , (4.12)
.
H=

GC
U (X + V Q)
U (X + V Q)
=
=
= U (X + V Q).
1 + GC
U (X + V Q) + V (Y U Q)
UX + V Y

U, X, V, Q RH , RH , .. H -
, .
.
, C = Uc /Vc - , Uc , Vc RH .

H=

U Uc
GC
.
=
= U Uc W,
1 + GC
U Uc + V V c

.
W = (U Uc + V Vc )1 . , H, U, Uc RH , W RH (
H
/ RH ).
. Y Vc W
.
Q=
U

4.2.

113

1 = W U Uc + W V Vc = W U Uc + V (Y U Q) = W U Uc + 1 U X V U Q,
Uc W = X + V Q.
C=

Uc W
Uc
X +VQ
=
=
.
Vc
Vc W
Y UQ

, Q RH . , Vc W = Y U Q, Uc W = X + V Q;
, X, Y ,

Vc W Y Uc W X = Y V Q + XU Q = Q.
RH , Q RH .
, ( (4.9)
).
, (
3.4); , , RH .
. (.
25) P (z)
. ,
P (z) = a0 + a1 z + . . . + an z n
,
P (z) + n+1 z n+1 + . . . + m z m
|i |, i = n + 1, . . . , m, m > n. . ,
:
28
G(z) =

A(z)
,
B(z)

A(z), B(z) ,
C(z) =

P X 0 + BR
,
P Y 0 AR

X 0 (z), Y 0 (z) ,
AX + BY = 1,

(4.13)

P = P (z) - , R = R(z) .

114

4.
X 0 , Y 0 (4.13) ,

..
deg X 0 deg B 1,

deg Y 0 deg A 1.

, C(z) P (z),

C(z) =

X 0 + BQ
,
Y 0 AQ

(4.14)

Q(z) - (..
).
, . , , , . .
U, V RH ,

UX + V Y = I
X, Y RH . , Ub , Vb
RH ,
cU
b + Yb Vb = I
X
c Yb RH (. 8 ). X,

G(s) :
G(s) = U (s)V 1 (s) = Vb 1 (s)Ub (s),
(4.15)

U, V , Ub , Vb RH . . 3.7 ( K(s) C(s))


( , . 3.4), ..
C(s),
(I CG)1 ,

(I CG)1 C,

(I GC)1 G,

(I GC)1

RH (. (3.23)).
29
c + QVb ),
C = (X + V Q)(Y + U Q)1 = (Yb + QUb )1 (X

Q RH .

(4.16)

4.3.

115

c Y = Yb ,
, U = Ub , V = Vb , X = X,
27.

, 29 , Q . , , ,
, :
(I CG)1
(I CG)1 C
(I GC)1 G
(I GC)1

=
=
=
=

I + (X + V Q)(Y U V 1 X)1 U V 1 ,
(X + V Q)(Y U V 1 X)1 ,
(Y + U Q)(Y U V 1 X)1 U V 1 ,
(Y + U Q)(Y U V 1 X)1 ,

Q, C .
,
, ,
C
.
Matlab:
youla (RCT) .

4.3


, . ,
. ,
:
x = Ax + bu,

x Rn ,

u R1 ,

b Rn .

(4.17)


u = k T x,

k Rn ,


Ac = A + b k T .

(4.18)

n i C, i = 1, . . . , n,
: i , i .
P0 (s) =

n
Y

.
(s i ) = sn + pn sn1 + . . . + p2 s + p1

i=1

. , .

116

4.

30 (A, b) . k Rn , Ac (4.18) .
. (. .11 ),
, .. T (.9) ,
.
xe = T x (4.17)
xe = Aexe + eb u,

e
A=

0
..
.

0
..
.

a1 a2

Ae = T AT 1 ,
...
..
.

0
0
..
.

1
. . . an

e
b = T b,

0
.
..

e
b = .
0

(4.19)

u = ke T xe, ke = (ke1 , . . . , ken )T Rn ,


:

Aec = Ae + eb ke T =

0
..
.

0
..
.

a1 + ke1

a1 + ke2

...
..
.

0
0
..
.

1
. . . an + ken


sn + (an + ken )sn1 + . . . + (a1 + ke1 ).
.
kei = pi + ai , i = 1, . . . , n, , P0 (s), .. Aec . ,
e
k = T T k,
e
b ke T = T b k T T 1 ,

Aec = T (A + b k T )T 1 = T Ac T 1 ,

.. Aec Ac , .
. 30
.
;
.
31 (A, B) ,
x = Ax + Bu

(4.20)

u = Kx .
Ac = A + BK; ,
.

4.3.

117

, 30 31 : K
A + BK, (A, B) .
( ) . (4.20)
xk = Axk1 + Buk1 .
, , ,
Ac = A + BK , .. z n = 0. -
Anc = 0. , .
32 (A, B) .
u = Kx,
xk = (A + BK)xk1
xn = 0 x0 .
, , . ,
,
31 u = Kx, i Ac = A + BK
: Re i < 0, . ,
x = Ac x, x(0) = x0 , (. (3.4))
|x(t)| keAc t k |x0 | Cet |x0 |,

C = C(A,),

0 < < . , , , et |x(t)| t T ,


T > 0 . ; . -, K,
Ac Re i , ,
. u = Kx ,
. C .
, ; , x(t) , , .
.
33 C, A b,
, ,
max max |x(t)| C n1 .

0t1/ |x0 |=1

x(t) x = (A + bk T )x, x(0) = x0 ,


Re i (A + bk T ) < 0.

118

4.

, Ac
, x0 , |x0 | = 1, , , C n1 ;
, n. , 0 t 1/.
figure=c:/sher/book/figs/4peak.eps,height=2.5in,width=3in
. 4.5: : x(t) 0 t 0, 5 x0 =
(1, 1, . . . , 1).
, , . n = 10, (4.19)
ai = 0, i = 1, . . . , 10. ,
2 (.. = 2, );
, P0 (s) = (s + 2)10 , ki
i1 11i
3 7
: ki = C10
2
. k4 = C10
2 = 15360. , 1, 5 104 . ,
, x0 = (1, 1, . . . , 1) x(10) (t) x(t)
x(10) (t) 2030 t = tpeak 0, 4275, .. 2000 , ( (t) t, .
. 4.5).
,
. , , ..

(

u(t) = 1(t) =

0
1

t < 0,
t 0.

,
x = Ax + b 1(t),

x(0) = 0,

(4.21)

x:
x(t) = A1 b + eAt A1 b,

x = A1 b
, .. x(t) x t .

|x(t) x|
.
,
= sup
|x|
t
. |x0 | = 1 , 33 ,

4.3.

119

x(t) = eAt x0 . (4.21) b = Ax0 , x = x0


= sup |x(t) x| = sup |eAt x0 |,
t

.. (4.21) .

.
x = Ax + Bu,

x(0) = x0 ,


y = Cx.
, ,

u = Ky
(4.22)
. , , (.
2.3). , ,
(4.22), , ..
, 2.3. ,
x = Ax + Bu,
y = Cx

(4.23)


xb = Axb + Bu + F (y C xb)

(4.24)


u = K xb.
, u y ,
x = Ax + BK xb,
xb = (A F C)xb + F Cx + BK xb,
.
, e = x xb,
x = (A + BK)x BKe,
e = (A F C)e

z = Ac z,

Ac =

z=

x
e

A + BK BK
0
A FC

, A + BK,
A F C. 31 (.
3). , .

120

4.

34 (4.23) .
K F , u = K xb b (4.24) .
, ,
.
Matlab:
place (CST) ;
acker (CST) (4.17);
initial (CST) .

4.4

, ,

V (x) = xT P x,

P > 0.

(4.25)

,
x = Ax + Bu

(4.26)

u = Kx

(4.27)



x = Ac x,

Ac = A + BK,

(4.25) , (.
3.1)
AT
c P + P Ac < 0,
.. K P > 0 ,
(A + BK)T P + P (A + BK) < 0.

(4.28)

P K,
. ,
.
Y = KQ,

Q = P 1 .

(4.28) Q = P 1 (. ,
2),
QAT + AQ + Y T B T + BY < 0,

Q > 0.

(4.29)

4.4.

121

Y, Q. ,
Y . ,
.
f (x) = xT (Y T B T + BY )x = (B T x, Y x)
B T x = 0. ( .2
) > 0, f (x) + kB T xk2 0 x, ..
Y T B T + BY BB T .

(4.30)

(4.29),
QAT + AQ BB T < 0.

(4.31)

.
, (4.31), Y = 2 B T ,
(4.30), (4.29) .
K = Y Q1 , = 2.
.
35 Q
QAT + AQ 2BB T < 0,

Q > 0,

(4.27)
K = B T Q1
(4.26),
V (x) = xT Q1 x
.
,
( ) . ,
. (. 8.2) ,
,
.
Matlab:
lyap, dlyap (CST) .

122

4.5

4.


.
(. 3.6). ,
(,
), , ,
. .

x = Ax + Bu,
y = Cx;

u = Ky,

(4.32)

. , , ( 4.3); (. 2.3 , . 9).


K (4.32), , . ( M , Ac , )

M = A + BKC.
mij , i, j = 1, . . . , n, K = ((kij )):
.
mij = mij (K) = aij + (BKC)ij = aij + bi Kcj ,
bi i- B, cj j- C. , y = x, m = 1, .. C = I,
B = (b1 , . . . , bn )T -, K = (k1 , . . . , kn ) -,
M = A + BK,

mij = aij + bi kj ,

bi i- B, kj j- K ( BK ).
M
mii >

|mij |,

i = 1, . . . , n.

j6=i

, nij , i, j = 1, . . . , n; :
> 0,
mii (K)

nij ,

i = 1, . . . , n,

j6=i

nij mij (K) nij ,

i, j = 1, . . . , n,

i 6= j.

4.5.

123

kij , nij , i, j = i, . . . , n, > 0, . ,



max ,
mii (K)

nij ,

i = 1, . . . , n,

(4.33)

j6=i

nij mij (K) nij ,

i, j = 1, . . . , n,

i 6= j;

.
K, N = ((nij )) .
36 K, (4.33) > 0, u = Ky
. 0, (4.32) .

.
. n = 2, m = 1, ..

x = Ax + Bu,

A=

a11
a21

a12
a22

.
B=b=

M = A + BK =

a11 + b1 k1
a21 + b2 k1

b1
b2

u = Kx,

a12 + b1 k2
a22 + b2 k2

.
K = k = (k1 k2 ).


a11 + b1 k1 < |a12 + b1 k2 |,

a22 + b2 k2 < |a21 + b2 k1 |.

b1 = b2 = 1; , k1 , k2 ,
a11 + k1 < |a12 + k2 |,

a22 + k2 < |a21 + k1 |.

{k1 , k2 } (. 4.6). (.. ),


, ..
a11 a21 < |a12 a22 |,

a22 a12 < |a21 a11 |.

,
.
= a11 a21 + a22 a12 < 0.
, < 0, , 0, .
, A ;

124

4.
@
@

6k
@

6k

@
@

r
90o@

@
@

r a12

a22 r

o
@ 90
@r
r

a11

a21

k1

k1

. 4.6: .
A, b = (1 1)T ,
(A, b) () u = kx
( 30 ).
, .

x = Ax + bu,

u = kx,

x Rn ,

u R1 ,

b , , b1 = 0. M = A + bk
, A;
P
, .. a11 j6=1 |a1j |, M
k. , , , , (. 1.4),
. , , ,
, . . 94.
; . ,
xk = Axk1 + Buk1 ,
yk = Cxk

uk = Kyk
M = A + BKC kM k1 < 1, ..
n
X

|mij (K)| < 1,

i = 1, . . . , n.

j=1

4.6.

125

. , (4.33),
min ,
X

nij ,

i = 1, . . . , n,

nij mij (K) nij ,

(4.34)

i, j = 1, . . . , n,

.
37 K, (4.34). < 1, u = Ky M =
A + BKC : kM k1 < 1; 1, M K.

Matlab:
linprog (OT) .

4.6


G(s) = A(s)/B(s)
.
(-)
C(s) = k k > 0. ( B(s) ) k k,
P (s) = B(s) + kA(s) ( 23).
. G(j) ,
.
( A(s) ) k
k, P (s) = B(s) + kA(s) ;
B(s) A(s) 2
( 24). . , B(z) A(z) ( 25).
, (, ), D-.

126

4.
D(p), p , , , ,
. D- .
,
, .

C(s) ( ),
G(s) =

A(s)
,
B(s)

deg A deg B,

A(s), B(s) , 27:


C(s) =

X +VQ
.
Y UQ

Q(s) RH , X = X(s), Y = Y (s) RH


U X + V Y = 1, U = U (s) = A(s)/F (s), V = V (s) = B(s)/F (s),
F (s) , deg F deg B.

G(z) =

A(z)
B(z)

, C(z)
X(z), Y (z) AX + BY = 1 ( ,
A(z), B(z) ) :
C(z) =

P X + BR
,
P Y AR

P = P (z) - , R = R(z)
( 28).
G(s),
:
G(s) = U (s)V 1 (s) = Vb 1 (s)Ub (s),
U, V Ub , Vb RH , U X +
cU
b + Yb Vb = I RH . VY = I X

C(s) (.. )

c + QVb ),
C = (X + V Q)(Y + U Q)1 = (Yb + QUb )1 (X
Q RH ( 29). , Q . ,
Q, C
.

4.6.

127

x = Ax + Bu (A, B) ,
u = Kx Ac = A + BK
, ,
( 31). ,
( i (Ac ) ), |x(t)|
( 33). u(t) = 1(t)
.
,
, , , i (Ac ).
x = Ax + Bu y = Cx,
(A, C) , u = K xb xb = Axb + Bu + F (y C xb) ( 34).
.
Ac = A+BK.
u = Kx ,
( 35). .
u = Ky Ac = A + BKC
K = ((kij )), Ac
kij . ,
u = Ky ( 36).
. 37.
, ,
(, ) . .

128

4.

5

, ,
. , ,
, .
.

5.1

:
A Rnn , B Rnm

x = Ax + Bu,

(5.1)


x(0) = x0 .

(5.2)


u = Kx,

K Rmn ,

(5.3)


.
J=

Zh

(Rx, x) + (Su, u) dt.

(5.4)

R Rnn , S Rmm , J 0. , , J , ,
; J. (5.4)
, ( , x(t) ,
(Su, u) ). R S , .
129

130

5.

; ,
- (LQR Linear Quadratic Regulator).
LQR ; Q.
, .
; , .
: (A, B) , R S . ,
.
Matlab:
lqr, dlqr (CST) -
.

5.1.1

, T
; , (5.3),
u(t):
min J(u),
u

J(u) =

ZT h

(Rx, x) + (Su, u) dt,


(5.5)

x = Ax + Bu,

x(0) = x0 ,

0 t T.

, J(u)
u(t) U u(t) L2 (0, T ).1 x(t)
(5.1), u(t):
x(t)
= Ax(t) + Bu(t),

x(0) = x0 .

.
u(t) u(t): u = u + u;
.
x(t) x(t): x = x + x,
:
x = Ax + Bu,

x(0) = 0,

(5.6)

J
J(u) = J(u) + 2

ZT h

(Rx, x) + (Su, u) dt + ,

0
1

L2 , 1.3, L2 (0, T )
1/2
. RT
u(t), t [0, T ] 2-: kuk2 =
|u(t)|22 dt
< .
0

5.1. -

131
R

1/2

|| Ckuk22 ; kuk2 = 0T (u, u)dt


L2 (0, T ). u J(u), J(u) J(u) u,
, kuk2
.
J =

ZT h

(Rx, x) + (Su, u) dt 0.


= AT Rx,

(T ) = 0.

J Rx ,
J =

ZT h

( AT , x) + (Su, u) dt

ZT h

(, x)
(, Ax) + (Su, u) dt

0
ZT

(, Bu) + (Su, u) dt

ZT

(B T + Su, u)dt.

