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IEEB TRANSACIIONS ON AuToMAnC CONTROL, VOL. AC-24, NO.

4, AUGUST 1979 541

FiniteSpectrumAssignmentProblem
for Systems with Delays

Abssnaet-h this paper linear systems with delays in state and/or ling the location of an infinite number of eigenvalues is
control variables aremusidered. Tbe objeslive is to M ia feedback law not practicallyfeasible. By using a method of spectral
which yields a finite spectrum of the closed-loop system, located at an decomposition one can follow a suggestion of Osipov [I21
a r b i i y preassigwd set of R points in the complex plane. It is shown
that in case of systems with delays in control only the problem is solvable and Pandolfi [I31 and shift an arbitrary but finite number
if andonly if some fuoetion space controllability criterion is met. Tbe of eigenvalues. This, however, presumes the exact knowl-
solutian is tben easily o W e by standard spectrum assignment edge of these eigenvalues, which in turn requires extensive
methods, while the resulting feedback law involves integrals over the past numerical computations. A designaiming at a finite
COntroL In case of delays in state variables it is shown that a tedmiqoe
spectrum does not require a preliminary knowledge of the
based on the r i t e Laplace traudorm, related to a recent work a p function
~
space controllability, leads to a constructive design pmcedme. The result-
open-loop system
spectrum. It requires
only that n
ing feedback condsls of proportional and (finiteinterval) integral tern spectral points be assigned, while the others are automati-
over present and past values of state variables. Some indications on how to callyeliminated. This considerablysimplifiesthedesign
combine these results in c ~ s eof systems Muding both state and wnlrol procedure. As a matter of fact, low-order examples can be
delays are given. Sensitivity of the design to parameter variatiomis briefly completely solved using paper and pencil only.
analyzed Spectrum assignment problem and feedback stabiliza-
tion of delay systems have previously been considered in
I. INTRODUCTION [3],[SI,[15]. The idea of the finite spectrum assignment
can befoundin a paper by Kamen [3], although a
HIS PAPER is concerned with the problem of eigen-
Tvalue assignment via feedback for linear systems with
systematic designprocedure is not attempted there. Purely
algebraic methods suggested by Morse[8] and Sontag [15]
time delay. The goal is the construction of a linear feed- give simple solutions whenever some, usuallyquite restric-
back such that the corresponding closed-loop system hasa tive,"algebraic" controllability conditions are met. The
finite number of eigenvalues located atan arbitrarily methods presented in this paper are based on the Laplace
preassigned set of points in the complex plane. Whenever transforms techniques andare related to someearlier
such a design is possible the number of eigenvalues is works of each of the present authors on function space
actuallyequal to n, the dimension of the differential controllability [6], [?IJ1,[9], [lo]. As our examples show, we
equation describing the system. are able to construct solutions for systems which do not
Twoclasses of systems are considered: 1) linear satisfy the algebraic conditions required in [8], [ 151.
ordinary differential systems with delays in control vari-
ables, and 2) linear retarded differential systemswith
commensuratedelays(in state variables only). In both 11. SYSTEMS DELAYS
WITH CONTROL
casestheresultingfeedback operators contain integrals
over the past values of control or state trajectory. Consider the following system:
The idea of designing a closed-loop delay system witha i(f)=Ax(t)+Bou(t)+Blu(t-h), xER",u € R " .
finite spectrum can be motivated as follows. In general,
adding a linear feedback toa system of type 1) or 2) yields (2.1)
a closed-loop system governed by a retarded functional In this section we prove that the following feedback,
differential equation with an infinite spectrum. Control-
u ( t ) = F x ( t ) + F J O e - ( h + ~ ) A B , u ( t + ~ ) d 8 ,(2.2)
-h
Manuscript received November 3, 1977; revisedNovember22,1978
and January 17, 1979. Paper recommended by J. Davis, Past Chairman where F is an m X n matrix,yields a finite spectrum of the
of the Stability, Nonlinear, and DistributedSystemsCommittee. This
work was supported in part by NRC Grant A-9240, in part by the closed-loop system. Under some controllability condition,
Quebec Ministry of Education UndFr Grant FCAC 1976/77, and m part the location of this spectrum can be completely controlled
by the Centre de Recherche Mathematiques. The work of A. W.Olbrot
was done while visiting the Centre de Recherches Mathimatiques, Uni- by a choice of F. The same result is true for more general
versit; de Montrd. systems governed by
A. Z. Manitius is with the Centre deRecherche Mathkmatiques,
Universibi de Montrd, Montreal, P.Q., Canada.
A. W. Olbrot is withtheInstytutAutomatyki,Politechnika Wars- i ( t ) = A x ( t ) + J 0 dp(e)u(t+O). (2.3)
zawska, warsaw,P o h d . -h

0018-9286/79/0800-0541$00.75 01979IEEE
542 IEEE TRANSACTIONS ON AUTOMATIC CONTROL,VOL. AC-24, NO. 4, AUGUST 1979

Here /3( is an n X m matrix function of bounded varia- unique absolutely continuous solution (x(t),u(t)),t > O to
e)

tion which is a sum of an absolutely continuous function (2.3), (2.5), which, moreover, is exponentially bounded. A
and a finite number of jump discontinuities, that is such necessary and sufficient condition for asymptotic stability
that (2.3) can also be written as of (2.3), (2.5) is that all the roots of the characteristic
N
equation
a(t)=Ax(t)+ 2 Biu(t-hi)+JO j(e)u(t+e)de
i=O -h

(2.4)
where O = h, < h , ---
< hN = h, and B + j ( 8 ) is in
L"(( - h, 0),R "). The Stieltjes integral notation of (2.3)
w i be used for brevity. The feedback for (2.3) has the
l
form have negative real parts.

u ( t ) =dFpx( T
( t))u+(Ft +J (o? ) d 8 . (2.5) A Result on Spectrum Assignment
-h T

The proposition given above is instrumental in proving


In the formula above, T is the integration variable of the
the following result.
first (outer) integral (however, the order of dp(T)u(t+ 8 )
Theorem 2.2: The spectrum of the closed-loop system
cannot be changed due to the matrix notation).
(2.3),(2.5)coincides with the spectrum of the matrix
A + B(A)P where
Existence, Uniqueness, and Stability of Solutions
of the Closed-Loop System Equations

