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Stability and Performance of Networked Control Systems with Time-multiplexed Sensors and Oversampled Observer

Orihuela Espina, Diego Luis; Gómez-Estern Aguilar, Fabio; Rodríguez Rubio, Francisco

Abstract

In this paper we analyze the scenario where a set of wireless sensors are time-multiplexed in order to reduce the traffic load and energy consumption in a Networked Control System. The possible choices for scheduling the transmission of measures are explored under the concept of periodic feedback patterns, i.e. repeated sequences of different measures. The length and structure of such patterns are chosen to guarantee stability of the closed loop and to minimize a predefined performance index. The control scheme is enhanced with a controller-side observer running at a rate higher than the sampling rate, for which a novel stability problem is stated and solved.

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S abili yand Pe o manceo Ne wo ked Con olSys emswi hTime-mul iplexed Senso sand O e sampledObse e ⋆ L.O ihuela,F.G´omez-Es e n,F.R.Rubio Dp o.Ingenie ´ıa deSis emasyAu om´a ica,Uni e sidad deSe illa. Camino delosDescub imien os s/n,41092 Se ille,Spain {o ihuela, abio, ubio}@us.es Abs ac :In his pape weanalyze hescena io whe ease o wi eless senso sa e ime- mul iplexedin o de o educe he a icloadand ene gyconsump ionin aNe wo kedCon ol Sys em.Thepossible choices o scheduling he ansmissiono measu esa e explo ed unde he concep o pe iodic eedbackpa e ns,i.e. epea edsequenceso di e en measu es.The leng hand s uc u eo such pa e nsa e chosen o gua an ee s abili yo he closedloopand o minimizeap ede ined pe o mance index.The con olschemeis enhancedwi hacon olle -side obse e unning a a a ehighe han hesampling a e, o whichano els abili yp oblemis s a edand sol ed. Keywo ds:Ne wo kedCon olSys ems,Wi eless senso s,Pe iodic sys ems. 1.PROBLEMSTATEMENT InNe wo kedCon olSys ems(NCS) educing he ene gy consump ion bylimi ing he ansmission da a- a esis c ucial. Howe e ,less in o ma ionmayimply wo sepe - o mance o ,a wo s ,causes abili yp oblems.Ano he issue ela ed o eedbackcon olsys emwi hwi eless dis- ibu edsenso sliesin he ac ha ene gyconsump ion maybes ongly unbalanced, equi ing equen ba e y changes o somesenso s,while o he a eunde mos ly idle.Ene gy-awa e con olshould implemen ene gybal- ancing algo i hmsac oss hene wo kand beable o eschedule he comple e eedback s a egyacco ding oen- e gydemandsand a ailabili y.Howe e his escheduling capabili y equi esp ope knowledgeo hesys emin o de o ecompu e hes abili ycondi ions. Sys em s1 s2 sm Packe Ne wo k Obse e Con olle y1 k y2 k ym k uk uk ˆxk Fig.1.Ne wo kedcon olscheme Theunde lying echnology ha wep opose odealwi h scheduled eedbackis heuseo pa ialobse e s.Ins ead o sending he comple eou pu ec o ,only one componen a els o e hesha edmediuma oneins an .On he ecei ingsideo hene wo k, heobse e manages o ⋆Theau ho swouldlike o acknowledgeCICYT(G an DPI2010- 