=
0


(T ) =
R
0, x(0) = 0 x (5.6). (a, u)dt
u, a = 0.
J 0
B T + Su = 0,
..
u = S 1 B T .

(5.7)

, u, x
x = Ax BS 1 B T ,
= AT Rx,

x(0) = x0 ,
(T ) = 0.

(5.8)

, u(t) (5.5)
(5.8) 2n x, ; u (5.7).
(5.1), (5.2), (5.4) [0, ), , u , x
x = Ax BS 1 B T ,
= AT Rx ,

x (0) = x0 ,
() = 0,

132

5.

T (
, ).

,
:
ZT

F (x, u, t)dt

min
0

x = f (x, u, t),
u(t) U,

x(0) = x0 ,
0 t T.


= fx (x0 , u0 , t)T + Fx (x0 , u0 , t),

(T ) = 0,

(5.9)

x x, (
)
.
H(x, u, t) = f (x, u, t)T F (x, u, t)
, x0 , u0 (5.9),
H(x0 , u0 , t) = max H(x0 , u, t)

(5.10)

uU

0 t T . ; - (5.5) (5.7),
(5.8).

5.1.2

(5.8) . , ,
x(t) (t) t = 0 t = T . ; , . ,
x:
(t) = P (t)x(t),

(5.11)

P (t) Rnn . (5.8),


x = Ax BS 1 B T P x,
P x + P x = AT P x Rx,

x(0) = x0 ,
P (T )x(T ) = 0.

x,

P x + P Ax P BS 1 B T P x + AT P x + Rx = 0,

P (T )x(T ) = 0.

5.1. -

133

( x),
P + AT P + P A P BS 1 B T P + R = 0,

P (T ) = 0.

(5.12)

(
t = T ). . , P . , u :
) (5.12) P (t).
) u (5.7), (5.11):
.
u(t) = S 1 B T P (t)x(t) = K(t)x(t).

(5.13)

, ,
, K(t) t. (. .5 ),
( (A, B) , R > 0, S > 0)
:
1. T > 0 t [0, T ];
2. P (t) 0 0 t T ;
3. PT (t) T , PT2 (t) < PT1 (t) T2 > T1 ;
4. T PT (t) P , ( t) P

P A + AT P P BS 1 B T P + R = 0.

(5.14)

3 4 (5.13), , T =

K = S 1 B T P,

u(t) = Kx(t),

(5.15)

P (5.14). , (5.1), (5.2), (5.4) (5.14)


P > 0
(5.15).
(5.15) ; , u (t), ( ) u(t)

J=

xT
0 P x0

Z
2

+ u(t) u (t) dt.


0

134

5.

: J
Jmin = xT
0 P x0
.
Matlab:
care, dare (CST)
.

5.1.3

.
V (x) = xT P x;
(5.16)

u = S 1 B T P x

x = Ax + Bu,

(5.17)

x(t)

V (t) = V x(t) =

Zh

xT Rx + uT Su d

.. . , (5.16) . , P (5.14),
P > 0, , ,
u = S 1 B T P x,
V (x) = xT P x .
.
x = (A BS 1 B T P )x = Ac x

. d
P
)x,
x
,
V = V (x(t)) = (P Ac + AT
c
dt
V < 0 ,

P Ac + AT
c P < 0.
,
P A + AT P 2P BS 1 B T P < 0.
.
Q = P 1 ( U < 0 QU Q < 0
Q),
AQ + QAT 2BS 1 B T < 0,

Q > 0.

(5.18)

5.1. -

135

, (5.16) (5.17),
Q, (5.18), P = Q1 . ,
x = Ax + Bu (.
35). (5.18) .
Q,
.
; , 3.5 4.4.
, J
. > 0
, (5.18), :
AQ + QAT 2BS 1 B T + (BS 1 B T + QRQ) 0,

Q > 0.

(5.19)

( (5.18) = 0). - Q
u = S 1 B T Q1 x,
.14 : A Z, x(t)
. T
x = Ax, x(0) = x0 , J =
x W xdt ( W > 0) xT
0 x0 ,
0

AT + XA = W . A
Ac = A BS 1 B T Q1 W R + Q1 BS 1 B T Q1 ,
J = xT
0 Xx0 ,
1
1 T 1
AT
B Q ).
c X + XAc = (R + Q BS

(5.20)

, (5.19) Q1 ,
Q1 A + AT Q1 2Q1 BS 1 B T Q1 (Q1 BS 1 B T Q1 + R),

AT
c

Q1 +

Q1 Ac R Q1 BS 1 B T Q1 .

(5.20) ,
AT
c

Q1 X +

Q1 X Ac 0.

Ac ( Q, (5.18), (5.19) (5.18)). (. .15


) Q1 / X 0, .. Q1 /. ,
J = xT
0 Xx0

1 T 1
x Q x0 .
0

, Q (5.19) u = S 1 B T Q1 x,

1
J 1 xT
0 Q x0 .

136

5.

(5.19) ( .1 ):

AQ + QAT + ( 2)BS 1 B T

1/2 QR1/2

1/2 R1/2 Q

0,

Q > 0.

(5.21)

. (5.21). > 0 Q,
u = S 1 B T Q1 x,
(5.1)(5.4)
J=

Zh

1
xT Rx + uT Su dt 1 xT
0 Q x0 .

, -
. ; ( J),
. , ,
, , ( 8.2), .
Matlab:
feasp (LMIC) ;
lyap (CST) ;
sqrtm (CST) .

5.2

H-

H - . ; ,
II, .

x = Ax + Bw,
y = Cx,

w(t) = aejt .
, ( 1.2)
y(t) = H(j)w(t),

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

5.2. H -

137

, ,
sup |H(j)| = kH(s)k ,

.. H - (. 1.3).
, - ,
, W (s),
sup |W (j)H(j)| = kW (s)H(s)k .

, ,
L2 -:
Z

kwk22

wT (t)w(t)dt 1.

(5.22)

, (. (1.34) 3.5)
sup kyk2 = kH(s)k ,
, (5.22). ,

.
J = kH(s)k .
:
x = Ax + Bu + Dw,
y = Cx.
H -

u = Kx,
H - H(s) , ..
min kH(s)k ,
K

H(s) = C(sI (A + BK))1 D,

, K .
.
3.5.
.

138

5.2.1

5.

; . (. 2.4):
a(s)y(t) = b(s)u(t) + w(t),
a(s), b(s) s =

u(t) = C(s)y(t) =

d
;
dt

f (s)
y(t)
g(s)

( f (s), g(s) ), , -, , -,
H - H(s) w y.
, , . , (s), deg =
max{deg a, deg b}
. a(s)
,
A(s) =
(s)

. b(s)
B(s) =
,
(s)

.
D(s) =

1
(s)

RH (, RH
- ). , a(s) b(s) , .. A(s) B(s) -. 27

AX + BY = 1
X 0 (s), Y 0 (s) RH ,

Y 0 + AQ
C(s) = 0
,
(5.23)
X BQ
Q = Q(s) RH . , , (. (2.14))
H(s) =

D(s)
g(s)
=
= D(s) X 0 (s) B(s)Q(s)
a(s)g(s) + b(s)f (s)
A(s) + B(s)C(s)

. 0

= X
(s) B(s)Q(s),
(5.24)
.
.
1
1
0 =
=
DX 0 = (s)
X
X 0, B
DB = (s)
B (, (s) ). , Q RH (5.23) .
, kH(s)k
0 (s) B(s)Q(s)k

min kX

Q RH . H - ( 1.3), 0 (j), B(j),

: X
Q(j),
0 (j) B(j)Q(j)|.

max
|X

5.2. H -

139

. , , b(s)
( , -),

0 (s)
X 0 (s)
. X
Q(s) =
=
.

B(s)
B(s)
, Q(s) Q(s) RH ,
kH(s)k = 0.
, b(s) s0 , Re s0 > 0.
0 (s) X
0 (s0 )
X 0 (s) X 0 (s0 )
. X
Q(s) =
=
.

B(s)
B(s)

(5.25)

Q RH (, (5.25) s0 0 (s0 ) = const, .. kH(s)k = |X


0 (s0 )|.
s0 ), H(s) = X
, Q RH , H(s) ( , C (5.23) ),
,
0 (s0 )| (
, .. Q kH(s)k |H(s0 )| = |X
0 ) = 0). Q(s) (5.25) H -
(5.24), B(s
.
b(s) . s1 , . . . , sn b(s), :
B(si ) = 0,

i = 1, . . . , n,

Re si > 0.

> 0; , Q RH , ,

0 BQk
.
kX

(5.26)

. 1 0
BQ),
G = (X

(5.27)

G RH ,
G (si ) =

1 0
.
X (si ) = ni ,

i = 1, . . . , n;

G (s) . : (
) G RH
kG k 1,
(5.28)
G (si ) = ni ,

i = 1, . . . , n.

-.

140

5.

38 (-) P nn (
)
1 ni nj
pij =
;
si + sj
. (5.28) , P 0.
, P 0
G , (5.28). (5.27) Q,
(5.26), C (5.23).
, (5.28) ;
kH(s)k .
H - ,
. , H - .

5.2.2

, w, L2 :
x = Ax + Bu + Dw,
kwk2 1,
x(0) = 0,
(5.29)
y = Cx + B1 u,

u = Kx,
(5.30)

.
J = sup kyk22 .
w

, (5.29) u , .
J u (
J (5.4) -
5.1).
, J = kH(s)k2 H(s) w y , .. J H . kyk22 :
Z

kyk22

(xT C T Cx + 2uT B1T Cx + uT B1T B1 u)dt.

(Cx + B1 u) (Cx + B1 u)dt =


0

, , B1T C = 0,
:
Z

kyk22

(xT C T Cx + uT Su)dt,

=
0

.
S = B1T B1 .

5.2. H -

141

, :
x = Ac x + Dw,

kwk22 1,

x(0) = 0,

.
Ac = A + BK;

xT Rxdt,

J =

R = C T C + K T SK,

S = B1T B1 .

17 ,
1
T
AT
c P + P Ac + 2 P DD P + R 0

(5.31)

.
P > 0, J 2 . Q = P 1 :
1
Q(A + BK)T + (A + BK)Q + 2 DDT + QC T CQ + QK T SKQ 0

.
Y = KQ:
1
QAT + AQ + QC T CQ + Y T B T + BY + Y T SY + 2 DDT 0.
(5.32)

, Y ( ):
Y T B T + BY + Y T SY = (S 1/2 Y + S 1/2 B T )T (S 1/2 Y + S 1/2 B T ) BS 1 B T BS 1 B T ,
Y = S 1 B T . , (5.32) Q > 0, Y ,
Q > 0:
1
QAT + AQ + QC T CQ BS 1 B T + 2 DDT 0.

, - Q > 0, , ( .23, ). Q
:
K = Y Q1 = S 1 B T Q1 ,
.
, .. Ac = A + BK . ,
.
.
39 B1T C = 0, S = B1T B1 > 0.
QAT + AQ + QC T CQ BS 1 B T +

1
DDT = 0
2

Q > 0 ,
K = S 1 B T Q1
, (5.29)(5.30)
kH(s)k ,

H(s) = (C + B1 K) sI (A + BK)
.

D -

142

5.

, H
. .
H - ,
. .
H - . , , ,
. ,
, .
Matlab:
hinf, linf, hinfopt (RCT) H - ;
care, dare (CST) .

5.3

,
. - ( 5.1) (
; - LQG).
H - ( 5.2) , L2 (.. ). , H -
. ,
, ,
.
; .
, . L1 - ( )
l1 - ( ) , . l1 ( L1 ) . .
.

5.3.1

l1 -

a(z)yk = b(z)uk + wk ,
(5.33)

a(z) = 1 + a1 z + . . . + an z n ,

b(z) = b1 z + . . . + bm z m

(5.34)

5.3.

143

( , l1 ,
), z , .. z i yk =
yki . , b(0) = 0, .. yk uk1 , . . . , ukm , yk1 , . . . , ykn ,
a(z) , a(0) = 1. w
k, ..
|wk | r,

k = 0, 1, . . . ,

(5.35)

r > 0 , , , kwk r.
u :
uk =

f (z)
yk ;
g(z)

, uk
g(z)uk = f (z)yk ,
f (z), g(z) z. , uk , uk (5.33) b(0) = 0 ,
yk
. ,

!
f (z)
a(z) +
b(z) yk = wk ,
g(z)

yk = h(z)wk ,

h(z) =

g(z)
.
a(z)g(z) + b(z)f (z)

(5.36)

, , , ..
p(z) = a(z)g(z) + b(z)f (z)
. h(z) ,
h(z) = h0 + h1 z + . . . + hk z k + . . . (. 1.3),

kyk kh(z)k1 kwk rkh(z)k1 ,

kh(z)k1 =

|hi | < .

i=0

,
.
J = kh(z)k1 = sup kyk ,
kwk r

144

5.

l - w,
l - (5.35). kh(z)k1
. f (z)
C(z) =
g(z)
, .
.
, , b(z) = z, ..
yk = a1 yk1 . . . an ykn + uk1 + wk .
uk1 = a1 yk1 + . . . + an ykn , yk = wk , .. |yk | |wk | r, kyk r.
, uk1 ,
wk ( yk1 , . . . , ykn ,
.
wk ). k = uk1 a1 yk1 . . . an ykn 6= 0
.
wk = rsign k |yk | = |k | + r > r.
, z 1 b(z) ;
z 1 (a(z) 1)
uk =
yk .
z 1 b(z)
p(z) = z 1 b(z) , yk = wk .
b(z) . , , -,
(. 4.2) , -, . ,
(4.14):
y 0 (z) + a(z)q(z)
C(z) = 0
,
(5.37)
x (z) b(z)q(z)
x0 (z), y 0 (z) ,
by + ax = 1,

(5.38)

q(z) - (..
). h(z) (5.36),

h(z) = x0 bq.
b(z) ,

.
b(z) = b+ (z)b (z),
(5.39)
b+ (z) , b (z) .
.
k(z) = q(z)b+ (z), k(z) -
( k(z) q(z) = k(z)/b+ (z), ). ,

min kx0 (z) k(z)b (z)k1 ,
k(z)

(5.40)

5.3.

145

x0 ( (5.38) ), b (z)
,
k(z). k(z) ,

k(z) = k0 + k1 z + . . . + ki z i + . . .
ki (5.40)
min kc Akk1 ,
(5.41)

.
x0 (z) = c0 + c1 z + . . . + cn z n ,

.
b (z) = d0 + d1 z + . . . + dm z m

c A:

c=

c0
c1
..
.
cn

d1
d2
..
.

A=
d
m

..
.

0
d1

...
...

0
0

dm1 . . . d1
dm . . . d2

...

...

,
...

...

k0
k1
..
.

k=
.

ki

..
.

k , A . , N + 1
k N (N + 1) A:
min

N
X

|ci Ai k|,

i=0

k = (k0 , . . . , kN )T , Ai N + 1 i- A.
:
min

PN

i=0 ti

(5.42)

ti ci Ai k ti .
, , linprog Optimization Toolbox
Matlab.
k N ,
JN ; Ji Ji+1 i.
40 N , Ji JN i; ,
(5.41) k N .

146

5.

. (5.42) (. , 11)
min kc Akk1 =

1
,
min kuk

U = {u : cT u = 1, AT u = 0}.

uU

, (5.42)
min kuk ,

cT u = 1,

AT u = 0,

A
minu maxt |ut |,

PN

t=0 ct ut

= 1,

d(z)ut = 0,
(5.43)

d(z) = dm + dm1 z + . . . + d1 z m1 .
d(z) , b (z) . d(z) b (z) , ,
. , ut 0 t . , max |ut |
t
t = N , (5.43)
N . (5.42).
l1 -.
.
1. (5.39) b(z).
2. (5.38), x0 , y 0 .
3. (5.42) N ;
, N .
.
N T
4. k N = (k0N , k1N , . . . , kN
)
N N
z
k N (z) = k0N + k1N z + . . . + kN


q(z) =

k N (z)
.
b+ (z)

5. (5.37):
C(z) =

y 0 (z) + a(z)q(z)
.
x0 (z) b(z)q(z)

, 3 (5.43),
N ; , , ,
.