Existence and uniqueness of solutions to (2.3),(2.5)


follow from the fact that (2.5) and (2.3) in their integrated Moreover, assuming controllability (respectively stabiliza-
form represent a system of Volterra integral equations of bility) of the pair ( A , B ( A ) ) the spectrum of the system
the second kind. It will be interesting to see that this (2.3), (2.5) can be placed at any preassigned self-conjugate
system actually corresponds to a certain system of re- set of n points in the complex plane (respectively the
tarded functional differential equations. Consider solu- unstable eigenvalues of A can be arbitrarily shifted) by a
tions to (2.3),(2.5) corresponding to some initial condi- suitable choice of the matrix F.
tions ~ ( 0E) R " , u ( 8 ) = + ( 8 ) 8 E ( - h , 0), + ( - ) E Pro08 Let
L'((-h,O), R"). The function t + x ( f ) is absolutely con-
M = J-0he7A[0 e(X-A)edBdp(T)and N=J-' e"dp(8).
tinuous. Suppose that for t >0, t+u(t) isonly Lk. By h
changing variables of integration, (2.5) can be written as
Postmultiplying the matrix appearing in (2.8) by the
e-*d/3(T)u(t)d(.
u(r)=Fx(t)+FJo
-h L 7
matrices [ 0' -?] and I [F (in that order), we
Z
obtain that (2.9) is equivalent to
(2.6)
This shows that the right-hand side of (2.6), and therefore det[(IA-A)(I-MF)-NF]=O. (2.10)
also t+u(t), is actually absolutely continuous. By dif-
ferentiating (2.5), substituting (2.3), and integrating by Since
parts, one obtains

[
l i ( t ) = F Ax(t)+A J-oh~oe(T-e'ldp(T)u(t+ 8)dB
we have that ( I A - A)MF= B(A)F- NF. Substituting this
into (2.10) gives the characteristic equation
+ JotTA
- d p ( ~ ) u ( t ) ] t > 0. (2.7)
det [ IA - A - B ( A ) F ]= 0. (2.1 1)
Equations (2.3),(2.7) are now in a standard form of a
system of retarded functional differential equations [l]. Theconclusion of the theoremnowfollowsfrom the
Any solution to (2.3),(2.7) with u(0) satisfying (2.5) for classical results on spectrum assignmentand stabilizability
t =0, is a solution to (2.3),(2.5) and vice versa. The of ordinary linear systems.
answer to the stability problem is, therefore, provided by Remark 2.1: Controllability of the pair (A,B(A)) is
the characteristic equation obtained via taking the equivalent to function space controllability of (2.3); see
Laplace transforms of(2.3) and (2.5).We thus have the [9]. The stabilizability of the pair ( A ,B ( A ) ) and its con-
following. sequences are discussed in a recent paper by Olbrot [lo],
Proposition 2.1: Under the assumptions on p( given e ) where it is also pointed out that the controllability of this
by (2.3), (2.4), for any initial conditions x(0)E R",u(8)= pair isnecessary for solvability of the general spectrum
+(e) 8 € ( - h , O ) , + ( - ) E L ' ( (-h,O), R"), there exists a assignment problem.
MANITRTS AND OJBROT: FlNlTE SPECTRUbl ASSIGNMENT PROBLEM 543

Remark 2.2: The strength of the result given by Theo- The finite limits of integration imply that the right-hand
rem 2.2lies in the fact that the spectrum of the closed- side is an entire function, hence it has no singularities (in
loop system (2.3), (2.5) is always finite and can be arbi- particular poles) except at - m. The dummy pole A = a is
trarily placed whenever the pair ( A , B ( A ) )is controllable. cancelled by a zero of e-*- e-hh. Essentially, relation
The choice of F can be entirely based on the standard (2.14) defined a “static” mapping from the function space
design methods for ordinary linear systems. +
of segments U, (u,(B)= u(t e), B E (- h, 0)) to the space
Example 2.1: Consider the following (unstable) sys- R.
tem: Applyingthe Laplace transform to (2.12),(2.13),we
have the characteristic equation of the closed-loop system
il(t)=u(t-h)

i2( +
t ) = X I ( t ) x2( t). (A-a)x(A)-e-%(A)=O

Defining l!(p)= Bo+ B, p we have that det[k( p),Ak(p)]


= p2. Therefore, neither a method suggested in [8]nor a
method suggested in [ 151 can be applied. In fact, unstable Computing zeros of the determinant of the system, we
systems with pure input delays are difficult to stabilize by have
feedback using x ( t ) only. By applying the method de-
’ scribed above we have
1
e‘- 1 or

The pair ( A , B ( A ) )is controllable. Assigning det(lA-A - A-a-fe-Uh+fe-hh-fe-hh=O (2.16)


B ( A ) F ) = (A+ 1)2leads to the feedback matrix F = [ - 4 e h
or
+ 1, - 4 e h ] . Hence, the feedback law is [see (2.2)]
0
A = a +fe-*.
u(t)=(1-4eh)x,(t)-4ehx2(t)+J (l-4e-e)u(t+B)dB.
-h The spectrum of the closed-loop system is finite, and
The transfer function of the closed-loopsystemwith the pole A = a is not cancelled by a corresponding zero,
output y( t ) = Fx(t) is +
but itis shiftedfrom A = a to A = a f e - O h by the feedback.
It is important to note the finiteness of the spectrum is
y(A)
-- ( 1 - 4 e h ) A - 1 -Ah achietedviamutualcancellation of t e r mf e - h h and
e
.(X) - A2+2A+1 -fe-hh. In the event those terms are not exactly equal the
characteristic equation will also have residual terms con-
Observe that the finite spectrum located at A = - 1 does taining e-hh.This problem is discussed in detail in Section
not mean that the effect of the delaywascompletely V.
eliminated. The transient response decays as fast as e-’, One might be tempted to represent the resulting closed-
but only after the initial interval of length h. loop system by the block diagram as in Fig. 1.
It might appear that the technique of stabilization just Again, this diagram appears to suggest the cancellation
presented involves the right half-plane pole-zero cancella- of the unstable pole A = a of the plant by a zero of the
tion. To explain that this is not the case we consider the controller. However, A= a is not a true zero of the con-
following simple system. troller. It is a dummy, because it is cancelled by a zero of
Example 2.2: Let the denominator in the transfer function of the controller.
i(t)=ax(t)+u(t-h) (2.12) That transfer function ought to be represented more prop-
erly as in Fig. 2. Since w(A) has no poles, it is obvious that
where a is a fixed positive real number. The open-loop the Controller has no zeros, and no right half-planepole-zero
system is unstable. Feedback given by (2.2) becomes cancellation takesplace.
Whether ornot the right half-plane singularitieswill
u ( t ) = f x ( t ) + f Je o- u ( h + e ) u ( t + e ) d e , (2.13) appear in the real controller’s transfer function depends
-h
on the realization. An obvious realization of w(A) is ob-
f being a real number to be chosen. Let tained by writing (2.14) in the form
z (et )- =‘ (Sho+ e ) u ( t + e ) d B . (2.14) z ( t ) = J f e-‘*e(f-u)uu(a)da (2.17)
-h
I-h
The transfer function of this “system” is w(A) = z(A)/u(A),
where and differentiating. This gives the differential equation for
z ( t ) as

