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Stabilization of quasi-one-sided Lipschitz nonlinear systems

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IMA Journal of Mathematical Control and Information IMAMCI-2011-115.R1 Original Article 18-Mar-2012

Fu, Fengyu; Harbin Institute of Technology , Center for Control Theory and Guidance Technology Hou, Mingzhe; Harbin Institute of Technology, Center for Control Theory and Guidance Technology Duan, Guangren; Harbin Institute of Technology, Center for Control Theory and Guidance Technology feedback control, quasi-one-sided Lipschitz condition, nonlinear systems, linear matrix inequality

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Responses to the comments of the referees for the paper: Stabilization of quasi-one-sided Lipschitz nonlinear systems IMA Journal of Mathematical Control and Information IMAMCI-2011-115 Fu Fengyu, Hou Mingzhe and Duan Guangren

We thank both referees for their valuable comments. We have revised our paper to address their concerns. The following is a detailed response to their specic comments. The page, equation and reference numbers refer to those in the revised manuscript, unless otherwise indicated.

1. The rst section does not meet my expectation regarding a proper introduction since it leaves (at least) three important question unanswered: (a) Why do other contributions focus on the observer design and leave the design question unanswered? Do they really, i.e. for what purpose have the observers be designed / how are the reconstructed states used for control for the other system classes? (b) What is the motivation for the quasi-one-sided Lipschitz condition? Are there common classes of systems / control problems when one encounters nonlinearities of this class? (c) What gain do the authors see in their approach? Further, I would have liked to see an interpretation of the quasi-one-sided condition, i.e. the matrix P, by means of geometry / in comparison with the one-sided condition (or at least a reference). In total, the introduction lacks some thoroughness in setting the context and to provide the motivation of this contribution Answer: (a) Observer design is of paramount importance for nonlinear systems when it is impossible to measure all the states. As far as we know, the quasi-one-sided Lipschitz condition was introduced only a few years ago. It is not dicult to nd, along the line of Hu [12],[16],[14], that the one-sided Lipschitz condition and the quasi-one-sided Lipschitz condition are tractable for observer design, hence considerable attention has been paid to it. However, for the control design problem In fact, both the observer design and the controller design have been investigated 1

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in the available literature for Lipschitz nonlinear systems. However, for the quasione-sided Lipschitz nonlinear systems considered in the study, the nonlinearity satises a more relaxed condition than the Lipschitz condition, it is dicult to get elegant results for controller synthesis of this kind of nonlinear systems. Hence, there are few results for the stabilization problem of the quasi-one-sided Lipschitz nonlinear systems appear in the literatures. (b) The motivation of studying the quasi-one-sided Lipschitz condition is to formulate a more relaxed condition and exploit more information of the nonlinearity in order to obtain a simple and practical control synthesis scheme. There are a common class of systems/control problems. Indeed, there do exist nonlinear control systems with the nonlinearity which does not satisfy Lipschitz condition but can be veried to satisfy quasi-one-sided Lipschitz condition, see Example 4.1 in Section 4. (c) The main contribution of this study is that the separation principle is proved to hold for the output feedback control design problem under a framework of a more relaxed Lipschitz condition, and the corresponding control design scheme is obtained with a relatively easy calculation. This can be seen in a series of numerical examples in Section 4. On the one hand, compared to the one-sided Lipschitz condition introduced in the reference [15], the introduction of the matrix P in the quasi-one-sided Lipschitz condition is useful for the construction of the Lyapunov function to perform stability analysis, which has been pointed out in every proof of the results derived in reference [16]; On the other hand, if we choose the matrix P = In and the so-called one-sided Lipschitz constant matrix M = vIn , where v is the one-sided Lipschitz constant, then the quasione-sided Lipschitz condition becomes the one-sided Lipschitz condition in reference [15]. Hence, replacing the identity matrix by a general positive-denite matrix P in this condition implies a more relaxed restriction for the nonlinear function. Unfortunately, there is no relevant reference introducing the geometric meaning of the matrix P . We hope, however, that the remarks 2.1-2.3 given in Section 2 would help to make the denition of the quasi-one-sided Lipschitz condition (2.4) more clearer. In total, we have rewritten the Introduction part as suggested to clearly provide the motivation of this contribution in the revised manuscript. 2. It seems to me, that proof of the results could- and should- be condensed in the presentation. Answer: We have taken this advice and have condensed the proofs, on page 4-6. 3. Finally, an algorithm is given summing up the steps carried out in the previous discussion. At this point, the paper suers from the fact, that the authors do not interpret their result in any way, besides the numeric example in the following section. Answer: We have removed the algorithm but added some discussions in remarks 3.3-3.7 to interpret our results. We also provide several more numerical examples in Section 4 to further verify the main results. 2

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4. The third section presents a numerical example in a very brief fashion. However, in my opinion, the paper does not benet from it: 1) The example is purely academic and the nonlinearity seems kind of trivial. The validity of the example would dramatically increase, if a somehow motivated example could be given ( some simple model of a process / plant). This could also strengthen the signicance of the presented results. 2) The results are not put into context. The performance is not compared to any other approach. Generally, the third section is completely unmotivated. (Besides to show that the proofs were correct and the numerics work.) Answer: We have now added a motivated numerical example concerning a physical system plant in Example 4.3, which is devoted to illustrate that the method is indeed easy to be applied to the classical Lipschitz nonlinear systems in practice. Another two academic examples are presented, in Example 4.1 and Example 4.2, to demonstrate that the proposed method is applicable to a larger class of systems compared with an existing method in reference [17]. 5. Typos: - After equation (1) the dimension of matrix B is incorrect. Answer: This has been corrected as suggested.

