Computing the distance to uncontrollability via LMIs: Lower and upper bounds computation and exactness verification

Yoshio Ebihara, Tomomichi Hagiwara

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we consider the problem to compute the distance to uncontrollability of a given controllable pair A ∈ Cn×n and B ∈ Cn×m. It is known that this problem is equivalent to computing the minimum of the smallest singular value of [A - zI B] over z ∈ C. With this fact, Gu proposed an algorithm that correctly estimates the distance at a computation cost ο(n6). On the other hand, in the community of control theory, remarkable advances have been made on the techniques to deal with parametrized linear matrix inequalities (LMIs) as well as the analysis of positive polynomials. This motivates us to explore an alternative LMI-based algorithm and shed more insight on the problem to estimate the distance to uncontrollability. In fact, this paper shows that we can establish an effective method to compute a lower bound of the distance by simply applying the existing techniques to solve parametrized LMIs. To obtain an upper bound, on the other hand, we analyze in detail the solutions resulting from the LMI optimization carried out to compute the lower bound. This enables us to estimate the location of the local, but potentially global optimizer z* ∈ C in a reasonable fashion. We thus provide a novel technique to obtain an upper bound of the distance by evaluating the smallest singular value on the estimated optimizer z*. It turns out that the lower and upper bounds are very close in all tested numerical examples. We finally derive an algebraic condition under which the exactness of the suggested computation method of the lower bound can be ensured, based on the convex duality theory. Furthermore, we show that the suggested computation method of the upper bound is closely related to the obtained algebraic condition for the exactness verification.

Original languageEnglish
Title of host publicationProceedings of the 45th IEEE Conference on Decision and Control 2006, CDC
Pages5772-5777
Number of pages6
Publication statusPublished - Dec 1 2006
Externally publishedYes
Event45th IEEE Conference on Decision and Control 2006, CDC - San Diego, CA, United States
Duration: Dec 13 2006Dec 15 2006

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Conference

Conference45th IEEE Conference on Decision and Control 2006, CDC
CountryUnited States
CitySan Diego, CA
Period12/13/0612/15/06

Fingerprint

Exactness
Linear matrix inequalities
Matrix Inequality
Linear Inequalities
Upper and Lower Bounds
Computing
Singular Values
Lower bound
Upper bound
Convex Duality
Estimate
Positive Polynomials
Control theory
Duality Theory
Control Theory
Polynomials
Numerical Examples
Optimization
Alternatives
Costs

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization

Cite this

Ebihara, Y., & Hagiwara, T. (2006). Computing the distance to uncontrollability via LMIs: Lower and upper bounds computation and exactness verification. In Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC (pp. 5772-5777). [4177363] (Proceedings of the IEEE Conference on Decision and Control).

Computing the distance to uncontrollability via LMIs : Lower and upper bounds computation and exactness verification. / Ebihara, Yoshio; Hagiwara, Tomomichi.

Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC. 2006. p. 5772-5777 4177363 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Ebihara, Y & Hagiwara, T 2006, Computing the distance to uncontrollability via LMIs: Lower and upper bounds computation and exactness verification. in Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC., 4177363, Proceedings of the IEEE Conference on Decision and Control, pp. 5772-5777, 45th IEEE Conference on Decision and Control 2006, CDC, San Diego, CA, United States, 12/13/06.
Ebihara Y, Hagiwara T. Computing the distance to uncontrollability via LMIs: Lower and upper bounds computation and exactness verification. In Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC. 2006. p. 5772-5777. 4177363. (Proceedings of the IEEE Conference on Decision and Control).
Ebihara, Yoshio ; Hagiwara, Tomomichi. / Computing the distance to uncontrollability via LMIs : Lower and upper bounds computation and exactness verification. Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC. 2006. pp. 5772-5777 (Proceedings of the IEEE Conference on Decision and Control).
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