i(t)=az(t)+e-%(t)-u(t-h) (2.18)
-
544 IEEE TRANSACTIONS ON AUTOMATIC C O ~ O L VOL.
, AC-24,NO. 4, AUGUST 1979

1
e-Ah
if the matrices Dl, D,, F satisfy the equation
r-a ,
D -
A-a-f(e-ah-e-ah) r-a FD, = D,F. (2.22)
Moreover, if the pair ( A , B ( A ) ) is controllable, then n
eigenvalues of the closed-loop system can be assigned in
-f an arbitrary self-conjugate configuration by a proper
choice of the matrix F. The remaining m eigenvalues can
Fig. 1. A misleading representation of the closed-loop system of Exam- also be assigned arbitrarily in the form of two self-con-
ple 2.2, which tends to suggest an inexisting cancellation of a plant jugate subsets containing r and m - r eigenvalues, respec-
pole by a (dummy) zero of the controller.
tively, by a proper choice of matrices Dl and D , where
r = rank F. If the pair ( A ,B(A)) is stabihzable, the unsta-
1
-Ah ble eigenvalues of A as well as the eigenvalues of D l may
1-wli) D L
1-a be shifted anywhere, in two respective groups as above.
- Proof: Perform the first algebraic manipulation of
the determinant (2.20) identically as in the proof of Theo-
-- f
rem 2.2. We obtain

Fig. 2. A correct representation of the closed-loop system of Example


2.2.
det [ IX- A ,
- F ( A 0 - 0,)
- B ( A 0)
IX- Dl - FB(A,)
] =o.
and Multiplying this from the left by det [ -:
;] we obtain
u(t)=fllx(t)+z(t)].
The transfer function z ( A ) / u ( ~ )isprecisely (e+ -
e-xh)/(A- a), and in this realization it involves a cancella-

[ :]
tion of an unstable pole in the controller by an unstable Since, by (2.22), F(D,- I A = ( I X - D,)F, by multiplying
zero. By differentiating (2.1) we have added to the system (2.23) from the right by det we obtain (2.20). The
onemore s m e vuriuble z ( t ) which is governedby an
unstable equation. Hence, the realization givenby(2.18) remaining part of thetheoremis obvious except the
might be unsafe. However, if the transfer function w(X) is assignment of eigenvalues of D,.Suppose F has been
realizeddirectlyby the relationship (2.14) ( e g , by a chosen to assign the first n eigenvalues (or unstable eigen-
numerical computation of the integral of ut on a control values of A). In the nontrivial case F#O we can introduce
computer at successive time instants), then the right half- a nonsingular transformation of bases in R" and R" such
plane poles and zeros are not introduced. that F is of the form

Spectrum Assignment by Using a Dynamic Feedback

An alternative way to stabilize system (2.3) is given by where I is an r X r identity matrix. Substituting this into
the following dynamic feedback: (2.22) shows that the general solution for D l , D, is
Li(t)=F(A-D2)x(t)+(FB(A)+Dl)u(t)
+ F(A - D,)JO- h JOe(.-e)Adp(+)U(f+e)dB
7
(2.19)

where D,, D, are m X m and n X n matrices, respectively. where all the blocks have arbitrary elements and the
System (2.3), (2.19) isa well defined functional-differential common block 0,' is r X r. This completes the proof.
system of retarded type and its stability properties are The simplest choice for D l , D, satisfying (2.22) is D l =
defined by the following characteristic determinant: SI,, D,= SI,, where 6 is an arbitrary (negative for stabili-
zation problem) real number.
det[ IA- A
- F(A - 02)
-N
I h - D l - F B ( A ) - F(A - D J M *
1 Example 2.3: Consider the same system as in Example
2.1. Choose the matrix F as previously and let the addi-
tional eigenvalue (the one introduced by the dynamic
(2.20)
feedback) be -2. Take Dl = -2, D,=diag{ -2, -2}, so
We have the following. that (2.22) holds. Then the feedback law becomes
Theorem 2.3: The spectrum of the closed-loopsystem
a(?)=@- 12eh)x1(t)-12ehx,(t)-5u(t)
(2.3), (2.19) coincides with the roots of the equation
det[IA-D,]det[IX-A-B(A)F]=O (2.21)
bUNITIUS AND OLBROT: PINITE SPECTRUM ASSIGNMENT PROBLEM 545

111. SYSTEMS
WITH STATE
DELAYS Take
n
These systems are more complicated than the systems
'(A)= 2 [q + ~ i ( e - ~ ) ] k n - i ( A ) (3.9)
with delays in control, from both controllability and i= 1
spectrum assignment point ofview. In order to preserve
simplicity, our considerations are limited to the class of and consider the following identity [3]:
systems described by kT(A)adjA(A)b=detA,(A)-detA(A). (3.10)

a?(?)= x N

i=O
A,x(t-ih)+bu(t) (3.1) We have, combining (3.8), (3.7), (3.6), and (3.5)

where u is a scalar control, and the class of feedbacks is detA,(A)= x


i=l
[ai+pi(e-u)]kn-i(A)
given by
.adj A(A)b + det A(A)
u ( t )= Jo +e )
-X
hT(e)x(t (3.2)
= x C+A'-~+
n

i= I
n
E pi(e-u)hn-i+An
i= 1
where g( -) is an n X 1 vector valued function of bounded
variation, and H 2 h >0. In particular (3.1), (3.2) may take - xn

i=l
pi(e-u)Xn-i
the form
= $(A)desired.
as (3.1 1)
a(t)=A~(t)+A,x(t-h)+bu(t) (3-3)
The main question is whether the system of equations
u(t)= xM

i=O
t ih)
d i ~ X (- + Jo
- Mh
T(qx(t + 0) de (3.4)
(3.8) has a solution within a given class of $(A) and how
this solution can be obtained. Weshowbelow that this
question can be answered by using a constructive proce-
where [(-) E L2([ - Mh, O],R") and M is an integer. The dure based on growth properties of k(A). We begin with a
case of(3.3),(3.4) w li be considered first, and later few simple observations.
appropriate extensions will be indicated. Remark 3.1: A necessary condition for solvability of
The method described in this section is similar to the (3.8) is that the system be spectrally controllable (see [7]).
one developed in [7] in the study of M,-approximate Indeed, if(3.8) has a solution for j =0, then we have
controllability of retarded equations and is based on prop- k,@) adj A(A)b E 1 with k,(A) entire. This gives at once that
erties of finite Laplace transforms. adj A@)b#O VA E C , which is equivalent [7]to the spectral
Define controllability condition rank [A(A), 61 = n tlh E C, [ 131.
Remark 3.2: Let wi(A) denote the components of the
AA=A,+A,e-u; k ( h ) = J 0 &(e)e". (3.5) vector adj A@)b.If adj A(A)b#O t/hE C, then the entire
-H
--
functions wi(A) i = 1, ,n have no common zeros, and a
The function A+k(A) is a finite Laplace (Stieltjes) trans- knownresult [14,p.3091 says that thereexist entire
form of the kernel g ( - ) representing the feedback law. functions ri(A) i = 1, * ,n such that r,(A)w,(A)
Define further + -- + rn(A)wn(A)= 1. However, nothing guarantees that
ri(A) will be of the desired class given byk(A) in (3.5). This
A(A)=IA-A,;
Ac(A)=IA-A,-bk(A). (3.6)
suggests that in order to solve (3.8) even in case j = 0 one
has to examine more closely the specific structure of
The following idea, described earlier in a paper by
adj A(A)b.
Kamen [3], is our starting point. Choose anarbitraw
self-conjugate set of n points A, in the complex plane, and As it iswell known [7],adjA(A)b has the following
construct the polynomial representations:
n n adj A(A)b = P(A)u(e-')
q ( ~ ) =fl (A-A,.)=A"+ E (3.7)
= M(e-')u(A) (3.12)
i= 1 i= 1