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Responses to the comments of Referee #2 1. The last reference in your paper may be corrected. Answer: We have kept that same reference in [20] but with a dierent description, on page 2.

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Stabilization of quasi-one-sided Lipschitz nonlinear systems

Fu Fengyu , Hou Mingzhe, Duan Guangren (Center for Control Theory and Guidance Technology, Harbin Institute of Technology, Harbin 150001, China) March 18, 2012

Abstract This paper is concerned with the problems of state feedback and output feedback control for a class of nonlinear systems. The nonlinearity of this class of nonlinear systems is assumed to satisfy a global quasi-one-sided Lipschitz condition. Sucient conditions for the existence of state feedback controller and output feedback controller are presented. Methods of calculating the controller gain matrices are derived in terms of linear matrix inequalities. The eectiveness of our results is tested in a series of numerical experiments.

Keywords: feedback control; quasi-one-sided Lipschitz condition; nonlinear systems; linear matrix inequality

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Introduction

Stabilization is one of the most important issues currently under consideration by researchers in the nonlinear control eld. It involves three related problems, that is, full state feedback controller design, observer design, and output feedback controller design. Among them, considerable attention has been paid to the study of the output feedback control problem for nonlinear systems in the literature with very dierent approaches, due to its importance in many practical applications where measurement of all the state variables is not possible (see [1] and references therein). Output feedback control design, utilizing estimated state and output as feedback, usually involves the rst two problems. Unlike linear systems, separation principle does not generally hold for nonlinear systems, and it is well known that the observer design for nonlinear systems by itself is quite challenging. Therefore, the output feedback control problem for nonlinear systems is much more challenging than stabilization using full-state feedback. Basically, one has to consider a special class of nonlinear systems, for example, the Lipschitzian nonlinear systems, in order to solve the observer design problem as well as the output feedback control problem. As an important class of nonlinear systems, the Lipschitzian nonlinear system has drawn considerable attention in the past few decades. In fact, a major class of nonlinear systems do satisfy the Lipschitz condition either globally or locally. Moreover, incorporation of the Lipschitz condition into a linear matrix inequality oers a tractable formulation for an ecient solution. Thus, many strategies concerning observer design have been developed for such systems (see [2]-[9]). Most of the observer design techniques proposed in those papers are based on quadratic Lyapunov functions and thus depend heavily on the existence of a positive denite solution to an algebraic Ricatti equation. In [4] and [9], the existence of a stable observer for Lipschitz nonlinear systems was addressed and a sucient condition was given on the Lipschitz constant. In practice, the nonlinear part may contribute to the stability of nonlinear systems ([10]). Thus, in order to make fully use of the useful information of the nonlinear part, the so-called onesided Lipschitz condition was introduced recently in [12, 13, 14] instead of the classical Lipschitz condition for the full order and the reduced order state observer design of nonlinear ordinary dierential systems. In fact, the one-sided Lipschitz condition, which plays an important role in the numerical stability analysis of nonlinear ordinary dierential equations ([15]), has been widely used. It is shown, for many problems, that
Corresponding Author: E-mail Address: fufengyu2002@163.com. This work is supported by the National Natural Science Foundation of China (No. 61021002 and No. 61074111).

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the one-sided Lipschitz constants are signicantly smaller than the classical Lipschitz constants, which makes the one-sided Lipschitz constants much more appropriate for estimating the inuence of nonlinear terms ([15]). Furthermore, a more relaxed condition, the quasi-one-sided Lipschitz condition, was further proposed, soon afterwards [12], to replace the one-sided Lipschitz condition for observer design by Hu in [16]. Due to the fact that it involves much more useful information of the nonlinear part, the quasi-onesided Lipschitz condition is shown to be an extension of one-sided Lipschitz condition and the Lipschitz condition ([16]) and is less conservative than those two kinds of conditions. Hence, the control design schemes formulated in the available literature (see [17]-[19] references therein) are not always applicable to the quasi-one-sided Lipschitz nonlinear systems, especially for systems which are not Lipschitz but can be veried to satisfy the quasi-one-sided Lipschitz condition for their nonlinear parts. In [20], the feedback control problem was considered for a class of nonlinear systems under a more relaxed condition compared to the quasi-one-sided Lipschitz condition, which provides a sucient condition for the existence of state feedback controller by using linear matrix inequalities, under which the state feedback controllers and dynamic output feedback controllers are gained. All the above reasons motivate the authors to exploit a quasi-one-sided Lipschitz condition for nonlinear systems, which can lead to less conservative and simple design schemes of stabilization. In this paper, we provide a design method of stabilization, including both the state feedback control and the output feedback control problem, for quasi-one-sided Lipschitz nonlinear systems under some sucient conditions on one-sided Lipschitz constant matrix. First, we derive a sucient condition for the state feedback control under which the asymptotical stabilization is guaranteed and a design scheme of linear full-state feedback control law is presented. Second, we propose a Luenberger-like observer, which is shown to be an exponentially stable observer under a sucient condition based on a linear matrix inequality. Once the sucient conditions of the controller and observer problem are satised, it is shown that the proposed controller with estimated state feedback from the proposed observer will achieve exponential stabilization, that is, the controller and observer designs proposed in this study satisfy the separation principle. This implies that the output feedback control problem for this special class of nonlinear systems can be easily adopted in practice. The organization of this paper is as follows. In section 2, notation, background and some preliminaries are given. In section 3, we state, prove and discuss our main results, for both the full-state feedback control problem and the output feedback control problem. Several numerical experiments are reported in section 4 to verify the eectiveness of our proposed method. We end in section 5 with some concluding remarks.

