Progress in Systems and Control Theory Volume 4 Series Editor Christopher I. Byrnes, Washington University Associate Editors S. 1. Amari, University of Tokyo, Japan B.D.O. Anderson, Australian National University, Canberra, Australia Karl J. AstrOm, Lund Institute of Technology, Lund, Sweden Jean Pierre Aubin, CEREMADE, Paris, France H.T. Banks, University of Southern California, Los Angeles, California John S. Baras, University of Maryland, College Park, Maryland A. Bensoussan, INRIA, Paris, France John Bums, Virginia Polytechnic Institute, Blacksburg, Virginia Han Fu Chen, Beijing University, People's Republic of China M.H.A. Davis, Imperial College of Science and Technology, London, England Wendell Fleming, Brown University, Providence, Rhode Island Michel Riess, CNRS ESE, Gif sur Yvette, France Keith Glover, University of Cambridge, Cambridge, England D. Hinrichsen, University of Bremen, Federal Republic of Germany Alberto Isidori, University of Rome, Italy B. Jakubczyk, Academy of Sciences, Warsaw, Poland Hidenori Kimura, Osaka University, Japan Arthur Krener, University of California, Davis H. Kunita, Kyushu University, Japan Alexandre Kurzhansky, IIASA, Laxenburg, Austria Harold M. Kushner, Brown University, Providence, Rhode Island Anders Lindquist, Royal Institute of Technology, Stockholm, Sweden Andrzej Manitius, George Mason University, Fairfax, Virginia Clyde F. Martin, Texas Tech University, Lubbock, Texas Sanjoy Mitter, Massachusetts Institute of Technology, Cambridge, Massachusetts Giorgio Picci, LADSEB CNR, Padova, Italy Boris Pshenichnyj, Glushkov Institute of Cybernetics, Kiev H.J. Sussmann, Rutgers University, New Brunswick, New Jersey T.J. Tam, Washington University, St. Louis, Missouri V.M. Tikhomirov, Institute for Problems in Mechanics, Moscow Pravin P. Varaiya. University of California. Berkeley Jan C. Willems. University of Groningen, The Netherlands W.M. Wonham. University of Toronto
M.A. Kaashoek I.H. van Schuppen Faculteit Wiskunde en Informatica Vrije Universiteit Centre for Mathematics & Computer Science P.O. Box 4079 De Boelelaan 1081 1009 AB Amsterdam. The Netherlands 1081 HV Amsterdam. The Netherlands A.C.M. Ran Faculteit Wiskunde en Informatica Vrije Universiteit De Boelelaan 108l 1081 HV Amsterdam. The Netherlands Library of Congress Cataloging in Publication Data Proceedings of the International Symposium MTNS 89 1 M.A. Kaashoek. J.H. van Schuppen. A.C.N. Ran. editors. p. cm. (Perspectives in control theory ; v. 3 5) "The 1989 International Symposium on the Mathematical Theory of Networks and Systems (MTNS) ... held in Amsterdam. The Netherlands. June 19 23. Contents : v. 1. Realization and modelling in system theory v. 2. Robust control of linear systems and nonlinear control v. 3. Signal processing. scattering and operator theory. and numerical methods. 1. System analysis Congresses. 2. Control theory Congresses. I. Kaashoek. M. A. II. Schuppen. J. H. van. m. Ran. A. C. M. IV. International Symposium on the Mathematical Theory of Networks and Systems (9th : 1989 : Amsterdam. Netherlands) V. Series. QA402.P766 1990 003 dc20 90 1003 CIP Printed on acid free paper. Birkhauser Boston, 1990 Softcover reprint of the hardcover 1st edition 1990 All rights reserved. No part of this publication may be reproduced. stored in a retrieval system. or transmitted, in any form or by any means, electronic. mechanical. photocopying. recording or other wise, without prior permission of the copyright owner. Permission to photocopy for internal or personal use. or the internal or personal use of specific clients. is granted by Birkhauser Boston. Inc .. for libraries and other users registered with the Copy right Clearance Center (CCC). provided that the base fee of $0.00 per copy, plus $0.20 per page is paid directly to CCC, 21 Congress Street. Salem. MA 01970. U.S.A. Special requests should be addressed directly to Birkhauser Boston, Inc .. 675 Massachusetts Avenue. Cambridge, MA 02139. U.S.A. ISBN 13:978 1 4612 8839 8 DOl: 10.1007/978 1 4612 4484 4 e ISBN 13:978 1 4612 4484 4 Camera ready text provided by the individual authors. 9 8 7 654 3 2 1
Preface This volume is the second of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathemat ical Theory of Networks and Systems (MTNS 89), which was held in Amsterdam, The Netherlands, June 19 23, 1989 The International Symposia MTNS focus attention on problems from system and control theory, circuit theory and signal processing, which, in general, require application of sophisticated mathematical tools, such as from function and operator theory, linear algebra and matrix theory, differential and algebraic geometry. The interaction between advanced mathematical methods and practical engineering problems of circuits, systems and control, which is typical for MTNS, turns out to be most effective and is, as these proceedings show, a continuing source of exciting advances. The second volume contains invited papers and a large selection of other symposium presentations in the vast area of robust and nonlinear control. Modern developments in robust control and H infinity theory, for finite as well as for infinite dimensional systems, are presented. A large part of the volume is devoted to nonlinear control. Special atten tion is paid to problems in robotics. Also the general theory of nonlinear and infinite dimensional systems is discussed. A couple of papers deal with problems of stochastic control and filterina.
