A Nonlinear Optimization Approach to H2-Optimal Modeling and Control

Sammanfattning: Mathematical models of physical systems are pervasive in engineering. These models can be used to analyze properties of the system, to simulate the system, or synthesize controllers. However, many of these models are too complex or too large for standard analysis and synthesis methods to be applicable. Hence, there is a need to reduce the complexity of models. In this thesis, techniques for reducing complexity of large linear time-invariant (lti) state-space models and linear parameter-varying (lpv) models are presented. Additionally, a method for synthesizing controllers is also presented.The methods in this thesis all revolve around a system theoretical measure called the H2-norm, and the minimization of this norm using nonlinear optimization. Since the optimization problems rapidly grow large, significant effort is spent on understanding and exploiting the inherent structures available in the problems to reduce the computational complexity when performing the optimization.The first part of the thesis addresses the classical model-reduction problem of lti state-space models. Various H2 problems are formulated and solved using the proposed structure-exploiting nonlinear optimization technique. The standard problem formulation is extended to incorporate also frequency-weighted problems and norms defined on finite frequency intervals, both for continuous and discrete-time models. Additionally, a regularization-based method to account for uncertainty in data is explored. Several examples reveal that the method is highly competitive with alternative approaches.Techniques for finding lpv models from data, and reducing the complexity of lpv models are presented. The basic ideas introduced in the first part of the thesis are extended to the lpv case, once again covering a range of different setups. lpv models are commonly used for analysis and synthesis of controllers, but the efficiency of these methods depends highly on a particular algebraic structure in the lpv models. A method to account for and derive models suitable for controller synthesis is proposed. Many of the methods are thoroughly tested on a realistic modeling problem arising in the design and flight clearance of an Airbus aircraft model.Finally, output-feedback H2 controller synthesis for lpv models is addressed by generalizing the ideas and methods used for modeling. One of the ideas here is to skip the lpv modeling phase before creating the controller, and instead synthesize the controller directly from the data, which classically would have been used to generate a model to be used in the controller synthesis problem. The method specializes to standard output-feedback H2 controller synthesis in the lti case, and favorable comparisons with alternative state-of-the-art implementations are presented.