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Preliminaries

In this section, rstly, we give some notation that will be used later in the following sections. Then, for clarity, an introduction of three kinds of Lipschitz nonlinear systems is listed, then the main body of our paper, namely the quasi-one-sided Lipschitz nonlinear systems, are fully investigated. Throughout the current paper, In stands for the n-dimensional unit matrix, and for a square matrix F , F > 0 (F < 0) means that the matrix is symmetric positive-denite (negative-denite). , represents the Euclidean inner product on Rn and is the corresponding Euclidean norm of a vector or the spectral norm of a matrix. We use min (F ) and max (F ) to denote the minimal and the maximal eigenvalue of a symmetric matrix F , respectively. For the following class of nonlinear systems { x = Ax + Bu + (x, u) , (2.1) y = Cx, where x Rn , u Rr , y Rm are the system state, input and output, respectively. A Rnn , B Rnr , C Rmn and (x, u) is a nonlinearity with respect to x. The nonlinear function (x, u) is called a Lipschitz nonlinear function with respect to the variable x with a Lipschitz constant > 0, if there holds (x, u) (, u) x x, for any x, x Rn , u Rr . x (2.2)

The inequality (2.2) is called the Lipschtiz condition, i.e., the classical Lipschitz condition. Similarly, the so called one-sided Lipschitz condition introduced in [12] by Hu in the study of observer design is dened 2

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as follows f (x, u) f (, u) , x x vp x x, for any x, x Rn , u Rr , x (2.3) where f (x, u) = P (x, u) and P is some symmetric positive-denite matrix to be determined later, the constant vp , which may be negative, is called a one-sided Lipschitz constant for f (x, u) with respect to x. Note that vp depends on the choice of the particular symmetric positive denite matrix P . For more details of the condition (2.3), we refer the readers to [15]. The system (2.1) with the nonlinearity (x, u) satisfying the Lipschitz condition and the one-sided Lipschitz condition are regarded as the Lipschitz nonlinear system and the one-sided Lipschitz nonlinear system, respectively. In this paper, we are concentrate on the study of the quasi-one-side Lipschitz system, which can be formulated by system (2.1) with the nonlinear function (x, u) satisfying the following condition P (x, u) P (, u) , x x (x x) M (x x) , for any x, x Rn , u Rr , x
T

(2.4)

where P is some symmetric positive-denite matrix to be determined later. Here, a real symmetric matrix M , just as the one-sided Lipschitz constant vp in 2.3, typically depending on the choice of P is called as a one-sided Lipschitz constant matrix for f (x, u) with respect to x. Accordingly, the inequality (2.4) is called a quasi-one-sided Lipschitz condition. We assume that (0, u) = 0, for any u Rr , and x = 0 is the equilibrium point of the system. Let us stress several important points concerning this the quasi-one-sided Lipschitz condition. Remark 2.1. The quasi-one-sided Lipschitz condition is rst introduced in [12] in the framework of observer design. When M = vp In , where vp is a constant, it becomes the one-sided Lipschitz condition (2.3). Hence, it is an extension of the one-sided Lipschitz condition. In addition, it is not dicult to check that a Lipschitz function with Lipschitz constant is also a quasi-one-sided Lipschitz function for any n n positive denite matrix P with a one-sided constant matrix M = max In . The readers are referred to [20] for more details. Remark 2.2. (i) The requirement of the nonlinear function satisfying the quasi-one-sided Lipschitz condition means that only for some positive denite matrix P determined later there exists a constant matrix M such that (2.4) holds, but not necessarily for any positive denite matrix P . That is, satises the quasi-one-sided Lipschitz condition (2.4) if and only if there exist a positive-denite matrix P and a constant matrix M such that (2.4) holds. Therefore, it is sucient to nd a pair of (P, M ) such that satises (2.4). (ii) The constant matrix M is only required to be symmetric. It depends on the choice of the positive-denite matrix P and it can be positive-denite, negative-positive or even be indenite. Remark 2.3. Some technical discussions on how to verify a nonlinear function satisfying the condition (2.3) and to determine a one-sided Lipschitz constant was given in [13] and [14] for some special forms of nonlinear function (x, u). For the quasi-one-sided Lipschitz condition, one can analyze it by a similar argument.

