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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 analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to stabilize the system in the related optimal control problem even in cases where the Riccati equation does not admit a stabilizing solution.

In this paper, we address a general eigenstructure assignment problem where the objective is to distribute the closed-loop modes over the components of the system outputs in such a way that, if a certain mode appears in a given output, it is unobservable from any of the other output components. By linking classical geometric control results with the theory of combinatorics, we provide necessary and sufficient conditions for the solvability of this problem, herein referred to as state-to-output decoupling, under very mild assumptions. We propose solvability conditions expressed in terms of the dimensions of suitably defined controlled invariant subspaces of the system. In this way, the solvability of the problem can be evaluated a priori, in the sense that it is given in terms of the problem/system data. Finally, it is worth mentioning that the proposed approach is constructive, so that when a controller that solves the problem indeed exists, it can be readily computed by using the machinery developed in this paper., Comment: 47 pages

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

In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of each solution X: The first part is an explicit expression of the addend X0 which is common to all solutions, and does not depend on the particular X. The second part can be either a reduced-order discrete-time regular algebraic Riccati equation whose associated closed-loop matrix is non-singular, or a symmetric Stein equation.

We consider the classic problem of pole placement by state feedback. We offer an eigenstructure assignment algorithm to obtain a novel parametric form for the pole-placing feedback matrix that can deliver any set of desired closed-loop eigenvalues, with any desired multiplicities. This parametric formula is then exploited to introduce an unconstrained nonlinear optimisation algorithm to obtain a feedback matrix that delivers the desired pole placement with optimal robustness and minimum gain. Lastly we compare the performance of our method against several others from the recent literature., Comment: 6 pages. Automatica 2014

The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of the vast literature on LQ problems, it is only in a recent paper that a sufficient condition for the existence of a non-impulsive optimal control has for the first time connected this equation with the singular LQ optimal control problem. In this paper, we establish four equivalent conditions providing a complete picture that connects the singular LQ problem with the generalized continuous algebraic Riccati equation and with the geometric properties of the underlying system., Comment: arXiv admin note: text overlap with arXiv:1305.5312

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 arbitrarily assigned 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 bi-proper systems, and, importantly, also minimum and non-minimum phase systems. The control methods proposed here show 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.

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.

The aim of this paper is to present a comprehensive range of design techniques for the synthesis of the standard compensators (Lead and Lag networks as well as PID controllers) that in the last twenty years have proved to be of great educational value in a vast number of undergraduate and postgraduate courses in Control throughout Italy, but that to-date remain mostly confined within this country. These techniques hinge upon a set of simple closed-form formulae for the computation of the parameters of the controller as functions of the typical specifications introduced in Control courses, i.e., the steady-state performance, the stability margins and the crossover frequencies.

This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control sequences, as well as the corresponding optimal state trajectories, by exploiting a new decomposition of the so-called extended symplectic pencil. Importantly, the results established in this paper hold under assumptions that are weaker than the ones considered in the literature so far. Indeed, this approach does not require neither the regularity of the symplectic pencil, nor the modulus controllability of the underlying system. In the development of the approach presented in this paper, several ancillary results of independent interest on generalised Riccati equations and on the eigenstructure of the extended symplectic pencil will also be presented.

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.