The control of linear time-periodic systems using Floquet-Lyapunov theory

PIERRE MONTAGNIER∗, RAYMOND J. SPITERI†, JORGE ANGELES‡

In this paper we use Floquet-Lyapunov theory to derive the Floquet factors of the state-transition matrix of a given
linear time-periodic system. We show how the periodicity of one of the factors can be determined a priori using a constant
matrix, which we call the Yakubovich matrix, based upon the signs of the eigenvalues of the monodromy matrix. We then
describe a method for the numerical computation of the Floquet factors, relying upon a boundary-value problem formulation
and the Yakubovich matrix. Further, we show how the invertibility of the controllability Gramian and a specific form for
the feedback gain matrix can be used to derive a control law for the closed-loop system. The controller can be full-state
or observer-based. It also allows the engineer to assign all the invariants of the system; i.e., the full monodromy matrix.
Deriving the feedback matrix requires solving a matrix integral equation for the periodic Floquet factor of the new state-
transition matrix of the closed-loop system. This is achieved via a spectral method, with further refinement possible through
a boundary-value problem formulation. The computational efficiency of the scheme may be further improved by performing
the controller synthesis on the transformed system obtained from the Lyapunov reducibility theorem. The effectiveness of
the method is illustrated with an application to a quick-return mechanism using a software toolbox developed for MATLABTM .

1 Introduction Calico, 1992; Kane & Barba, 1966; Mingori, 1969).

It is well known, however, that results established for
The study of periodically varying systems dates back to LTI systems do not usually carry over to time-varying
the nineteenth century, an excellent detailed account be- systems. LTP systems are an exception in that they ex-
ing given by Richards (1983). Faraday (1831) is cred- hibit similar behavior to LTI systems. This raises the
ited with the first recorded demonstration of parametric prospect of enabling the control designer to apply the
behavior using a vibrating membrane. With Mathieu abundant knowledge of LTI systems to LTP systems.
(1868), research started to focus more specifically on
periodic systems, and notably produced his eponymous 2 Fundamental Concepts
equation. Floquet (1883) and Lyapunov (1992) indepen-
dently established the fundamental form of solutions of For quick reference, we recall here a few concepts and
linear time-periodic (LTP) systems. Their work is at the results pertinent to LTP systems.
core of what is now known as Floquet-Lyapunov theory.
Hill (1886) and Poincaré (1892), in turn, opened the field Definition 2.1∗ (Periodicity)
+ +
to celestial mechanics and were the first to discuss the Let R and R denote the sets of real non-negative and
motion of (natural) satellites. real strictly positive numbers. A similar notation is ap-
plied for the set of integers Z.
Linear time-invariant (LTI) systems have been more
∗
extensively studied, with many different strategies de- • A function is T -periodic if T ∈ R+ and ∀t, f (t +
veloped for their control. Yet, modelling real-world pro- T ) = f (t).
cesses often leads to a LTP system. In engineering alone, ∗
many mechanical systems work under a periodic regime • A function is T -antiperiodic if T ∈ R+ and
in steady-state conditions and can be reduced to a LTP ∀t, f (t + T ) = −f (t).
formulation under small perturbations. This is the case, • A function is primarily T -periodic or periodic with
for instance, of cam mechanisms (Spiteri et al. , 1998), ∗
primary period T if T ∈ R+ is the smallest num-
manipulators for repetitive tasks (Streit et al. , 1985), ber such that f (·) is T -periodic.
helicopters (Calico & Wiesel, 1986; Friedmann & Silver-
thorn, 1974; Peters & Hohenemser, 1971; Webb et al. , • A function is generally 2T -periodic if it is primar-
1991), and satellites (Calico Jr. & Yeakel, 1983; Cole & ily 2T -periodic and it is not T -antiperiodic.
∗ Capital
One Services (Canada), Inc. 5650 Yonge Street, 13th Floor, Toronto, ON, Canada M2M 4G3
† Faculty
of Computer Science, Dalhousie University, 6050 University Ave, Halifax NS, Canada B3H 1W5
‡ Department of Mechanical Engineering & Centre for Intelligent Machines McGill University, 817 Sherbrooke Street West, Montreal,

Quebec, Canada H3A 2K6

Definition 2.2 (Linear Time-Periodic System) A Theorem 2.3 The pair {M, N} is controllable if and
linear time-periodic system is a dynamical system rep- only if k0 ≤ n.
resented by:
ẋ(t) = A(t)x(t) + B(t)u(t), x(t0 ) = x0 , (1a) We now recall some useful results from linear alge-
bra. Any solution X of the matrix equation exp(X) =
y(t) = C(t)x(t), (1b)
M, M ∈ Cn×n , is called a logarithm of M, denoted
n r m
where x(·) ∈ R , u(·) ∈ R , and y(·) ∈ R ; A(·), B(·), X = log(M). We denote the set of all solutions by
and C(·) are, respectively, n × n, n × r, and m × n ma- Log{M} = {X : exp(X) = M} and the subset of all real
trices whose elements are known, piecewise continuous, solutions by RLog{M}.
real-valued, primarily TA -periodic functions on R+ .
Theorem 2.4 (Culver, 1966) Let M be a real square
Definition 2.3 (Fundamental Matrix) Any nonsin-
matrix. There exists a real solution X to the equation
gular solution X(t) of the homogeneous matrix differen-
exp(X) = M if and only if M is nonsingular and each
tial system
Jordan block of M belonging to a negative eigenvalue oc-
Ẋ(t) = A(t)X(t) (2)
curs an even number of times.
is called a fundamental matrix of (2).
Definition 2.4 (State-Transition Matrix) There ex- As a consequence, we have:
ists a unique fundamental matrix Φ(t, t0 ) of (2) such that
Φ(t0 , t0 ) = 1, the n × n identity matrix; this matrix is Corollary 2.5 (Lukes, 1982) For each nonsingular
called the state-transition matrix (STM) of the system. M ∈ Rn×n there exists a real solution R ∈ Rn×n to
the equation M2 = exp(R).
Without loss of generality we shall assume henceforth
that t0 = 0. Finally, we recall some results for spectral methods.
Definition 2.5 ( Controllability ( Reachability )
Gramian) The controllability Gramian WC (t2 , t1 ) and Definition 2.7 Let matrices M and N be m1 × n1 and
the reachability Gramian WR (t2 , t1 ) on [t1 , t2 ] are m2 × n2 respectively. The Kronecker product (or tensor
Z t2 product) M ⊗ N is the m1 m2 × n1 n2 matrix defined as
∆ T T
WC (t2 , t1 )= Φ(t1 , τ )B(τ )B (τ )Φ (t1 , τ )dτ, (3a)  
t1 M1,1 N M1,2 N · · · M1,n1 N
∆ .. .. .. 
and M ⊗ N=  . . . .
Z t2 Mm1 ,1 N Mm1 ,2 N · · · Mm1 ,n1 N
∆
WR (t2 , t1 )= Φ(t2 , τ )B(τ )BT (τ )ΦT (t2 , τ )dτ. (3b)
t1
Definition 2.8 With each matrix M = [Mi,j ] ∈ Rm×n ,
In the results below, W(t2 , t1 ) stands indistinctly for ei- we associate the vector vec(M) ∈ Rmn defined by
ther WR (t2 , t1 ) or WC (t2 , t1 ).
Theorem 2.1 (D’Angelo, 1970) System (1) is control- ∆ T
vec(M)= [M1,1 · · · Mm,1 M1,2 · · · Mm,2 · · · M1,n · · · Mm,n ] .
lable on [t1 , t2 ] if and only if W(t2 , t1 ) is nonsingular.
Theorem 2.2 (Kalman et al. , 1969; Weiss, 1968) The Lemma 2.1 (Horn & Johnson, 1994) Let M ∈ Rm×n ,
rank of W(t2 , t1 ) is nondecreasing as the range of the N ∈ Rp×q , and P ∈ Rm×q be given and let X ∈ Rn×p be
integration is increased. unknown. The matrix equation

In the special case where A(·) and B(·) are constant, MXN = P
controllability can also be evaluated as explained below.
Definition 2.6 (Controllability Index) Given two is equivalent to the system of mq equations in np un-
n × n and n × r constant matrices M and N, let knowns given by
   T 
Uk = N | MN | · · · | Mk N . N ⊗ M vec(X) = vec(P)
The controllability index of the pair {M, N} is the small-  
est integer k0 such that Uk0 −1 has rank n. That is, vec(MXN) = NT ⊗ M vec(X).