5.3.

147

, l1 - , . , N (, , C(z)) . ,
. ,
,
yk yk1 = uk1 + uk2 + wk
0.
N k(z)
N ;
.

a(s)y(t) = b(s)u(t) + w(t),

|w(t)| r.

( kyk )
u(t) = C(s)y(t)
, .. C(s) . ( L1 ), l1 L1 ,
.

5.3.2


. (5.33)
(5.35) , :
a(z)yk = b(z)uk + wk ,
a(z) = 1 + a1 z + . . . + an z n ,

|wk | r,
b(z) = b1 z + . . . + bm z m ,


g(z)uk = f (z)yk .
,
p(z) = a(z)g(z) + b(z)f (z),

p(z)yk = g(z)wk .
a(z), g(z) , g(0) = 1; a(0) = 1, b(0) = 0 p(0) = 1, ..

p(z) = 1 + p1 z + . . . + pn z n .

148

5.

, (. (3.45)), ..
n
X

|pi | < 1

i=1

( , kp(z) 1k1 < 1), 22

kgk1
r
|yk |
1 kp 1k1
k. , kyk
( f (z) g(z))
.
(f, g) =

kgk1
r
1 kp 1k1

(5.44)

, . ,
0 < 1,
min kgk1 /(1 )
f,g

kag + bf 1k1 ,

(5.45)
g(0) = 1.

F G f (z) g(z):
f (z) = f0 + f1 z + . . . + fF z F ,

g(z) = 1 + g1 z + . . . + gG z G ,

(5.45)
f0 , f1 , . . . , fF ,
g1 , . . . , gG (. 4.5). 0 < 1 ,
(5.44), C(z) = f (z)/g(z)

kyk r
(5.46)
. , F G
(5.45) 1, .. p(z) ; F G .
, , a(z), b(z) ag + bf 1 = 0 G n 1,
F m 1 (. .4 ), (5.45)
= 0, .. (5.45) G = n 1, F = m 1.
, l1 -. , . (5.46)
kyk , l1 - .
, , ,

5.3.

149

. , ,
( - ):
x = Ax + Bu + D1 w,

x(0) = x0 ,

y = Cx + D2 w

|w(t)| 1,

(5.47)
t 0.

u = Ky ,
x = Ac x + Dw,

.
Ac = A + BKC,

.
D = D1 + BKD2 ,

..
(A)>0,
(Ac ) (3.38). ,
J = max max |x(t)|
kwk 1

( x(t), -
).
(3.40), :
|x(t)|

kD1 + BKD2 k1
(A + BKC)

K , K . > 0,
kD1 + BKD2 k1
K,

(A + BKC) > 0.
min

(5.48)
(5.49)

,
K.
41 (5.48)(5.49)
K, J (5.48), u =
Ky (5.47), |x(0)| J
|x(t)| J , t > 0.
, t, (. 4.3).
( 4.5) , . (5.48)(5.49) , ,
, J
.

150

5.3.3

5.

,
3.5. .
( ), 16 .
x = Ac x + Dw,

x(0) = 0,
(5.50)
wT (t)w(t) 1,

y = Cx,

0 t < ,

C , D
. Ac t

y T (t)CP C T y(t) 1,
P = P () > 0
min tr CP ()C T ,
>0

Ac P +

P AT
c

(5.51)
1

+ P + DD 0,

P >0

( 16 .15,
). u:
x = Ax + Bu + Dw,
y = Cx,

(5.52)

:
u = Kx.
.
(5.50) Ac = A + BK. (5.51), P K:
AP + P AT + P K T B T + BKP + P + 1 DDT 0.
P K, .
.
Y = KP ;
AP + P AT + Y T B T + BY + P + 1 DDT 0.
, ( ), y(t)
w(t), :
min tr CP C T ,

,P,Y

AP + P AT + Y T B T + BY + P + 1 DDT 0,

(5.53)
> 0, P > 0.

5.3.

151

.18 .16 , (5.53)


Y = B T . ,
P = P (, )
AP + P AT BB T + P + 1 DDT = 0,

P > 0.

(5.54)


(, ) = tr CP (, )C T ,

min (, ),

,>0

(5.55)

, , P (, ) > 0. ,
(5.55) , , P, Y .
u = Y P 1 x

y T (t)CP C T y(t) 1
y(t) (5.52) kwk 1,
. , y(t)
(m = 1), C = cT -,
1
|y(t)|2 T ,
c Pc
..

1/2
kyk cT P c
,
kyk . , (5.54)(5.55)
, .
(..
m = 1, C = cT ).
42 P (, ) (5.54);
, , P (, ) > 0. (5.55)
0 , 0 .
.
K0 = 0 B T P (0 , 0 )1 .
u = K0 x
1/2
.
kyk = cT P (0 , 0 )c
(5.52) m = 1, C = cT kwk 1,
u = Kx.
.
. ; .
, .
Matlab:
linprog .

152

5.4

5.

, .
LQR, -
( ),

x = Ax + Bu,

x(0) = x0 ,

u = Kx,

.
J=

Zh

(Rx, x) + (Su, u) dt

R > 0, S > 0. :
1). ,
x = Ax BS 1 B T ,
= AT Rx,

x(0) = x0 ,
() = 0

x, . u = S 1 B T .
2).
AT P + P A P BS 1 B T P + R = 0
u = S 1 B T P x. Jmin = xT
0 P x0 .
3).

1
min 1 xT
0 Q x0 ,

AQ + QAT + ( 2)BS 1 B T

1/2 QR1/2

1/2 R1/2 Q

< 0,

Q>0

u = S 1 B T Q1 x.
H - , L2 -, H - .

a(s)y(t) = b(s)u(t) + w(t),

kw(t)k2 1,

5.4.

153


u = C(s)y,

. ( b(s)
)
. -
( 38), H , .

x = Ax + Bu + Dw,

kwk2 1,

x(0) = 0,

y = Cx + B1 u,
u = Kx,
.
J = kH(s)k = sup kyk2 ,
kwk2 1

H(s) = (C + B1 K) sI (A + BK) D
. 39,
kyk2
QAT + AQ + QC T CQ BS 1 B T +

1
DDT = 0
2

S = B1T B1 ;

, Q,
K = S 1 B T Q1
J . .
, , - () l1 -.

a(z)yk = b(z)uk + wk ,

|wk | r,

k = 0, 1, . . . ,

a(z), b(z) kwk < r,



f (z)
yk ,
uk =
g(z)

154

5.
- kyk . ( RH ).
; ( 40),
.
.

, , ( 41), . ( ) ,
, , , ..
.
.
, ;
. ( 42). , , ..
.

5.4.

155

II

( )
, . , ,
. ,
. ,
.

156

5.

6

6.1

(, , ..) , , ,
, . ,
( ), , ( ) .. , , .
. (1.1)
( )
x = A(q)x + B(q)u + D1 (q)w,
y = C(q)x + D2 (q)w,

q Q,

(6.1)

A, B, C, D1 , D2 q R` , Q R` ( ). , (6.1) , q ,
, Q.

, .. (,
, )
H(s, q) =

A(s, q)
,
B(s, q)

q Q,

(6.2)

A(s, q), B(s, q) , ai (q), bi (q) q Q. H(s, q). , `


ki /(1+Ti s) Ti ki ,

H(s, T, k) =

k1 k`
,
(1 + T1 s) (1 + T` s)

T = (T1 , . . . , T` )T QT ,
157

k = (k1 , . . . , k` )T Qk ,

158

6.

. ,
H(s, T, k) , (6.2). ,
.
T k q = (T k) R2` , (6.2), ,
, .
, .. Q. ,
R` , (
, )
, ( ):
Q = {q R` : q i qi q i },

(6.3)

, -:
Q = {q R` : |q| 1}.

(6.4)

( ) (, , ), : qi = q i qi = q i , i = 1, . . . , `, (6.3) qi = 1,
i = 1, . . . , `, (6.4). , 2`
`- () Q.
,
; : Q
{q R` : |q|2 1} 2-
Q = {q R` : q T M 1 q 1, M > 0}

Q= qR :

`
X
(qi qi0 )2
i=1

i2

1 ,

(6.5)

q 0 = (q10 , . . . , q`0 ) ,
, i . () . , Q
, - .
, ..
q; , . ai (q) ( aij (q)
A(q)) q. :
1. . , :
n

P(s) = P (s) = a0 + a1 s + . . . + an sn :

ai ai ai ,

an > 0,

i = 0, . . . , n ;

(6.6)

,
[ai , ai ].

6.1.

159

an > 0 , n
an an an .
:
n

P(s) = P (s) = a0 + a1 s + . . . + an sn :

|ai a0i | i ,

i = 0, 1, . . . , n .

(6.7)

a0i P0 (s) = a00 + a01 s + . . . + a0n sn , i 0


ai , > 0 .
ai = a0i i , ai = a0i + i .
:
A = ((aij )) :

aij aij aij ,

i, j = 1, . . . , n,

(6.8)

, (6.7):
A = A0 + ,

(6.9)

, , A0 = ((a0ij )) , = ((ij )), |ij | ij


, = ((ij )) aij
A, > 0 .
2. . , , ,
q . .
:
n

P(s, Q) = P (s, q) = P0 (s) + q1 P1 (s) + . . . + q` P` (s),

qQ ,

Pi (s), i = 0, . . . , `, (P (s, 0) = P0 (s) ). ai (q) P (s, q) q:


ai (q) = a0i +

`
X

qj aji ,

j=1

aji Pj (s) si . , ai (q)


q.
:
A(q) = A0 + q1 A1 + . . . + q` A` ,

q Q,

Ai , i = 0, . . . , `, .

; , , . a(q), q R` , ,

160

6.


. ,
. , , ki /(1+Ti s),
:
P (s, T, k) = (1 + T1 s) . . . (1 + T` s) + k1 . . . k` ,

(6.10)

Ti ki (T, k) Q. (6.9) ij .
; :
P (s, q) = det(sI A(q)),

A(q) = A0 +

`
X

qi Ai ,

q Q,

i=1

.
, , , , . ,
x = Ax,

A = A0 + ,

A0 , ,
kk .
k k , . , . ,
K = K0 + , kk , A + BKC BC, kk ,
A + BK0 C.

6.2

,
, . ,

H(s) = H0 (s) + H(s),
H(s) . , ,
|H(j)| |W (j)|

6.2.

161

W (s), W 1 (s) RH . ,
kW 1 Hk 1.
, , H0 (s) + H(s)
H(s).

, . ,
H(s) = H0 (s) + W1 (s)(s)W2 (s),
W1 (s), W2 (s) RH ,
(s) RH ,

k(s)k 1,

.
:

H(s) = H0 (s) I + W1 (s)(s)W2 (s)

. G(s) = N (s)M 1 (s),


N (s), M (s) RH (. 4.15);

G(s) = N (s) + N (s) M (s) + M (s)

, . M , :

M=

M11 M12
M21 M22

M11 , M22 (, ). ( ) -
.
Fl (M, l ) = M11 + M12 l (I M22 l )1 M21 ,
.
Fu (M, u ) = M22 + M21 u (I M11 u )1 M12 ,

(6.11)
(6.12)

, . , Fl Fu ,
. , , A, B, C, D C 1 ,

(A + B)(C + D)

= Fl (M, ),

M=

AC 1 B AC 1 D
C 1
C 1 D

(6.13)

- M . , .
, , . 6.1,

162

6.

e2

e1
-

z-

. 6.1: M .
w , z , M = M (s) ,
(s) , . , . ,

e1 = M11 e2 + M12 w,
z = M21 e2 + M22 w.

e2 = e1 ,

e1 , e2 , :
e1 = M11 e1 + M12 w,

e1 = (I M11 )1 M12 w,

z = M21 e1 + M22 w = M21 (I M11 )1 M12 + M22 w;


,
z = Fu (M, )w.

(6.14)

= 0 Fu (M, ) = M22 , .. M22 (s) .


,
. ,
x = Ax + Bu,
y = Cx + Du
u y
G(s) = C(sI A)1 B + D

1
G(s) = Fu (M, I),
s

M=

A B
C D


x = Ax + Bu + w,
y = Cx + Du,

6.3.

163

H -, .. u = Kx, H -
G(s) = (C + DK)(sI A BK)1 ,
, (6.13), G(s)
"

G(s) = Fl (M, K),

M=

C(sI A)1 D + C(sI A)1 B


(sI A)1
(sI A)1 B

H -
min kFl (M, K)k .

(6.15)


P (s) = a0 + a1 s + . . . + an sn

P (s) = Fl (M, sI),

a0

M =

a1
0
...

...
...

an1
0

...

an
0

M11 = a0 ,

M12 = (a1 , . . . , an ),

M21 = (1, 0, . . . , 0)T .

, M
, . (1.44).
Matlab:
lft (CST) -

6.3


x = (A0 + )x
, .
,
= (t).
, t (t) - , ,
k(t)k

164

6.

k k
ij ij (t) ij ,

i, j = 1, . . . , n.

, ,

x = A0 + (t, x(t)) x,
.
,
(, ,
4.4; , 3.6)
.

6.4

. :
- ? , (
)? ( )? ,
( )?
. ; , q Q , Q
(, ). , .
,
( ).
, . -,
. ,
. . .
-, ,
, . ,
. -, . ,
(, ..) ,
. , ,

6.5.

165

.. ,
, .
, .

6.5

( )
x = A(q)x + B(q)u + D1 (q)w,
y = C(q)x + D2 (q)w,

q Q,

q R` , ( ) Q R` . {A(q), q Q} ( ). P (s, q) H(s, q),


() .
Q, ,
q . -
R` ,
: q i qi q i .
,
. 2-,
.
q. ai (q)
q. .

n

P(s) = P (s) = a0 + a1 s + . . . + an sn :

ai ai ai ,

an > 0,

i = 0, . . . , n ;

:
n

P(s) = P (s) = a0 + a1 s + . . . + an sn :

|ai a0i | i ,

i = 0, 1, . . . , n ,

a0i P0 (s) = a00 +a01 s+. . .+a0n sn , i 0


ai , > 0 .
:
A = ((aij )) :

aij aij aij ,

A = A0 + ,

i, j = 1, . . . , n,

166

6.
.
A0 = ((a0ij )) , = ((ij )), |ij | ij , = ((ij )) aij A, > 0
.
n

P(s, Q) = P (s, q) = P0 (s) + q1 P1 (s) + . . . + q` P` (s),

qQ ,

Pi (s), i = 0, . . . , `, .
.
,
q Q
q .
, :
A = A0 + ,

kk ,

A0 , , .
A = A0 + BC,

kk .

H(s) = H0 (s) + W1 (s)(s)W2 (s) H(s) = H0 (s) I + W1 (s)(s)W2 (s) ,


W1 (s), W2 (s) RH , (s) RH k(s)k 1.
kW 1 Hk 1,

H(s) = H0 (s) + H(s),

W (s) , W 1 (s) RH .
G(s) = N (s)M 1 (s), N (s), M (s) RH ,

G(s) = N (s) + N (s) M (s) + M (s)

- M , M

!

M11 M12
M=
M21 M22
(M11 , M22 ),
.
Fl (M, ) = M11 + M12 (I M22 )1 M21 ,
.
Fu (M, ) = M22 + M21 (I M11 )1 M12 .

6.5.

167

- ;
M , .
- .
,
x = Ax + Bu + w,
y = Cx + Du,
H -

min kFl (M, K)k ,


K

M=

C(sI A)1 D + C(sI A)1 B


(sI A)1
(sI A)1 B

,
q Q.
, , . ,
.

168

6.

7

3,
, , () .