19154),and heEu opeanCommission(EC) (FeedNe BackP ojec , g an ag eemen 223866), o unding hiswo k. econs uc hewhole s a eo hesys em,whichwill be used o con olpu poses.Figu e1desc ibes heglobal scheme.Due o he cha ac e is icso ne wo kedsys ems, hesys emis desc ibedin disc e e ime: xk+1=Axk+Buk,yk=Cxk,(1) whe exk∈Rn,yk∈Rmand uk∈R a e hes a e, heou pu and he con olsignal, espec i ely.A,B,C a eknownma iceso app op ia edimensions.AsFig- u e1sugges s, he e exis smsenso s,possibly spa ially dis ibu ed,whichsample eachoneo he componen so heou pu ec o .Ineachsamplingpe iodk,only one senso can use hene wo k osend i spacke .Assuming anidealne wo k(wi hou noise,delays o dis u bances), a ins an k hesenso j(j=1,..., m)sends heou pu yj k=EjCxk,whe eEj,j=1,..., m,a ema iceso app op ia edimensions(wi helemen sonesand ze os) used ode ineanypa ialou pu . In he con olle sideo he communica ion he eis an obse e ying oes ima e hes a eo hesys emusing hein o ma iono he ecei ed pa ialou pu (see Figu e 1).Thedynamicso heobse e is, ˆxk+1=Aˆxk+Buk+Ljhyj k−ˆyj ki,(2) ˆyk=Cˆxk,(3) whe eˆxk∈Rnand ˆyk∈Rma e hes a eand heou pu o heobse e , espec i ely.Ma icesLj,j=1,..., m, a e heobse a iongainswhich,in gene al, a edi e en depending on he ecei edou pu . E e y samplingpe iod, he con olle buildsacon ol signalde ined byuk=Kˆxk,whe eKis he con olle ma ix o app op ia edimensions. P oceedings o he 18 h Wo ld Cong ess The In e na ional Fede a ion o Au oma ic Con ol Milano (I aly) Augus 28 - Sep embe 2, 2011 978-3-902661-93-7/11/$20.00 © 2011 IFAC 9200 10.3182/20110828-6-IT-1002.02435 Finally, he e o be ween hes a eo hesys emand he s a eo heobse e is de inedas ek=xk−ˆxk.(4) Thepu poseo his pape is hedesigno heobse e (2)-(3)in suchaway ha somes abili yand op imal p ope ies o heobse a ione o (4)we e ensu ed.We p oposeape iodic obse e ,in whichapa e n,de ined o -line,is epea edall ime.This pa e nindica eswha ou pu is sen in wha ins an . The ollowingde ini ionswill beuse ulin u u ep oposi- ionsand hei p oo s. De ini ion1.Ameasu emen pa e nϕN∈RNis a ec o whose componen sde inewhichou pu is sen h ough hene wo k.Tha is, ϕN(i)≡{ji:ji=1,..., m},i=1,..., N.(5) Hence,ϕN(i)=jiimplies ha senso jiuses hene wo k in hei- h posi iono hepa e n.Wi h his de ini ioni is possible o g an p io i y osomeou pu so e he es . De ini ion2.In e al [ϕN(i),ϕN(j)]deno esall he consecu i esamplesbe weenϕN(i)and ϕN(j). 1.1Li e a u e e iewand openp oblems In heli e a u e he ea e ela edwo ks asRehbinde and San idson(2004) o op imalpe iodic linea quad a ic egula o ;Zhang and H is u-Va sakelis (2006);Jiange al. (2008) o pe iodic obse e s;H is u-Va sakelis and Zhang (2008) o pe iodic Kalman il e so Sinopoli e al. (2004); Gup ae al. (2007) o Kalman il e subjec oin e mi - en obse a ions. Howe e ,noneo hesewo ks sol e hep oblemo ind- ing anop imalpa e nwhichmanages hesen o he ou pu s.InZhange al. (2006);H is u-Va sakelis and Zhang(2008) he communica ionsequencesa e chosenin suchaway ha he eachabili yand obse abili yo he sys ema ep