2
2.1 Operational Matrices in Spectral Theorem 3.1 If A(·) ∈ ATA , then the STM Φ(·, 0) of
Methods the system

Operational matrices are a useful tool in spectral meth- ∀t ∈ R+ , ẋ(t) = A(t)x(t), (6)
ods (cf. e.g., Trefethen, 2001). The order-s approxima-
tion of a scalar function f (·) can be written as satisfies

f (t) ≈ σ T (t)f s = f sT σ(t), ∀t ∈ R+ , Φ(t + TA , 0) = Φ(t, 0)Φ(TA , 0). (7)

where f s ∈ Rs is the vector of the expansion coefficients Conversely, let X(·), such that X(0) = 1, be a nonsin-
of f (·), and gular continuous n × n matrix function of time, having
 T a piecewise continuous derivative. If TA is the smallest
σ(t) = σ0 (t) σ1 (t) · · · σs−1 (t) number for which X(·) satisfies Eq. (7), then X(·) is the
is the spectral basis chosen. STM of some system of the form (6) where A(·) is a
The integration operation can be approximated by periodic function of time whose primary period is TA .
a constant matrix G known as the operational matrix
For a proof, see Chapter II, § 1.7 and § 2.1 of (Yakubovich
of integration. This matrix G depends upon the spec-
& Starzhinskii, 1975).
tral basis only and is defined as the real constant matrix
which satisfies Note 3.1 The STM Φ(·, 0) of a LTP system is usually
Z t not periodic, but it is apparent that
f (τ )dτ ≈ σ T (t)GT f s . (4) ∗
0 ∀(t, u) ∈ R+ , Φ(t + TA , u + TA ) = Φ(t, u).
The product of two scalar functions f (·) and g(·) can
be approximated using an operational matrix of product Note 3.2 By transitivity, Eq. (7) can be generalized to
Q(·). This matrix Q(·) also depends on the basis and ∀t ∈ R+ , Φ(t + kTA , 0) = Φ(t, 0)Φk (TA , 0). (8)
its entries are functions of the approximation of either
function. In fact, Q(·) can be defined as the s × s real
matrix which satisfies 3.2 Floquet-Lyapunov Theory
f (t)g(t) ≈ f sT σ(t)σ T (t)gs = σ T (t)Q(f s )gs . (5) Theorem 3.2 (Floquet Representation Theorem)
The STM Φ(·, 0) of Eq. (6) can be factored as
∆
3 Review of Floquet-Lyapunov Φ(t, 0) = L(t) exp(tF), (9)
Theory where L(·) ∈ LC TA , and F ∈ C
n×n
. Conversely, given
L(·) ∈ LTA and an arbitrary F ∈ Cn×n , matrix Φ(·, 0)
C
In this section, we recall classical results from Floquet-
defined by Eq. (9) is the STM of some system (6) with
Lyapunov theory. This allows us to motivate more recent
A(·) ∈ ATA .
theoretical results on real Floquet factors, our compu-
tational method for determining these factors, and our At this point it is important to stress that the STM
choice of control strategy. of a real matrix A(·) will generally have complex Floquet
factors L(·) and F. A well-known result follows:
3.1 Preliminaries
Corollary 3.3 (Real Floquet Factors) (e.g., Montag-
Although the results recalled here (e.g., Lukes, 1982; nier, 2002) If A(·) ∈ ATA , then it is always possible to
Yakubovich & Starzhinskii, 1975) apply to any funda- obtain a pair of real Floquet factors by regarding A(·) ∈
mental matrix of solutions, we focus on the STM. ATR , where TR = 2TA .
Definition 3.1 We define two sets of matrices: Note 3.3 As we now apply Theorem 3.2 with A(·) ∈
• ATA is the set of real, piecewise continuous, pri- ATR , L(t, 0) can only be assumed to be TR -periodic:
marily TA -periodic n × n matrices A(·);
∀t ∈ R+ , L2TA (t + 2TA ) = L2TA (t), L(0) = 1.
• LK
TL is the set of n × n matrices L(·) of K ∈ {R, C} ,
where the L(t) are TL -periodic, nonsingular for all In other words, the real TA -periodic system of Eq. (6)
t, continuous with a piecewise continuous deriva- always admits atR least one n×n
pair of real Floquet factors
tive, and such that L(0) = 1. {L2TA (·), F} ∈ L2TA × R .

3
Theorem 3.4 (Lyapunov Reducibility Theorem)
Let L(·) and F be the same Floquet factors as in Theo-
rem 3.2. The substitution
x(t) = L(t)z(t)
• Analogously, the transformed system of Eq. (10b)
gives a description of the system in the s-plane and
the stability criterion (exponents with negative real
parts) is similar to continuous LTI system theory.
(10a)

transforms the LTP system (6) into the LTI system 3.5 Controllability
ż(t) = Fz(t). (10b) The classical notion of controllability due to Kalman
(1963) has been refined over the years for the specific
Note 3.4 In the case of a general nonhomogenous LTP framework of LTP systems (Bittanti et al. , 1978, 1984;
system (1), the change of variable defined in Eq. (10a) Brunovský, 1969; Hewer, 1975; Kabamba, 1986; Kano &
will transform the system equations into Nishimura, 1985; Silverman & Meadows, 1967).
ż(t) = Fz(t) + L−1 (t)B(t)u(t), In the general case, Brunovský in his seminal paper
(Brunovský, 1969) proved that a LTP system of order n
y(t) = C(t)L(t)z(t).
is controllable if and only if it is controllable over n peri-
ods. Bittanti et al. (1984) showed that this reduced to m
3.3 Stability Analysis periods, where m is the degree of the minimal polynomial
Definition 3.2 (Monodromy Matrix) The value of of the monodromy matrix. Finally, Kabamba (1986)
the STM of the homogeneous system (6) after one period, showed that the number of periods is at most equal to the
Φ(TA , 0), is called the monodromy matrix. The eigen- controllability index of the pair {Φ(TA , 0), W(TA , 0)} ,
values of the monodromy matrix are called the Floquet which is known (Chen, 1984) to be less than m. A sum-
multipliers (a.k.a. Poincaré multipliers, characteristic mary of the foregoing results is given below:
multipliers, or characteristic roots) of the system.
Theorem 3.6 Consider system (1) of order n, its corre-
Definition 3.3 The eigenvalues of F in Theorem 3.2 sponding monodromy matrix Φ(TA , 0), and its Gramian
are called the Floquet exponents (a.k.a. Poincaré expo- W(TA , 0) at t = TA . Furthermore, let ν be the con-
nents or characteristic exponents) of the system. trollability index of the pair {Φ(TA , 0), W(TA , 0)} . The
statements below are equivalent:
Theorem 3.5 (e.g., Brockett, 1970) The Floquet mul-
tipliers of a LTP system are unique, whereas its Floquet • System (1) is controllable;
exponents are not. Moreover, a LTP system is asymp-
totically stable if and only if all its Floquet multipliers • The pair {Φ(TA , 0), W(TA , 0)} is controllable;
lie within the unit circle; this is equivalent to its Floquet
• System (1) is controllable over (0, νTA );
exponents having negative real parts.
• W(νTA , 0) is positive-definite.
3.4 Dual Nature of LTP Systems The relationship between controllability and invari-
The results of the previous sections illustrate the dual ant assignment for LTP systems was provided by
nature of LTP systems: they can be interpreted either Brunovský (1969):
from the discrete- or the continuous-time point of view:
Theorem 3.7 A LTP system is controllable if and only
• At time t = kTA , Eq. (8) becomes if there exists a TA -periodic r × n matrix K(·) which can
k
Φ(kTA , 0) = Φ (TA , 0), assign the eigenvalues of the monodromy matrix in such
a way that they appear as complex conjugate pairs, and
and any solution to (6) satisfies their product is positive (cf. Liouville’s Theorem (Bell-
x ((k + 1)T ) = Φ k+1
(T , 0)x(0) man, 1970a)).
A A
k
= Φ(TA , 0)Φ (TA , 0)x(0) = Φ(TA , 0)x(kTA ). Note 3.5 Recalling the duality between controllability
Because of this correspondence with a discrete time- and observability (e.g., Chen, 1984, Theorem 5-10), in
invariant system, Φ(TA , 0) is sometimes called Theorem 3.6 all the results are preserved if ‘controllable’
(D’Angelo, 1970) the discrete transition matrix. is replaced by ‘observable’ and W(t2 , t1 ) is replaced by
The system is thus described in the z-plane and the the observability Gramian
stability criterion of the Floquet multipliers being Z t2
∆
within the unit circle indeed corresponds to dis- WO (t2 , t1 )= ΦT (t, t1 )CT (t)C(t)Φ(t, t1 )dt.
crete LTI systems. t1

