Compensatability and optimal compensation of systems with white parameters in the delta domain
Willigenburg, L.G. van; Koning, W.L. de - \ 2010
International Journal of Control 83 (2010)12. - ISSN 0020-7179 - p. 2546 - 2563.
optimal projection equations - order dynamic compensation - discrete-time-systems - reduced-order - stochastic parameters - linear-systems - noise
Using the delta operator, the strengthened discrete-time optimal projection equations for optimal reduced-order compensation of systems with white stochastic parameters are formulated in the delta domain. The delta domain unifies discrete time and continuous time. Moreover, when formulated in this domain, the efficiency and numerical conditioning of algorithms improves when the sampling rate is high. Exploiting the unification, important theoretical results, algorithms and compensatability tests concerning finite and infinite horizon optimal compensation of systems with white stochastic parameters are carried over from discrete time to continuous time. Among others, we consider the finite-horizon time-varying compensation problem for systems with white stochastic parameters and the property mean-square compensatability (ms-compensatability) that determines whether a system with white stochastic parameters can be stabilised by means of a compensator. In continuous time, both of these appear to be new. This also holds for the associated numerical algorithms and tests to verify ms-compensatability. They are illustrated with three numerical examples that reveal several interesting theoretical and numerical issues. A fourth example illustrates the improvement of both the efficiency and numerical conditioning of the algorithms. This is of vital practical importance for digital control system design when the sampling rate is high
Linear systems theory revisited
Willigenburg, L.G. van; Koning, W.L. de - \ 2008
Automatica 44 (2008)7. - ISSN 0005-1098 - p. 1686 - 1696.
discrete-time-systems - weighting patterns - controllability - realization
This paper investigates and clarifies how different definitions of reachability, observability, controllability, reconstructability and minimality that appear in the control literature, may be equivalent or different, depending on the type of linear system. The differences are caused by (1) whether or not the linear system has state dimensions that vary with time (2) bounds on the time axis of the linear system (3) whether or not the initial state is non-zero and (4) whether or not the system is time invariant. Also (5) time-reversibility of systems plays a role. Discrete-time linear strictly proper systems are considered. A recently published result is used to argue that all the results carry over to continuous time. Out of the investigation two types of definitions emerge. One type applies naturally to systems with constant dimensions while the other applies naturally to systems with variable dimensions. This paper reveals that time-varying (state) dimensions that are allowed to be zero are necessary to obtain equivalence between minimality and (weak) reachability together with observability at the systems level. Besides their theoretical significance the results of this paper are of practical importance for model reduction and control of time-varying discrete-time linear systems because they result in minimal realizations with smaller dimensions that are also computed more easily.