where q are real constants. Let det A@) be denoted by where~(p)=(l,p,p~;-.,p~-~)~,andP(A),M(p)arenx


n n polynomial matrices described in [7]. The representation
A n - E pi(e-u)An-i involving Pa) will be used to construct solutions to (3.8);
i= 1 in some special casesthe representation involving M( p ) is
also useful. We present one of such solutions.
where pi( are polynomials in e-u of degree at most i.
e)

Assume that there exist n functions kj(A),j =0, 1, ,n - 1, Proposition 3.1: Let
--- a(
p ) = A , A p . For each p +
of the class (3.5) satisfying the equations rank [ b,J( p)b; p ) b ]= n - ,an-'(
kjT(A)adjA(A)b=Aj j=O,l;-.,n-l. (3.8) if and only if rank M ( p ) = n .
546 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-24,NO. 4, AUGUST 1979

Corollary 3.2: The conditions or


a) det [ b,a( p)b; * * ,a"-'(p ) b ] EconstfO
b) det M ( p) const # 0
are equivalent, and if either is satisfied the solution to
(3.8) exists and is given by By (H3), the left-hand side is O(lAl"-'eblh) for large lAl,
while the right-hand side is O(lAl"-2e-IXIh
) for large real
[ko(A),...,k,,-,(A)]T=M-l(e-M). (3.13) positive A. By Hardy'slemma[2],[7,Lemma 4.11we
Proof of Proposition 3.1: This follows by fixingp apriori conclude that
and proceeding as in the proof of Proposition 6.3 of [7]. k,T(A)P,-,(X)-X'~p,_,(A)e-hh (3.16)
Proof of Corollary 3.2: Since the determinants of both
matrices are (generally) polynomials in p, if one of them is where p, - is a scalar polynomial of degree n - 1.
nonzero constant, i.e., has no zeros, the other one, too, Substituting (3.16) into (3.15), dividing both sides by e-hh
must be constant nonzero and vice versa. Hence a) and b) and rearranging we have
are equivalent. If either holds, then the inverse of M( p) is
also a polynomial matrix. The functions ,$(A) defined by
(3.13) are admissible. Substituting (3.12) and (3.13) into i=3
(3.8) we at once reduce the latter to an identity.
Remark 3.3: In terms of the algeb_raicterminology[8] Repeatingthegrowtharguments and the use of the
condition a) means that the pair [ A ( p),b] is reachable Hardy'slemma analogously as in [7, Section 41, and
over the ring R[ p]. This, according to [8, Proposition I], is performing a reduction of order of the polynomials p,(A)
anecessary and sufficient condition forassigning arbi- we obtain that k,(A) satisfies
trary "polynomial (in p) zeros" of the characteristic poly- $T(A) P(A)= [A', 0,.. . ,01
nomial of the closed-loop system.
Since the situation described aboveis rather excep- + [ P n - 2 ( A ) , - . . 9PwO]e-M
tional, we now proceed to construct solutions to (3.8) via
- [0,P" -2(A).. . - , P o ] . (3.17)
an alternative route.
Conversely, by multiplying (3.17) by u( e -Xh)we obtain
A Comtructiw Procedure Based on (3.8). Therefore, under (Hl) and (H3), (3.8) and (3.17) are
Properties of Entire Functions equivalent. Up to this point (H2)has not been used.
Proceeding analogously as in the proof of Theorem 4.8
Assume we [7] of obtain that $(A) satisfying
by given
(3.17) is
( H I ) the system is spectrally controllable;
(H2) det P(A)zi0;
(H3) the class of $(A) under consideration is restricted $(A) =c + de-hh+ det P(A)
to
where g,(A), g2(A) are n X 1 vector valued polynomials of
$(A) = c + d e - u + j o ; ( ~ ) e ~ d ~ (3.14) degree at most equal to deg det P(A)- 1 and such that
-
zeros of gl(A)+gz(A)e-hhcancel all the zeros of detP(A).
where 5(.)EL2fl-h,0],R"),c , d E R " . The values of parameters of c, d, gi(A), i = 1,2 canbe
Assumption (€33) is taken for notational simplicity, and obtained by substituting (3.18) into (3.17) and solving the
a subsequent remark indicates how to adapt the present following system of polynomial equations:
procedure to a more general case. Assumptions (Hl) and
(H2) are necessary for M,-approximate controllability, s,'(W(N + { C'W)- [ 0 , P n - , ( U * . . , P o ] } detP(A)
and(Hl) is also necessary for eigenvalue assignment. = [A',O;. e, 0 ] detP(A) (3.19)
Assumption (H2) is not necessary for a spectrum assign-
ment problem, but it simplifies subsequent manipulations. s; ( W A ) + { d + [ P, - ,(A), . * * ,Po301} det P(A) = 0
See Remark 3.6 on how to proceed if (H2) does not hold. (3.20)
Underthese assumptions, the functions k,(A) canbe
determined (if they exist) via a procedure similar to that g l ( X , ) + g 2 ( A k ) e - ~ h = 0 where X,: detP(A,)=O.
described in [7, Section 41. We assume that the reader has (3.21)
. ,

[7] at hand. As in [7], P(A) can be written as


[ P, - ,(A),- -
,P,(A), Po],
where P,(A) are n X 1 vector valued
In case of multiple roots of detP(A), condition (3.21) must
be supplemented by appropriate conltions involving de-
polynomials of degree at most 1. Equation(3.8)now
rivatives of the left-hand side of (3.21) at A =Ak. We have
becomes
" thus obtained the following.
MANITRTS AND OLBRM: PINITE SPECTRUM ASSIGNMFNT PROBLEM 547

if and only if the set of polynomial equations (3.19), and


(3.20),(3.21) admits a solution for all j = O , 1,. , n - 1, A+
where gl(A),gZ@) are n X 1 vector polynomials of degree at -ao+e-M,
most equal to deg detP(A)- 1. If the solution exists, the A-l , 11 j = 2 .
feedback giving a desired spectrum is obtained via for- Goosing 0, to have a cancellation of the pole A = 1 in the
mulas (3.18) and (3.9). second term we obtain uo = - e h in all three cases.
Hence,
In practical calculations it is often easier to compute r 7