4
4 Real Floquet Factors The function L(·) is continuous with an integrable piece-
wise-continuous derivative. Conversely, let L(·), F, and
As we saw in Section 3, the STM of a LTP system is Y be arbitrary real matrices satisfying conditions (11c)–
unique, but its Floquet factors are not. In the case of (11e), such that ∀t det [L(t)] 6= 0, and let L(·) have an
real factors derived from Corollary 3.3, Note 3.3 pointed integrable piecewise-continuous derivative. Then (11b)
out that the period of L(·) can then only be assumed to is a fundamental matrix for some equation of the form
be 2TA . This leads to a loss of information on its primary (11a) with a real TA -periodic matrix A(·).
periodicity, as illustrated via a simple example proposed
by Wu (1978). Wu’s example shows (Montagnier, 2002) Unfortunately, this result does not cover all possible
that Corollary 3.3 is useful to prove the existence of real real Floquet factorizations. Indeed, if constant real ma-
factorizations, but fails to provide all pertinent pieces trices K and M commute, and if log(M) is a primary
of information relative to the periodicity of the Floquet matrix function (PMF) of M, then K and log(M) will
factors. To keep consistent with the complex Floquet also commute (Horn & Johnson, 1994). However, when
factors and the other general properties of LTP systems, log(M) is not a PMF, then the commutativity may not
a new result should be based on Φ(TA , 0), rather than always be preserved.
on Φ(2TA , 0). This result should be able to indicate a
priori the periodicity of L(·). Moreover, we notice that 4.2 Characterization
to a primarily 2TA -periodic LF1 (·) corresponds a primar-
4.2.1 FY matrices
ily TA -periodic system, whereas one may have expected
only a primarily 2TA -periodic A(·). Therefore, a con- Let Y ∈ Rn×n such that TA FY ∈ RLog {YΦ(TA , 0)} ;
verse statement would also be welcome. we then have
In this section, we review a result which achieves both
YΦ(TA , 0) = exp (TA FY ) . (12)
objectives while highlighting the pitfalls of existing re-
sults. The details are available in (Montagnier et al. , We can now define matrix LFY (·) as
2003). Henceforth, the proofs of continuity do not vary ∆
from the standard theorems, and we focus on periodicity. ∀t ∈ R+ , LFY (t)=Φ(t, 0) exp(−tFY ). (13)
Note that LFY (0) = 1.
4.1 Previous Work The classical results recalled in §3.3 and §3.4 rely on
a specific relationship between the eigenvalues µi (i =
Yakubovich (1970) and Yakubovich & Starzhinskii (1975)
1 . . . n) of Φ(TA , 0) and the eigenvalues λi (i = 1 . . . n) of
were the first to propose a result (stated here with our
F, where F is any complex matrix obtained from Theo-
current notation) which generalized Corollary 3.3.
rem 3.2, namely
Theorem 4.1 In the equation
Φ(TA , 0) = exp(TA F).
ẋ(t) = A(t)x(t), (11a) Considering the polar representation of µ ,
i

let A(·) be a real matrix function, where A(·) is inte- µi = ρi exp(ιθi ), 2

ι = −1,
grable and piecewise continuous on (0, TA ), and A(t + ∆
TA ) = A(t). An arbitrary real matrix X(·, 0) that is a ρi =|µi | ≥ 0, −π ≤ θi < π,
fundamental solution of (11a) may be expressed as every λi has the form
X(t, 0) = L(t) exp(tF), (11b) ln(ρi ) θi + 2kπ
λi = +ι , k ∈ Z.
TA TA
where F is a real constant matrix, L(·) is a real matrix
function such that When introducing matrix Y in the definition of FY in
Eq. (12), it is important to preserve the relation
L(t + TA ) = L(t)Y, (11c)
ln(ρi )
Re(λi ) = .
and Y is some real matrix such that TA

Y2 = 1, (11d) Otherwise, the s-plane strip image of the unit circle

would be distorted and the resulting λi may lose quanti-
FY = YF. (11e) tative and qualitative dynamical significance. All these

In particular, properties are essential to the control engineer. Fortu-

nately they can be preserved by requiring that the eigen-
L(t + 2TA ) = L(t) ∀t. values of Φ(TA , 0) and YΦ(TA , 0) have the same moduli.

