NoNliNear CoNtrol UNder NoNCoNstaNt delays DC25_Bekiaris-Liberis-KrsticFM.indd 1 7/26/2013 9:26:54 AM Advances in Design and Control SIAM’s Advances in Design and Control series consists of texts and monographs dealing with all areas of design and control and their applications. Topics of interest include shape optimization, multidisciplinary design, trajectory optimization, feedback, and optimal control. The series focuses on the mathematical and computational aspects of engineering design and control that are usable in a wide variety of scientific and engineering disciplines. Editor-in-Chief Ralph C. Smith, North Carolina State University Editorial Board Athanasios C. Antoulas, Rice University Michel C. Delfour, University of Montreal Siva Banda, Air Force Research Laboratory Max D. Gunzburger, Florida State University Belinda A. Batten, Oregon State University J. William Helton, University of California, San Diego John Betts, The Boeing Company (retired) Arthur J. Krener, University of California, Davis Stephen L. Campbell, North Carolina State University Kirsten Morris, University of Waterloo Series Volumes Bekiaris-Liberis, Nikolaos and Krstic, Miroslav, Nonlinear Control Under Nonconstant Delays Osmolovskii, Nikolai P. and Maurer, Helmut, Applications to Regular and Bang-Bang Control: Second-Order Necessary and Sufficient Optimality Conditions in Calculus of Variations and Optimal Control Biegler, Lorenz T., Campbell, Stephen L., and Mehrmann, Volker, eds., Control and Optimization with Differential-Algebraic Constraints Delfour, M. C. and Zolésio, J.-P., Shapes and Geometries: Metrics, Analysis, Differential Calculus, and Optimization, Second Edition Hovakimyan, Naira and Cao, Chengyu, L Adaptive Control Theory: Guaranteed Robustness with Fast Adaptation 1 Speyer, Jason L. and Jacobson, David H., Primer on Optimal Control Theory Betts, John T., Practical Methods for Optimal Control and Estimation Using Nonlinear Programming, Second Edition Shima, Tal and Rasmussen, Steven, eds., UAV Cooperative Decision and Control: Challenges and Practical Approaches Speyer, Jason L. and Chung, Walter H., Stochastic Processes, Estimation, and Control Krstic, Miroslav and Smyshlyaev, Andrey, Boundary Control of PDEs: A Course on Backstepping Designs Ito, Kazufumi and Kunisch, Karl, Lagrange Multiplier Approach to Variational Problems and Applications Xue, Dingyü, Chen, YangQuan, and Atherton, Derek P., Linear Feedback Control: Analysis and Design with MATLAB Hanson, Floyd B., Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation Michiels, Wim and Niculescu, Silviu-Iulian, Stability and Stabilization of Time-Delay Systems: An Eigenvalue- Based Approach Ioannou, Petros and Fidan, Barı¸s, Adaptive Control Tutorial Bhaya, Amit and Kaszkurewicz, Eugenius, Control Perspectives on Numerical Algorithms and Matrix Problems Robinett III, Rush D., Wilson, David G., Eisler, G. Richard, and Hurtado, John E., Applied Dynamic Programming for Optimization of Dynamical Systems Huang, J., Nonlinear Output Regulation: Theory and Applications Haslinger, J. and Mäkinen, R. A. E., Introduction to Shape Optimization: Theory, Approximation, and Computation Antoulas, Athanasios C., Approximation of Large-Scale Dynamical Systems Gunzburger, Max D., Perspectives in Flow Control and Optimization Delfour, M. C. and Zolésio, J.-P., Shapes and Geometries: Analysis, Differential Calculus, and Optimization Betts, John T., Practical Methods for Optimal Control Using Nonlinear Programming El Ghaoui, Laurent and Niculescu, Silviu-Iulian, eds., Advances in Linear Matrix Inequality Methods in Control Helton, J. William and James, Matthew R., Extending H∞ Control to Nonlinear Systems: Control of Nonlinear Systems to Achieve Performance Objectives DC25_Bekiaris-Liberis-KrsticFM.indd 2 7/26/2013 9:26:54 AM NoNliNear CoNtrol UNder NoNCoNstaNt delays Nikolaos Bekiaris-liberis University of California at San Diego La Jolla, California Miroslav Krstic University of California at San Diego La Jolla, California Society for Industrial and Applied Mathematics Philadelphia DC25_Bekiaris-Liberis-KrsticFM.indd 3 7/26/2013 9:26:54 AM Copyright © 2013 by the Society for Industrial and Applied Mathematics 10 9 8 7 6 5 4 3 2 1 All rights reserved. Printed in the United States of America. No part of this book may be reproduced, stored, or transmitted in any manner without the written permission of the publisher. For information, write to the Society for Industrial and Applied Mathematics, 3600 Market Street, 6th Floor, Philadelphia, PA 19104-2688 USA. Trademarked names may be used in this book without