ese ed.Howe e , o aconc e esys em may exis se e alpa e ns ha p ese e heobse abili yand eachabili y.How ochoose heop imaloneamong hem s ill emainsanopen p oblem.Finally,in Lue al. (2003) ape iodic pa e nis chosenminimizing anH∞no m. Mo eo e , o hebes o ou knowledge, he edoesno exis anywo kin which heobse e is unning a a equencyhighe han hesampling a e,sui able when he con ollawcanchange as e han heda a a i al a e.Thosep oblemsa es udiedin Sec ion2. 2.OVERSAMPLEDOBSERVER Byle ing he con olle and obse e un a ahighe e- quency han he ansmissiono pa ialou pu s, he ewill besamplingins an swi hou ex e nal eedback.Be ween woconsecu i e ansmissions, hesenso s emain asleep o Poobse a ion pe iods.So hedynamicso heobse e di e s o he wo ypeso pe iods,obse a ion pe iods (OP)and measu emen pe iods(MP). (MP):ˆxk+1=Aˆxk+Buk+Liyi k−ˆyi k; (OP):ˆxk+1=Aˆxk+Buk. Figu e2shows he comple epa e n o acasein which h ee obse a ion pe iodsha ebeenin oduced. (OP) (OP) (OP) (OP)(OP)(OP)(OP)(OP) kk+Po+1k+(Po+1)N ϕN(1)ϕN(1)ϕN(2)ϕN(2)ϕN(N) Fig.2.Timescheduling o heo e sampledobse e Analyzingbo hse so equa ions,and de ining heaug- men eds a ezT k=xT keT k, he ollowingp oposi ion gi es he comple e e olu iono hesys emalong a ull pe iod.Thep oo is gi enin Appendix A. P oposi ion1.Gi enameasu emen pa e nϕN∈RN, he e olu iono hesys em omk ok+(Po+1)Nis de inedas zk+(Po+1)N=  (A+BK)(Po+1)NΞ12 0Y ji∈[ϕN(N),ϕN(1)] [ϑji]ek zk =Ξ(Po+1)Nzk,∀k,(6) whe eϑji=(A−LjEjC)APoand Ξ12 is ama ix wi h complex s uc u e. 2.1S abili y The ollowinglemmaes ablishes hes abili yo hesys- em. Lemma 2.Thedisc e e- imesys emwi he olu iongi en byP oposi ion1is asymp o ically s able i and only i he eigen alueso he ollowingma icesa einside heuni ci cle: •Ξ11 =A+BK, •Ξ22 =Qji∈[ϕN(N),ϕN(1)][ϑji]. Thep oo is immedia eusing ai ly ex endedeigen alue p ope ieso iangula ma ices. Example.Conside hedisc e e- imesys em omIshii and F ancis (2002) xk+1="1 0 0 0−1−3 0 0 −2#xk+"1 0 0 1 0 1 #uk, yk=0 1 0 1 0 0 xk.(7) obse edwi h pa e nϕ2=[1,2]. Assume ha heob- se e gainsa eL1=[0 −2.2−0.8]Tand L2=[0.500]T. UsingLemma 2, hes abili yo heobse a ione o wi hou obse a ion pe iodsis ensu ed.The eigen alueso Ξ22 a eλ(Ξ22)={0,0.4,0.5}.Howe e ,wi hPo=1, he eigen alueso Ξ22 a eλ(Ξ22)={0,−2,0.5},so heobse - a ione o is uns able.Howe e ,choosing, o example, L1=[0 −2−0.67]Tand L2=[1 0 0]Twi hPo=1yields λ(Ξ22)={0,0.83,0.09}so heobse e is s able,bu a educ iono da a h ough hene wo kis achie ed. 18 h IFAC Wo ld Cong ess (IFAC'11) Milano (I aly) Augus 28 - Sep embe 2, 2011 9201 2.2Obse e Design Ino de oensu e hes abili yo hewhole NCS, he eigen alueso woma icesmus layinside heuni ci cle. Assuming ha hesys emis s abilizable,weha e o design heobse e in suchaway ha he e o dynamics becomesasymp o ically s able.AnLMI-basedme hodis p esen ed usingideas ompe iodic sys em heo y. Ap-pe iodic disc e e- imesys emis desc ibed byxk+1= Akxk,whe exk ep esen s hes a eand Aka ep-pe iodic ma ices, ha is,Ak+p=Ak,∀k. Animpo an esul ela ed o hesesys emsis heso- calledPe iodic Lyapuno Lemma,see Bi an ie al. (1985),ac ually anex ensiono heLyapuno Lemma o his class o sys ems. Pe iodicLyapuno Lemma.Thep-pe iodicsys em xk+1=Akxkwi hAk+p=Ak∀k, isasymp o icallys able i and onlyi he e exis sa p-pe iodicma ixPk>0such ha AT kPk+1Ak−Pk<0,∀k∈{1,..., p}.