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Main Results

In this section, the stabilization problem of system (2.1) with the quasi-one-sided Lipschitz condition (2.4) by linear full-state feedback is rst considered. Then, in combination with the obtained result, the output feedback control problem based on the observer design is further investigated.

3.1

State feedback control design

Stabilization of system (2.1) with the quasi-one-sided Lipschitz condition (2.4) via linear full-state feedback means to design a state feedback control law u = Kx, such that the closed-loop system x = (A + BK) x + (x, Kx) is asymptotically stable. For such a problem, we have the following result. 3 (3.6) (3.5)

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Theorem 3.1. Consider the nonlinear system (2.1) under the quasi-one-sided Lipschitz condition (2.4). If the gain matrix K can be chosen such that the following inequality (A + BK) P + P (A + BK) + 2max (M )In < 0
T

(3.7)

has a symmetric positive-denite solution P satisfying the quasi-one-sided Lipschitz condition (2.4), then the zero solution of the closed-loop system (3.6) is asymptotically stable. Furthermore, let Q = P 1 and K = W P , if max (M ) > 0, inequality (3.7) is equivalent to the following condition: there exist a symmetric positive-denite solution Q Rnn and a real matrix W Rrn satisfying the linear matrix inequality [ ] QAT + AQ + W T B T + BW Q < 0. (3.8) 1 Q 2max (M ) In Else if max (M ) 0, the following condition is sucient to inequality (3.7): there exist a symmetric positive-denite solution Q Rnn and a real matrix W Rrn satisfying the linear matrix inequality QAT + AQ + W T B T + BW < 0. Proof. Consider the Lyapunov function candidate V = xT P x, (3.10) (3.9)

whose derivative along the solution of the system (3.6) is

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[(A + BK) x + (x, Kx)] P x + xT P [(A + BK) x + (x, Kx)] [ ] T = xT (A + BK) P + P (A + BK) x + 2xT P (x, Kx) . By taking into account conditions (2.4) and (3.7), we get [ ] T V xT (A + BK) P + P (A + BK) + 2M x [ ] T xT (A + BK) P + P (A + BK) + 2max (M )In x < 0, for any x = 0,

which implies that the closed-loop system (3.6) is asymptotically stable. Let Q = P 1 , and K = W Q1 , then (A + BK) P + P (A + BK) + 2max (M )In = AT Q1 + Q1 W T B T Q1 + Q1 A + Q1 BW Q1 + 2max (M )In , and hence, [ ] T Q (A + BK) P + P (A + BK) + 2max (M )In Q = QAT + AQ + W T B T + BW + 2max (M )QQ. From the positive-deniteness of the matrix Q, we obtain
T

(A + BK) P +P (A + BK)+2max (M )In < 0 QAT +AQ+W T B T +BW +2max (M )QQ < 0. (3.11) On the one hand, if max (M ) > 0, by applying the Schur complement lemma [21], one has [ ] QAT + AQ + W T B T + BW Q T T T QA + AQ + W B + BW + 2max (M )QQ < 0 < 0. 1 Q 2max (M ) In On the other hand, if max (M ) 0, it is easy to see that QAT + AQ + W T B T + BW < 0 QAT + AQ + W T B T + BW + 2max (M )QQ < 0. From (3.11), we have QAT + AQ + W T B T + BW < 0 (A + BK) P + P (A + BK) + 2max (M )In < 0. Thus, the proof is completed. 4
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In what follows, we briey discuss the results in Theorem 3.1. Remark 3.1. Theorem 3.1 not only provides a sucient condition for the existence of linear full-state feedback controller of system (2.1) with the condition (2.4), but also presents a design scheme, by means of linear matrix inequalities, for the gain matrix K of the control law (3.5). Remark 3.2. The Theorem 3.1 derived here does not require that the matrix pair (A, B) is controllable compared with the results in Theorem 1 in [17] where it does. That is, it is possible that Theorem 3.1 can still be used as a guideline to design the state feedback controller for system (2.1) with the condition (2.4) even if the matrix pair (A, B) is uncontrollable. This fact will be illustrated by a simulative example in section 4.