5
Theorem 4.2 (Montagnier et al. , 2003) Let Φ(·, 0) be
the STM of (6), where A(·) ∈ ATA . Further, let the real
n×n matrices Y, FY , and LFY (·) be defined in Eqs. (12)
and (13), and k ∈ N. Then in the real factorization
Φ(·, 0) = LFY (·)etFY
we have
LFY (t + T ) = LFY (t)etFY LFY (T )e−tFY .
The choice of Y affects LFY (t) as follows:
LFY (TA ) = Y−1 .
LFY (·) is kTA -periodic if and only if
k
Φk (TA , 0) = [Φ(TA , 0)Y] , (14a)
while LFY (·) is kTA -antiperiodic if and only if
Φk (TA , 0) = − [Φ(TA , 0)Y]k . (14b)
Equations (14a,b) are equivalent to
Φk (TA , 0) = [YΦ(TA , 0)]k (15a) each initial condition. Then, the STM is
Φk (TA , 0) = −[YΦ(TA , 0)]k (15b)
respectively.
Any Y satisfying the condition of this theorem will be
henceforth called a Yakubovich matrix.
Corollary 4.3 (Montagnier et al. , 2003) There always
exists a matrix Y such that LFY is 2TA -periodic.
Note 4.1 In principle Y can be constructed using the
Jordan decomposition of Φ(TA , 0) (Montagnier et al. ,
2003).
5 Derivation of the Floquet Fac-
tors
In this section we review the existing methods for the
derivation of the Floquet factors L(·) and F of a given
LTP system of the form (6). Bellman (1970b) best sum-
marized the issues involved when he deemed the rep-
resentation provided by Floquet-Lyapunov theory “an
elegant and important one but not easy to use for quan-
titative purposes. There is no readily available way of
determining [the Floquet factors].”
Existing methods are indirect in the sense that they
consist of two steps: the initial computation of the STM
followed by the derivation of its Floquet factors. They
were until now the only approach available; we describe
them in Subsection 5.1. We then propose a novel method
which follows a direct approach (Spiteri et al. , 1998);
i.e., no computation of the STM is performed.
5.1 Two-Step Methods
With the STM being known, a constant matrix F can be
derived using the results of the previous chapter. L(·) is
then obtained from
∆
L(t)=Φ(t, 0) exp(−tF).
Φ(·, 0) is known in closed form only in specific cases (Eru-
gin, 1966); for instance, when the product of A from (6)
Rt
and exp[ 0 A(τ ) d(τ )] commute (Lukes, 1982), the STM
takes on simple symbolic form. In the general case, the
STM has to be computed numerically. Knowledge of
Φ(·, 0) is only required over the interval (0, TA ), since
other values may be obtained from Eq. (8).
A popular technique is based on the direct numerical
integration of Eq. (6) for n different initial conditions
xk (0) = ek , k ∈ {1, · · · , n},
where ek = [δki ] is the k-th column of 1. Let xi (t), i ∈
{1, · · · , n} be the n independent solutions obtained for
∆
Φ(t, 0)= [x1 (t)|x2 (t)| · · · |xn (t)] .
Gaonkar et al. (1981) provide a comparison of the effi-
ciency of different integration schemes.
An alternative to direct numerical integration schemes
consists of computing the expansion of the STM on a
spectral basis σ(·) of order m,
 T
σ(·) = σ0 (·) σ1 (·) · · · σm−1 (·) ,
which could be, say, a Fourier basis or a polynomial basis
(e.g., Chang et al. , 1986; Wu, 1991). The expansion CΦ
of the STM is obtained from the linear system
MCΦ = N,
where M and N are known constant matrices based on
the spectral expansion of A(·). This procedure was re-
viewed by Montagnier et al. (1998).
5.2 Direct Derivation
The two previous approaches are based on an initial-
value problem (IVP) formulation. There is no guarantee
that solutions xi (t) will remain independent after nu-
merical integration. On the other hand, it is well known
(Ascher et al. , 1988; Keller, 1976) that the solution to
a boundary-value problem (BVP) can be better condi-
tioned than the solution to an IVP. This leads us to
consider the following BVP formulation.
6
5.2.1 BVP Formulation 6 Gramian-Based Controller
L(·) can be shown to satisfy the first-order matrix dif-
6.1 Review of Previous Work
ferential equation
When designing feedback controllers, periodic systems
∀t ∈ R+ , L̇(t) = A(t)L(t) − L(t)F. (16a)
have often only been considered as general time-varying
Moreover, we can add two boundary conditions (BCs) systems. The rationale behind those controllers was to
using Corollary 3.3: take advantage of the intrinsic properties of each partic-
ular system (e.g., Fisher & Bryson Jr., 1995; Friedmann,
L(0) = L(2TA ) = 1. (16b)
1983; Ilić-Spong & Mak, 1986; Ilić-Spong et al. , 1985;
The system as it stands has twice as many BCs as dif- Kern, 1980), rather than trying to develop a general
ferential equations. However, noting that F is constant, framework based upon Floquet-Lyapunov theory. The
we can add the equation few instances of the latter approach have mainly focused
on the classical control method of invariant assignment:
Ḟ = O
It helps to build a better understanding of the relevant
with O denoting the n × n zero matrix, so that the prob- issues of Floquet-Lyapunov theory by relying upon sta-
lem is well defined. bility concepts which are common to both time-periodic
Solving this system for L(·) and F is done by using systems and time-invariant systems (cf. Sections 3.3 and
a standard BVP software package; e.g. COLDAE, devel- 3.4), namely, that the eigenvalues of a LTI system are
oped by Ascher & Spiteri (1994), or bvp4c in MATLABTM also its Floquet exponents.
(Kierzenka, 1998; Kierzenka & Shampine, 2001). Assigning the invariants of LTI systems is widely
Note 5.1 As Eq. (16a) is nonlinear, a numerical so- described in the literature; this was also achieved for
lution requires an initial guess. We have opted to pro- discrete-time LTP systems (e.g., Willems et al. , 1984).
duce this initial guess with a zero-order-hold-like algo- However, the same task has proven far more challenging
rithm (Friedmann et al. , 1977; Hsu, 1974), whereby the in the case of continuous-time LTP systems. The differ-
period is discretized in a sequence of intervals and the ini- ent attempts usually fall into two categories, depending
tial LTP system approximated by a LTI system on each on whether the (continuous-time) feedback is based on
interval. Hsu (1974) showed that the monodromy matrix the discrete- or continuous-state model.
of the discretized system always converges to that of the
LTP system as the interval length diminishes. 6.1.1 Discrete-State Feedback

Note 5.2 A BC at t = TA rather than t = 2TA can be
derived using a Yakubovich matrix Y, as introduced in
Theorem 4.2: Equation (16b) becomes
L(0) = 1, L(TA ) = Y−1 .
Independent of its periodicity, values of L(·) outside
∗
(0, TA ) are obtained via ∀(t, k) ∈ R+ × Z+ ,
L(t + kTA ) = L(t) exp(tF)Φk−1 (TA , 0)×
L(TA ) exp[−((k − 1)TA + t)F].
Matrix L−1 (·) plays a major role in the applications
of the theory. Inverting L(·) at each desired value may
be computationally expensive and may lead to round-
off error amplification. A better approach is to consider
a BVP formulation for L−1 (·) that mirrors Eq. (16b).
Using the expression of L̇(·) given in Eq. (16a) and the
well-known formula for the derivative of the inverse of a
matrix, we can define a new BVP: ∀t ∈ R+ ,
d  −1 
L (t) = −L−1 (t)A(t) + FL−1 (t), (17a)
dt
Ḟ = O, (17b)
L−1 (0) = 1, L−1 (TA ) = Y. (17c)
Brunovský (1969) proposed a feedback control scheme
consisting of impulsive feedback signals of the instanta-
neous state at n suitably chosen instants within a pe-
riod. The limitations of this approach were discussed by
Willems et al. (1984). Kabamba (1986) introduced the
concept of “sampled state periodic hold” and gave an
explicit expression for a piecewise continuous periodic
feedback signal. He showed that, when the controlla-
bility index is less than n, the whole monodromy matrix
can be assigned. Al-Rahmani & Franklin (1989) adopted
a similar framework and, using generalized reachability
Gramians, designed a periodic piecewise constant feed-
back control to assign the Floquet multipliers arbitrarily
and, under conditions similar to those first derived by
Kabamba (1986), the whole monodromy matrix.
6.1.2 Continuous-State Feedback
The task of producing a continuous-state periodic feed-
back (CPF) control has been arduous. Attempts can be
separated into two categories, depending on whether
1. the controller is built based on the transformed sys-