P- '(A)and try to solve (3.17) directly rather than via


(3.19)-(3.21).
Example 3.1: Consider the system
0 1 0

We have (3.22)
At this point the calculations can be verified, since $0)
must satisfy the identity
det [ b,a( p ) b , a 2 (p ) b ] =det
[ ko(A),kl(A),&(A)] M(e-')u(X)--D(h).
Consequently, neither the method proposed by Morse This is true for $(A) given by (3.22). The remaining part
[8] nor the one proposed by Sontag [15] can be applied to of the construction procedure is straightforward. Suppose
this example. However, the system is stabilizable with an we want the spectrum to be A, = - 1, X,= -2, X , = - 3.
arbitrary finite spectrum. We compute From (3.7, $(A)=A3+6A2+ llX+6. Further, p1 = 1, p2=
e-uh, p3=0. From (3.9)

adj A(A)b = A- 1
A(A- 1)- e-uh
detA(A)=A[A(A-1)-e-uh]=A3-A2-Ae-uh
1 k(A)=[24eh+7e-M+ehe-uh,18+24+(X)

where
+e-uh(l++(A)),7]

1 - ehe-M
1
A(A-1)
1
0
0 -1
:] (detM( p) = pzconst).
+(A)= A- 1 = J-ohe"8e-ed0.

Transforming back to the time domain, the feedback law


is
The system is spectrally controllable, and detP(A) =A- 1
S O . We u(t)=24ehxl(t)+7xl(t-h)+ehxl(t-2h)+18x2(t)
+ 2 4 s 0 e-%,(t+O)dO+x2(r-2h)
-h

-1 + 1-4,e - e ~ , ( t - 2 h + O ) d B + 7 ~ 3 ( t ) .
Therefore, from (3.17), if the solution of the finite We now discuss the role of various simplifying assump-
spectrum assignment problem exists within the class tions.
(3.14), /$(A) must be equal to Remark 3.4: There is no loss of generality by assuming
kj(A) of the form (3.14) rather than
kjT(A)= [ A j + p l ( A ) e - M , - p l ( A ) + p o e - M-po]P-'(A)
,
$(A)= c + 5
d.e-"i+ J-o;(B)eAedO
i= 1
(3.23)

--
where O < T ~<r,, = h, i = 1,. ,Y - 1. Indeed, kj@) given
Let pl(A)= ao+ a,A. since the terms containing pure A, 'X above has the same order of growth as the one given by
etc. are not admissible in $(A), we have to choose un- (3.14), i.e., o(elxlh) for large 1x1. Consequently, all the
known constants a,, a , , to~ cancel
~ positive powers of X. considerations between (3.15) and (3.17) remain un-
From the first component we have that al = O V j . From changed. But (3.17) postmultiplied by P -'(A) clearly indi-
the second component we have po=O for j = O , 1, and cates that the only nonzero terms in (3.23) can be those
po= 1 forj=2. Hence, containing eo and e - M [as in (3.18)], so that 4 =0, i=
-
1,. . ,v- 1.
Remark 3.5: Extending the class (3.14) to a larger class
described by
548 IBBB TRANSACTIONS ON AUTOMATIC CONTROL, VOL AC-24,NO. 4, AUGUST 1979

ki(A)=c+d,e-’+d,e-Uh+... +d,e-pu Assuming


the form of $@)

can be done within the same framework, at the cost of we have


increased complexity. For simplicity consider just the case
v=2:
$(A)= x +i(A)e-(i-’w
N

k(~)=c+d,e-”h+d~e-~+
0 S-~~(o)e”de i= 1

+i(A)=c8,i++-Xh+ [(e-(i-l)h)P(de).
=+(A) + e-“x(A) J-Oh

Then
where

Each of +(A), x@) has growth O(el”lh)for


large 1x1. For a = [ + ] ( ~ ) Y . . . Y + N ( ~ ) ] ~ ~ ( ~ ) ~ ~ ( ~ - ~
givenj, (3.8) becomes where

Defining ij(e-”h)=[l,e-”h,- -- we have to that ij is an nN dimensional vector, and

So, again we obtain the same type of equations, this


time with a square matrix P”(A). If the latter is invertible,
the procedure can be continued as before.
Example 3.2: For the system defined by

Now, all the considerations based on the use of Hardy’s


lemma can be repeated with minor modifications. One we obtain
essentialdifferencewithrespect to the previouscaseis
that now we have 2n unknown coordinates of +a),
x@) P(A)= A
A-1 1
[ -21
1
but only n + 1 equations are obtained. This means that if
the solution exists, some of the coordinates can be picked and, after applying Hardy’s lemma,
arbitrarily.
r A 1 -2 01
Extension to the Case of Multipie
Commensurate Delays
1 0 A-1 1 11
If where
N
A(A)=IA- 2 A,e-kxh,
k=O

then
where pi,qi are some scalar polynomials of degree at most
adj A(A)b = P(A)u(e-’)
i. It is easy to check that the matrix &A) is invertible, so
where now that the calculations can be done as in the previous
M A N l T I u S AND OLBROT: FINITE SPECTRUM ASSIGNbBNT PROBLJiM 549

and one can proceed to solve (3.17) by taking an invert- w e - € ' ) and Ix(t)l = w e - " ) as t+ca for some smalle > O is
ible submatrix of P(A), as indicated in the example below. that
Example 3.3: Consider the system

A,=
[o
0
O
1
O
0
0

01
0
1 A,= 1
1 [
0
O
0
We have adjA(A)b=[l,A,,h2-e-hh]T. Assumption (Hl)
0
O b= O
01 I:[ *

This condition is also sufficient for stabilizability,since


one can use the following dynamic feedback:
holds but (H2) does not,because
li( f) = w( t ) (4.3)
0 0

-1 0
(4.4)
Equation (3.8)is easily solved in case j = O , 1, by taking Now,system(4.1),(4.3)with the new control w(t) is
k~(A)=[l,O,O],k:(A)=[O, 1,0]. To determine k2(A) we use without control delays. It iseasy to check that now
(3.17), which is valid regardless of (€32): feedbackstabilizabilityis equivalent to condition (4.2)
[lo]. Clearly, the weakest possible condition for solvability
0 0 of theglobal spectrum assignmentproblemis that the
rank condition (4.2) be valid for all complex A. For finite
-1 0 spectrum assignment we can now consider the extended
system(4.1),(4.3)which does not havedelays in the
+ [Pl(MYPoYO]e-hh- [OYPl(NYPO]. control w(t).
Obviously po = 0. Denote k:(h) by [+1,+2,+3]. Partitioning Secondly, we want to remark that for a certain class of
Pa),we have systems with state delays the finite spectrum assignment
problem has an explicit solution. In fact, for the system

Solving this for +27 +3 we have with rank B = m = dimu(t), one can always change the
+3 =P ,(A) basis in R" so that (4.5) becomes