(8) Thedynamicso he e o be weens a eo heplan and o heobse e can bedesc ibedasape iodic sys em.The p oo o he ollowingp oposi ionis omi ed due ospace es ic ions. P oposi ion3.Gi enameasu emen pa e nϕN∈RN and acons an Po∈N, hedynamicso he e o gi enin P oposi ion1is equi alen o anN-pe iodic sys emwi h pe iodic ma ix ϑk=(A−LkEkC)APo,∀k∈{1,..., N}. The ollowing heo emp oposesanLMI-based design p ocedu e o ob ain heobse a ionma ices. Theo em4.Thedynamicso heobse a ione o ,gi en byP oposi ion1,is asymp o ically s able i and only i he e exis sanN-pe iodic posi i ede ini ema ix Pkand anN-pe iodic ma ix Wko app op ia edimensions such ha he ollowingLMIsa esa is ied, Pk−1(APo+1)TPT k−(APo)TCT(Ek)TWT k ∗Pk>0,(9) ∀k∈{1,..., N},whe eP0=PN.Then, heobse a ion ma icesa ede inedasLk=P−1 kWk. P oo .Top o eTheo em4weneed o apply Schu complemen o hePe iodic Lyapuno Lemma(8).Then subs i u eAkbyϑkand de ineWk=PkLk o ob ain condi ions(9).2 Asnoconse a ismhasbeenadded,Theo em4canalsobe used o ind hemaximumnumbe o obse a ion pe iods (Po) ha can bein oduced be ween woconsecu i e samplings. 2.3Pa e ndesign In Sec ion2.1,wehadshown he condi ions ha mus be e i iedso ha hedynamicso heobse a ione o we e asymp o ically s able gi en heobse a ionma icesLj. In Sec ion2.2,aLMI-based designme hodwasp oposed o ob ain heobse a ionma icesgi enameasu emen pa e n.Thenex s epin his p ocess is,among all possible pa e ns,whichones abilizes hesys em? I is ob ious ha hosepa e nswhich dono obse e he dynamicso heobse a ione o could bedisca d.The e exis some esea chesin heli e a u eoncon ollabili y and obse abili yo gene ic pe iodic sys em,see Guo and Qiao(2004).Howe e , o he caseunde s udy,only he ou pu ma ix EjCis pe iodic.We canenuncia ehe ean easie obse abili y es . Lemma 5.Sys em(1)is obse able a ins an ki and only i ma ix Q:=     C′ C′A′ . . . C′A′n−1     (10) has ankequal on,whe eA′:= ANand C′:=     EkC Ek+1CA . . . Ek+N−1CAN−1     . Thep oo is omi ed due ospace limi a ion,bu i can bemadebyapplyingCayley-Hamil on heo emasin he classical es .Finally,wein oduce hede ini iono comple eobse abili y. De ini ion.Sys em(1)is comple ely obse able i and only i i is obse able o all k=1,..., N. The e o e,i apa e nachie es heobse abili yo he sys em(1),i will beable os abilize heobse e .The obse abili y es is clea ly easie ,compu a ionally spoken, han heLMI-baseds abili y es ,sowe cans udyo -line e e ypossible pa e no leng hN. Minimiza iono acos index I weneed ocompa e hequali yo somes able pa e ns, we canes ablishanume icalindex.This indexcould be de ined akingin o accoun heobse a ione o . J(i)= i X k=0 eT kQek,(11) beingQaposi i ede ini ema ix.Asimila ideawas i s ly in oducedin Ha eand Skoges ad(2003),bu o op imal eedback s abiliza iono asys emwi honly one uns able pole.Thedependence o heindex(11)wi h he chosen pa e nis e ycomplex,bu i is possible ocompa e hem,a leas ,in anume icalway.In he ollowing,assume ha Po=0. P oposi ion6.Gi enapa e nwi hleng hNand a posi i ede ini ema ix Q, he cos indexJ=P∞ k=0eT kQek can be calcula edas J=eT 0"∞ X n=0 (αT N)nΦN(αN)n#e0,(12) whe e 18 h IFAC Wo ld Cong ess (IFAC'11) Milano (I aly) Augus 28 - Sep embe 2, 2011 9202 αN=ϑNϑN−1...