7.1


. n
P(s, Q) = P (s, q) = a0 (q) + a1 (q)s + . . . + an (q)sn ,

qQ ,

(7.1)

ai (q) q R` , Q R` . , P (s, q)
q Q, ..
Re si (q) < 0,

i = 1, . . . , n,

q Q,

si (q) P (s, q). , ; . ,



3, Q, , .
.
(
), .
43 ( ) P (s, q 0 ) q 0 Q, Q , an (q) 6= 0 q Q.
o
. n
0
/ S() = P (j, q) : q Q ,

0<

(7.1).
169

(7.2)

170

7.

S() (7.1);
Q P (j, ).
. (7.2) : 0 = P (j , q ) q Q, P (s, q ) j
. (7.2); , P (s, q 1 ), q 1 Q, . q(t) Q, 0 t 1, q(0) = q 0 , q(1) = q 1 ;
Q. si (t) P (s, q(t)). an (q(t)) 6= 0,
n- (.
, 10.1) , si (t) . (, ) P (s, q 1 )
: Re s1 (1) 0, Re s1 (0) < 0 .
P (s, q 0 ). 0 t 1 q = q(t ) Q, Re s1 (t ) = 0.
, P (s, q ) j ; , 0
( 6= 0, j ). , ,
0 = P (j , q ) q Q 0; (7.2).
: , (7.2).
, D ( 4.1).
.
, Q
. , ,
.
, 43, , -,
S(), , -, (7.2). ,
.
.

P(s) = {P (s) = a0 + a1 s + . . . + an sn ,

an > 0},
(7.3)
, . , , ( ):
P1 (s)
P2 (s)
P3 (s)
P4 (s)

=
=
=
=

ai ai ai ,

i = 0, . . . , n,

a0 + a1 s + a2 s2 + a3 s3 + . . . ,
a0 + a1 s + a2 s2 + a3 s3 + . . . ,
a0 + a1 s + a2 s2 + a3 s3 + . . . ,
a0 + a1 s + a2 s2 + a3 s3 + . . .

a0 > 0,

7.1.

171

44 ()
(7.3) , .
. ,
. , 43 S().
.
P (j) = U () + jV (),
U () = a0 a2 2 + a4 4 . . . ;

V () = a1 a3 2 + a5 4 . . .

,
U () U () U (),

V () V () V (),

U () = a0 a2 2 + a4 4 . . . ,

U () = a0 a2 2 + a4 4 . . . ,

V () = a1 a3 2 + a5 4 . . . ,

V () = a1 a3 2 + a5 4 . . .

, P (j) ,
.
.
z1 = U () + jV (), z2 = U () + jV (),
.
z3 = U () + jV (),

.
z4 = U () + jV ().

, zi = Pi (j), i = 1, . . . , 4, .. S() , . , S() 0 < . , = 0 0


/ S(0) (
P (0) = a0 = 0, a0 > 0), 0 S(0 )
- 0 > 0, S()
0 < 1 0 .
S(),
. , z = z1 + (1 z2 ), 0 < < 1. P1 (s) P2 (s) ,
( 9) P1 (j) P2 (j)
, , z1 z2
S() (. . 7.1).
, 43 , .. .
. ( ) , , ,
, . (6.7):
n

P(s) = P (s) = a0 + a1 s + . . . + an sn ,

|ai a0i | i ,

0 , 1 > 0, :
.
P0 (j) = U0 () + jV0 ();

i = 0, 1, . . . , n ,

(7.4)

172

7.

z (1 )

u2

z2 (),
> 1

zu3 (1 )

S(1 )
0r

z1 (1 ) u

@
Ru
@

uz4 (1 )

z1 (), > 1

. 7.1: S().
.
U0 () = a00 a02 2 + a04 4 . . . ,
.
R() = 0 + 2 2 + 4 4 + . . . ,

.
V0 () = a01 a03 2 + a05 4 . . . ;
.
T () = 1 + 3 2 + 5 4 + . . . .


z() = x() + jy(),
U0 ()
x() =
,
R()

0 ,
V0 ()
y() =
,
T ()

(7.5)

-.
45 ( ) (7.4)
,
a00 > 0 ,

a0n > n ,

(7.6)

z() 0 n (, ).
. , (7.4)
n
o
S() = z = x + jy : |x U0 ()| R(), |y V0 ()| T () ,
0
/ S() , |U0 ()| R(), |V0 ()| T (), ..
|x()| , |y()| . z() {z = x + jy :
|x| , |y| } 0
/ S(). , P0 (s) , P0 (j) n , P0 (j) = U0 () + jV0 () -
()
0 ()
+ j VT0()
. ,
, z() = UR()
z() n , P0 (s) . ,
(7.6) a0 an
. 45
( 43) .

7.1.

173

, z(),
> 0, = max ,
< max . max
;
max = min{ , 0 , },

(7.7)

{|x| , |y| },
z(), 0 = a00 /0 , = a0n /n .
. 6-
a0 = (433, 5 667, 25 502, 72 251, 25 80, 25 14 1)

= (43, 35 33, 36 25, 137 15, 075 5, 6175 1, 4 0, 1).
. 7.2 z() ;
max 1, 2372.
figure=c:/sher/book/figs/7tspol.eps,height=2.5in,width=3in
. 7.2: -.
, (7.5)
, ,
z(), ( -
x(), y() ).
(7.3), (7.4) .
:
P(s, Q) = {P0 (s) + q1 P1 (s) + . . . + q` P` (s),

|qi | ,

i = 1, . . . , `},

(7.8)

,
.
Q = {q R` : |q| }.

(7.9)

P (s, q) : |qi | = , i 6= k, |qk |

. (. 6.1), P (s, q), qi = , i = 1, . . . , `.


(7.9), .. (
), ` 2`1 .

174

7.

46 ( )
.
deg Pi deg P0 = n,

`
X

|ain | < |a0n |,

i=1

i = 1, . . . , `,

`
X

(7.10)

|ai0 | < |a00 |,

(7.11)

i=1

aik , i = 1, . . . , `, sk Pi (s). P0 (s)


. (7.8) .
. 43 q 0 = 0; (7.10)
(7.11) an (q) 6= 0, q Q,
P (s, q) (7.8). (7.2). S()

n

S() = z C : z = P0 (j) +

`
X

qi Pi (j),

|q| ,

i=1

.. `- . , Q. 0
/ S(0) ( (7.11)),
0 S(), 0 S() > 0. , ,
.
, ` .
. M (s) + (1 )N (s) ( M (s), N (s)
), ( 1
(1 )/) 0 1 ,
M (s), N (s) , G(j) = M (j)/N (j)
. , ` ,
( ` = 5 ` 2`1 = 80 ). , S();
, .

, (). .

45. (6.5):
n

P(s) = P (s) = a0 + a1 s + . . . + an s ,

n
X
(ai a0i )2
i=0

i2

2 ,

(7.12)

, , a0i P0 (s), i 0 ai ( i 1 ),

7.1.

175

0 , 1 > 0, > 0 . 45,


:
.
P0 (j) = U0 () + jV0 ();
.
.
U0 () = a00 a02 2 + a04 4 . . . ,
V0 () = a01 a03 2 + a05 4 . . . ;
.
.
T () = (12 + 32 4 + 52 8 + . . .)1/2 ;
R() = (02 + 22 4 + 42 8 + . . .)1/2 ,

z() = x() + jy(),
U0 ()
x() =
,
R()

0 ,
(7.13)

V0 ()
y() =
.
T ()

47 (7.12) , a00 > 0 , a0n > n , z() 0


n
.
45 (..
), , S()
n

S() = (z P0 (j))T M 1 (z P0 (j)) 2 ,

M = M () = A()A (),

A() =

0 0 2 2
0
4 4
0
...
3
0 1
0
3
0
5 5 . . .

, (7.12)
:
max = min{ , 0 , },
, z(), 0 = a00 /0 , =
a0n /n .
6-
max 2, 8380, .. , (7.7)
, ,
(7.12) , (7.4): {a = (a1 , . . . , an )T :
Pn
2
T
0
2
0 2
i=0 (ai ai ) /i } {a = (a1 , . . . , an ) : |ai ai |
i , i = 0, 1, . . . , n}.
, :
.
,
, (6.10):
P (s, T, k) = (1 + T1 s) . . . (1 + T` s) + k1 . . . k`

176

7.

o
. n
Q = T, k R` : T i Ti T i , k i ki k i .

, . , S()
, , ; Q
. , ,
. , Ti :
T1 < T1 < T2 < T2 < ... < T` < T`
( ), S() 2`
, .
.
.
. n
P(z, Q) = P (z, q) = a0 (q) + a1 (q)z + . . . + an (q)z n ,

qQ

(7.14)

, q Q R` P (z, q)
, ..
|zi (q)| > 1,

i = 1, . . . , n,

q Q,

zi (q) P (z, q). .


48 P (z, q 0 ) q 0 Q Q ,
o
. n
0
/ S() = P (ej , q) : q Q ,
0 < 2
(7.14).
, 43, . , j, ej ,
0 < 2. , P (z, q) ( an (q) 6= 0). , P (z) = P0 (z) + z n+1
( P0 (z) n) (. 4.1.3).
48 S().
P (z) = a0 + a1 z + . . . + an z n ,

|ai a0i | i ,

i > 0,

i = 0, . . . , n.

(7.15)

S() .

S() = P0 (ej ) +

n
X
k=0

k k ejk = c0 +

n
nX
k=0

k z k ,

7.1.

177

c0 = P0 (ej ), zk = k ejk , k , 1 +1.


, S() c0 , zk , k = 0, . . . , n; 2n + 2 .
= 0 = , S() .
0
/ S() ,
P

n 0

ai cos(i k)

.
i=0
< () = max P
,
n
k
i | cos(i k)|

6= 0, ;

i=0

n 0

ai

< (0) = i=0


n
P

i=0

< () =

(1)i a0i
i=0

n
P

i=0

, ( P0 (z))
:
max = min ().
0<2

, (7.7).
, (7.15). , , S()
, 2n + 2
.
; , c ,
S() ,
.
, S()
. ,
. n
P(z) = P (z) = a0 + a1 z + . . . + an z n ,

n
X

|ak a0k | ,

n = 0, 1, . . . .

(7.16)

k=0

l1 -, P (z) . , , / (..
) S() P0 (ej ).
:

max = min P0 (ej ).


0<2

178

7.

P0 (z) |z| 1,
P0 (z) =

a00

a01 z

+ ... +

a0n z n

+ ...,

|a0k | < ,

P0 (z) 6= 0, |z| 1.

k=0

, ;

.

7.2

,
,
A = ((aij )),

aij aij aij ,

i, j = 1, . . . , n,

(7.17)

A = A0 + ,

= ((ij )),

|ij | ,

i, j = 1, . . . , n,

(7.18)


A(q) = A0 +

`
X

qi Ai ,

|qi | ,

i = 1, . . . , `.

(7.19)

i=1

, , ..
Re i < 0,

i = 1, . . . , n,

q ( (7.18)) , i
A. , , = max , < max
.
,
, . , . ,
(7.17) ( , ),
(7.19) ..
, P (s, q) = det sI A(q)
q ( (7.17)
(7.19)), - .
.

7.2.

179

. i (0) ei (0) A(0).


A(q) ? q R` , A(q)
,
. A(q)
Di = qi . , (7.19)
q=0

A(0) = A0 , Di = Ai . ,
(. 10.3 10.2 ).
49 k (0) A(0) , xk
yk :
A(0)xk = k (0)xk ,

yk A(0) = k (0)yk ,

|xk | = |yk | = 1,

k = 1, . . . , n.

A(q)
k (q) = k (0) +

`
X
yk Di xk

yk xk

i=1

qi + o(q).

,
A(q) q. , , A(0) , , . x
y , (7.19), A(q)
(q) +

`
X
y Ai x
i=1

yx

qi

q, Re (q) Re + `i=1 i qi , i = Re y yA xi x , max Re (q) |qi |


P
, i = 1, . . . , `, qi = sign i Re + `i=1 |i |.
.
, , = P`Re A(q)
i=1

|i |

(Re (q) ), .. A(q). , ,


(7.19)
.
. , A(q), q Q
V (x) = xT P x, P > 0. (. , 9.1),
AT P + P A < 0, P > 0,
A;
AT (q)P + P A(q) < 0,

P > 0,

q Q,

(7.20)

A(q). A(q) (7.17) (7.19), (7.20)

180

7.

Q ( V );
q Q , (7.20) , (7.20) ( P )
q Q. ,
AT (q v )P + P A(q v ) < 0,

q v V,

P > 0,

(7.21)

A(q v ) : (7.17) ,
aij ( aij , aij ), (7.19)
, |qi | = , i = 1, . . . , `. , (7.21)
n ` . ,
(7.21),
.
,
. (7.20)
, , ,
.
. , (6.9):
A = ((aij )),

aij = a0ij + ij ,

|ij | mij ,

i, j = 1 . . . , n,

(7.22)

.
A0 = ((a0ij )) , ..

X
.
(A0 ) = min a0ii
|a0ij | > 0.
i

j6=i

, :
(a0ii + ii )

|a0ij + ij | > 0,

i = 1, . . . , n.

j6=i

, ij
,

X
i = 1, . . . , n.
|a0ij | + mij > 0,
a0ii mii
j6=i

..
.
< = min
i

a0ii
P
j

P
j6=i

mij

|a0ij |
.

, mij 1 ( ),

(A0 )
.
=
n

7.2.

181

,
.
: kA0 k1 < 1,
(7.22)
.
< = min

|a0ij |

mij

mij 1
1 kA0 k1
.
n
, .
=

, .
A = A0 + ,

kk ,

A0 , k k .
, ..
max = sup{ : A0 + kk }.
, ; ,
. , ,
.
, ,
. , A C nn , i , i = 1, . . . , n, :
Re i < 0, i = 1, . . . , n. P (s) = det(sI A)
, , . A

1/2

kAk = max |Ax|2 = max (A A)


|x|2 1

|x|2 x |x|2 = (x x)1/2 . A C nn


.
c
= sup{ : A + C nn , kk }.
max
50
c
=
max

1
1
=
.
1
k(sI A) k
sup k(jI A)1 k

182

7.

,
.
8 A , A + B , 0 < 1,
A + B , ..

det jI (A + B) = 0
R.

.
. , P (s, ) = det sI (A + B)
, n, .
( = 0) ( ) ( = 1)
.

-, .
9 B C nn , C nn , kk <
1/kB 1 k, B + , 1/kB 1 k
C nn , kk , B + .
. kDk q < 1, (I + D)1 k(I + D)1 k (1 q)1 ,
k(I + D)1 k = kI D + D2 . . . k 1 + q + q 2 + . . . = (1 q)1 .
kk q/kB 1 k, q < 1, kB 1 k q
k(B + )1 k = k(I + B 1 )1 B 1 k kB 1 k k(I + B 1 )1 k kB 1 k

1
,
1q

.. B + . 1/kB 1 k, a, |a| = 1,
|B 1 a| = kB 1 k |a| ( a ),
a(B 1 a)
. kk = 1/kB 1 k (
=
kB 1 k2
xy , x, y C n kxy k = |x| |y| ). , b = B 1 a 6= 0
(B + )b = a

a
kB 1 k2

(B 1 a) (B 1 a) = a a = 0,

.. B + .
c
, A + .
50. , kk < max
c
, R , B + 1 ,
8 1 = , k1 k < max
.
B = A + jI, . 9
c
c
,
1/kB 1 k ). , max
( k1 k < max
1
, B = A + jI kB k. 9,
, det(A + jI + ) = 0; ,
A + j .

7.2.

183

, , c
max
.
( ) ,
(. 6.1). c
A C nn ; max
,

A + BC,
C ml , kk ,
(7.23)
. B C nm , C C ln .
, . ,
B = C = I .
51 (7.23)
c
max
=

1
1
=
,
kG(s)k
sup kG(j)k

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

H - (. .22 ), ,
P A + A P C C P BB P = 0
c
P = P > 0 , < max
. ,
P V (x) =
c
x P x x = (A + BC)x, kk < max
.