7
 tem of Note 3.4, viz.
ż(t) = Fz(t) + L−1 (t)B(t)u(t), (18)
and the Floquet exponents are assigned by a feed-
back scheme u(t) = −K(t)z(t) (Calico & Wiesel,
1984, 1986; Joseph, 1993); or
2. one considers the closed-loop system
ẋ(t) = [A(t) − B(t)K(t)] x(t) (19)
and uses Theorem 3.2 to find K(t) (Kern, 1980,
1986; Laptinsky, 1988).
Calico & Wiesel (1984, 1986) produced a “modal con-
trol” based on Eq. (18) that can move Floquet exponents
one at a time. Placing complex-conjugate pairs is prob-
lematic; moreover, as noted later (Webb et al. , 1991),
numerical instabilities occur. Despite its limitations, the
foregoing approach offered deep insight into the problem
and provided solutions to simple cases.
Joseph (1993) (see also Sinha & Joseph, 1994) tried to
overcome the periodicity of the input matrix L−1 (·)B(·)
in Eq. (18) by introducing an “auxiliary” LTI system
which would asymptotically converge toward the origi-
nal LTP system. Unfortunately, this scheme was based
on a misuse of the generalized inverse of B(·) and of
some results from nonlinear analysis. Montagnier et al.
(2001) proved that stability of the auxiliary system did
not guarantee stability of the LTP system. Lee & Balas
(1999) proposed to repair the feedback design, but failed
to notice that their new scheme was based on the knowl-
edge of the closed form of the STM, which is not available
in the general case for LTP systems.
Two other schemes are based on the system repre-
sented by Eq. (19), which is itself a Floquet system and
has a pair of (initially unknown) Floquet factors LK (·)
and FK . Kern (1980, 1986) established a differential sys-
tem of nonlinear equations in LK (·) and K(·). Having
assigned the constant Floquet factor FK for the closed-
loop system, one solved first for the corresponding Lya-
punov transformation LK (·) and then for K(·). Laptin-
sky (1988), using results from Zoubov (1978), adopted
a similar approach in which the feedback matrix K(·)
was assumed to be the sum of a periodic n × n ma-
trix K̃(·) and a constant n × n matrix K̄. Unfortunately,
both schemes are impractical when B(·) is not square
and singular, which is the most common case.
6.2 Motivation
Willems et al. (1984) stressed the fundamental restric-
tions of LTI feedback control systems: Eigenvalues can
be assigned, but neither their algebraic or geometric mul-
tiplicities nor their eigenvectors. In the same paper, the
authors conjectured that a periodic time-varying feed-
back would be able to relax these design restrictions.
They provided an example of a completely unrestricted
assignment of the invariant factors (i.e., eigenvectors and
eigenvalues) for discrete-time periodic systems, but only
partial results were obtained in the continuous-time case.
We describe below a continuous-time, continuous-
state periodic controller which can assign the whole mon-
odromy matrix; i.e., its eigenvalues and eigenvectors (Mon-
tagnier, 2002). The technique can in principle be applied
to any LTP system because it only relies upon properties
derived from the Floquet-Lyapunov theory.
The approach builds on the works of Kern (1980)
and Laptinsky (1988). However, whereas their work was
dependent on the invertibility of the input matrix B(·),
we base our design on the invertibility of the Gramian,
something which is guaranteed from the controllability of
the system. Properties of linear state-feedback strategies
based on the Gramian have been previously investigated
for LTI systems (Pearson & Kwon, 1976), and, more re-
cently, for LTP systems (Nicolao & Strada, 1997). This
scheme can be put in parallel with the results obtained by
Al-Rahmani & Franklin (1989) with discrete-state con-
tinuous-time controllers.
6.3 Novel Formulation
Consider the LTP system
ẋ(t) = A(t)x(t) + B(t)u(t),
and let ν be the controllability index of the pair
{Φ(TA , 0), WR (TA , 0)}. From Theorem 3.6, the system
is controllable if and only if
det [WR (νTA , 0)] 6= 0.
If this is the case, then Theorem 2.2 leads to
∀t > νTA , det [WR (t, 0)] 6= 0. (20)
Choosing a CPF control law of the form
u(t) = −K(t)x(t), K(t + pTA ) = K(t), (21)
+
p∈Z , p ≥ ν,
the closed-loop system becomes (cf. Fig. 1)
ẋ(t) = AK (t)x(t), AK (t) = A(t) − B(t)K(t). (22)
Because this system is TAK -periodic (TAK = pTA ), we
can apply Theorem 3.2 to conclude that the state-tran-
sition matrix ΦK (t, 0) is of the form
∆
∀t ∈ R+ , ΦK (t, 0)=LK (t) exp(tFK ), (23)
8
 + u + R x Multiplying both sides of the above equation by Φ(TAK , 0)
B
− + leads to
Z TA
K
A Φ(TAK , τ )B(τ )K(τ )LK (τ )dτ = Φ(TAK , 0)
0
Z TAK
K −1
− YK − Φ(TAK , τ )LK (τ )dτ FK . (26)
0

Equation (26) leads to the result:

Figure 1: Closed-loop system Lemma 6.2 Suppose (22) is controllable. Then, a sta-
bilizing TAK -periodic feedback K(t) ∈ Rr×n can be con-
where LK (·) ∈ LR
kTAK (k ∈ Z
+∗
) and FK ∈ Rn×n . From structed of the form
Theorem 4.2, the BCs imposed on LK (·) are K(t) = BT (t)ΦT (TAK , t)Kc L−1
K (t) (27)
n×n
LK (0) = 1, −1
LK (TAK ) = YK , (24a) where Kc ∈ R is constant and LK (·) is defined in
(23). Kc is guaranteed to exist from controllability.
for some Yakubovich matrix YK that determines the
The proof is available in (Montagnier, 2002).
periodicity TLK of LK (·). LK (·) also satisfies Eq. (16a):

∀t ∈ R+ , L̇K (t) = AK (t)LK (t) − LK (t)FK . (24b) 6.5 Derivation of an Integral Equation
for LK (·)
Note 6.1 It is important to stress the correspondence
with §5.2. When considering the open-loop problem, the In this section we use Eq. (27) to obtain an integral equa-
system matrix A(·) is usually known, but its STM and tion for LK (·). We have
Floquet factors are not. Here, we have the converse: Theorem 6.1 {LK (·), FK }, with LK (0) = 1, LK (TAK ) =
Given a desired STM, determine first the Floquet fac- −1
YK , is a pair of Floquet factors of the closed-loop sys-
tors and then obtain the closed-loop system AK (·) =
tem (22) for K(·) in (27) if and only if, ∀t, 0 ≤ t < TAK ,
A(·) − B(·)K(·) and, thus, the feedback matrix K(·). h
LK (t) = WR (t, 0)ΦT (TAK , t)WR −1 (TAK , 0)×
Note 6.2 This approach is a direct application of the
Z TA
converse statements in Theorems 3.1 and 3.2 limited to K

the real field via Theorem 4.2. One should note that the Φ(TAK , τ )LK (τ )dτ
0
canonical Floquet theory assumes the system matrix A(·) Z t 
to be piecewise continuous in order to obtain the converse − Φ(t, τ )LK (τ )dτ FK + LK0 (t), (28)
statements. Therefore, one should expect the feedback 0

matrix K(·) to be piecewise continuous as well. where

LK0 (t) = Φ(t, 0) + WR (t, 0)ΦT (TAK , t)×

6.4 TAK -Periodic Feedback  −1
WR −1 (TAK , 0) YK − Φ(TAK , 0)
We recall a lemma first proposed by Laptinsky (1988):
is the value of LK (·) when FK = O.
Lemma 6.1 LK (·) is the solution of Eq. (24b) if and
The proof is available in (Montagnier, 2002).
only if LK (·) satisfies, ∀t ∈ R+ ,
Note 6.3 (28) can be written in integral form using
LK (t) = Φ(t, 0)× Z TA
 Z t  K
LK (t) = P(t, τ )LK (τ )dτ FK + LK0 (t),
1− Φ(0, τ ) [B(τ )K(τ )LK (τ ) + LK (τ )FK ] dτ (25) 0
0
where
Now, recalling the second BC in Eq. (24a), Eq. (25) can 

 R − Φ(t, τ ),
be rewritten at t = TAK as 
0 ≤ τ ≤ t ≤ T AK ,
Z TA P(t, τ ) =
K  R,

Φ(0, τ )B(τ )K(τ )LK (τ )dτ 
0 ≤ t ≤ τ ≤ T AK ,
0
(Z )
TAK with
−1
=− Φ(0, τ )LK (τ )dτ FK + Φ(0, TAK )YK −1 .
0 R ≡ WR (t, 0)ΦT (TAK , 0)WR −1 (TAK , 0)Φ(TAK , τ ).

9
Note 6.4 It is of course possible to use WC (t2 , t1 ) in- Using Lemma 2.1, Eq. (29a) becomes a n2 -dimensional
stead of WR (t2 , t1 ) in the above discussion. In this case, vector equation, namely,
∗
it can be verified that, ∀t, 0 ≤ t < TAK , ∀k ∈ Z+ Z 1
l(v) = TAK Γ(v, u)l(u)du
K(t) = BT (t)ΦT (0, t)K̄c L−1
K (t), 0
Z v 
K(t + kTAK ) = K(t),
 − Θ(v, u)l(u)du + lK0 (v), (30a)
K̄c = −WC −1 (TAK , 0) Φ(0, TAK )YK −1
−1 0
)  
Z TA f
Γ(v, u) = FTK ⊗ W(v)Φ(T
K AK , uTAK ) , (30b)
+ Φ(0, τ )LK (τ )dτ FK ,
0 Θ(v, u) = FTK ⊗ Φ(vTAK , uTAK ). (30c)
 We now expand this equation on the spectral basis σ(·).
LK (t) = Φ(t, 0) WC (t, 0)WC −1 (TAK , 0) ×
Z TA Regarding the expansion of the n2 × n2 matrix Θ
K
introduced in Eq. (30c), its (p, q) entry becomes
Φ(0, τ )LK (τ )dτ
0 Θp,q (v, u) = Fj0 ,i0 Φi1 ,j1 (vTAK , uTAK )
Z t 
Xn
− Φ(0, τ )LK (τ )dτ FK + LK0 (t),
0 = Fj0 ,i0 Φi1 ,k (vTAK , 0)Φk,j1 (0, uTAK )