ϑ2ϑ1, ΦN= N X i=1 αT iQαi. Thep oo is immedia eby subs i u ing he e olu iono hesys em(6)wi hPo=0in he cos index(11). F omP oposi ion6,i u nsou hedependence be ween heindexand heini ialcondi iono heobse a ione o . I is mo ein e es ing hesi ua ionin which heini ial condi iono heobse a ione o is bounded.Tha is, weknow heuppe bound o ke0k2.Fo suchcase,we need obound he cos index,employing he ela ion: xTAx≤λmax{A}kxk2. So, he cos index(12)is bounded byJ≤λmax{βN}ke0k2, wi hβN=P∞ n=0(αT N)nΦN(αN)n. Fo ape iodic pa e n, he ea e wocha ac e is icswe ha e ochoose:1) heleng ho hepa e nand 2)i s s uc u e.Theleng ho hepa e nis c i ical, in such away ha ,i i is no ixeda p io i henumbe o combina ionsg owsun il in ini y.Be weenall possible pa e nso leng hNwe canchoose heonewhominimizes hemaximumeigen alueo ma ix βN. Rema k.Due o hepa e ns abili y,ma ix αNhas all i seigen aluesinside heuni ci cle.So, hein ini e se iescan be eplaced bya ini eonewi hou incu ingin p ac icale o s,aswewill see in he examples.Finally, his ini ese iescan be calcula ed nume ically. Example.Op imalpa e n design Conside hedisc e e- imesys em omH is u-Va sakelis and Zhang(2008).In ha pape , he choiceo hepa e n wasmadebasedons abili yp ope iesonly. xk+1=   1 0.1 0 0 0.1 1.25 0 0 1 0.1 1/6 0.5 0 0 0 1.25   xk+   0 0 1 0 0 0 0 1   uk, yk=1 1 0 0 0 0 1 1 xk.(13) The e exis wopossible ou pu s osend h ough he ne wo ky1 k=[1 0]ykand y2 k=[0 1]yk.Theweigh ing ma ix is chosenasQ=diag{1,1}.I is assumed ha e0=x0, ha is, heini ialcondi ion o heobse e is exac ly ze o. Theobjec i eis ochooseand design heop imalpa e n among all possible ones.We call op imalpa e n heone whichminimizes he cos index(12).Tocalcula e he cos index,a ini eho izonis needed.He e, his ho izonis chosenla ge enough oneglec he e o s. Figu e3depic s helowe maximumeigen alueob ained o di e en leng hs.Remembe ha he cos is bounded byJ<λMAXeT 0e0. I can beseen ha omsome alue, hela ge pa e n leng h doesno imply helowe cos s.Fo his example,a leng ho 7is enough.Mo ep ecisely, heop imalpa e n is [1 1 2 1 2 2 2]. 2 4 6 8 10 12 14 21 22 23 24 25 26 27 28 λMAX Pa e nleng h Fig.3.Maximumeigen alue o a iouspa e nleng hs 3.EXPERIMENTALAPPLICATION 3.1Pla o mdesc ip ion,modelingandcon ol The con ols a egydesc ibedabo eis applied o a wo-deg ee-o - eedomdi ec d i e obo ,which hasbeen designedand de eloped by heDepa men o Sys ems Enginee ing and Au oma iona Uni e si yo Se ille,see Mill´ane al. (2010).Theobjec i ewill be omain ain he obo a i sup igh equilib iumpoin ,simila asan in e ed pendulum. The obo con igu a ionis