3.2

Output Feedback Control Design

Output feedback for nonlinear systems is a problem of paramount importance, since in many applications it is not possible to measure all the states. Therefore, in this subsection, the output feedback control problem for system (2.1) based on observer is considered. Combining the linear full-state feedback control design of subsection 3.1 and the following observer design, we design an output feedback controller for system (2.1) with the quasi-one-sided Lipschitz condition (2.4). First, we construct the observer as

where x represents the estimate state. Dene the estimate error as =xx

with the initial condition 0 = (0) = x(0) x(0), then one can obtain the error system as follows = (A LC) + (x, u) (, u). x The result that follows shows that the estimate error converges to zero exponentially. Theorem 3.2. Assume that there exist a symmetric positive-denite matrix S Rnn and a real matrix R Rnm such that the following linear matrix inequality AT S + SA RC C T RT + 2M < 0 holds, where S and M satisfy the following quasi-one sided Lipschitz condition S (x, u) S (, u) , x x (x x) M (x x) , for any x, x Rn , u Rr . x
T

Then the estimate error converges to zero exponentially. Proof. Dene V = T S,

then V is positive-denite and its derivative satises [ ] T x V = T (A LC) S + S (A LC) + 2T S ( (x, u) (, u)) [ ] T T (A LC) S + S (A LC) + 2M [ ] = T AT S + SA RC C T RT + 2M , where L = S 1 R. If we now denote T = AT S + SA RC C T RT + 2M, then we have T < 0 according to (3.14), and max (T ) V T T V. min (S) 5

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x = A + Bu + (, u) + L(y C x), x0 = x(0), x x

(3.12)

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(3.13)

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Let c =

max (T ) min (S) ,

it is easy to show that c < 0 and V satises the dierential inequality V cV, V0 = V (0) = T S0 . 0

By the Comparison Lemma [22], we get V V0 ect , t 0. Consequently, the solution (t) of the error system (3.13) is well dened for all t 0 and it satises 1 (t) V k1 ek2 t , t 0, min (S) T 0 S0 1 where k1 = min (S) > 0, k2 = 2 c > 0. This implies that (t) converges to zero exponentially. This completes the proof of Theorem 3.2. Remark 3.3. We would like to remark that although the conclusion obtained in Theorem 3.2 is similar to that in Theorem 3.2 in [16], a sharp result is, however, given here, which shows that the error state converges to zero exponentially not just asymptotically. This implies that (3.12) is an exponentially stable observer for system (2.1). Remark 3.4. In [17], the matrix pair (C, A) is assumed to be observable, which guarantees that a gain matrix L can be chosen such that matrix ALC is stable. Hence, when the matrix ALC is not stabilized for any gain matrix L, Theorem 2 in [17] can not be used to design the observer. But it is still possible to employ Theorem 3.2 to design the observer (3.12). This shows that the condition (2.4) contributes more than the Lipschitz condition to design an observer for system (2.1). Next, for the problem of output feedback control, the objective is to give a suitable control law u = K x such that the system (2.1) with the condition (2.4) is asymptotically stable. We have the following result. Theorem 3.3. Consider the system (2.1) with the quasi-one-sided Lipschitz condition (2.4), if conditions (3.7) and (3.14) hold, then the zero solution of the system (2.1) is exponentially stable under the control law u = K x, (3.15) where x is the estimate state of x generated by (3.12), K is the gain matrix given by K = W Q with W and Q are obtained from (3.8) or (3.9). Proof. Noting that the observation error = x x, we obtain the closed-loop system of system (2.1) under the control law (3.15) as follows x = (A + BK) x BK + (x, K(x )).

The time derivative of the Lyapunov function candidate given by (3.10) along the trajectories of (3.2) satises [ ] T V xT (A + BK) P + P (A + BK) + 2max (M ) In x 2xT P BK. Since P satises the inequality (3.7), then we get N = (A + BK) P + P (A + BK) + 2max (M )In < 0, and V max (N )x + 2P BKx aV + b V ,
2 T

where a =

max (N ) min (P ) ,

2P b = BK . As a consequence, min (P )

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(3.16)

(3.17)

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It has been shown in Theorem 3.2 that the observation error = x x converges to zero exponentially and a < 0, it follows from (3.17) and similar argument in the proof of Theorem 3.2 that the state x converges to zero exponentially. The proof is thus completed. Remark 3.5. The three results above given in Theorems 3.1-3.3 will be applicable locally or globally depending on whether (x, u) is locally or globally satises the quasi-one-sided Lipschitz condition (2.4), see Example 4.3. Remark 3.6. It is worthy to note that, in our scheme of the output feedback control design, the design process of controller and observer can be done separately similar to the one in the linear system case, which makes the design simple and tractable . Remark 3.7. Since the Lipschitz condition and the one-sided Lipschitz condition are two special cases of the quasi-one-sided Lipschitz condition, the state feedback and output feedback control approaches proposed in this paper are also applicable to the Lipschitz and the one-sided Lipschitz nonlinear systems after minor modication.

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Numerical examples

In this section, we begin by showing an example to demonstrate that the conditions given in Theorem 3.1 and Theorem 3.2 are applicable to a larger class of systems than the conditions given in [17], we then move on to present several more numerical examples verifying the eectiveness of our proposed method. Example 4.1. Let us consider the system described by { x = Ax + Bu + (x, u) , y = Cx,

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0.7 1 0 A = 1.3 0.5 2.1 [ ] 0 1 1 , C =

[ [

B=

0 0

1 0

0 1
3 x3 1

]T , ]T .