.
r
max
= sup{ : A + BC Rml , kk },

(7.24)

A, B, C A , . ,

r
c
max
max
( ). c
r

/max
( n = 2, B = C = I) , max
, .. .
r
A + BC, . max
; (. , 6.5). n n A
0 1 . . . n AT A
( , AT A 0)
A:
1/2
i (A) = i ,
i = 1, . . . , n.

184

7.

, kAk = n (A) 1/kA1 k = 1 (A), 50


:
c
max
=

1
= inf
1 (jI A).

sup n (jI A)1

(7.25)


.
.
.
52 U () = Re (jI A)1 , V () =

U ()
V ()
.
H(, ) =

1 V ()
U ()

Im (jI A)1

, .

r
max
= inf inf n1 H(, ) .
(0,1]

50 ( (7.25)) ( ), ; ,
, . ,

, . , , .
,
. , A ,

A + ,

kk ,

c
=
max

1
1
j
e
I

A
,
=
=
min

1
k(sI A)1 k
max k(ej I A)1 k 0<2
0<2

50.
Matlab:
svd

7.3

7.3

185

6.1 6.2
; .
, , .

a(s, q)
G(s, q) =
q Q,
b(s, q)
a(s, q), b(s, q) , q Q,

C(s) =

f (s)
,
g(s)

f (s), g(s) (
). (.. q Q)
.
p(s, q) = a(s, q)f (s) + b(s, q)g(s),
,
7.1. .
-, a(s, q), b(s, q) , p(s, q) , . . 16 Gi (s), i = 1, . . . , 16, ( ), G(s, q),
.
53 a(s, q), b(s, q) , C(s)
f0 + f1 s
,
C(s) =
g0 + g1 s
16 , .
, .
, , .
, p(s, q) (.. S() = {p(j, q), q Q},
. 7.1) . , a(s, q), b(s, q) , f (j)a(j, q)+
g(j)b(j, q) . .

186

7.

-, a(s, q), b(s, q) , p(s, q)


, 7.1 . , ,
.
54 a(s, q), b(s, q) , (, q Q) ,
.
, , p(s, q),
. , .

H(s) = H0 (s) + (s),
(s)
|(j)| |W (j)|

(7.26)

W (s), W 1 (s) RH ,
kW 1 (s)(s)k .
, , . (. 3.4),
. .
55 (s) (7.26), H(s) = H0 (s)+
(s) N (s).

f
H(j)
=

H0 (j) + 1
1,
|W (j)|

0 < .

f
, H(j)
C 1 N/2 , (. 7.3).

. , H(s) . , ,
f
f
H(j)
C , |H(j)
+ 1| > , .. |H0 (j) + 1| > |W (j)|
. H(s)
|H(j) + 1| = |H0 (j) + 1 + (j)| |H0 (j) + 1| |(j)| > |W (j)| |W (j)| = 0,

7.3

187

f
.. H(j) 1. , H0 (j) H(j)
(1, ) (
f
). , H0 (j) H0 (j) < 1, H(j)
=
H0 (j) + 1
V0
.
.
f
1 < 1; , H0 (j) = U0 +jV0 , H(j)
= U +jV V =
,
|W (j)|
|W (j)|
f
.. H(j)
H0 (j) .
f
1 H(j) H0 (j) . H(j) 1 (
H(j) 1,
, H(j) 1 H(s)). ,
f
H0 (j), H(j),
H(j) N/2 1 .
H(s), .. .

figure=c:/sher/book/figs/7robnyq1.eps,height=2.5in,width=3in
f
. 7.3: . H(j)
f
: H(j)
C
, N/2, .
, , , f
f
H(j)
C , H(j)
H0 (j) ,
f
f
N/2. H(j) C , |H(j)
+ 1| = ,
.. |H0 (j) + 1| = |W (j)|. ,

(s) = W (s)ej ,

= + arg W 1 (j)(H0 (j) + 1),

kW 1 k = , RH ( W RH ), H(s) = H0 (s) +
, H0 (s). .

|H(j) + 1| = |H0 (j) + W (j)ej + 1| = 0


( |H0 (j) + 1| = |W (j)ej |, arg(H0 (j) + 1) = arg(W (j)ej )), .. H(j)
1 ( ) .
, :
( H0 (s) ) ,

|H0 (j) + 1| > |W (j)|

kW 1 (s)(H0 (s) + 1)k > .

(7.27)

f
f
, H(j)
C , |H(j)+1|
> ,
(7.27).

188

7.

. , 55 .
56 ( ) M (s) RH .
1
I + M (s)(s)
RH

RH ,

k(s)k

1
,

, kM (s)k < .
. . RH M RH , M RH .
12 (I + M )1 RH , det(I + M )
. kM k < ( 1 n
):

inf 1 I + M (s)(s)

Re s0

1 sup n M (s)(s)
Re s0

= 1 kM k

1 kM k kk > 1 (1/) = 0,
.. I + M (s)(s) Re s 0.
. kM k , , kM (j)k .
M (j) (. 6.5 )
M (j) = U SV ,
U, V , S = diag (1 , . . . , n ); 0 1
2 . . . n = kM (j)k M (j). u v U V ; (s) RH ,
k(s)k 1/, (j) = 1n vu , I + M . , det(I + xy ) = 1 + y x x, y C n (. ,
1),

det I + M (j)(j)

1
vu
n
n
1
= 1
= 0
= 1 u U SV v
n
n
= det I U CV

.
( u U = V v = en = (0, . . . , 0, 1)T ).
(s) :
). = 0 = , M (j) , U, V
(s) 1n vuT , .. (s) s. ,

1
1
1
=
,
k(s)k = kk =
n
kM (j)k

RH .

7.3

189

). 0 < < , i 0, i 0
arg

i j
= arg ui ,
i + j

arg

i j
= arg vi ,
i + j

ui , vi u, v,
0.
1
.
(s) = a(s)b (s),
n

a(s) = [a1 (s), . . . , an (s)]T ,

b(s) = [b1 (s), . . . , bm (s)]T ;

i s
i s
,
bi (s) = ui
.
i + s
i + s
s
j
s

= max
= 1,
(s) ,
RH

+s
+ j
+s
> 0, (s) RH , kk = 1n 1 , (j) = 1n vu ( a(s), b(s)). ,
.
ai (s) = vi


.
, 55 ( (7.27), ) . , ,
55,

1
1
.
.
S(s) = 1+H(s) . 1+H0 (s)
= M (s) RH ,

S(s) = M (s) 1+M (s)(s)

, .. S(s) RH

1 + M (s)(s)
RH ; ( ) . W (s) 1 kM (s)k
(7.27), = 1/.
, RH , , H0 (s) + (s) H0 (s) . ,
55 , .
,
, .
, ,
(A + )1 = A1 (I + A1 ) = A1 (I + M ),

.
M = A1 ,

A + I + M .
, , 1/kM k = 1/kA1 k, k(sI A)1 k
1/kA1 k. , : ,

190

7.

(s). ,
.

.
, , 56 . G(s)
; G0 (s) ; C(s)
; (s) , ,
(s) RH ,

kk 1;

(7.28)

W1 , W2 ;
.
.
S = (I + G0 C)1 ,
T = I S = G0 C(I + G0 C)1
, . 7.4 ( ).
- W1 W2
-N - C G0
-6
6

-N - C G0 + W1 W2
-6
6

-N - C G0
-6
6

. 7.4: .
57
).
G = G0 + W1 W2
(. . 7.4 ),
kW2 CSW1 k < 1.
).
G = (I + W1 W2 )G0
(. . 7.4 ), :
kW2 T W1 k < 1.
W1 = W2 I
, (7.28),
kCSk < 1

kT k < 1
.
.
Matlab:
svd

7.4. -

7.4

191

,
, . ,
, .
- , , ,
, , ,
, M , . 7.5;
6.2 (. . 6.1).
N
-6
6

. 7.5: M .
M ( ), . ,
. ,
(., , . 7.4 ), M , .
, (s), , , .
(s), H :
k(s)k = sup k(j)k .

,
. ,

1
I + M (s)(s)
Re s 0,

det I + M (s)(s) 6= 0
(s) s : Re s 0 ( s,
, .. s = j).

det I + M (j)(j) 6= 0

, . :
M
det(I + M ) 6= 0

: kk 1,

192

7.

, .
.
M C nn , .. M . , :
n

= diag r1 I1 , . . . , rm Im , 1 Im+1 , . . . , s Im+s , 1 , . . . , p , p+1 , . . . , p+f ,


ri , i , i , i = 1, . . . , p,
, i , i = p + 1, . . . , p + f , ,
I1 , . . . , Im+s .
, - : , (
), , ( ). ,
:

r1

12

1
1
r11 r12
r21 r22

11
21 22

r1 , rij , 1 , ij .
n n ( n = 7). ,
( ) :
n
oi1
. h
(M ) = min kk : , det(I + M ) = 0
,

(7.29)

I + M , (M ) = 0. , kk

1/2

, .. kk = n () = max ( )
, n , max .
(M ), , ,
, . (M ) . ,
:
= {I, C},

(M ) = |max (M )| = (M ),
.. M . , det(I + M ) = det(I + M ) = 0
= 1/i , i M . kk =
||, , 1/|max (M )|.
, ..
= { C nn },

7.4. -

193

(M ) = n (M ) = kM k. 9: I + M ,
kk < 1/kM k, kk.
, (M ) . ,
o
. n
D = diag {L1 , . . . , Lm , J1 , . . . , Js , d1 , . . . , dp+f } ,

D=

Li ( , Ii ), Li = LT
i > 0; Ji
( , Im+i ), Ji = Ji > 0; di
.
10 D D
(M ) = (DM D1 ).
, D D : D = D,
det(I + M ) = det(I + M D1 D) = det(I + M D1 D) = det(I + DM D1 ).
det(I +AD) = det(I +DA) (. ,
1).

.
U = {U : U U = I},
.. U , . ,
, U
D.
58
sup (U M ) = (M ) inf kDM D1 k

U U

DD

(7.30)

; (M ). D (7.30)
( ). ( 2s + f 3, s , f
) (7.30) , .
.
. ,
. Matlab -Analysis and Synthesis Toolbox ,
.
.
, , M
(. 7.5), M (s) ( , M (s) RH ), (s)

194

7.

, - . ( ),
( ), H - ( ). ,
(s) RH s : Re s < 0.
59 ( ) , k(s)k < , ,

sup M (j)

1
.

(7.31)

, - ; ( 56 ).
.
, , 59, .
1. M .

2. M (j) .
3. (7.31).
; . , .

7.5

6.4, ,
. ( ,
). , P (s, q), A(s, q),
q. - , Q R` ,
. , p(q), q Q.
(. ),
Q Q.
, .

7.5.1

p(q) -. , q 1 , . . . , q N

7.5.

195

, p(q). P (s, q 1 ), . . . , P (s, q N ) ( A(q 1 ), . . . , A(q N )) (


) . () M N ; M N , ,
. ,
q 1 , . . . , q N M/N . .
. q Q. Q
Q = {q R` : 0 q 1,

i = 1, . . . , `},

qi q. Matlab
q q = rand(`, 1). , n n,
0 aij 1, rand(n). , Q
{|qi qi0 | ri , i = 1, . . . , `},
q.
Q
Q = {q R` : kqk2 1},
Q :
q = 1/`

,
kk

R` , [0, 1] , . Matlab : = randn(`, 1),


q = rand(1/`) /norm(). , . , A = A0 + , kkF ,
A Rnn ,
= randn(n),

A = A0 + rand(1/n2) /norm(, 0 fro0 ).

,
kk , k k .
. i , i = 1, . . . , N
(.. i , i = 1 p, i = 0 1 p)
P
N = SN /N SN = N
i=1 i . p p

n
o
2
P p pN 1 e2 N
n

2N

P |p pN | 1 2e2

196

7.

,
. P (s, q) A(q), q Q , q Q R` ; q i ,
i = 1, . . . , N , Q , M () N , p ,
.. p = Vol(Qs )/Vol(Q), Qs , Vol() .
n
o
M
2
P p
1 e2 N ,
N
.. M/N p , , 2
e2 N . , M/N , N ,
, Q .
Matlab:
rand, randn
.

7.5.2

, 7.1
7.2, .
.

P (s, q) = P0 (s) +

`
X

qi Pi (s)

i=1

.
, qi : q Q = {q R` : |qi |
, i = 1, . . . , `}, q Q ,

S() = z C : z = P0 (j) +

`
X

qi Pi (j),

qQ

i=1

( , P0 (s) ), . 43.
S() , ( 46). qi
[, ] .
P
` , z = a0 + `i=1 ai qi , ai = Pi (j), a0
2 P
W = 3 `i=1 ai aT
i ( ai (Re ai , Im ai )T R2 ). S()

o
. n
E () = z R2 : (z a0 )T W 1 (z a0 ) ,

7.5.

197

(, E () ). , p
,
n
o
P P (j) E () p
.
, E () , S(). , , ( E () )
, ..
n
o
.
p = max : 0
/ E () ,

, p > , () .
, , . ,
.
.
A Rnn , Rnn
: kkF . A + ,
det(A jI + ) 6= 0

(7.32)

R kkF .

det(A jI + ) = det A jI

I + (A jI)1

= det A jI det I + (A jI)1 ,


(7.32)

det I + (A jI)1 6= 0
R kkF . X
det(I + X)

n
Y

(1 + xii ) 1 + tr X,

i=1

det I + (A jI)1 1 + tr (A jI)1 .

, kkF , z = 1 + tr (A jI)1

)
(
2
T 1
z R : (z z0 ) 2 W ()(z z0 ) 1 ,

z0 = (1, 0) ,

W () = BB

T 1

22

B = B() =

Re vecT (A jI)1
Im vecT (A jI)1

R2n

198

7.

( vecM = (m11 , . . . , mn1 , . . . , m1n , . . . , mnn )T n2 - ,


n n- M ),

. n
S() = z = det I + (A jI)1 ,

kkF .

, kkF ,
,

(A jI)1

.
= 1 + tr (A jI)1 z0 =
(1, 0)T E ():
(

1
E () = z R : (z z0 ) 2 W ()(z z0 ) ,

. , ,
0
/ det(A jI + ) p = p ( ),
.
z0T W ()z0 > 2 = p2 (),
p () :

1/2

p () = W11 ()

,
p = min p ().

p , . , .

7.5.3

, .
60 ij n n
[, ]. n
3
2,
n
.
,
A + (ij r
(7.24) A:
[, ]) max
0, 99,
0, 82 r
.
max
n

7.6.

199

, A = I.
I + < 1/n, 1/n
( ij 1/n). I +

q
q
1 n/3, < 3/n
. ,

3n.

7.6


. n
P(s, Q) = P (s, q) = a0 (q) + a1 (q)s + . . . + an (q)sn ,

q Q R` ,

, P (s, q) q Q.

o
. n
S() = P (j, q) : q Q ,

.. S() Q P (j, ). : , Q , an (q) 6= 0, , S()


( 43). , , P (z, q) (
an (q) 6= 0). , ( )
0
/ S().

( 44 ). S()
,
,
. 44 .
( 45). ( -);
max , .
, .

P(s, Q) = {P (s, q) = P0 (s) + q1 P1 (s) + . . . + q` P` (s) :

|qi | ,

i = 1, . . . , `},

200

7.
( 46): P0 (s) deg Pi
deg P0 , i = 1, . . . , `, ( )

, ..
n

P (s, q) : |qi | = , i 6= k, |qk | .

` .
. ,
(
), . .
; 49, A(q),
q, q. (,
) q,
A(0).
,
A(q), q Q, ..

AT (q)P + P A(q) < 0,


P > 0, q Q;
A(q). Q ( ), ..
2` .