schema ically shownin Figu e 4.The i s link(whichis be ween bo hmo o s)will be e medasshoulde whe eas hesecond link(whichis be ween hesmalle mo o and he edgeo he obo ) is heelbow. l1 lc1 q1 q2 lc2 l2 c.o.g. Shoulde c.o.g. Elbow Fig.4.Two-deg ee-o - eedom obo diag am Theselec edcon olso wa eis hexPC Ta ge en i on- men Mos e mane al. (2005)wi hMATLAB/Simulink. I is well-known ha hedynamicso a obo ic manipula- o is ex emely non-linea .To apply he esul so his pa- pe , he obo will beope a eda ound heuns able up igh equilib iumde ined byqe=[π0],˙qe=[0 0]. Tolinea ize hesys emand ob ain ma ix Aand Bo equa ion(1) ameansqua ei e a i eiden i ica ion p ocedu ehasbeen ollowed. Ino de ope o m he es sanini ialcon olbasedon eedbacklinea iza ionis applied,whichs ee s he obo omi s s able downwa d posi ion(bo hlinks s opped 18 h IFAC Wo ld Cong ess (IFAC'11) Milano (I aly) Augus 28 - Sep embe 2, 2011 9203 9.8 10 10.2 10.4 10.6 10.8 −0.02 0 0.02 0.04 0.06 0.08 0.1 Time (s) Posi ion E o ( ad) Po=0 Po=1 Po=2 Po=3 Po=4 Po=5 Fig.6.Posi ione o s o heo e sampledobse e wi h di e en numbe o obse a ion pe iods in hei lowe posi ions) o hesu oundingso i sun- s able up igh equilib ium.This con olle is appliedas- suming hes a e comple ely accessible.Once ha posi- ionis eached,pe iodic obse e pluslinea con olle is swi ched. 3.2Expe imen al esul s The expe imen is hesamein all cases.Theobse e is swi ched( om henonlinea con ol) om heup igh equilib iumpoin .Then,anaddi i edis u bance in he o queis applieda =10 seconds. Al hough helinea modelsugges s ha hesys emis obse able omeacho heou pu (classicalobse e ), expe imen s show ha his is no ue o he eal obo . Fo ins ance,Figu es5band 5cshow ha i is no possible o obse e heposi iono he elbowo he eloci yo heshoulde .Theonly componen o hes a e ha can beobse edis heposi iono heshoulde ,asFigu e5a shows. Tocompa e he h oughpu o heo e sampledobse e weinse addi ionalobse a ion pe iodsand epea he same expe imen .Thepa e nis chosenasϕ=[3,2,3,4], ha is, heposi iono heshoulde is heonly componen o hes a e ec o whichis being obse ed( heo he sa e di ec ly measu ed).Figu e6depic s heposi ione o o heshoulde when di e en numbe o obse a ion pe iods a eincluded.Asexpec ed,as henumbe o obse a ion pe iodsg ows, he e o is highe .The cons an s eady- s a e e o a edue o hemodele o s. Finally,wep o eadi e en pa e nand compa ei s h oughpu wi h heonep oposed be o e.Theobse a ion e o a edepic edin Figu e7. 4.CONCLUSION Weha eanalyzedin dep h hedi e en eedbackpossibil- i iesa ailable whenase o wi eless ne wo ks embedded in acon olloopa e ime-mul iplexedin o de o a oid collisionsand educe he o alne wo k a icand ene gy consump ion.Finally,asa esul o hepe o mance anal- ysis,newc i e ia o eedbackpa e n designin scheduled 9.8 10 10.2 10.4 10.6 10.8 11 −0.02 −0.01 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 Time (s) Posi ion E o ( ad) [3 2 3 4] [3 2 3 4 3] Fig.7.Compa ison be ween di e en pa e ns ne wo ks ha ebeense .The esul sha ebeenillus a ed wi hsimula ionsand in a eallabo a o y2-DOF obo . Fu he wo k should conside he compu a iono hepe - o mance indexo he eedbackpa e nswi hou heneed o nume icales ima ions. REFERENCES Bi an i, S., Bolze n,P., and Colane i, P.