(x, u) =

By a similar argument as that in Example 4.2 in [13], it is easy to check that (x, u) is not a Lipschitz function, and hence the control design method proposed for Lipschitz nonlinear system (such as [17]) can not be used for it. However, it does obey the quasi-one-sided Lipschitz condition (2.4) by taking M = 0, for every P in the form p11 p12 0 P = p21 p22 0 , (4.18) 0 0 where > 0, and [ p11 p21 p12 p22 ] > 0.

[ ]T [ ]T R3 with x3 = x3 , the mean-value and x = x1 x2 x3 In fact, for any x = x1 x2 x3 theorem provides a non-zero (min {x3 , x3 } , max {x3 , x3 }) , such that [ 1 ( 1 )] 3 P (x, u) P (, u) , x x = x3 3 (x3 x3 ) x x3 2 2 = 3 |x3 x3 | 0 3

ev

0 0

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10 5 0 5 10 0 10 20

State x1

5 time (sec)

10 State x2

10 0 10 20

5 time (sec)

10 State x3

5 time (sec)

10

Figure 4.2: The closed-loop system states via output feedback Using Theorem 3.1, we obtain, by solving a linear matrix inequality (3.9), the following solutions [ ] 0.3462 0.5193 0 , W = 0.2597 1.2117 1.2132 . 0 Q = 0.5193 1.0732 0.8343 0.2270 3.7563 0 0 1.0732 and P = Q1 10.5345 5.0974 0 . 0 = 5.0974 3.3982 0 0 0.9318

Hence the gain matrix of the state feedback controller is given by [ ] 8.9118 5.4412 1.1304 1 K = WQ = . 7.6321 3.4814 3.5000 [ ]T is The simulation result of the full-state feedback control with the initial condition x (0) = 8 6 5 given in Figure 4.1, which shows that the zero solution of the closed-loop system is asymptotically stable. Furthermore, using Theorem 3.2, we get the observer gain matrix as follows 269.5272 159.8381 0 43.2147 , R = 207.7808 , 0 P = 159.8381 268.4175 0 0 3.8620 59.5286 8

Fo
8 6 4 2 0 2 0 10 15 10 5 0 5 10 0 10

Figure 4.1: The closed-loop system states via state feedback

5 0 5 10 15 State x2 Estimation of State x2 0 10 20 30 time (sec) 40 50

State x1 Estimation of state x1

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40

50

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Estimation of state x3 40 50

6 4 2 0

Norm of the estimation error

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2 state x1 0

2 0
1 0.5 0 0.5

3
time (sec)

state x2

3 time (sec)

2 state x3 0 2 4

3 time (sec)

Fo
[ x1 x2 x3 ]T

Figure 4.3: The simulation result via state feedback

and

We plot, Figure 4.2, the simulation result of the output feedback control with the initial condition x (0) = [ ]T [ ]T 8 5 2 and x (0) = 2 3 1 . From Figure 4.2, we can see that all of the real states and the estimate states converge to zero asymptotically, especially that the estimate error vanishes exponentially. In [17], Theorem 1 and Theorem 2 may not work when the parameter matrix pair (A, B) and (C, A) are uncontrollable and unobservable, respectively. However, our results in Theorem 3.1 and Theorem 3.2 are still eective. To better understand this point, let us consider the following example. Example 4.2. Consider the following system described by { x = Ax + Bu + (x, u) , y = Cx, where x = R3 and

Obviously, the matrix pair (A, B) is uncontrollable and (C, A) is unobservable. According to Example 4.1, we know that (x, u) is not a Lipschitz function. However, it does obey the quasi-one-sided Lipschitz condition (2.4) for the matrix P of the form (4.18) by taking M = 0. Apparently, if the control u = 0, the system is unstable, so it needs to design the control law in order to stabilize the system. First, by solving the linear matrix inequality (3.9) in Theorem 3.1, we arrive at 1.1357 0.1739 0 [ ] , W = 1.6610 1.6610 5.8135 , 0 Q = 0.1739 0.4920 0 0 1.6610 9

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0.4618 L = P 1 R = 1.0491 . 15.4141

1 1 1 A = 0 2 1 , 0 0 3 [ ]T 0 0 1 , B = [ ] 0 0 1 , C = ]T [ 1 3 (x, u) = . 0 0 x3

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4 3 2

real value of state x1 estimation of state x1

2 1 0

real value of state x

estimation of state x2

1 0 1 0 2 4 6 8 10 1 2 0

10

time (sec)

time (sec)

5 4 3 2 1 0

real value of state x3 estimation of state x3

2.5 norm of the estimation error 2 1.5 1 0.5

1 0

Fo
2 4

10

0 0

10

time (sec)

time (sec)

Figure 4.4: The simulation result via output feedback and 0.3290 0 . 2.1487 0 0 0.6020

P = Q1

Hence the gain matrix of the state feedback controller is given by [ ] K = W Q1 = 2.0926 4.1154 3.5000 . [ ]T The simulation result of the corresponding closed-loop system with the initial condition x (0) = 1 0.8 2 is given in Figure 4.3, which shows that the zero solution of the closed-loop system is asymptotically stable. On the other hand, solving the linear matrix inequality (3.14) results in 0.9877 0.3218 0 0.6659 , R = 0.3181 , 0 P = 0.3218 0.6400 0 0 1.6610 5.8135 and 1 L = P 1 R = 1 . 3.5