+~+A+~+X~+~=X~+P](A)~-~.
The first of these equations yields +3 =pl(A)= c =const.
From the second
+1 +X+,+A2d=h2+ ce-xh
so that c = 1, +2=0, (PI=ePhh. Hence, k~(A)=[e-hh,O,l],
and the finite spectrumassignmentproblemissolvable f0h [
da,( e ) ]x2(t 0) u( t )
+
(4.7) + +
(this example can also be solved by the algebraic methods
where x(t)=(x,(t),x,(t)). Assume that the first subsystem
of PI, [W).
has no delays in x l , that is,

IV. GENERALIZATIONS
For simplicity of considerations we have not examined
the general systems with delays governed by Introducing the feedback
n(t)=JO [ h ( e ) l x ( t + e ) + J O [ d ~ ( e ) ] u ( t + o )
-h -h

(4.1)
with matrix kernels a( .) and /3( of bounded variation.
e)

We want to show, however, that this case can be handled we obtain a system
in a way similar to that of Section 111.
First, recall that, by a result of Olbrot [lo], the neces-
s a r y condition for the existence (for any initial conditions)
of a locally integrable control u(t) such that lu(t)l=
550 ~BBBT R A N S A ~ O N SON AUTOMA~C CONTROL, VOL. AC-24,NO. 4, AUGUST 1979

The following feedback for w ( t ) ,Imh

where

converts the system (4.10), (4.1 1) into a system analogous


to (2.3), (2.12). Therefore, according to Theorem 2.3 the
feedback (4.9), (4.10) yields the spectrum of(4.5),(4.9),
(4.12) as roots of the equation
det[AI-Dl]det[~-Ao-B”(A,)F]=O
provided (2.15) holds. Consequently, assumption (4.8)
makes
system (4.5) equivalent (with
respect to the
spectrumassignmentproblem) to a systemwith control
delays and without state delays.
Fig. 3. Behavior of the infinite part of the spectrum when E tends to 0
in Example 5.1.
V. SENSITIVITYOF THE DESIGN
TO PARAMETER
VAIUATIONS bounded region contained in the half-plane (AlReA >a},
To understand better the finite spectrum design we now whose boundary is a closed path r, and such that A, Et2
analyze what happens when the controller parameters are (Fig. 3). If we can prove that I g(A)I < IA -&I on r, then by
not exactly equal to thosecomputedvia the design Rouche‘stheorem the function $(A) will have the same
method, or when the plant parameters arenot known number of zeros in D as the function A-h,, i.e., exactly
precisely.Thetwomain questions are: 1)is the finite one zero. Let r be the minimum of IA - A,,l on r. For h E r
spectrumpreservedundersuch perturbations? and 2) is we have
the stability of the closed-loopsystem preserved under
(small) perturbations? We will show that the answer to 1)
is no, but the answer to 2) is yes. Moreover, the study of
question 1)will shedsome additional lighton the phe- where q,= r/lfle-&. It is clear that if E <eo, then I g(A)l<
nomenon of the finite spectrum. IA-&J and $(A) has exactly one zero in 9. Since for any
Webeginwithasimpleexample,similar to Example region 9 contained in {hIReA>a}, one has le-fil <e-*,
2.2. The ideas involved in the discussion of this example the estimates aboveholduniformly in the half-plane
will be used to establish a general result given by Theorem (AIReA>cu}, so that actually $(A) has exactly one zero in
5.2. the half-plane {AlReA >a},as long as E E ( O , E ~ ) . Note that
Example 5.1: Let a can betaken arbitrary, and q, decreases when a be-
comes more negative.
+
a( t ) = x( t ) ku( I - h).
This shows that when E+O, the infinite chain of eigen-
We will study the effect of perturbations in k . Let the valuesgoes to - c o , as shown in Fig. 3. O n the other
k = 1 bethenominalvalue for which the feedback is hand, if Ik - 1I increases, some of the eigenvalues of the
designed, infinite chain might cross the stability boundary a =O.
The stability limits for k can be easily computed (e.g., [ l ,
p.108-1091). The closed-loop system is stable when k,,
<k <k,,, where the computed values of k-, k , are
given in Table I.
The characteristic equation of the closed-loop system is Observe that the tolerance to variations in k is larger
$(A)-A-l-fe-h+fe-fi(l-k)=O. when the nominaleigenvalue h, is located closer to the
imaginary axis. The worst case iswhen the system has
If k = 1, the only eigenvalue is A,,=1 + f e P h . It can be large delay and we try to obtain a large negative eigen-
made arbitrarily negative by the choice of f. If O# Ik - 1I value of the closed-loop system.
< E , there is an infinite number of eigenvalues. We now In the same example, if h = 1, A, = - 5 and one perturbs
study what happens when E+O. Let gQ =fe-”h(l - k). the lower limit of integration in the control law by 6, then
Let a be a realnumbersuch that Ao>a. Let 9 be a the interval of stability for 6 is (- 0.05,0.08).The sensitiv-
M A N I T N S AND OLBROT:FINITE SPEcTauM ASSIGNMENT PROBLEM 551

TABLE I TABLE II
T m INTERVAL OF STABILITY
FOR k IN EXAMPLE
5.1 ; VALES OF ZERosoFTHEFUN(;TION~)=h+l+e-X-ee-(*+C)”INTHE
kdk,, ARE SHOWN RECTANGLE - 10 6 Reh 6 2 , o < Iinh < 30 FOR VARIOUS VALUES
OF €

A
L = 0.1 1 = -0.81

l;:;~LqpE~x~Ml
X2 = -2.08 + 3.2243.
X3 = -2.205 + 9.0613.
X 4 = -2.274 + 14.9943.
0.82 0.72 0.68 0.65 X5 = -2.367 + 20.9463.

1.10 1.12 . 1.12- E = 0.01 x1 = -0,974


_ _ ~
0.87
0.89
0.90
0.93 ,I2 = -4.432 + 3.251i
X3 = -4.545 + 9.4663
ity of the design to parameter variations in this example X4 = -4.568 + 15.688i
can be attributed to the “difficult” character of the plant: X5 = -4.576 + 21.9253
large delay combined with an unstable eigenvalue. E = 0.001 A
1
= -0.997
[The numerical results for this example were taken from A 2 = -6.778 + 3.2053.

M.Sc. thesis of A. Sikora, completed under the direction A3 = -6.856 + 9.4933.


of A. W. Olbrot, at the Institute of Automatics, Polytech- x4 = -6.882 + 15.755i
As = -6.892 + 22.0223.
nical School of Warsaw, Poland, in March 1978.1
Example 5.2: We include somenumerical results on E = 0.0001 X 1 = -0.9990
the effect of perturbing the delay in the following system: X2 = -9.108 + 3.179i
X 3 = -9.157 + 9.482i
i(t)=~(t)+~(t)-~(t-d) X4 = -9.183 t 15.756i
X5 = -9.194 + 22.0293
u(t)=jx(t)+jlo e-(h+e)u(t+e)de
-h

where h #d, e.g., h = d + E , E >0. The characteristic equa- where all the sums are finite, maxi hi Q h, and we assume
tion of the closed-loop system is that A ( -),B( E L’, F( G( .) E W ; . By a reasoning simi-
e ) e),

A-)b+j(e-’-ee-M)=O, ho=l+j(l+e-h). lar to that preceding Proposition 2.1 one easily obtains the
existence and uniqueness of solutions of this system. Fur-
If E #O, there are infinitely many eigenvalues. For the sake thermore, the necessary and sufficient condition for
of example we show the effect of E on the location of roots asymptotic stability of solutions is that all the roots of the
of the equation characteristic equation

A + 1+ e - x - e - ( ’ + ‘ ) A = O have negative real parts.