. ,
A = ((aij )),

aij = a0ij + ij ,

|ij | ,

i, j = 1 . . . , n,

P 0
.
.
|aij | >
A0 = ((a0ij )) : (A0 ) = min a0ii
i

0, , ..
(a0ii + ii )

|a0ij + ij | > 0,

j6=i

|ij | , ,
. (A0 )
< =
,
n

i = 1, . . . , n,

j6=i

7.6.

201

.
: kA0 k1 < 1,
. 1 kA0 k1
< =
.
n


A = A0 + ,
kk
= max , kk < max A0 ,
.
, . c
max = max
50. c
max .
, . r
r
max = max
; max

52.
.
, .. , .
( 55).
. M (s) RH , (s)
RH , H -: k(s)k

1
1/. I +M (s)(s)
RH
, kM (s)k ( 56).
. 57. : G = G0 + W1 W2 , C(s)
. k(s)k 1,
kW1 CSW2 k < 1, S = (I +G0 C)1 .
. .
- M , , M ( ,

202

7.
). (s) ( ,
, ). (M ) ,
I + M . (M )
, (M ).
M 59,
.


. , ,
, . . , .
, .

8

, 4 5,
. , . ,
( 4.3) . , , , ,
( 8.4).

8.1

4.1,
A(s)
G(s) =
B(s)
k .
-N

- 6

- G(s)

. 8.1: .
, , 4.1, G(s) ,
. , A B
:
A(s) = a0 + a1 s + . . . + am sm ,
B(s) = b0 + b1 s + . . . + bn sn ,
203

ai ai ai ,
b i bi bi ,

i = 1, . . . , m;
i = 1, . . . , n.

204

8.


P (s) = B(s) + kA(s)
k
pi = bi + kai , i = 1, . . . , n ( , n m
ai = 0 m < i n). 44 P (s)
,
Pi (s) = Bi (s) + kAi (s),

i = 1, . . . , 4,

Ai (s), Bi (s) A(s), B(s) (.


7.1). 23 24 , .
61 Bi (s), i = 1, . . . , 4, . . 8.1
.
0 k < k = min ki , ki = 1/i , i
1i4

i- Gi (j) = Ai (j)/Bi (j) .


62 Ai (s), i = 1, . . . , 4, , am > 0,

). n = m,
). n = m + 1, bn > 0,
). n = m + 2, bn > 0, bn1 > 0, am bn1 > am1 bn .
.
. 8.1 k > k = max ki , ki =
1i4

1/i , i i-
Hi (j) = Bi (j)/Ai (j) .
, (
, ).
k , ,
.
, D- , 4.1. , ,
k1 , k2 , (4.4):
P (s, k) = P0 (s) + k1 P1 (s) + k2 P2 (s),

k = (k1 , k2 ).

P0 (s), P1 (s), P2 (s) A(s) B(s). ,


C(s) = k1 + k2 /s

P (s, k) = B(s)s + k1 A(s)s + k2 A(s).

8.1

205

, ,
P1 P2 , P0 . - , A(s)
, B(s) . , ( 7.1), P0 (j) (
),

k1 P1 (j) + k2 P2 (j) = P0 (j)
k1 , k2 , . ,
D- . ,
, k1 , k2 , .
4.2 4.1.
G(s) =

s1
,
a0 + a1 s + a2 s2

0, 8 a0 1, 2;

0, 1 a1 0, 1;

0, 8 a2 1, 2,

-
C(s) = k1 + k2 /s,
.
P (s, k) = a0 s + a1 s2 + a2 s3 + k1 s(s 1) + k2 (s 1),
D- P (j) = 0 :
k1 2 k2 = a1 2 ,
(8.1)
2

k1 + k2 = a0 + a2 ,

2 (a0 a1 + a2 2 )
a0 (a1 + a2 ) 2
,
k
=
.
2
1 + 2
1 + 2
a = (a0 a1 a2 ), :
a1 = (0, 8 0, 1 1, 2), a2 = (1, 2 0, 1 0, 8), a3 = (1, 2 0, 1 0, 8), a4 = (0, 8 0, 1 1, 2),
k i , i = 1, . . . , 4,
. ,
D- a0 = (1 0 1) ( . 8.2
). k2 = 0 ai
. , Drob {k1 , k2 } , . 8.2. , ,
(. . 4.4).
( ) , 53 ( , ).
k1 =

206

8.
figure=c:/sher/book/figs/8rdpart.eps,height=2.5in,width=3in
. 8.2: D-. .

, D- k1 , k2 ;
. D- ,
2 (8.1):
k2 =

(k1 a0 )(k1 + a1 )
a1 + a2 + k1

k2 = 0. (
i , i = 1, . . . , 4) . 8.3;
, . 8.2.
figure=c:/sher/book/figs/8rdpart1.eps,height=2.5in,width=3in
. 8.3: D-. .
D- , A(s), B(s)
, , ( ,
).
.
, .
, .

P (s, q, k),
q Q.
, , q , Q R` , k . , k R2 , ..
, . , q 0 Q D- {k1 , k2 }, ..
.
D0 = {k R2 : P (s, q 0 , k) }.
,
.
Drob = {k R2 : P (s, q, k) q Q}
D0 : Drob D0 . k i D0 7.1, , k i Drob .
, D0 ,
.

8.2.

8.2

207

, 4.4, .
x = A(q)x + Bu,
q Q,
(8.2)

u = Kx,
,
x = Ac (q)x,

Ac (q) = A(q) + BK,

q Q,


V (x) = xT P x,

P > 0.

A q , ,
(. 6.1).
35, A .
, q.
63 X
XAT (q) + A(q)X 2BB T < 0,

q Q,

X > 0,

(8.3)


K = B T X 1
(8.2),
V (x) = xT X 1 x
q Q.
35; ,
.
, .
, A(q) , Q .
, A(q), ,
A(q) = A0 +

`
X

qi A i ,

.
q Q = {q R` : |q| 1},

i=1

(8.3) q Q ,
.
q v V = {q Q : |qi | = 1, i = 1, . . . , `} Q.
, A(q) ,

208

8.

, , .. ,
.

; , , LMI Control
Toolbox Matlab. , :
2
, n n 2n ,
n = 5 .
,
.
.
, A ,
B . B
.
Matlab:
quadstab (LMIC)

.

8.3

, ,
x = A(q)x + Bu,

q Q,

x(0) = x0 ,

- .
u = Kx

.
J=

Zh

(Rx, x) + (Su, u) dt,

J ,

q Q. ,
B, R > 0, S > 0 ,
A. 5.1 . (
(5.21)), .
64 X()

A(q)X + XAT (q) + ( 2)BS 1 B T

1/2

1/2

1/2 XR1/2
I

0,

X > 0,

q Q.

(8.4)

8.4 H -

209


= arg min
(),

() = 1 xT
0 X()x0 ,

> 0, X() .

1
u = S 1 B T X( ) x

J ( )
q Q.
A 5.1. , (
) (8.4) q Q.
, A(q) , Q , , Q.
, .

8.4

H-

7.3 ,
H -. , 56 ,

G(s) = G0 (s) + W1 (s)(s)W2 (s),
k(s)k
kW2 CSW1 k <

1
,

S = (I + G0 C)1 . ,
( 29), ,
C = (X + V Q)(Y U Q)1 ,
S = (Y U Q)(Y + U V 1 X),
Q ( RH ), X, Y, U, V
RH
G0 = U V 1 ,

U X + V Y = I.

210

8.

,
:
1
kT1 + T2 QT3 k < ,

T1 = W2 X(Y + U V 1 X)W1 ,

T2 = W2 V,

T3 = (Y + U V 1 X)W1 .

(8.5)

, (..
, ),
H -
min kT1 + T2 QT3 k ,
(8.6)
QRH

5.2. ,
.
1. G0 (s) G0 = U V 1 ,
U, V RH ; U X + V Y = I X, Y ;
T1 , T2 , T3 (8.5).
2. H - (8.6), Q RH , kT1 +
T2 QT3 k = .
3.

.
C = (X + V Q)(Y U Q)1 ;

0 < .

atlab.
,
, , H .
1. .

P
A0 (s) + `i=1 qi Ai (s)
G(s) =
,
(8.7)
P
B0 (s) + `i=1 qi Bi (s)
Ai , Bi , i = 0, 1, . . . , `, , qi , i = 1, . . . , `,
, C` :
`
X

|qi |2 2 ,

qi C.

(8.8)

i=1

C(s) = N (s)/D(s),
(8.7)(8.8). , ,
qi ; , ,
(. 6). , qi ;
, , .

8.4 H -

211

G0 (s) = A0 (s)/B0 (s) (.. deg A0 deg B0 ), A0 , B0 , deg Ai < deg A0 , deg Bi <
deg B0 , i = 1, . . . , `. W (s) ` 2

W (s) =

A1 (s)
A0 (s)

B1 (s)
B0 (s)

A` (s)
A0 (s)

B` (s)
B0 (s)

..
.

..
.

W1 (s), W2 (s). , ,
S(s) T (s)
:
1
G0 (s)C(s)
S(s) =
,
T (s) =
.
1 + G0 (s)C(s)
1 + G0 (s)C(s)

1
= min kW1 S + W2 T k .
C

(8.9)

H - (. (6.15))
min kFl (P, C)k
C

W1 (s)

P (s) =

G0 (s) W2 (s) W1 (s)

G0 (s)

5.2 .
65 , C (8.9). < C (8.7)(8.8).
;
.
(s, q) =

A0 (s) +

`
X

i=1

.
= 0 (s) +

`
X

qi Ai (s) N (s) + B0 (s) +

`
X

qi Bi (s) D(s)

i=1

qi Ai (s)N (s) + Bi (s)D(s) ,

i=1

, 0 (s) , ( 7.1)

`
X
Ai (j)N (j) + Bi (j)D(j)
1+
qi
6= 0
0 (j)
i=1

212

8.

0 qi , (8.7). , ci C, i = 1, . . . , `,
n

S= z=

`
X

qi ci ,

`
X

|qi |2 2 ,

qi C

i=1

i=1

1/2

`i=1 |ci |2
.
, ,

2
`

X
1
Ai (j)N (j) + Bi (j)D(j)

< 2.
sup

0 i=1 A0 (j)N (j) + B0 (j)D(j)

H , .
2. l1 -.
A(z) + A(z)
G(z) =
,
(8.10)
B(z) + B(z)
A(z), B(z) l1 -, :
kAk21 + kBk21 2 .
(8.11)
7.1, . (7.16).
, . , 65,
.

1
.
. G0 (z)C(z)
S(z) =
,
T (z) =
,
1 + G0 (z)C(z)
1 + G0 (z)C(z)
C(z) , G0 (z) = A(z)/B(z)
.
W1 (z) =

1
,
B(z)

.
W2 (z) =

1
.
A(z)

W S

W2 T

<

1
.

, H -

W S
1

1
=
min

C W2 T

C, <
(8.10)(8.11).

8.4 H -

213

3. . , (8.7), :
P

`
X

A0 (s) + `i=1 qi Ai (s)


G(s) =
,
P
B0 (s) + `i=1 qi Bi (s)

|qi |2 2 ,

q i R.

(8.12)

i=1

H -, , . ,
H1 (s) =

A(s)
,
P (s)

H2 (s) =

B(s)
,
P (s)

P (s) ,
P (s)P (s) = A(s)A(s) + B(s)B(s),
X, Y
H1 X + H2 Y = 1,

.
W1 (s) W2 (s) =

1
P (s)

A1 (s)

..

A` (s)

B1 (s)
..
.
.
B` (s)

66 (-) Q1 , Q2 RH ,

Y (j)

Re
W1 (j) W2 (j)

X(j)

H2 (j)
H1 (j)

Q1 (j)
Q2 (j)

!)

< Re Q1 (j)

(8.13)

0,
C=

Y Q 1 H 2 Q2
XQ1 H1 Q2

(8.12).
, .
(8.13) Q1 , Q2 RH ,
, . ,
,
. .

214

8.5

8.

7.4 , -.
, 59
, M (. 7.5), (M ): k(s)k <
,

sup M (j)
0

1
.

(8.14)

C,
(8.14). , M (s)
, . 8.4. G(s) ,

. 8.4: M -.

G=

G11
G21

G12
G22

C ;
M = G11 + G12 C(I G22 C)1 G21 = Fl(G,C),
Fl - (. 6.2). , C,

Fl (G, C)

1
,

(..,
,

) Fl (G, C) C:

min Fl (G, C) .
C

, , , . ,
( 58):
(M ) inf kDM D1 k,
DD

8.6.

215

D - , . D C
min kDFl (G, C)D1 k

(8.15)

H - ( 5.2),
(
, -). ,
C
min kDM D1 k,

DD

M = M (j) = Fl G(j), C(j)

, . ,
-, D C , .
1. D-: C 0 < 1 < 2 <
. . . < N
min kDMi D1 k,

DD

Mi = M (ji ),

i = 1, . . . , N,

Di . D(s) RH ,
D D, i : D(ji )
Di .
2. C-: D(s), H - (8.15)
C,
1.
, . , ,
(8.15). , -Analysis and Synthesis Toolbox Matlab
.

8.6

, 4,
( ).
( 61 62).
D-. .

216

8.

, . ,
x = A(q)x + Bu
A, q Q,

XAT (q) + A(q)X 2BB T < 0,

q Q,

X > 0,

X > 0 , u = B T X 1 x
.
, ,
( - ).
, 7.3, C(s),
,
kW2 CSW1 k

1
,

S = (I + G0 C)1

(. 56). Q C(s),
G0 (s),

1
kT1 + T2 QT3 k ,

Ti (s) . ,
H - ,
.
H - . :
; l1 -; .
- ( 7.4) -.
C
C (D C ). ,
, ,
.

9

, , . ,
. ;
.

9.1

.
G(s) =

A(s)
,
B(s)

A(s) = a0 + a1 s + . . . + am sm ,

B(s) = b0 + b1 s + . . . + bn sn ,

m n;


C(s) =

N (s)
D(s)

(. 9.1),
- G(s) = A(s)/B(s)

C(s) = N (s)/D(s)

. 9.1: .
?
: N (s), D(s) ,

P (s) = A(s)N (s) + B(s)D(s)
217

218

9.

? ,
4.2: ,
A(s) B(s) . 4.1
, C(s) = k ( ). , C(s)
(, -); D-. , ,
` > 2 ? N (s), D(s)
N (s) = q1 + . . . + qk sk1 ,

D(s) = 1 + qk+1 s + . . . + q` s`k ,

k, ` , ,

P(s, Q) = P (s, q) = P0 (s) +

`
X

qi Pi (s),

q R` ,

(9.1)

i=1

.
P0 (s) = B(s),

Pi (s) = si1 A(s), i = 1, . . . , k,

Pi (s) = sik B(s), i = k + 1, . . . , `.

(, - C(s) = q1 +
q2 /s+q3 s), (9.1). ,

1. (9.1)
?
,
q Q.
(9.2)
, :
.
Q = {q R` : q i qi q i , i = 1, . . . , `}

(9.3)

q q 0 :
.
Q = {q R` : |q q 0 | };

(9.4)

1:
2. (9.1)(9.2) ?
, 2 , 7.1. ,
(9.1)(9.2), 2 .

9.1.

219

. , 2 N P -, , .
(.. ,
P (s, q)). ,

(. 7.1). , Q
, q Q .
, ,
2.
.
,
7.5 . ,
q i Q P (s, q i ).

P(s, Q), ,
. , n
0 1 v(n)
v(n)

1
[(n + 1)/2]!
2

( ) v(n) eCn , C ; n = 10 v(n) 109 . ,


10 , [0, 1], .
2.
.
(q) = max Re si (q),
i

si (q) P (s, q). , (q) < 0,


(q) 0.
min (q).
qQ

(9.5)

(q) , si (q) ; (. 10 7.2)


.
(9.5). , 2. , (q)
, ( ) .
, .
, , , .
,
-. , P (s, q) , (, Symbolic Math Toolbox

220

9.

