Discrete-Time Linear Systems: Theory and Design with Applications PDF
Preview Discrete-Time Linear Systems: Theory and Design with Applications
Discrete-Time Linear Systems Guoxiang Gu Discrete-Time Linear Systems Theory and Design with Applications 123 GuoxiangGu DepartmentofElectricaland ComputerEngineering LouisianaStateUniversity ElectricalEngineeringBuilding BatonRouge,LA USA ISBN978-1-4614-2280-8 e-ISBN978-1-4614-2281-5 DOI10.1007/978-1-4614-2281-5 SpringerNewYorkDordrechtHeidelbergLondon LibraryofCongressControlNumber:2012930050 ©SpringerScience+BusinessMedia,LLC2012 Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewritten permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY10013, USA),except forbrief excerpts inconnection with reviews orscholarly analysis. Usein connectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware, orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden. Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyare notidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubject toproprietaryrights. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) To myfamilyandfriends Preface Linearsystemtheoryandoptimalestimationandcontrolaretaughtatthegraduate level in many universities. This book is written primarily for graduate students in electrical engineering who specialize in control. Yet, the mathematical theory appliesnotonlytofeedbackcontrolsystemsbutalsotocommunicationandsignal processing. Indeed, from two decades of my teaching in the advanced digital control class at LSU, I found that whenever I introduced applications to digital communications and signal processing such as equalization and precoding, more graduate students came to attend my class. Teaching of this new application stimulated more interests from students. Control students were eager to learn applicationsofcontroltheorytocommunicationsthathadmoreactionsinthehigh- tech boom time, while students from communication and signal processing saw thenewprosectofthemathematicalsystemtheoryintheirspecializedarea.These observationsmotivatedmetoseriouslyconsiderexpansionofmyteachingmaterial toincludenewapplicationsotherthanfeedbackcontrol.However,itisalsotruethat controlandcommunicationseldominteractinthelastcentury,inspiteofbeingtwo ofthemostsuccessfulareasinengineeringsystemdesign.Thetwoareasaremore orlessisolatedfromeachotherintermsofteachingandresearch. Two major technological developments, namely, wireless communications and the Internet, in the last decade have changed the aforementioned isolatory phe- nomenon. Because of the existence of multipath and fading, the dynamic and random behaviors of the wireless channel cannot be ignored. And because of the multiusernatureforInternet,thecommunicationchannelissharedbymorethanone user. As such, the emergenceof the wireless Internethasbroughtin designissues for dynamic multivariable communication systems. On the other hand, wireless communications and Internet have made remote and networked control systems possible, in which feedbackcontrollersand physicalprocesses are situated in two different locations and connected via wireless channels or Internet. Therefore, communication issues also need be addressed in control system design. It is felt strongly by this author that a unified approach is necessary to design of optimal MIMO dynamic systems in both control and communications. This text provides a platform for graduate students and researchers in these two different areas to vii viii Preface study and work together. Such multidisciplinary interactions will greatly benefit eachotherandfurtheradvancetheresearchfrontierinengineeringsystemdesign. This text is focused on system and control theory with applications to design of feedbackcontrolsystemsand the signalprocessingaspectof the design issues. It is written for the first or second year graduate students, who are interested in generalareasofcontrol,orcommunications,andsignalprocessing.Thereadersare assumed to have some basic knowledge on random processes and linear algebra, and have taken some basic undergraduate courses in discrete-time control, or digital communications and digital signal processing from electrical engineering. The appendicesprovidea quickreviewforthe requiredmathematicalbackground materials. Students are encouraged to read the related texts to strengthen their backgroundknowledge. Thisbookconsistsoftwoparts.Thefirstpartpresentslinearsystemtheoryand theoryofoptimalestimationandoptimalcontrolforlinearsystems. State spaceis themainsubjectthatprovidesnotonlythemathematicalinsightintothestructureof linearsystemsbutalsothecomputationaltoolforobtainingthesolutiontooptimal estimationandoptimalcontrol.Thesecondpartpresentsthedesignmethodologyfor linearsystemswithfeedbackcontrolanddatacommunicationsasapplicationareas. The design issues in modeling, system identification, channel estimation, symbol detectionindatacommunications,anddisturbancerejectioninfeedbackcontrolare addressedbasedonthetheoriesfromthefirstpart. It is observed by this author that design has been overlooked for the past two decadesin engineeringcurriculaatthe graduatelevel.While coursesonadvanced research topics are important in training graduate students, the lack of design experienceforgraduatestudentsmayweakenthequalityofourresearchprograms. This text represents an effort to teach engineering system design at the graduate level, in hope to bring design into the graduate curriculum. The author welcomes anycommentsandsuggestionsregardingthematerialsinthistext. BatonRouge,LA GuoxiangGu Acknowledgments In writing this textbook,I receiveda lot of help from many people.The two who helpedthe mostare JohnBaillieul and Andre´ Tits. Johnallowed me to step down inthemiddleofthesecondappointmentfromthejobofAssociateEditorforSIAM Journal for Control and Optimization, while Andre´ reduced my workload as an AssociateEditorforAutomatica.Bothjournalsarepremiumcontroljournals.Iam really happy that I have worked with these two extraordinary people. I am also indebtedtomanyotherpeople,includingRobertBitmead,XirenCao,andPramod Khargonkar. Istartedwritingthisbookmorethan7yearsago.Manyofmygraduatestudents read its early drafts and helped me to revise and polish the book. Among them, I especially want to mention Jianqiang He, whose valuable inputs are crucial for improvingthecontentsofthebook.OthergraduatestudentsincludeHeshemBadr, EhabBadran,LijuanLi,andZhongshanWu,whosePh.D.dissertationscontribute tothistextbookinvariousforms. I would like to thank Jie Chen, Li Qiu, and Kemin Zhou for the long-lasting friendshipovertwodecades.Theirhelpandencouragementareextremelyvaluable tome.Inaddition,myfamilyhasputupwithmewithgreatpatience.Mychildren actuallylearnedhowtohaveweekendswithoutme. Finally, I would like to thank Steve Elliot, Merry Stuber, and Alison Waldron fromSpringerwhohelpedtospeedupthewritingofthisbook. ix
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