[ ]T The simulation result of the output feedback control with the initial condition x (0) = 3.5 0 1.5 [ ]T is plotted in Figure 4.4, from which we can see that all of the real states and and x (0) = 3 2 0.5 the estimate states converge to zero asymptotically. Meanwhile, the estimate error vanishes exponentially as proved in Theorem 3.2. The last example is devoted to illustrate that our proposed method is eective for an important class of the Lipschitz nonlinear systems, which exist widespread in practice. This example deals with the triangular Lipschitz nonlinear system studied in [19] and [23]. Example 4.3. Consider a simple inverted pendulum model which describes the mechanics of the limb movement by the following state space representation: = , (4.19) = u + mgl sin , . J y = , 10

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0.9309 = 0.3290 0

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120 100 80 60 40 20 0 0 10 20 30 40 50
time (sec)

the angular position

60

70

80

90

100

2 1.5 1 0.5 0 0

the angular velocity

10

20

30

40

50
time (sec)

60

70

80

90

100

Figure 4.5: The inverted pendulum system with the control u = 0. where is the angular position, is the angular velocity, J represents inertia of the pendulum, m is the mass of the pendulum, g is acceleration of gravity, and l is the length from the pivot center to pendulums center of mass. Taking the state x = [x1 x2 ] as x1 = , x2 = , the system (4.19) can be described by (2.1) with an appropriate parameter, where

Fo
T

rP
[ 0 1 ]

ee
,C = [

[ A=

0 1 0 0

] ,B =

1 0

, (x, u) =

0 0.5 sin x1

]T

Here, the Lipschitz constant r is 0.5. For the inverted pendulum system model, we are interested in the case that the state x1 is small enough to]satises that x1 sin x1 > 0, i.e., < x1 < . Hence, for 2 2 [ d T any positive-denite matrix P = , with d, , are all positive numbers, and x = [x1 x2 ] , T x = [1 x2 ] , we have x P (x, u) P (, u) , x x = r(sin x1 sin x1 )(x1 x1 ) + r(sin x1 sin x1 ) (x2 x2 )) x ] r [ r(x1 x1 )2 + (x1 x1 )2 + (x2 x2 )2 2 T = (x x) M (x x),

where

) [ ( r + 2 M= 0

Thus, (x, u) satises locally the quasi-one-sided Lipschitz condition (2.4). Using our approach, after solving the inequality (3.7), we obtain the following solution: [ ] [ ] 3 0.1 P = , K = 3 4 . 0.1 0.6 Further, note that the matrix M is a linear representation of matrix P , solving the linear matrix inequality (3.14) results in: [ ] [ ] 59.1492 27.2996 37.5370 P = , R= , 27.2996 45.4994 59.1492 and

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rR
11

ev
0
r 2

iew
] .

(4.20)

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1.2 1 0.8 0.6 0.4 0.2

real value of state x

real value of state x

estimation of state x!

0.5

estimation of state x2

0.5

1 0 0.2 0 1.5 0

10

10

time (sec)

time (sec)

Figure 4.6: The simulation result via output feedback control

1.4 norm of the estimation reeor 1.2 1 1 0 1 2 3 4 8 10 5 0 2 4 6 time (sec) 8 10 2 the control effort of u

The simulation results for regulating the states of the inverted pendulum system (4.19) to zeros are T shown in Figure 4.6 and Figure 4.7 with the initial values x(0) = [0.2 0.5] and x(0) = [0.1 1.5]T . Figure 4.6 shows the pendulum angular position, angular velocity, and their estimates. Figure 4.7 shows the estimate error of the states and the control eort. Comparing the Figure 4.6 with Figure 4.5, it is clear to see that, under the output feedback control, the two states of the pendulum converge to zero rapidly; whereas, without control, the states are divergence. Also, the convergence of the estimated states to their true values and the corresponding control eort are observed in Figure 4.7.

Fo
0.8 0.6 0.4 0.2

rP
2 4 6
time (sec)

0 0

Figure 4.7: The estimation error and the control eort.

ee
L=P
1

R=

1.7074 2.3245

] .

rR

ev

iew

Conclusions

In this paper, the full-state feedback control and the output feedback control problems of quasi-one-sided Lipschitz nonlinear systems, which is a general version of the classical Lipschitz nonlinear systems, are investigated. We provide sucient conditions for the existence of a linear full-state feedback controller and a dynamical output feedback controller. The controller synthesis approaches based on a set of linear matrix inequalities makes the design process simple and tractable. Generally, separation principle usually does not hold for nonlinear systems. However, for the class of nonlinear systems considered in this paper, by using the proposed linear full-state feedback controller and the proposed nonlinear observer, we show that the separation principle holds; that is, the same gain matrix obtained in the design of the linear fullstate feedback controller can be used together with the estimated state that obtained from the proposed observer. Besides, note that a Lipschitz nonlinear function with Lipschitz constant must be a quasione-sided Lipschitz nonlinear function with a corresponding constant matrix M = max (P )In for any n n positive-denite matrix P and systems with Lipschitz nonlinearity are common in many practical applications, the nonlinear systems considered in this paper cover a fairly large number of systems in practice. Furthermore, the design schemes presented in this work are still available even if the parameter matrix pairs (A, B) and (C, A) are uncontrollable or unobservable. 12