(1985).The ex ended pe iodic Lyapuno lemma.Au oma ica,21(5), 603–605. 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Sinopoli, B., Schena o,L., F ancesche i, M., Poolla,K., I., J.M., and Sas y,S.S.(2004).Kalman il e ing wi hin e mi en obse a ions.IEEE T ansac ionson Au oma icCon ol,49(9),1453–1464. Zhang,H.S., Duan,G., and Xie,L.(2006).Linea quad a ic egula ion o linea ime a yingsys ems wi hmul iple inpu delays.Au oma ica,42(9),1465– 1476. Zhang,L.and H is u-Va sakelis,D.(2006).Communi- ca ionand con olco-design o ne wo kedcon olsys- ems.Au oma ica,42(6),953–958. Appendix A.PROOFOFPROPOSITION1 Suppose ha he ea emsenso sand Nou pu s,wi h N≥m.Fu he suppose ha Poobse a ion pe i- odsa ein oduced be ween woconsecu i esamples. Theo de ing o hemeasu emen sis de ined byϕN≡ {ji:ji∈{1,..., m}and i=1,..., N}. The e olu iono heaugmen eds a e o ameasu emen pe iodcan bew i enas zk+1=hA+BK−BK 0(A−LjiEjiC)izk=Λjizk.(A.1) Fo anobse a ion pe iod, he ollowing ela ionshold, zk+1=hA+BK−BK 0Aizk=∆zk. Suppose ha omins an k ok+Po−1,no ou pu is ecei ed om hesys em.A e Poobse a ion pe iods, he ollowing ela ionshold, zk+Po=(A+BK)PoΨPo 0APohxk eki=∆Pozk,(A.2) whe eΨPo=PPo i=1(A+BK)Po−iBKAi−1.I is easy o ob ain his ma ix bymul iplyingma ix ∆byi sel Po imes. Suppose ha ,a e Poobse a ion pe iods, he con olle ecei esameasu emen .Hence he comple e e olu iono heobse a ion pe iodsplusonemeasu emen pe iodcan beob ained using(A.1)and (A.2). zk+Po+1=(A+BK)Po+1(A+BK)ΨPo−BKAPo 0θjiAPozk =Λji∆Pozk No e ha he elemen (2,2)o p e iousma ix is exac ly θjiAPo≡ϑji.This s uc u eis epea ede e yPoob- se a ion pe iodsand onemeasu emen pe iod.So,i is s aigh o wa d o ob ain he ollowing ela ion: zk+(Po+1)N=(Λji∆Po)Nzk. Finally,weha e op o e ha he ollowingequali yis ue: (Λji∆Po)N=Ξ(Po+1)N,(A.3) whe eΞ(Po+1)Nhasbeen de ined p e iously in hehy- po heseso hep oposi ion.Todo ha ,wew i eΞ(Po+1)N (Ξhe eina e )usingi sblock s uc u e, ha is,Ξ≡ {Ξij:i,j∈{1,2}},and wes udy he equi alence be ween hedi e en blocks. zk+(Po+1)N=  (A+BK)(Po+1)NΞ12 0Y ji∈[ϕN(N),ϕN(1)] [ϑji]ek (A.4) Ξ11:Due o he ze oblockin posi ion(2,1),whenmul- iplyingN imesΛji∆Po,in posi ion(1,1)weob ain (A+BK)(Po+1)N. Ξ21:Becauseo hes uc u eo hema icesΛji∆Po,i is ob ious ha mul iplying hem,weob ain aze oblock in posi ion(2,1). Ξ22:In his posi ionweha easimila s uc u easin posi ion(1,1),due o he ze oblock.Howe e , he ma icesin block(2,2)o Ξija edi e en oeacho he . So,he e, heo de ing o hema ix p oduc smus be p ese ed.Mul iplying omϕN(N)un il ϕN(1),we ob ain hesameblock ha in ma ix Ξ(Po+1)N. Ξ12:This blockhascomplex s uc u e.Al houghi could be ound bymul iplying hema ices,weha eno donei becausei doesno a ec os abili yo u he de elopmen s. This comple es hep oo .2 18 h IFAC Wo ld Cong ess (IFAC'11) Milano (I aly) Augus 28 - Sep embe 2, 2011 9205