Because the behavior of the condition number can have highly steep and multi-modal structure, optimal control and monitoring problems based on the condition number cannot be easily solved. In this paper, a minimization problem is formulated for κ2(P), the condition number of an eigensystem (P) of a matrix in terms of the L2 norm. A new non-normality measure is shown to exist that guarantees small values for the condition number. In addition, this measure can be minimized by proper selection of controller and observer gains. Application to the design of well-conditioned controller and observer-based monitors is illustrated.

1.
Bauer
 
F. L.
,
1963
, “
Optimally Scaled Matrices
,”
Numerische Mathematik
, Vol.
5
, pp.
73
87
.
2.
Becker, P. W., and Jensen, F., 1977, Design of Systems and Circuits for Maximum Reliability or Maximum Production Yield, McGraw-Hill Book Co.
3.
Berger, W. A., Perry, R. J., and Sun, H. H., 1989, “Eigenvalue Sensitivity in Multivariable Systems,” Proceedings IEEE International Conference on Systems Engineering, CH2767-2, pp. 433–436.
4.
Byers
 
R.
, and
Nash
 
S.
,
1989
, “
Approaches to Robust Pole Assignment
,”
International Journal of Control
, Vol.
49
, No.
1
, pp.
97
117
.
5.
Changsheng
 
J.
,
1991
, “
New Method of Robust Pole Assignment by Output Feedback
,”
IEEE Proceedings-D
, Vol.
138
, No.
2
, March, pp.
172
176
.
6.
Forsythe, G. B., and Moler, D. B., 1967, Computer Solution of Linear Algebraic Systems, Prentice-Hall, Englewood Cliffs, NJ.
7.
Gilbert
 
E. G.
,
1984
, “
Conditions for Minimizing the Norm Sensitivity of Characteristic Roots
,”
IEEE Transactions on Automatic Control
, Vol.
29
, No.
7
, pp.
658
661
.
8.
Gill, P. E., Murphy, W., and Wright, M. H., 1981, Practical Optimization, Academic Press, New York.
9.
Henrici
 
P.
,
1962
, “
Bounds for Iterates, Inverse, Spectral Variation and Fields of Values of Nonnormal Matrices
,”
Numerische Mathematik
, Vol.
4
, pp.
24
40
.
10.
Huh, K., and Stein, J. L., 1993a, “A Quantitative Performance Index for Model-based Monitoring Systems,” American Control Conference, San Francisco, CA, pp. 917–924. (Also accepted for publication in the ASME JOURNAL, OF DYNAMIC SYSTEMS, MEASUREMENT, AND CONTROL).
11.
Huh, K., and Stein, J. L., 1993b, “Well-Conditioned Observer Design for Model-Based Monitoring Systems,” American Control Conference, San Francisco, CA, pp. 1959–1965. (Also accepted for publication in the ASME JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CONTROL).
12.
Huh, K., 1992, “A Design Procedure for Model-based Monitoring Systems for Machine Monitoring,” Ph.D. thesis, The University of Michigan.
13.
Kautsky
 
J.
,
Nichols
 
N. K.
, and
Van Dooren
 
P.
,
1985
, “
Robust Pole Assignment in Linear State Feedback
,”
International Journal of Control
, Vol.
41
, No.
5
, pp.
1129
1155
.
14.
Keel
 
L. H.
, and
Battacharyya
 
S. P.
,
1990
, “
State-Space Design of Low-Order Stabilizers
,”
IEEE Transaction on Automatic Control
, Vol.
AC-35
, No.
2
, pp.
182
186
.
15.
Lau
 
H.
, and
Jensen
 
K. F.
,
1985
, “
Evaluation of Changeover Control Policies by Singular Value Analysis-Effects of Scaling
,”
AIChE Journal
, Vol.
31
, No.
1
, pp.
135
146
.
16.
Maciejowski, J. M., 1989, Multivariable Feedback Design, Addison-Wesley, New York.
17.
Nguyen
 
T. C.
,
Barton
 
G. W.
,
Perkins
 
J. D.
, and
Johnston
 
R. D.
,
1988
, “
A Condition Number Scaling Policy for Stability Robustness Analysis
,”
AIChE Journal
, Vol.
34
, No.
7
, pp.
1200
1206
.
18.
Noble, B., and Daniel, J. W., 1977, Applied Linear Algebra, 2nd Ed., Prentice-Hall, Englewood Cliffs, NJ.
19.
Pang, G. K. H., and MacFarlane, A. G. J., 1987, An Expert Systems Approach to Computer-Aided Design of Multivariable Systems, Vol. 89, Lecture Notes in Control and Information Sciences, Springer-Verlag.
20.
Ruhe
 
A.
,
1975
, “
On the Closedness of Eigenvalues and Singular Values for Almost Normal Matrices
,”
Linear Algebra and Its Applications
, Vol.
11
, pp.
87
94
.
21.
Skelton
 
R. E.
, and
Wagie
 
D. A.
,
1984
, “
Minimal Root Sensitivity in Linear Systems
,”
Journal of Guidance
, Vol.
7
, No.
5
, pp.
570
574
.
22.
Sobel, K. M., Banda, S. S., and Shapiro, E. Y., 1988, “Robust Modalized Observer with Flight Control Application,” Proceedings for the 27th Conference on Decision and Control, Austin, Texas, pp. 1018–1019.
23.
Spurgeon, S. K., 1990, “Pole Placement Extensions for Multivariable Systems—A Survey,” American Control Conference, Vol. 2, pp. 1660–1665.
24.
Stein
 
J. L.
, and
Park
 
Y.
,
1989
, “
Steady-State, Optimal State and Input Observer for Discrete Stochastic Systems
,”
ASME JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CONTROL
, Vol.
111
, pp.
121
127
, June.
25.
Stewart, G. W., 1973, Introduction to Matrix Computations, Academic Press, New York and London.
26.
Van Der Sluis
 
A.
,
1969
, “
Condition Numbers and Equilibration of Matrices
,”
Numerical Mathematics
, Vol.
14
, pp.
14
23
.
27.
Wilkinson, J. H., 1965, The Algebraic Eigenvalue Problem, Clarendon Press, Oxford.
This content is only available via PDF.
You do not currently have access to this content.