Matlab).

bi (q) > 0,

i = 1, . . . , n,

q Q.

(9.6)

, (9.6). .
, 1 2, , . ,
2 ( qi P (s, q))
.
3. P0 (s). .
A(s) = a0 + a1 s + . . . + an sn B(s) = b0 + b1 s +
. . . + bn sn dist (A, B) = |a b|, a, b Rn+1
A(s), B(s), | | Rn+1 , , |a b| = max |ai bi | |a b| =
P

n
i=1 (ai

bi )

1/2

. ,

min dist P0 (s), P (s, q) = ,

P (s,q)P

P , 2 Q (9.4)
P (s, q) = q0 +q1 s+. . .+qn sn ; . 3
. .
, .
.
:
x = Ax + Bu,

y = Cx,

,
u = Ky.
: K ,
A, B, C Ac = A + BKC . K q, , ,
.
4.
A(q) = A0 +

`
X
i=1

qi Ai ,

q R` ,

(9.7)

9.1.

221

A0 , . . . , A` n n .
?

, . ,

.
4 . , , 1 , , 4 ( Ai
). 2 3:
5. A(q) (9.7), q Q (, Q
(9.3)) ?
6. A. .
. , A0 , . . . , A` . A(q) . . , 4 :
q R` ,
A0 +

`
X

qi Ai < 0.

i=1

,
( , Matlab). , 4
( 5)
. 6. ,
A ,
. A
T ( ):
T AT 1 = = diag (1 , . . . , n ),
i A. , :

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

i = min{0, i }.

.
A = T 1 T

( ) A
. A
= kA A kF .

222

9.

, ,
.
46, , ( 3.6). , . ,

X
(A) = min aii
|aij | ,
i

j6=i

(A) > 0, A ; (). (9.7) aij (q) A(q)


q,

min aii (q)


i

|aij (q)| > 0,

j6=i

(9.8)

|q q 0 |
q ( ,
Q 5 (9.4)). , (9.8)
q , A(q ) , . (9.7)
( 5) .
, 6 . aij A, xij X,
A
. X
min

(aij xij )2 ,

i,j

xii +

(9.9)
|xij | 0,

i = 1, . . . , n.

j6=i

, , ,
A .

9.2

. .
, , -
. , (
) . .

9.2.

223

7. m
Gi (s) =

Ai (s)
,
Bi (s)

i = 1, . . . , m.

N (s)
,
D(s)
?
C(s) =

, N (s), D(s), ,
Pi (s) = Ai (s)N (s) + Bi (s)D(s),

i = 1, . . . , m,

? ( 4.2), m = 1 A1 , B1 ,
, ; ,
.
;
. , .
.
m = 3 . , .
.
8. m :
x = Ai x + Bi u,

i = 1, . . . , m.

(9.10)


u = Kx,

(9.11)

?
, K ,
.
i = 1, . . . , m,
Aic = Ai + Bi K,
? ;
, , .. Aic . 8 ; , ,
7 . ( Bi B)
63:
T
Ai X + XAT
< 0,
i 2BB

i = 1, . . . , m,

X > 0,

224

9.

X, (9.11)
K = B T X 1
(9.10).
, , .
. , K,
, .
, (. 4.5). , (A)
3.6 , (A + BK) > 0
K, ,

(Ai + Bi K) > 0,
i = 1, . . . , m,
K, u = Kx m .
, , 8:
P (s, q, k),
q Q k ,
k ,
P (s, q, k ),
q Q,
. , Q , k . ,

A(q) + B(q)K,
q Q.
8 Q.
, (.
(9.5)), .

9.3

- :

; , . , , ,
, .. . , 5.1. , ,

9.3 -

225

( u = Kx).
.
, y, x:
x = Ax + Bu,

y = Cx,


.
J=

Zh

(Rx, x) + (Su, u) dt.

(9.12)

( H2 -)

u = K xb,
xb x, (.
2.3, 4.3). , , , ,

u = Ky.
(9.13)
, K (9.13),
(9.12) :
J min .
( 9.1, 4), K . , , - ,
(9.13) ( K0 ).
(9.12) .
9. u = Ky, x = Ax +
Bu, y = Cx, (9.12).

x = Ac x,

Ac = A + BKC,

x(0) = x0 ,

Ac
Z

J=

(Qx, x)dt,

Q = R + C T K T SKC

(. .14)
1
x0 ,
J = xT
0X

AT
c X + XAc = Q,

(9.14)

K J(K) (9.14),
X. J(K):
J(K) = 2(B T X + SKC)V C T ,

(9.15)

226

9.

V 0 :
T
V AT
c + Ac V = x0 x0 ,

, , J(K). , . -, J(K) K
, ( )
. -, , ..
J(K) , , . , ,
J(K) , K
.
. , . ,

A(s)x = u
A(s) n
u = k1 x + k2 x,

k1 , k2 ,

Z n1
2
X
.
J=
i x(i) dt
0

i=0

.
A(s) k = (k1 , k2 ).
J(k), J(k),
, , k .
, k R2 ( ), k
.
-
, .
10. u = Kx, x = Ax + Bu, x(0) = x0 ,
J=

|x| + |u| dt.

- ;
, , l1 -, . , , , , .

9.4.

227

, , Ac = A + BK
|x(t)| e(Ac )t |x0 | (. (3.39)),

1 + kKk1 |x0 |
(A + BK)

,
J. , , (. 5.3.2):

1
1 + kKk1
K,
(A + BK) > 0.

min

9.4

, . ,
. ,
.
,
(- , H - .., . . 5),
, , , , .. ( ).
,
. (, , , ..
- ), , .
-, , , ,
(, , -
..). ,
(, ). , .
,
. ,
, . , ,
.

228

9.

, ,

C nn :
1. det AB = det BA = det A det B.

2. A , det A1 = det A

3. det A = 1 . . . n , i A.
4. A C mn , B C nm det(I + AB) = det(I + BA).
5. x, y C n det(I + xy ) = 1 + y x.
.
6. E = {x Rn : xT P 1 x 1, P > 0} Vol(E) = cn det P ,
cn Rn .
A C nn
P () = det(I A) = n + an1 n1 + . . . + a1 + a0 ,
i A.
A ,
A, ..
.1 (-) A Rnn .
: P () = det(I A) = n + an1 n1 + . . . + a1 + a0 ,

.
P (A) = An + an1 An1 + . . . + a0 I = 0.
. , An , , , Am m n, Ak , k = 0, 1, . . . , n1. ; ,
( , ), . , A I, A, . . . , A1 .

1. an1 = tr A,
2. a0 = det A.
Cnn :
229

230

1. tr AB = tr BA.
2. tr A = 1 + . . . + n , i A.
3. tr (A + B) = tr A + tr B.


A () ,
(Ax, x) > 0

( 0)

x Rn , x 6= 0. A > 0 (A 0), A > B ,


A B > 0. , A = AT (
(Ax, x) A
(A + AT )/2). A > 0 ( A 0)
A = AT .
. :
1. A Rnm AT A 0, AAT 0, n = m A ,
AT A > 0, AAT > 0.
2. A > 0 B , BAB T > 0, ..
B B T .
3. A B > 0, , 0 < A1 B 1 .
4. A > 0 B > 0 , BB = A;
A B = A1/2 .

.1 ()

A=

B C
D E

Rnn ,

B Rmm , E Rll , n = m + l.
.
1. E , A = B CE 1 D
,
det A = det E det .
2. B = B T , D = C T , E = E T ,
A > 0 E > 0, > 0.
, 2 A 0 C 6= 0, E = I
, > 0, 0.

4. S-

231

S-

fi (x) = (Ai x, x),

i = 0, 1, . . . , m,

nn
x Rn , Ai = AT
, 0 , 1 , . . . , m .
i R

fi (x) i ,

i = 1, . . . , m,

(.1)


f0 (x) 0 ,

(.2)

.. x, (.1), (.2). Ai i , i = 0, 1, . . . , m.
.2 (S-) i 0, i = 1, . . . , m, ,
A0

m
X

i Ai ,

i=1

m
X

i i ,

(.3)

i=1

(.1) (.2). , (.1) (.2)



). m = 1;
). m = 2, n 3 x0 Rn , 1 , 2 , ,
f1 (x0 ) < 1 ,

f2 (x0 ) < 2 ,

1 A1 + 2 A2 > 0,

i 0, i = 1, . . . , m, , (.3).
, , (.3) m = 1, 2. , m > 2
.
S-
.2 () (A0 x, x) > 0 x Rn , x 6= 0, ,
(A1 x, x) = 0 A1 . R, A0 + A1 > 0.

A = (aij ) Cnn . k k : Cnn R


, A, B Cnn
:
1. kAk 0;
2. kAk = 0 A = 0;
3. kAk = || kAk C;

232

4. kA + Bk kAk + kBk;
5. kABk kAk kBk.
, 5:
1) kIk 1, 2) A , kAk kA1 k 1.
:
:
.
1/2
kAk2 = max i (A A);
1in

.
kAk1 = max
|aij | ;
n

1in

X
.
kAk = max
|aij | ;
n

1jn

j=1

i=1

1/2
. X
kAkF =
|aij |2
;
n

i,j=1

1 kAk1
n

kAk2

1 kAk
n

kAk2

1 kAkF
n

kAk2

kAkF ;

1
kAk
n

kAk1

nkAk ;

1 kAkF
n

kAk1

1 kAkF
n

kAk

nkAk1 ;
nkAk ;

nkAkF ;
nkAkF ,

(.., , max(kAkF /kAk2 ) = kIkF /kIk2 =


A6=0

n).

Cnn hA, Bi = tr A B,
:
X
1/2
.
kAkF = hA, Ai1/2 = (tr A A)1/2 =
|aij |2
,
n

i,j=1

, A = AT Rnn kAkF = tr 1/2 A2 .


| |;
|Ax|
.
= max |Ax| = max |Ax|
kAk = max
|x|1
|x|=1
|x|6=0 |x|

6.

233

, .
| | ( ). ( , kIk = 1).
k k1 , k k2 , k k | | , | |2 , | |1 1 ,
..
kAk2 = max |Ax|2 ,
kAk1 = max |Ax| ,
kAk = max |Ax|1 ,
|x|2 =1

|x| =1

|x|1 =1

k kF .
k k | |,
|Ax| kAk |x|;
. ( )
.

.
(A) = max |i (A)|
i

A. (A) kAk.
,
:
.3 A Cnn > 0 k k,
(A) kAk (A) + .
Ak .
.4 A Cnn k k
(A) = lim kAk k1/k .
k

6.1

.5 i A Rnn ,
, .. T Cnn ,
.
T 1 AT = = diag (1 , . . . , n ).
1

k k , k k1 ( k k -, k k1
1-). , l1 - ( 5.3), 1- - .

234

i A, T , xi
A: Axi = i xi , yi T 1
A: yi A = i yi , i = 1, . . . , n.2
,
(, ,
n ). , .
.6 A = AT Rnn , , .. U Rnn ,
U T = U 1
.
U T AU = = diag (1 , . . . , n ),
i .

6.2

.7 A Cnn
T Cnn ,
T 1 AT = J,
J A:

J = diag (J1 , . . . , Jm ),

Ji =

i 1 . . . 0
.. . . . .
.
.
. ..
.
..
...
.
1
0 . . . . . . i

Cni ni ,

m
X

ni = n.

i=1

i A, Ji ;
, , ,
ni . , J

;
J =

6, 1, 2 3.
2

,
A .

6.

6.3

235

A Cnn b Cn , b, Ab, . . . , An1 b


, A ( b ).
, A Cnn ,

0
1 ...
0

..
0

.
0
0

..
..
A = ..
,
(.4)
.
.

1
a0 a1 . . . an1
a0 , . . . , an1 C. , A
P () = n + an1 n1 + . . . + a1 + a0 .

(.5)

(.4) (.5).
.8 T Cnn ,
.
,
; , .

6.4

, .5 .7 T , J
, A . , , A . .
.9 2k1 = uk + jvk , 2k = uk jvk , vk 6= 0,
k = 1, . . . , p, i R, i = 2p + 1, . . . , n, A Rnn .
T Rnn ,
.
T 1 AT = = diag (J1 , . . . , Jp , 2p+1 , . . . , n ),
(.6)
Jk R22 , k = 1, . . . , p,

Jk =

uk v k
vk uk

, - .
T .

236

6.5

, V Cnn ,
V V = I.
(V Rnn ) V T V = I,
.
.10 A Cmn . U Cmm
V Cnn ,

U AV = ,

1 0
0 0

1 = diag (1 , . . . , p ),

p = min{m, n}.

(.7)

(.7) A. 0
1/2
1 . . . p A, .. i = i (A) = i (A A), i
A A. A Rmn , U
V . , m = n, = diag (1 , . . . , n ).
() U V ui , vi , (.7)

A Avi = i2 vi ,
AA ui = i2 ui ,
.. i2 A A AA , vi , ui . , A AT A 0, AAT 0, vi , ui
.

A Cnn :
n (A) = max |Ax| = kAk,
|x|=1

1 (A) = min |Ax| = 1/kA1 k.


|x|=1

; 1 = 0.

6.6

:
x = Ax + bu,
y = cT x,

A Rnn , b Rn , u R1 ,
c Rn ,

(.8)

.
P (s) = sn + an1 sn1 + . . . + a0 A.
.11 b, Ab, . . . , An1 b (.. (A, b)
),

xe = T x,

a
n1

.
1
n1

T = A b . . . Ab b ..

a2

a1

...

1
..

..

..

a2

0
..
.

.
..

.
.
. . . an1 1

(.9)

7.

237

(.8)
xe = Aexe + eb u,

Ae = T AT 1 ,

y = ceT xe,

Ae =

0
..
.

0
..
.

a0 a1

...
..
.

e
b = T b,

0
0
..
.

1
. . . an1

ceT = cT T 1 ,

0
.
..

(.10)

e
b = .
0

(.11)

A .
.3 () :
1
x = Ax + Bu,

x Rn ,

u Rm ,

.
2.
.
Wc (t) =

Zt

eA BB T eA d
0

- t > 0.
.
3. U = [B AB . . . An1 B] n.
4. [A I B] n C.
5. v A (..
v Cn , v A = v C) v B 6= 0.
6. K Rmn A + BK.

7
7.1

f (s) s A Rnn .
p(s) m
p(s) = am sm + . . . + a1 s + a0 ,

.
p(A) = am Am + . . . + a1 A1 + a0 I.

238

, -, n n A p1 n p2 (n 1)
, p1 (A) = p2 (A).
f (s) ( )
. ; f (A) A.
- f (A)
A. , f : C C
A, .. A.
, , i , i = 1, . . . , m A, ni , i = 1, . . . , m . f (s) g(s)
n 1
g(s) = 0 + 1 s + . . . + n1 sn1 ,
:
g (k) (i ) = f (k) (i ),

k = 0, 1 . . . , ni 1,

i = 1, . . . , m,

f (s) i . n n i ;
, ,
0 , . . . , n1 . , g(s) f (s) A, .. i (ni 1)-.
.
f (A) = g(A).
,
. , f (A) , , ,
( ) . , .
. , f (s) s = s0 r = r(s0 );
s , .. |s s0 | < r
f (s) =

k (s s0 )k ,

k=0

. i A
: |i s0 | < r;

. X
f (A) =
k (A s0 I)k ,
k=0

( ).
, s0 = 0

. X
f (A) =
k Ak .
k=0

8.

239

r = , .. f (s) , f (A)
A.

( ,
, ); , .
, f (A), ,
( , ).

7.2

. f (s) = es ,
:
1
1
eA = I + A + A2 + A3 + . . .
2!
3!
.
1. e0 =

X
1 k
0 = I.
k=0

k!