LK0 (t) = Φ(t, 0) 1 + WC (t, 0)WC −1 (TAK , 0)× k=1
 −1
 1 ≤ m, p, q ≤ n2 , 1 ≤ i0 , i1 , j0 , j1 ≤ n,
Φ(0, TAK )YK −1 .
p = (i1 − 1)n + i0 , q = (j1 − 1)n + j0 .
6.6 Solving the Integral Equation First, consider the expansions of Φk,j1 (0, uTAK ) and of
lm (u), the m-th entry of l(u) :
Although the solution of scalar integral equations has
been investigated—see, e.g., (Delves & Mohamed, 1985) Φk,j1 (0, uTAK ) ≈ σ T (u)φsk,j1 (0, ·), φsk,j1 (0, ·) ∈ Rs , (31a)
and references therein—to the best of our knowledge
lm (u) ≈ σ T (u)lsm , lsm ∈ Rs , (31b)
there are no standard techniques for solving matrix inte-
gral equations. In this section, we introduce an approach which lead to the expansion of Θp,q (v, u)lm (u) with re-
based on a spectral method. spect to u :
Consider a spectral basis σ(·) of order s defined over
Θp,q (v, u)lm (u)
the interval [0, 1]: " #
n
X
 T  
σ(u) = σ1 (u) σ2 (u) · · · σs (u) , 0 ≤ u ≤ 1. ≈ Fj0 ,i0 σ T (u) Φi1 ,k (vTAK , 0)φsk,j1 (0, ·) σ T (u)lsm
k=1
We introduce the change of variable n
X

t = vTAK , τ = uTAK , 0 ≤ t, τ ≤ TAK , 0 ≤ u, v ≤ 1, = σ T (u)Fj0 ,i0 Φi1 ,k (vTAK , 0)Q φsk,j1 (0, ·) lsm ,
k=1
in order to express Eq. (28) over [0, 1] : where Q(·) is the product matrix defined in Eq. (5). Us-
LK (vTAK ) = TAK Bk FK + LK0 (vTAK ), (29a) ing the integration matrix G defined in Eq. (4), the in-
∆ tegral is approximated by
f =W
W(v) T
R (vTAK , 0)Φ (TAK , vTAK )× Z v
WR −1 (TAK , 0)Φ(TAK , 0), (29b) Θp,q (v, u)lm (u)du
0
where n
X

Z TAK ≈ σ T (v)Fj0 ,i0 GT Φi1 ,k (vTAK , 0)Q φsk,j1 (0, ·) lsm ,
f
Bk ≡ W(v) Φ(0, uTAK )LK (uTAK )du k=1
0
Z v which is a function of v. The expansion of Φi1 ,k (vTAK , 0):
− Φ(vTAK , uTAK )LK (uTAK )du.
0
Φi1 ,k (vTAK , 0) ≈ σ T (v)φsi1 ,k (·, 0), φsi1 ,k (·, 0) ∈ Rs ,
Recalling Def. 2.8, let l(v) and lK0 (v) be the n2 -dimen- leads to
sional vectors defined as: Z v n
X  T 
∆ Θp,q (v, u)lm (u)du ≈ Fj0 ,i0 σ (v)φsi1 ,k (·, 0) ×
l(v)=vec (LK (vTAK )) , 0 k=1
∆

lK0 (v)=vec (LK0 (vTAK )) . σ (v)GT Q φsk,j1 (0, ·) lsm = σ T (v)QΘp,q lsm ,
T

10
where matrix QΘp,q ∈ Rs×s is such that Finally, the expansion of the vector integral is
n Z 1
X

 
QΘp,q = Fj0 ,i0 Q φsi1 ,k (·, 0) GT Q φsk,j1 (0, ·) . Γ(v, u)l(u)du ≈ 1n2 ⊗ σ T (v) CΓ ls , (34)
0
k=1
2 2
The expansion of the vector integral is of the form where CΓ ∈ Rn s×n s is a block matrix whose (p, q) block
Z v is QΓp,q .
 
Θ(v, u)l(u)du ≈ 1n2 ⊗ σ T (v) CΘ ls , (32a) Taking into account the expansion of lK0 (·),
0
 2

n2 s×n2 s
lK0 (v) ≈ 1n2 ⊗ σ T (v) lsK0 , lsK0 ∈ Rn r ,
where CΘ ∈ R is a block matrix whose (p, q)
block is QΘp,q : and using Eqs. (32) and (34), Eq. (29a) becomes
     
QΘ1,1 QΘ1,2 · · · QΘ1,n2 1n2 ⊗ σ T (v) ls ≈ 1n2 ⊗ σ T (v) [TAK (CΓ − CΘ ) ls
  
CΘ =  ... ..
.
..
. . (32b) +ls . K0
QΘn2 ,1 QΘn2 ,2 · · · QΘn2 ,n2
The expansion coefficients of LK (vTAK ) contained in ls
Similarly, expanding Eq. (30b), we obtain the (p, q) entry are the solution of the n2 s × n2 s linear system
of the n2 × n2 matrix Γ:
n
[1n2 s − TAK (CΓ − CΘ )] ls = lsK0 ,
X
Γp,q (v, u) = Fj0 ,i0 fi1 ,k (v)Φk,j1 (0, uTAK )
W which can be solved using standard techniques (Golub
k=1
& Van Loan, 1996).
2
1 ≤ m, p, q ≤ n , 1 ≤ i0 , i1 , j0 , j1 ≤ n,
p = (i1 − 1)n + i0 , q = (j1 − 1)n + j0 . 6.7 Design Rationale
Recalling Eq. (31), we obtain the s-order expansion with The synthesis of a controller for a LTP system described
respect to u : in the previous sections can be performed in five steps:
Γp,q (v, u)lm (u) Algorithm 6.1 Feedback Synthesis
" n
#
X  
≈ Fj0 ,i0 σ T (u) fi1 ,k (v)φsk,j (0, ·) × σ T (u)lsm
W 1. Assign a new period TAK for the closed loop-system
1
k=1
such that
n
X det [WR (TAK , 0)] 6= 0. (35a)


= σ T (u)Fj0 ,i0 fi1 ,k (v)Q φs (0, ·) ls .
W (33)
k,j1 m
k=1
2. Assign the desired monodromy matrix ΦK (TAK , 0)
of the closed-loop system satisfying the relation (cf.
The integral of Eq. (33) with respect to u thus becomes Theorem 3.7)
Z 1
Γp,q (v, u)lm (u)du det [ΦK (TAK , 0)] > 0. (35b)
0
n
X
3. Choose a pair {YK , FK } such that
≈ Fj0 ,i0 fi1 ,k (v)σ T (1)GT Q φsk,j (0, ·)) lsm ,
W 1
k=1 YK Φ(TAK , 0) = exp(TAK FK ). (35c)
which is a scalar function of v. Now, considering the
fi1 ,k (v) with respect to v,
expansion of W 4. Solve Eq. (29a) for LK (·).

fi1 ,k (v) ≈ σ T (v)w

W e is1 ,k , 5. Derive the feedback matrix K(t) from Eq. (27).

we obtain: Note 6.5 Should the condition det [ΦK (TAK , 0)] > 0
Z 1
not be satisfied, a spurious solution LK (·) of the integral
Γp,q (v, u)lm (u)du ≈ σ T (v)QΓp,q lsm , equation will still exist, but will be singular for some ts .
0 The matrix K(·) will therefore not be defined at ts , and
n
X thus the closed-loop system cannot be synthesized with


QΓp,q = Fj0 ,i0 e is1 ,k σ T (1)GT Q φsk,j1 (0, ·) .
w this form of feedback.
k=1

11
6.7.1 Computing L−1
K (·) where ψ i (·) is the i-th column vector of Ψ(·, 0), yields
The spectral solution of §6.6 can be used as an initial Z t
guess to a BVP approach similar to the open-loop case ψ i (t) − e i = Fψ i (u, 0)du, (36b)
0
discussed in §5.2. Noting that K(·) makes only use of
−1
LK (·) , it is computationally more efficient to obtain ei being the ith column of the n × n identity matrix.
the inverse directly: using Eqs. (22) and (27), Eq. (17) Using the operational matrix G of integration
becomes, ∀t ∈ R+ , Z t
d  −1   Fψ i (u, 0)du ≈ σ T (t)F ⊗ GT ψ si , ei ≈ σ T (t)esi .
−1 −1
L (t) = −LK (t) A(t) + FK LK (t) 0
dt K i (36c)
−B(t)BT (t)ΦT (TAK , t)Kc L−1 (t) The spectral approximation of Eq. (36b) then becomes
K
 