viii Results on generalized Riccati equations arising in stochastic control 95 C.E. de Souza, M.D. Fragoso LQ Problem: The discrete time time varying case lO3 J.e. Engwerda The output stabilizable subspace and linear optimal control 113 A.H.W. Geerts, M.L.J. Hautus The decomposition of (A, B) invariant subs paces and its application 121 Han Zheng zhi, Zhang Zhong jun, Zheng Yu Fan The set of feedback matrices that assign the poles of a system 129 Hu Ting Shu, Shi Song Jiao Model matchingfor linear Hamiltonian systems 135 H.J.e. Huijberts Connective stabilization of large scale systems: A stable factorization 143 approach M. Ikeda, Hsiang Ling Tan Riccati equations, algebras, and invariant systems 151 H. C. Myung, A.A. Sagle Maximal order reduction ofproper transfer function matrices 159 T.J. Owens The matching condition and feedback controllability of uncertain linear sys 177 tems I.R. Petersen Convergence properties of indefinite linear quadratic problems with receding 189 horizon H. Trentelman, J.M. Soethoudt ROBUST CONTROL Generalized stability of linear singularly perturbed systems including calcula 197 tion of maximal parameter range E.H. Abed, L. Saydy, A.L. Tits
ix Convex combinations of Hurwitz functions and its applications to robustness 205 analysis Y.K. Foo, Y.C. Soh Designing strictly positive real transfer function families: A necessary and 215 sufficient condition for low degree and structured families c.y. Hollot, Lin Huang, Zhong Ling Xu Quadratic stabilizability of linear systems with structural independent time 229 varying uncertainties Kehui Wei A finite zero exclusion principle 239 A. Rantzer Design of controller with asymptotic disturbance attenuation 247 K. Uchida, M. Fujita, E. Shimemura H INFINITY CONTROL Gas turbine control using mixed sensitivity H infinity optimisation D. Biss, K. Woodgate Nonlinear H infinity Theory C. Foias, A. Tannenbaum A J spectralfactorization approach to H infinity control M. Green, J. Doyle, K. Glover, D.J.N. Limebeer Vector interpolation, H infinity control and model reduction M. Green, D.J.N. Limebeer Sensitivity minimization and robust stabilization by stable controller S. Hara, M. Yidyasagar Conjugation and H infinity control H. Kimura Necessary and sufficient conditions for the existence of H infinity controll ers: An interpolation approach D.J.N. Limebeer, E.M. Kasenally 255 267 277 285 293 301 309
x On H infinity contro' LQG control and minimum entropy D. Mustafa Optimal H infinity SISO controllers with structural constraints S. Pohjolainen Super optimal H infinity design I. Postlethwaite, D.W. Gu, M.C. Tsai H infinity control with state feedback AA. Stoorvogel ADAPTIVE CONTROL 317 329 339 347 Convergence analySiS of self tuning controllers by Bayesian embedding 355 P.R. Kumar On bounded adaptive control with reduced prior knowledge 361 R. Ortega, L. Praly, Yu Tang Indirect techniques for adaptive input output linearization of nonlinear sys 369 tems A. Teel, R. Kadiyala, P.V. Kokotovic, S.S. Sastry STOCHASTIC CONTROL AND FILTERING Interpolation approach to the H infinity filter problem D. Ho, A. Elsayed, M.J. Grimble, U. Shaked Stochastic disturbance decoupling H. Inaba, N. Otsuka 387 397 Discrete time filtering for linear systems in correlated noise with non 407 Gaussian initial conditions: Formulas and asymptotics R.B. Sowers, A.M. Makowski NONLINEAR CONTROL Boundary feedback stabilization of distributed parameter systems 421 C.I. Byrnes, D.S. Gilliam Optimal nonlinear feedback system design for a general tracking problem 429 Guanrong Chen, R.J.P. de Figueiredo