2. A = diag (a1 , . . . , an ), eA = diag (ea1 , . . . , ean ). , A = aI,


eA = ea I.
3. A B , eA eB = eA+B (, ,
).
, e(A+B)t = eAt eBt t (t1 , t2 ), AB = BA.
4. eA eA = eAA = e0 = I . , ,
(eA )1 = eA ( ) A.
5. AeAt = eAt A .
6.

d At
e = AeAt .
dt
Z

7. A , eAt dt = A1 eAt +C, C .


Zt
A

, e d = A
0

At

eA d = A1 A.

I ,
0


a(s), b(s) (.. ).

240

.4 ( )
ax + by = 1

(.12)

( x(s), y(s)) x0 , y 0 ,
deg x0 deg b 1,

deg y 0 deg a 1,

(.12)
x = x0 + br,

y = y 0 ar,

(.13)

r(s) .
x0 , y 0
.
1 ( ).
.
x(s) = x0 + x1 s + . . . + xN sN ,

.
y(s) = y0 + y1 s + . . . + yM sM ,

N = deg b1, M = deg a1. , (.12)


ax + by 1 N + M + 1, N + M + 2
N + M + 2 x0 , x1 , . . . , xN , y0 , y1 , . . . , yM .
a b.
2 ( a b). i a(s) i b(s). (.12) s = i ,

b(i )y(i ) = 1,
i = 1, . . . , deg a.
y0 , . . . , yM M + 1 M + 1 . , i (.12), N + 1
x0 , . . . , xN .
3 (). a(s) b(s)
. , . ,
x0 , y 0 .
, (.12) , - .
; . , , a, b, x, y - (
), .. RH . , , a b,

9.

241

RH (.12).
: a(s) b(s) RH ,

.3 , , , a b , .
,
RH (.12), .. .4.
.12 a b RH ,
(.12) x0 , y 0 RH (.13),
r(s) RH .
, , .4,
. A, B RH , (.12)

AX + BY = I,
RH A B.

9.1

.13 ( )
AP + P AT = Q

(.14)

Q = QT P = P T , Re (i +
j ) 6= 0 i A.
Z

eAt QeA t dt > 0

P =

(.15)

, A
1. Q > 0 ( Q 0,
P 0),

2. Q = BB T (A, B) .
3

.
a, b RH , a b
RH , .. h RH , ah1 RH , bh1 RH h1 RH . , ,
.

242

, (.14) Q > 0
P > 0, A ; .
x = Ax, x(0) = x0 , x(t) = eAt x0 ,
:
.14 ( ) x(t) x = Ax, x(0) = x0 , A, Q > 0 .
. J =
T
xT
0 W x0 , W A W + W A = Q.

xT Qxdt
0

.15 ( ) A , (A, B) , P > 0 (.14) Q = B T B.



AP + P AT BB T
(.16)
, P (.16) P P
(.. P (.16)).
:
.16 , C
min tr (CP C T )
AP + P AT + BB T 0
P
AP + P AT + BB T = 0.

.
.17 Re (i + j ) 6= 0 i A
(A, B) ,
AP + P AT BB T
P > 0.
,
.
.18
Y T B T + BY Q
, Y = B T , .. ,
0 BB T Q.

9.

243

.19 ( , )

AP AT P = Q
Q = QT P = P T
, i j 6= 1 A.
P =

Ak Q(AT )k > 0

k=0

, A (|i | < 1)
1) Q > 0 ( Q 0 P 0),

2) Q = BB T (A, B) .

9.2

.5 ( ) (A, B) , R > 0, S > 0,


P + AT P + P A P BS 1 B T P + R = 0,

P (T ) = 0

:
1. T > 0 t [0, T ];
2. P (t) 0 0 t T ;
3. PT (t) T , PT2 (t) < PT1 (t) T2 > T1 ;
4. T PT (t) P , ( T t) P

AT P + P A P BS 1 B T P + R = 0.

(.17)

(.17)
AT P + P A P BB T P + C T C = 0.

(.18)

.20 (A, B) , (A, C) , (.18)


P > 0, A BB T P .
(.17), (.18) ,
. .
.21 .5
QAT + AQ + QRQ BS 1 B T = 0

(.19)

Q > 0, Q = P 1 , P > 0 (.17).

244

, (.17) Q = P 1 . (.17) (.19) .




AT P + P A P BB T P C T C = 0.
(.20)
.22 .20 (.20) P > 0
,
<

1
,
kG(s)k

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

(.21)

; .15.
.23 ( )
1. R 0, (A, R) ,
AT P + P A + P RP + L 0

(.22)

.
AT P + P A + P RP + L = 0

(.23)

P , P (.22), .. P (.22) P P . , A + RP
.
2. R 0, (A, R) ,
AT P + P A + P RP + L 0

(.24)

. (.23) P+ , P+
(.24), .. P (.24) P P+ . , A + RP+ .

10
10.1

P (s, q) n- ,
q R` :
P (s, q) = a0 (q) + a1 (q)s + . . . + an (q)sn ,
an (0) 6= 0. si (q), i = 1, . . . , n.

10.

245

.6 > 0 > 0 , |q| si (q)


P (s, q) ,
|si (q) si (0)| ,

i = 1, . . . , n.


q [0, 1].
.24 an (q) 6= 0 q [0, 1]. si (q)
, si (q) [0, 1] i = 1, . . . , n.
. .
.7 > 0, < (1/4n)n
|ai (q) ai (0)| |ai (0)|,

i = 1, . . . , n.

si (q) ,

s (q) s (0)
i

i
< 8n1/n .

si (0)

-,
, -, 1/n , ..
. ,
, , .
, . .

10.2

A(q) Cnn , aij (q)


q R` . i (0), i = 1, . . . , n,
A(0).
.8 > 0 > 0 , |q|
i (q) A(q) ,
|i (q) i (0)| ,

i = 1, . . . , n.

i (q) i (0) . .
.9 A = ((aij )), |aij | 1, B = ((bij )), |bij | , i, j = 1, . . . , n,
i A + B.
i A,
,
i i | 2(n + 1)2 (n2 )1/n ,
|

i = 1, . . . , n.

246

( 1/n ), 1/n
, :

A=

1 ...
.. . . . .
.
.
.
..
...
.
0 ... ...

0
..
.

B=

0 ... 0
..
.
..
.
0 ... ...

0
..
.

k = ,

10.3

k = + cos k 1 + j sin k 1 1/n ,

n
n

k = 1, . . . , n.

( ) .
.25 si P0 (s), P1 (s) .
.
P (s, q) = P0 (s) + qP1 (s),
q R1 ,
si (q),
si (q) = si q

P1 (si )
+ o(q).
P00 (si )

.
.26 A Cnn , x y
: Ax = x, y A = y .
.
A(q) = A + qB (q) ,
(q) = + q

10.4

y Bx
+ o(q).
yx

.10 () A = ((aij ))
P
|aij |.

Cnn aii

j6=i

. i A Cnn , T 1 AT =
.
= diag (1 , . . . , n ), |bij | 1, i, j, = 1, . . . , n, B Cnn .

11.

247

i () A + B

n(n 1)
|i () i |
,
si = yiT xi ,
|si |
xi i- T , yi i- T 1 , |xi | = |yi | = 1, i = 1, . . . , n.
(. .26).
.27 .26

yi Bxi 2n2 (n 1)2


1

i () i
max
.

j6=i |i j | |si |
y i xi
|si |

11

A Rmn , b Rn , x Rn , y Rm , p, q R , ..
1/p + 1/q = 1, 1 p , 1 q , |x|p , |y|q lp lq
, .. |x|p =

n
P

i=1

|xi |p

1/p

, |y|q =

m
P

i=1

|yi |q

1/q

.11
= min
|Ax|p
T
b x=1


= min
|y|q .
T
A y=b


= 1/.
p = 1, q = , b = (1, 0, . . . , 0)T , A
c Rm , (x2 , x3 , . . . , xn )T x,
A A,
.28
min
|Ax + c|1 =
x

1
minT

AT y=0, c

y=1

|y|

248


19551985 ..
, .
, [17, 25, 39,
53, 67, 82]; [123].
[2, 3, 5, 24, 25, 30,
34, 36, 38, 40, 45, 46, 70, 76, 77].
[19, 23, 28, 31, 41, 73, 78, 81].
80- . . [72]
. . [58].
[6, 7, 8, 29, 55];
, .
. , [108, 132, 139],
, . [144]; , , ,
[105, 117, 120, 125, 127, 146, 147, 166, 183]. ,
, [162, 163]. [172] [174],
.

1
1.1, 1.2 1.4 .
1930- , . . . 1950-
, . . [66] . [33, 133].
,
, , 1970- , . [114, 176].
() , () ,
.
() . [165], 249

250

.
. . [81] . [28].
,
.

2
, 1950- ,
.
, ,
, .
[33];
.

3
,
, , ., , [13, 44, 110]; . . [50] 1892 .
,
.
2 9 . . 1938 .; 4 .
, 1856 . 1896 . . . .
. (1920 .).
(3.19) 1922 . [68, 145]. (1932)
.
1974 . [165]
; 13, ,
[176].

. . [42], . [168] . [106].
. 18 , , . . 1953 . [47].
( ) , ., ,
[25, 134, 150, 165, 169].
( 6) [18].

251

4
( 24) . . 1947 ., . [53]. D . . 1896 . ( , . [51]); D- . . [56].

, [104, 181]
[138]. .
, [104] (4.9); . ( 27)
[113]. , . . , . . . . , 1971 . [43], . [4]. ( 28)
. . 1962 . [22], . [23]. ,
. . [35] 1955 .,
(4.9).
[120, 144, 176, 183]; [4, 71].
30
, [34]
. . 33, , . . [32].
, 34, ;
[142], . [34, 143].
1980- .
. [92, 140]; ,
. [106].
[155].

5
, 1950-
. ; .
1960- , ,
.
, , , . . [15, 34, 66, 77]. -
( ) ;
. [133] . . [45].
,

252

(
, ).
- ,
; , , , [36, 90]. ,
(5.8), [66].
(5.11),
. -
;
LQR- [179, 180]. , 5.1.3 ,
[14].
. . [86] ( , 1892 . [50]).
; [106] , .
. . . .
[149].
H -
. 1981 [182], -
. H -
[12, 60, 96, 115, 117, 120, 124, 127, 128, 144, 146, 147, 183].
, - [117, 120, 146].
1989 . [118], ( 2- ).
H - Control System
Toolbox Robust Control Toolbox Matlab.
. , LQG (Linear Quadratic Gaussian -) , - 5.1; .
;
H -. , 5.3,
. 1940-
. . [20], : ,
. , ,
, .

253

, , , [75].
[87] ( [177]);
l1 -. [9, 87, 177].
[11] [112].
40. l1 -
[10, 111, 167].
[21, 99, 155]. , , [106]; 42
.

6
.
,
( ) . , ,
. [27]. (
)
. . , . . , . . [1, 48, 49].
; -, [27],

QFT (Qualitative Feedback Theory)
[130].

(unknown-but-bounded) , [168];
. . [42]
. . [84]. [10, 85, 96].
, H - ,
1980- . H - ,
[109, 116, 118, 121, 126, 166, 182].
,
, () [65, 94, 170, 173].
[178].

254

7

. 1953 . [119]. ,
.
[30] (. 9, . 481). 44 . . 1978 . [79],
. 1984 ., ,
. 43 ( ) D- [56], , -, [122] 1929 . 45
( ) [63].
[95]. , [89, 91, 98, 137].
[162, 163, 164].
[83].
, . ; , ,
. [148], N P -. ( 49) , , [74, 80];
[156].
( (7.20)) [106, 107].
[61].
( 50)
[129].
; , 1995
[160];
52.
53 (
) [93]. [165]; 55
[64]. 56 [176];
( , 57) [183].
() [116];
- ( ,
)
[183] , ., , [151].
, ,
. -
[170]. [173]. ,
( 7.5.2), -

255

[94]. , 60
[62]. , ,
[157, 158].

8

(. , 9.1).
. 61 62 ( ) [175]. D-
[59]. ,
, [37, 89, 93]. [97, 98, 135].
, , . . [54]; , , [106].
( 64) , ., , [106, 153, 154].
, H -,
H -. ,
H -, . [120, 136, 146, 182]. , H , . ( 65) [88].
, l1 ( ),
[155].
( 66) [161].
- [151, 183];
-Analysis and Synthesis Toolbox Matlab.

9
[102];
, ,
. , [102] , .
[103];
N P - .
. ,
( ). , ., ,
[171]. N P - [148]. ( 7 8), ;

256

. [131]. ; [100], . [101]


; , [101] ,
(.. , ),
.
( 2) [152]. N P - . .
[148]. [159]. [57]. (9.15) 9
[141].


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268

magnitude

block diagram

coprime polynomials
return difference
disturbance, perturbation;
unknown-but-bounded perturbation
disturbance rejection, disturbance attenuation
peak effect
vertex, extreme point

Nyquist plot, Nyquist diagram


gramian;
controllability gramian
observability gramian

D-

-
()

D-partition, D-decomposition
Schur complement
LFT, linear fractional transformation;
upper (lower) LFT

unit circle

reference signal, command signal


gain margin
phase margin
block
aperiodic block
oscillatory block
connection;
feedback connection
269

270

parallel connection
series connection

uncertainty interval

()
-
-

well-posedness
prefilter
gain;
high gain
critical gain
low gain

LMI, linear matrix inequality


Bode plot, Bode diagram

matrix;
Hadamard matrix
companion form matrix
cyclic matrix
root locus
state space approach
parallelotope
set, domain;
admissible set
reachability set, attainability set
value set
invariant set
uncertainty domain

observability
observer
residual
uncertainty;
additive uncertainty
affine uncertainty
interval uncertainty
multilinear uncertainty
multiplicative uncertainty
unstructured uncertainty
uncertainty domain
parametric uncertainty

performance index, cost function


Routh-Hurwitz test
Hermite-Bieler test

271

()

uncertainty structure
structured uncertainty
spherical uncertainty
ellipsoidal uncertainty
coprime;
left (right) coprime
unstable


()

-
-

feedback;
negative (positive) feedback
output feedback
state fedback
static feedback
plant;
interval plant
minimum phase plant
nonminimum phase plant
uncertain plant
Kharitonov plant
operator;
shift operator, forward shift operator
delay operator, backward shift operator
negative diagonal dominance
measurement error

parametrization;
Fam-Meditch parametrization
Youla parametrization
overshoot
time response, transient response
polynomial;
vertex polynomial
edge polynomial
characteristic polynomial
pole
time constant
Laplace transform;
z-transform
inverse Laplace transform
zero exclusion principle
causality

Bezout identity
coprime factorization
pole placement

272

-
-
-, -,
,

error
state-space realization
minimal realization, irreducible realization
regulator, controller;
LQR, linear quadratic regulator
LQG, linear-quadratic gaussian regulator
P-, PI-, PIDrobustness;
robustness margin

,
,

()

()

convolution
superstability
design, synthesis
SVD, singular value decomposition
system;
input
output
discrete-time system
closed-loop system
linear system
LTV (linear time varying) system
LTI (linear time invariant) system
MIMO (multi-input multi-output) system
continuous-time system
SISO (single-input single-output) system
open-loop system
1-DOF (1 degree of freedom) system
2-DOF (2 degrees of freedom) system
stable system
tracking
pole-zero cancellation
state
stabilization;
quadratic stabilization
simultaneous stabilization
robust stabilization
degree of stability
structured singular value,

Routh array
small gain theorem

control;
feedback control
optimal control

273
program control
robust control
controllability
equation;
Lyapunov equation
Riccati equation
steady state response
stability;
Schur stability
Hurwitz stability
internal stability
BIBO (bounded-input bounded-output)
stability
stability margin, stability radius

( )

-
,

()

function;
weighting function
impulse response
step function
transfer function
rational transfer function
closed-loop transfer function
matrix transfer function, transfer matrix
(strictly) proper transfer function
Lyapunov function
step response

crossover frequency
frequency response
sensitivity;
complementary sensitivity