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We would like to emphasize here that the conditions presented in our work for both the full-state feedback and output feedback stabilization are all sucient conditions, in view of this, there are some challenging problems to be addressed in the future. For example, how to verify these two sucient conditions is not a trivial problem. In addition, how to verify a nonlinear system, which is not Lipschitz, to be a quasi-one-sided Lipschitz nonlinear system is still an open problem, especially for physical systems in practice, this also constitutes our future work.

References
[1] [2] [3] [4] [5] [6] [7] [8] [9] V. Andrieu, L. Praly. A unifying point of view on output feedback designs for global asymptotic stabilization. Automatica, 2009, 45: 1789-1798. Raghavan S., Hedrick J. K.. Observer design for a class of nonlinear systems. Int. J. Control. 1994, 59: 515528. Rajamani R.. Observer for Lipschitz nonlinear systems. IEEE Trans. Autom. Control, 1998, 43: 397401. Rajamani R., Chao Y. M.. Existence and design of observers for nonlinear systems: relation to distance to unobservability. Int. J. Control, 1998, 69: 717731. Thau F. E.. Observing the state of nonlinear dynamic systems. Int. J. Control. 1998, 17: 471480. C. Aboky G. Sallet and J.-C.Vivalda. Observers for Lipschitz non-linear systems. Int. J. Control, 2002, 75(3): 204-212 G. Lu, D. W. C. HO. Full-order and Reduced-order Observers for Lipschitz Descriptor Systems. IEEE Trans. Circuits Syst., 2006, 2(53): 563-567. Gerhard Kreisselmeier and Robert Engel. Nonlinear Observers for Autonomous Lipschitz Continuous Systems. IEEE Trans. Aotoma. Control, 2003, 48(3): 451-463. Zhu F., Han Z.. A note on observers for Lipschitz nonlinear systems. IEEE Trans. Autom. Control, 2002, 47: 17511754.

[10] Qiao Zhu, Guangda Hu. Stability Analysis for Uncertain Nonlinear Time-daly Systems with Quasione-sided Lipschitz Condition. Acta Automatica Sinca, 2009, 35(7): 1006-1009. [11] Zak S. H.. On the Stabilization and Observation of nonlinear dynamic systems. IEEE Trans. Autom. Control, 1990, 35: 604607. [12] Guangda Hu. Observers for one-sided Lipschitz non-linear systems. IMA Journal of Mathematical Control and Information, 2006, 23: 395-401. [13] Yanbin Zhao, Jian Tao, and Ning-Zhong Shi, A note on observer design for one-sided Lipschitz nonlinear systems. Systems & Control Letters, 2010, 59: 66-71. [14] Mingyue Xu, Guangda Hu and Yanbin Zhao.. Reduced-order observer design for one-sided Lipschitz non-linear systems. IMA Journal of Mathematical Control and Information, 2009, 26: 299-317. [15] Dekker K, Verwer J. G.. Stability of Runge-Kutta Methods for Sti Nonlinear Dierential Equations. Amsterdam: North-Holland, 1984. [16] Guangda Hu. A note on observer for one-sided Lipschitz non-linear systems. IMA Journal of Mathematical Control and Information, 2008, 25: 297-303. [17] Prabhakar R. Pagilla and Yongliang Zhu. Controller and Observer Design for Lipschitz Nonlinear Systems. Proceeding of the 2004 American Control Conference Boston. Massachusetts June 30 -July 2, 2004, 2379-2384.

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[18] Yu F., Su H. Y., and Chu J.. H Control for Lipschitz Nonlinear Systems via Output Feedback. Proceedings of the 3nd World Congress on Intelligent Control and Automaton, 2000, 3456-3460. [19] Choi H. L., Lim J. T.. Output Feedback Stabilization for a Class of Lipschitz Nonlinear Systems[J]. IEICE Trans. Fundamentals. 2005, 2: 602-605. [20] Fu Qin. Feedback Control for Nonlinear Systems with Quasi-one-sided Lipschitz Condition. Proceedings of the 29th Chinese Control Conference July 29-31, 2010, Beijing, China, 309-311. [21] S.P. Boyd, L.E. Ghaoui, E. Feron, and V. Balakrishnan. Linear Matrix Inequalities in System and Control Theory, SIAM, Philadelphia, 1994. [22] Hassian K. Khalil. Nonlinear systems. Prentice Hall Upper Saddle River. NJ07458. 2002. 84-85. [23] Zemouche A., Boutayeb M. and Bara. G. I.. Observers for a class of Lipschitz system with extension to H1 performance analysis. System and Control Letters, 2008, 57: 18-27.

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