−1 −1
LK (0) = 1, LK (TAK ) = YK , K̇c = 0. σ T (t) 1ns − F ⊗ GT ψ si = σ T (t)esi (36d)

Note that FK has been assigned and we are now solving and the expansion of the i-th column of Ψ(·, 0) is the
for the constant matrix Kc in the BVP.
6.7.2 Feedback Synthesis on the Transformed
System
The synthesis of the controller can alternatively be per- out having to evaluate the matrix exponential itself, there-
formed on the transformed system
ż(t) = Fz(t) + L−1 B(t)u(t),
where {L(·), F} is a pair of Floquet factors of the STM
Φ(·, 0). Using Algorithm 6.1, we can obtain a gain matrix
Kz (·) which can assign the monodromy matrix of
 
ż(t) = F − L−1 (t)B(t)Kz (t) z(t).
Using the change of variable x(t) = L(t)z(t), the original
system becomes
solution of a linear system of order ns, namely,
 
1ns − F ⊗ GT ψ si = esi . (36e)
We thus derived the expansion of the exponential with-
by adding one more to the nineteen ways reviewed by
Moler & Van Loan (1978). Similarly, by replacing CF
by −CF in Eq. (36e), we obtain the expansion of the
inverse of Ψ(0, ·).
If one aims at assigning only the unstable multipli-
ers of the closed-loop system, the whole approach can
be scaled down by constructing a lower-order controller.
Consider the real Jordan decomposition of matrix F
 
∆ J1 O
F=WJ T WJ−1 ,
O J 2

ẋ(t) = [A(t) − B(t)K(t)] x(t), where O is the p × (n − p) zero matrix, while the p × p
K(t) = Kz (t)L−1 (t).
block J1 contains all the eigenvalues of F with positive
While there is no change in the assignment of the invari- real part. The change of variable x(t) = L(t)WJ w(t)
ants of the resulting closed-loop system, there is a com- leads to the new transformed system
putational advantage to this technique 1) when finding    
the spectral solution for LK (·) and 2) when assigning J1 O D1 (t)
ẇ(t) = w(t) + u(t), (37)
only the unstable multipliers of the closed-loop system. OT J2 D2 (t)
Finding the spectral expansion of LK (·) requires ex-
where the p × r matrix D1 (·) contains the first p rows of
panding Φ(·, 0) and Φ(0, ·). These expansions can be ob- −1 −1
∆
W J L (·)B(·), and the (n − p) × r matrix D2 (·) its last
tained more efficiently for the STM Ψ(t, 0)= exp(tF) of (n − p) rows. We can now synthesize a r × p controller
the transformed system, since F is constant. Note that K1 (·) for the p-order system
 s s s

f1,1 f1,2 · · · f1,n ẇ1 (t) = J1 w1 (t) + D1 (t)u(t), (38a)
 ∆ .. 
F = 1 ⊗ σ T (t) CF , CF =  ... ..
. . 
s s s such that
fn,1 fn,2 · · · fn,n
s
where vector fi,j of the expansion coefficients can usually ẇ1 (t) = [J1 − D1 (t)K1 (t)] w1 (t) (38b)
be obtained as explained below, without any expansions.
has a prescribed monodromy matrix. Choosing the feed-
Integrating the differential equation
back law
ψ̇ (t) = Fψ (t), (36a) u(t) = −Kw (t)w(t), (39a)
i i

12
with   Kwakernaak & Sivan (1972) showed that the observer
Kw (t) = K1 (t) Or×(n−p) (39b) gain matrix is KO (·) = KTd (·), while the observer-based
closed-loop system of Fig. 2 becomes
and Or×(n−p) defined as the r × (n − p) zero matrix,
    
system (37) becomes ẋ(t) A(t) −B(t)K(t) x(t)
  ˙ = .
x̂(t) KO (t)C(t) AO (t) − B(t)K(t) x̂(t)
J1 − D1 (t)K1 (t) Op×(n−p)
ẇ(t) = w(t) (39c)
−D2 (t)K1 (t) J2
+ u + R x y
B C
Due to the block-triangular nature of system (39c), its − +
STM has a specific form (O’Malley, 1997):
A
 
∆ Ψ11 (t, 0) Op×(n−p) B
Ψ(t, 0)= .
Ψ21 (t, 0) Ψ22 (t, 0) − + +
K x̂ R KO
Note that the eigenvalues of the monodromy matrix are + −
those of Ψ11 (TAK , 0) and Ψ22 (TAK , 0); we assigned the A
unstable Floquet exponents without modifying the sta-
ble Floquet exponents of J2 . C
Finally, the controller for the original closed-loop sys-
tem has the form Figure 2: Observer-based controller

ẋ(t) = [A(t) − B(t)K(t)] x(t), (40a)

K(t) = Kw (t)WJ−1 L−1 (t). (40b)
7 Application: Control of a Quick-
Working on this unstable subsystem may offer a sub-
stantial computational efficiency: 1) A controller based
Return Mechanism
on the original system would require the expansions of 7.1 Introduction
the n2 entries of Φ(·, 0), its inverse, and the nr elements
of B(·); 2) Recalling Eq.(36e) to obtain the coefficients A quick-return mechanism is a mechanical transmission
of exp(tJ1 ), the only expansions required are for the pr that produces a slow feed motion under a load in one
entries of D(·); and 3) There are additional computa- direction, followed by a fast return stroke under no load
tional savings when manipulating matrices of order sp2 in the opposite direction. Quick-return mechanisms are
instead of sn2 , cf. Eqs. (32a) and (34). quite common in manufacturing processes, e.g. in pick-
and-place operations, metal-cutting, and metal-forming.
6.7.3 State Reconstruction
The discussion has so far assumed a full-state feedback.
We can take advantage of the duality of the optimal
regulator and optimal observer problem (Kwakernaak &
Sivan, 1972) by considering the dual of system (1):

ẋ(t) = AT (t)x(t) + CT (t)u(t), (41a)

T
y(t) = B (t)x(t). (41b)

From the duality between controllability and observabil-

ity (Chen, 1984), system (1) is observable if and only if
system (41) is controllable. In this case, we can design a
controller Kd (·) for the dual system following Algorithm
6.1. Defining the observer equation as
˙
x̂(t) = AO (t)x̂(t) + KO (t)y(t) + B(t)u(t),
Figure 3: Layout of the quick-return mechanism
where x̂(·) ∈ Rm is the observer state vector, and
Figure 3 depicts a quick-return mechanism intended
∆
AO (t)=A(t) − KO (t)C(t). to transport and glue veneer strips. The uniform speed of

13
the motor is rendered periodic by the modulating mech-
Im θ̈ + Cm θ̇ + τ
anism that produces the required motion, which is then
transmitted to the uniform-transmission stroke genera- i
tor (U-TSG) to move the workpiece. The U-TSG can
is Km i
be a ballscrew, a belt-pulley, or a rack-and-pinion mech-
anism. The stroke of the mechanism is 3.0 m and the Rm Vk
period required for each cycle is about 2.0 s.
The system, illustrated in Fig. 4, is driven by a DC
motor operating at its nominal speed of 3000 rpm; the
shaft between the speed amplifier and the belt-pulley
mechanism has a stiffness ks . The values of the param- (b) Mechanical model
eters given below are taken from our design studies and (a) Electrical model
those of Asselin & Doléac (1997). These studies investi-
gated only the mechanical aspects of the system; based Figure 5: Model of the motor
upon these we now look at the open-loop and closed-loop
stability of the system: We assume that a steady-state
has been reached, our aim being to design a controller
which would reject any incoming disturbances. The elec- 7.2 Mathematical Model
The electro-mechanical model of the motor dynamics is
derived from Fig. 5, namely,
Motor θ̇ Reducer ψ̇ Cam/Follower φ̇ Amplifier β̇ Shaft α̇ Belt-Pulley
Im NR Ic , If NA Is Iq Rm [is (t) − i(t)] = Km θ̇(t), (42a)
Im θ̈(t) + Cm θ̇(t) = Km i(t) − τ (t), (42b)
Figure 4: Modules of the quick-return mechanism
where the inductance of the armature has been neglected
tromechanical system at hand was designed with the pa- and τ is the torque applied on the reducer. The above
rameters listed below: equations can be recast in the form
 