Lemma 5.1: In everyright half-plane {XIReh>a} V a
in the rectangle - 10 Q Reh Q 2, 0 < Imh Q 30. The results there is only a finite number of roots of (5.3).
are displayed in Table 11. Pro08 After computing the determinant one reduces
Bothexamplesshow thatthe finite spectrum is not (5.3) to the form
preservedunder perturbations of parameters; however,
the infinite part of the spectrumremainsclose to - 00 Anan(h)+Xn-’an-,(h)+. +ao(h)=O (5.4)
when the perturbations are small.
The idea of using RouchC’s theorem in Example 5.2 can where a,,(h)=det[I-J!.,G(e)eXedt)]. Let h=a+jw, a > &
be extended to establish a general result on the effect of By the Riemann-Lebesgue lemma [ 14, $5.141one has that
parameter perturbations on the spectrum. l!.hG(B)e*e‘”BdB+O when Iol+co. Since eae<elle for
We will consider general systems of the form 0 E [ - h, 01, the convergence is uniform with respect to (I,
for all u >a. Hence for Ih(+m with R e h > a one has
0
i ( t ) = Z A i x ( t - h i ) + JA ( O ) x ( t + B ) d B a,(X)+l. The other coefficients ao(h),.. . ,an- ,(X) are
-h bounded when ReXZa. Hence, in the region where Reh
+ z B i u ( t - h i ) + J O B ( q u ( t + e ) d e (5.1) > a and Ihl > R with R sufficiently large, (5.4) cannot have
-h roots. The number of roots in the complementary
0
u ( t ) = q x ( t - h , ) + JI ; ( q x ( t + e ) d e bounded region where Reh > a and 1x1< R is, of course,
-h finite.
0 Along with the system S given by (5..1),(5.2)wenow
~ ( ~ ) u ( e)de
t + (5.2)
+J-h consider also a system S, with perturbed parameters
552 IEEE TRANSACIIONS ON AUTOMATIC CONTROL, VOL. AC-24, NO. 4, AUGUST 1979

+
A , SA,, B, + alli, + + and then one has an q, >0 which depends on a (see, e.g.,
& 84, A ( . ) S A ( . ) etc., such that
S A ( - ) , S B ( - ) € L , , S F ( * ) , 8 G ( W:.
-)€ Example 5. l), such that if e E (0,Eg), the system S, has no
Theorem 5.1: Let X,, . . ,X, be the set of eigenvalues of eigenvalues in the right half-plane {AIReX>a},other than
system contained in the half-plane {XIReX>a}.Let S those which are arbitrarily close (if is sufficiently small)
and 5, satisfy the assumptions above. Then for any p >0 to appropriate eigenvalues of system S .
there is an E > O such that for any system S, satisfying the
conditions CONCLUSIONS
m a II8A;ll < E , m q llSB,ll < E , mqll6<.;:1< E
i 1 I 1) For linear systems with delays in control only, the
finite spectrum assignment problemis solvable if and only
if the pair ( A , B ( A ) ) is controllable. This condition is
equivalent to absolute controllability studied in [9].
there are exactly I eigenvalues of S , contained in the
2) For linear systemswithcommensurate delays in
half-plane {XIReh > a } , A:, . . ,X:; -
theseeigenvalues
state (only),the finite spectrumassignmentproblem is
satisfy
solvable if a certain system of polynomial equations has a
1+AJ<p i= 1;. - ,z. solution. It is not clear what the relation is between this
condition and the known function space controllability
Pro08 Let a:@), i = 1,. ‘ ,n, denote the coefficients conditions.
of the characteristic equation of system S,. By Lemma 3) Systems having delays in both state and control can
5.1, S , has a finite number of eigenvalues in eachright be (for the purpose of designing a s t a b b g feedback)
half-plane.From the definition of the determinant it converted into systems with delays in state only (Section
follows that a,(X)- a:(X)=finite sum of finite products of Iv).
entire functions, each term of the sum containing at least 4) The feedback designed via the methods presented in
one factor of order E . Hence, for each i = 1, * ,n there is +
this paper does not involve unstable pole-zero cancella-
continuous function g,: C-R such that laj(A)- a:(X)l <
+
tion. The stabdity of the closed-loop system is preserved
cgi(X) %E ! C . Let 3 be a bounded region contained in the undersmall perturbations of parameters. The resulting
half-plane {XlRe X > a}, containing the eigenvalues perturbed spectrummight no longer befinite, butfor
X,; -- ,X, of S . Let ast be the boundary of W. Let +(X), small perturbations of parameters the infinite part of the
spectrum remains located far in the left half-plane.
+‘(X) denote the left-hand side of the characteristic equa-
tion of S , S,,respectively. Let go(X)= min,g,(X) a; go is 5 ) As shown on examples, the methods described in the
continuous, go: C - R , . It follows that +*(X) =+(X)+ paper can handle systems which cannot be stabilized via
g(X, E ) where I g(A, E)I <Ego(X) VA E C. Let purely algebraic methods based on polynomial rings.

Both r > 0 and R >0. For all A E 3 3 we have REFERENCES

R R J. Hale, Theory of Functional Differential Equations. New York


~g(X,E)~~Ego(h)9ER=E-r<€-~@(X)~. Springer-Verlag,1977.
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London Math. Soc., vol. 8, pp. 227-231, 1933.
E. Kamen, “An operatortheory of linearfunctional differential
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@‘(X) and +(A) have the same number of zeros in 3. We Theory and Topics in Functional Analysis, vol. 111. Vienna,
Austria: Int. Atomic Energv Agencv. 1976. DD. 43-178.
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delays in state and control,”Archiwwn Autom. i Telemech., vol. 17,
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DD. -- - ,1912.
~~ ~