the inclusion of a trademark symbol. These names are used in an editorial context only; no infringement of trademark is intended. MATLAB is a registered trademark of The MathWorks, Inc. For MATLAB product information, please contact The MathWorks, Inc., 3 Apple Hill Drive, Natick, MA 01760-2098 USA, 508-647-7000, Fax: 508-647-7001, [email protected], www.mathworks.com. Library of Congress Cataloging-in-Publication Data Bekiaris-Liberis, Nikolaos. Nonlinear control under nonconstant delays / Nikolaos Bekiaris-Liberis, University of California at San Diego, La Jolla, California, Miroslav Krstic, University of California at San Diego, La Jolla, California. pages cm -- (Advances in design and control ; 25) Includes bibliographical references and index. ISBN 978-1-611973-17-4 1. Automatic control. I. Krstic, Miroslav. II. Title. TJ213.B4175 2013 629.8’312--dc23 2013020352 is a registered trademark. DC25_Bekiaris-Liberis-KrsticFM.indd 4 7/26/2013 9:26:54 AM Bekiaris (cid:2) (cid:2) 2013/8/13 pagev (cid:2) (cid:2) Contents Preface ix 1 Introduction 1 1.1 DelaySystems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 ControlviaDelayCompensation . . . . . . . . . . . . . . . . . . . . . . . 2 1.3 Varyingvs. ConstantDelays . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.4 FuturePaths. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.5 OrganizationoftheBook . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.6 SpacesandSolutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 I ConstantDelays 9 2 LinearSystemswithInputandStateDelays 11 2.1 PredictorFeedbackDesignforSystemswithInputDelay . . . . . . . 12 2.2 Strict-FeedbackSystemswithDelayedIntegrators . . . . . . . . . . . . 19 2.3 AdaptiveControlofFeedforwardSystemswithUnknownDelays. . 35 2.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 3 LinearSystemswithDistributedDelays 51 3.1 SystemswithKnownPlantParameters . . . . . . . . . . . . . . . . . . . 51 3.2 AdaptiveControlforSystemswithUncertainPlantParameters . . . 70 3.3 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82 4 Application: AutomotiveCatalysts 87 4.1 ModelDevelopment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 4.2 AnalysisoftheModelunderaSquareWaveAir-to-FuelRatioInput. 92 4.3 Observer-BasedOutputFeedback . . . . . . . . . . . . . . . . . . . . . . . 96 4.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102 5 NonlinearSystemswithInputDelay 105 5.1 NonlinearPredictorFeedbackDesignforConstantDelay . . . . . . . 105 5.2 NonlinearInfinite-DimensionalBacksteppingTransformation . . . . 106 5.3 Lyapunov-BasedStabilityAnalysis . . . . . . . . . . . . . . . . . . . . . . 108 5.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 v (cid:2) (cid:2) (cid:2) (cid:2) Bekiaris (cid:2) (cid:2) 2013/8/13 pagevi (cid:2) (cid:2) vi Contents II Time-VaryingDelays 115 6 LinearSystemswithTime-VaryingInputDelay 117 6.1 PredictorFeedbackDesignforTime-VaryingInputDelay . . . . . . . 117 6.2 StabilityAnalysisforTime-VaryingDelays . . . . . . . . . . . . . . . . . 120 6.3 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128 7 Robustness of Linear Constant-Delay Predictors to Time-Varying Delay Perturbations 129 7.1 RobustnesstoTime-VaryingPerturbationforLinearSystems. . . . . 129 7.2 ATeleoperation-LikeExample . . . . . . . . . . . . . . . . . . . . . . . . . 137 7.3 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 8 NonlinearSystemswithTime-VaryingInputDelay 141 8.1 NonlinearPredictorFeedbackDesignforTime-VaryingDelay . . . . 141 8.2 StabilityAnalysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144 8.3 StabilizationoftheNonholonomicUnicyclewithTime-Varying Delay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151 8.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 9 Nonlinear Systems withSimultaneous Time-Varying Delays on theInput andtheState 155 9.1 Predictor Feedback Design for Systems with Both Input and State Delays. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155 9.2 StabilityAnalysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157 9.3 Simulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168 9.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169 III State-DependentDelays 171 10 PredictorFeedbackDesignWhentheDelayIsaFunctionoftheState 173 10.1 NonlinearPredictorFeedbackDesignforState-DependentDelay . . 173 10.2 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176 11 StabilityAnalysisforForward-CompleteSystemswithInputDelay 179 11.1 StabilityAnalysisforForward-CompleteNonlinearSystems . . . . . 