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The focus of this paper is the connection between two foundational areas of LTI systems theory: geometric control and eigenstructure assignment. In particular, we study the properties of the null-spaces of the reachability matrix pencil and of the Rosenbrock system matrix, which have been extensively used as two computational building blocks for the calculation of pole placing state feedback matrices and pole placing friends of output-nulling subspaces. Our objective is to show that the subspaces in the chains of kernels obtained in the construction of these feedback matrices interact with each other in ways that are entirely independent from the choice of eigenvalues. So far, these chains of subspaces have only been studied in the case of stationarity. In this case, it is known that these chains converge to the classic Kalman reachable subspace for the reachability matrix pencil and to the largest reachability subspace in the case of the Rosenbrock matrix, respectively. Here we are interested in showing that even before stationarity has been reached, the partial chains are linked to structural properties of the system, and are therefore independent of the closed-loop eigenvalues that we wish to assign. We further characterize these subspaces by investigating the notion of largest subspace on which it is possible to assign the closed-loop spectrum (possibly maintaining the output at zero) without resorting to non-trivial Jordan forms.

This paper investigates the disturbance decoupling problem by dynamic output feedback in the general case of systems with possible input-output feedthrough matrices. In particular, we aim to extend the geometric condition based on self-boundedness and self-hiddenness, which as is well-known enables to solve the decoupling problem without requiring eigenspace computations. We show that, exactly as in the case of zero feedthrough matrices, this solution maximizes the number of assignable eigenvalues of the closed-loop. Since in this framework we are allowing every feedthrough matrix to be non-zero, an issue of well-posedness of the feedback interconnection arises, which affects the way the solvability conditions are structured. We show, however, that the further solvability condition which originates from the problem of well-posedness is well-behaved in the case where we express such condition in terms of self bounded and self hidden subspaces.

This paper studies the disturbance decoupling problem by dynamic output feedback with required closed-loop stability, in the general case of nonstrictly-proper systems. We will show that the extension of the geometric solution based on the ideas of self boundedness and self hiddenness, which is the one shown to maximize the number of assignable eigenvalues of the closed-loop, presents structural differ- ences with respect to the strictly proper case. The most crucial aspect that emerges in the general case is the issue of the well-posedness of the feedback interconnection, which obviously has no counterpart in the strictly proper case. A fundamental property of the feedback interconnection that has so far remained unnoticed in the literature is investigated in this paper: the well-posedness condition is decoupled from the remaining solvability conditions. An important consequence of this fact is that the well-posedness condition written with respect to the supremal output nulling and infimal input containing subspaces does not need to be modified when we consider the solvability conditions of the problem with internal stability (where one would expect the well-posedness condition to be expressed in terms of supremal stabilizability and infimal detectability subspaces), and also when we consider the solution which uses the dual lattice structures of Basile and Marro.

In this paper we lay the foundations of a not necessarily rational negative imaginary systems theory and its relations with positive real systems theory and, hence, with passivity. In analogy with the theory of positive real functions, in our general framework, negative imaginary systems are defined in terms of a domain of analyticity of the transfer function and of a sign condition that must be satisfied in such domain. In this way, on the one hand, our theory does not require to restrict the attention to systems with rational transfer function and, on the other hand | just by suitably selecting the domain of analyticity to be either the right half complex plane or the complement of the unit disc in the complex plane | we particularize our theory to both continuous-time and to discrete-time systems. Indeed, to the best of our knowledge, this is first time that discrete-time negative imaginary systems are studied in the literature. In this work, we also aim to provide a unitary view of the different notions that have appeared so far in the literature within the framework of positive real and in the more recent theory of negative imaginary systems, and to show how these notions are characterized and linked to each other. A stability analysis result for the interconnection of discrete-time systems is also derived.

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient constructive conditions are given to deliver a monotonic step response from all initial conditions. This method is developed for multi-input multi-output (MIMO) systems, and can be applied to square and non-square systems, strictly proper and non-strictly proper systems, and, importantly, also minimum and non-minimum phase systems. The framework proposed here shows that for MIMO LTI systems the objectives of achieving a rapid settling time, while at the same time avoiding overshoot and/or undershoot, are not necessarily competing objectives., Comment: arXiv admin note: text overlap with arXiv:1402.5181

The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the discrete-time generalised Riccati equation, but, differently from the discrete case, to date the importance of this equation in the context of optimal control is yet to be understood. This note addresses this point. We show in particular that when the continuous-time generalised Riccati equation admits a symmetric solution, the corresponding linear-quadratic (LQ) problem admits an impulse-free optimal control.

This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In particular, an analysis on the eigen- structure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalised discrete algebraic Riccati equation are coin- cident. This subspace is the key to derive a decomposition technique for the generalised Riccati difference equation that isolates its nilpotent part, which becomes constant in a number of steps equal to the nilpotency index of the closed-loop, from another part that can be computed by iterating a reduced-order generalised Riccati difference equation.

This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation and the output-nulling subspaces of the underlying system and the corresponding reachability subspaces. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem, which is reflected in the generalised eigenstructure of the corresponding extended symplectic pencil. In establishing themain results of this paper, several ancillay problems on the discrete Lyapunov equation and spectral factorisation are also addressed and solved.