fact that g,(A) essentially contains terms like for someC A T -, “Controllability, observability and stabilizability of retarded
systems,” in Proc. 1976 IEEE Conf. on Decision and Control, pp.
T E [ O , h ] and terms resulting from integration of eM over 752-758.
[ - h,O]; moduli of suchterms decrease whenReh-co A. Manitius and R Triggiani, “Function space controllability of
linear retarded systems: A derivation from abstract operator con-
and remain bounded when Irnh-2 co).Hence, also go@) ditions,” SIAM J . Contr. Optimiz., vol. 16, pp. 599-643, 1978.
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uniformly bounded in {hlRe X > a} and for 3 A. S. Morse, “Ring models for delay-differential systems,” Auto-
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sufficiently large R can be replaced by an upper bound y A. W. Olbrot, “On controllability of linearsystemswithtime
of go@) over {hlReh>a}. As a result we have by delays in the control,” IEEE Trans. Automat. Contr., vol. AC-16,
pp.664-666.1972.
RouchC’s theorem that if E < r / y, then @‘(X) and +(X) have -, “Stabilizability, detectability and spectrum assignment for
the same number of zeros in the right half-plane {XIReh> linearsystemswithgeneraltimedelays,” IEEE T r m . Automat.
Contr., vol. AC-23, pp. 887-890, 1978.
a } . The last statement of the theorem follows by applying A. Manitius and A. W. Olbrot,“Controllability conditions for
the same procedure to disks centered at 4. i = 1,- . . ,i. linear systems with delayedstates and control,” Archiwum Autom. i
Telem., vol. 17,pp.119-131,1972.
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[13]L. Pandolfi, “On feedback stabilization of functional differential Dr. Manitius is a member of the Society for Industrial and Applied
equations,” Bollerino U.M.Z., vol. 4, no. 11, supplement0al Mathematics, American Mathematical Society, and the IEEE Control
fascicolo 3, Giugno 1975, sene IV, vol. XI, pp. 626-635. Systems Society, and is an Associate Editor of the IEEE TRANSACTIONS
[ 141W. Rudin, Real and Complex Ana/ysis. New York: McGraw-Hdl, ON AUTOMATICCONTROL
1966.
[I51 E. Sontag,“Linearsystemsovercommutativerings:Asurvey,’’
Ricerche di Automatica, vol. 7, pp. 1-34, 1976.

Andnej W. olbrot was born in Lisbw, Poland,


Andnej Z. Manitius (”74) was born in on April 6, 1946. He received the M.S. degree in
Warsaw, Poland, on June 9, 1938. He received electronics in 1970 and the Ph.D.degree in
the M.Sc. degree in electrical engineering from automatic control in 1973, both from the Tech-
the Academy of Mining and Metallurgy, nical University of Warsaw, Warsaw, Poland.
Cracow, Poland, in 1960 and the Ph.D. degree From 1973 he worked at the Institute of Auto-
in electronicengineeringfrom the Technical matic Control, Technical University of Warsaw,
University of Warsaw, Warsaw, Poland, in 1968. as an Assistant Professor and lectured on opti-
From 1961 to 1974 he was affiliated with the mization theory, foundation of control theory,
Institute of Automatics, Technical Universityof ,:. discrete-timesystems, and control of time-delay
Warsaw, Poland. From 1963to1964hewas systems. In 1970 hetook part inprojects on
visiting with the Computer Center, Universityof control theory and applications supported by the industry, the Polish
Likge,Belgium, as an invited Research Scholar. In 1972 he received a Academy of Sciences, and the National Science Foundation. In 1977 he
Prize of Polish Academy of Sciences (Thision IV). During the Fall of completed Habilitation Theses and presently is an Associate Professorin
1972 he was visiting with the Center for Dynamical Systems, Division of the Institute of Automatic Control, Technical University of Warsaw. He
Applied Mathematics,Brown University, Providence,RI, and during the stayed two months in 1977 at the Center for Control Sc ei nces, University
year 1973 he was Visiting Associate Professor at the Center for Control of Minnesota, Minneapolis, where hehad seminars on control of distrib-
Sciences, University of Minnesota, Minneapolis. Since 1974 he is with uted parameter systems and then worked three months at the Mathe-
the Mathematical Research Center, University of Montreal, Montreal, matical Research Center, University of Montreal, Montreal, on control
Canada. His research interests include theory of optimal control, time- and stabilization of systems with time delays. His main research area is
delaysystems, modem variational methods,numericalmethods, and the control theory of systems with delays and of infinitedimensional
various applications of optimization. systems, optimal control, and multivariable controllers.

Short Papers
Estimation of Traffic Platoon Structure from I. INTRODUCTION
Headway Statistics In a companion paper [ 141 we noted that there is considerable current
interest in the development of computer-based systemsfor the control of
J. S. BARAS, MEMBER, IEEE,A. J. DORSEY, AND W. S. LEVINE, urban traffic. In addition, we explained that these systems generally do
MEMBER, IEEE
not make much use of data acquired in real time because of difficulties
in estimatingrelevant traffic parameters from such data. Finally, we
Absbaet--This paper deals fm with the modeling of urban lraffic presented t h r e e procedures for estimating queue length at a signal from
headway statistics. It is shown that a composite distnition bafed on the detector data.
convex combination of a lognormal and a shifted exponential distn’batton This paper presents a procedure for estimating the time at which a
gives a good fit to observed traffic data. This statistical model is then osed “platoon” of traffic passes adetector as well as the number of vehicles in
to generate a model for the formation and passage of ”platoon9 of the “platoon.” Roughly, a “platoon” is a group of vehicles that move
vehicles. It is shown that the problem of estimating the time at which a with similar
velocities and comparatively s m a l l spacing.Although
“platoon” passes a detector, as well as the number of vebicles in the platoons of vehicles are observed in freeway trafficas well, this phenom-
“platoon,” corresponds to the point process disorder problem. An optimal enon is a rather fundamental characteristic of traffic in an urban
estimator for the platoon size and passage time., based on detector data, is network and is greatlyinfluenced by thetrafficsignals. Indeed the
then derived via known resub for the point p- &der problem. It is periodic variation of traffic lights tends to group vehicles into platoons.
shown that the wmputations requid by this estimator can be performed Traffic engineers have long exploited this behavior by using the maxi-
in a microprocessor. Forthemre, the estimator is tested against the mum through-band synchronization scheme. The technique consists of
UTCSl traffic simulator and performs verywell. Parameter sensitivity offsetting the green phase of successive traffic lights, with respectto each
analysis of the estimator is presented. Finany, the use of these result0 to other, to regulategroups ofmoving vehcles at somedesiredspeed
improve the filter/predictor described in a companion paper, and vice without stopping. Thus, it is believed that estimates of platoon size and
versa, is explained. passage time may be an especially relevant traffic parameter for control
purposes.
Furthermore, it was explained in the companion paper that it is very
ManuscriptreceivedApril 28, 1978; revisedMarch 12, 1979. Paperrecommendedby
H. J. Payne,PastChairman of the Transportation Systems Committee. This workwas desirable to have adaptive queue estimators. Such adaptive estimators
supported in partby the U.S. Department of Transportation under Contract DOT-OS need information about estimation errors that is largely independent of
60134 and in part by the University of Maryland Computation Center.
The authors are with theDepartment of Electrical Engineering, University of Mary- the estimator itself. To clarify this point and for future references we
land, College Park, MD 20742. considerinFig. 1 two successivesignalizedtrafficintersections.Loop

~18-9286/79/08W553%00.7501979 IEEE