179 11.2 Example: Nonholonomic UnicycleSubject toDistance-Dependent InputDelay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190 11.3 GlobalStabilization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192 11.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193 12 StabilityAnalysisforLocally Stabilizable SystemswithInputDelay 195 12.1 StabilityAnalysisforLocallyStabilizableNonlinearSystems . . . . . 195 12.2 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204 13 NonlinearSystemswithStateDelay 207 13.1 ProblemFormulationandControllerDesign . . . . . . . . . . . . . . . 207 13.2 StabilityAnalysisforForward-CompleteSystems . . . . . . . . . . . . 208 13.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216 13.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219 (cid:2) (cid:2) (cid:2) (cid:2) BekiarisK (cid:2) (cid:2) 2013/8/13 pagevii (cid:2) (cid:2) Contents vii 14 Robustness of Nonlinear Constant-Delay Predictors to Time- and State- DependentDelayPerturbations 221 14.1 Robustness to Time- and State-Dependent Delay Perturbations for NonlinearSystems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221 14.2 Example: ControlofaDCMotoroveraNetwork . . . . . . . . . . . . 230 14.3 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231 14.4 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241 15 State-DependentDelaysThatDependonDelayedStates 243 15.1 PredictorFeedbackunderInputDelays . . . . . . . . . . . . . . . . . . . 243 15.2 StabilityAnalysisunderInputDelays . . . . . . . . . . . . . . . . . . . . 246 15.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252 15.4 StabilizationunderStateDelays . . . . . . . . . . . . . . . . . . . . . . . . 253 15.5 NotesandReferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 A BasicInequalities 265 B Input-to-OutputStability 267 C LyapunovStability,Forward-Completeness,andInput-to-StateStability 273 C.1 LyapunovStabilityand(cid:2) Functions. . . . . . . . . . . . . . . . . . . . 273 ∞ C.2 Forward-Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277 C.3 Input-to-StateStability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277 D ParameterProjection 283 Bibliography 287 Index 299 (cid:2) (cid:2) (cid:2) (cid:2) BekiarisK (cid:2) (cid:2) 2013/8/13 pageix (cid:2) (cid:2) Preface Considerthetimeperiodsrequired • foradrivertoreactinresponsetolargedisturbancesinroadtraffic; • forasignalsentfromHoustontoreachasatelliteinorbit; • foracoolanttobedistributedamongallair-conditionersinaresidentialbuilding; • forajobtobeexecutedonaserver; • foracelltoreachacertainmaturationlevel; • forarelativisticparticletofeeltheelectromagneticforcefromanotherparticle; • foracuttingtooltoperformtwosucceedingcuts. Thecommonattributeofallthesetimeperiodsisthattheydonotremainconstant. Anotherfeatureincommontothedynamicsoftrafficflow,coolingsystems,networks andqueuingsystems,populationgrowth,andcuttingprocessesisthattheyareallnonlin- ear. Althoughaplethoraoftechniquesexistforthecontrolofnonlinearsystemswithout delays,controldesignfornonlinearsystemsinthepresenceoflongdelayswithlargeand rapidvariationintheactuationorsensingpath,ordelaysaffectingtheinternalstatesofa system,introducessignificantfeedbackdesignchallengesthathave,heretofore,remained largelyuntackled. Inthisbookwepresentsystematicdesigntechniquesapplicabletogeneralnonlinear systemswithlong,nonconstantdelays. Whilethereisanearlyinexhaustiblenumberof combinationsin whichoneormultipledelays(as wellasdiscreteordistributed delays) can enter a dynamical system, we focus our attention on problems with input delays. Arguably, ifthesystem hasonlyasinglediscretedelay, thecase wherethedelayaffects theinput(ratherthansomeofthestatecomponentsthatappearonthesystemmodel’s right-handside)isthemostchallengingcaseforcontrol,andinparticularforstabilization. Hence,ourfocusoninputdelayproblemsiswithoutmuchlossofgenerality. InODEsystemswithinputdelays,theoverallstateofthedynamicalsystemconsists ofthevectorstateoftheODEandthefunctionalstateoftheinputdelay. (Ifthedelayis nonconstant,thesupportofthefunctionalpartofthestateisnonconstantaswell.) Fora problemwithsucha(relatively)“unusual”state,thecontroldesigncanbeapproached—in principle—inanabstractsettingwheretheparticularstructureofthesystemandofthe stateisdeemphasizedandthedesignisperformedinanabstractinfinite-dimensionalset- ting.However,atpresent,methodsthatfitsuchanabstractapproachexistonlywhenthe ODEplantislinear(andwhenthedelayisconstant),butnotwhentheplantisnonlinear. To develop designs that are applicable to both linear and nonlinear plants, a much morestructure-specific approach isneeded. Thisapproach exploits thestructureofthe ix (cid:2) (cid:2) (cid:2) (cid:2)