Belt-pulley mechanism Km 2
Km is (t) − Cm + θ̇(t) − Im θ̈(t) = τ (t).
pulley diameter: Dp = 100 mm Rm
diameter of the flexible shaft: Ds = 7 mm
7.2.1 Mechanical System Model
stroke length: l = 3000 mm
length of the flexible shaft: ls = 35.0 mm Let ψ and φ be the angular displacement of the cam and
mass of the transported object: mp = 0.72 kg the follower of the system, as shown in Fig. 4. The speed
mass of the fixtures: mf = 1.0 kg reduction is NR = 1/100 and the speed amplification is
NA = 16, providing the relations:
amplification ratio: NA = 16
reduction ratio: NR = 1/100 ψ̇(t) = NR θ̇(t), β̇(t) = NA φ̇(t). (43)
pulley thickness: tp = 12.0 mm
From the chain rule, we have
Motor
operating speed: ω0 = 3000 rpm ∆ ∂φ
φ̇(t) = φ′ (θ)θ̇(t), where φ′ (θ)= . (44)
motor resistance: Rm = 9.65 Ω ∂θ
motor electro-mechanical constant: A cam was synthesized to produce the quick-return mo-
Km = 0.484 V s rad−1 tion illustrated in Figs. 6 and 7, so that each operation
motor viscous damping: takes exactly Tc = 2.0 s.
Cm = 5.25 10−5 N m s rad−1
non-dimensional open-loop period: 7.2.2 Lagrange Equations
TA = 146.0
The kinetic energy Ek of the system, excluding the mo-
constant in Eq. (47c): Ts = 0.136 s
tor, can be written as
cycle time: Tc = 2.0 s
∆1 1 1 1
Ek = Ic ψ̇ 2 + If φ̇2 + Is β̇ 2 + Iq α̇2 ,
2 2 2 2

14
 3
3

Velocity Ratio
2.5
1

0
2
−1
Position (m)

−2
1.5
−3
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time (sec)
1

15

0.5 10

Acceleration Ratio
5

0 0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time (sec)
−5

−10

−15
Figure 6: Quick-return motion 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time (sec)

where Ic , If , Is , and Iq are the moments of inertia of the

cam, the follower, the shaft and the belt-pulley mecha- Figure 7: Velocity ratio φ′ (θ) and acceleration ratio
′′
nism, respectively. Recalling (43), this simplifies to φ (θ) of the quick-return motion

1 1
Ek = Ie (θ)θ̇2 + Iq α̇2 , 7.3 Linearization
2 2
∆   2 We first linearize the system at the operating point (θ0 , α0 ) :
Ie (θ)=Ic NR + If + Is NA 2 φ′ (θ).
2

θ = θ0 + δθ, θ0 = ω0 t,
On the other hand, the potential energy of the same
system comes solely from the elastic shaft: α = α0 + δα, α0 = NA φ′ (θ0 )ω0 t.
System (45) then becomes, after simplification:
∆1
Ep = ks (β − α)2 ,  
2 Km 2
[Ie (θ0 ) + Im ] δ θ̈ + 2Ce (θ0 )ω0 + Cm + δ θ̇
or, taking into account Eqs. (43) and (44), Rm
+ K(θ0 ) (NA {φ′ (θ0 )θ0 + [φ′ (θ0 ) + φ′′ (θ0 )θ0 ] δθ}
1 2
Ep = ks [NA φ′ (θ)θ − α] . − [α0 + δα]) + K ′ (θ0 ) [NA φ′ (θ0 )θ0 δθ − α0 δ]
2  
= τ (θ0 ) + Km δis − Ce (θ0 ) + Ce ′ (θ0 )δθ ω02 , (46a)
Choosing θ and α as generalized coordinates, the gener-
alized forces are
Iq δ α̈ + ks {α0 + δα
Qθ = τ (t), Qα = 0. −NA [φ′ (θ0 )θ0 + φ′′ (θ0 )θ0 ] δθ} = 0. (46b)
Define Using the equilibrium conditions, system (46) yields
dIe  ∆1     
Ce (θ)= = If + Is NA 2 φ′ (θ)φ′′ (θ), Ie (Ωs t) + Im δ θ̈(t) = −Ts 2 K(Ωs t)NA φ′ (Ωs t)
2 dθ 
∆ dCe  h 2 i + φ′′ (Ωs t)Ωs t + K ′ (Ωs t)NA φ′ (Ωs t)
′
Ce (θ)= = If + Is NA 2 φ′′ (θ) + φ′ (θ)φ3 (θ) ,
dθ − α0 (Ts t) + Ce ′ (Ωs t)ω02 δθ(t)
∆  
K(θ)=ks NA [φ′′ (θ)θ + φ′ (θ)] . Km 2
− Ts 2Ce (Ωs t)ω0 + Cm + δ θ̇(t)
Rm
Using the Lagrangian formulation we obtain the system
of nonlinear governing equations + Ts 2 K(Ωs t)δα(t) + Km δis (t), (47a)

Ie (θ)θ̈ + Ce (θ)θ̇2 + K(θ) [NA φ′ (θ)θ − α] = τ (θ), (45a)  

Iq δ α̈(t) = Ts 2 ks NA φ′ (Ωs t) + φ′′ (Ωs t)Ωs t δθ(t)
Iq α̈ + ks [α − NA φ′ (θ)θ] = 0. (45b)
− Ts 2 ks δα(t), (47b)

15
where we have introduced non-dimensional time t through corresponding to the Floquet multipliers
the change of variable
r µ1 = 1.0000,
Iq µ2 = µ̄3 = −4.3946 × 10−1 + 8.9826 × 10−1 ι,
t = Ts t, Ts = , Ωs = ω 0 T s . (47c)
ks
µ4 = 2.5207 × 10−2 .
7.3.1 State-Space Representation Note that all these eigenvalues are dimensionless, since
Choosing the state vector matrix A(·) is. The potential pitfalls of the open-loop
mechanical-system performance are best illustrated with
∆ T
x(t)= δθ δ θ̇ δα δ α̇ , a simple example. Consider an initial perturbation of one
degree on the variable δα; i.e. the initial state vector is
and the current δis as the input variable u(t), system (47)  T
can be rewritten in the form x0 = 0 π/180 0 0 . (49)

ẋ(t) = A(t)x(t) + b(t)u(t), Figure 8 displays the resulting oscillations of the system,
shown here in radians, for δα and δθ, and in rad/s for δ α̇
where and δ θ̇. Thus, the system requires a closed-loop controller
  in order to eliminate incoming perturbations.
0 1 0 0
A21 (t) A22 (t) A23 (t) 0
A(t) = 
 0
,
7.4.2 Controller Synthesis
0 0 1
A41 (t) 0 A43 0 We follow the design rationale described in § 6.7. Start-
ing with the transformed system
  
A21 (t) = −Ts 2 K(Ωs t)NA φ′ (Ωs t) + φ′′ (Ωs t)Ωs t
ż(t) = Fz(t) + L−1 (t)b(t)u(t),
+K ′ (Ωs t)NA φ′ (Ωs t)Ωs t − α0 + Ce ′ (Ωs t)ω02
  we consider the real Jordan form of F :
/ Ie (Ωs t) + Im , (48)  
  λ1 0 0
A22 (t) = N/D, ∆ J 0 3 ∆
  F=WJ T WJ−1 , J=  0 Re(λ2 ) Im(λ2 )
Km 2 03 λ4
N = −Ts 2Ce (Ωs t)ω0 + Cm + , 0 −Im(λ2 ) Re(λ2 )
Rm
  where 03 denotes the three-dimensional zero vector. We
D = Ie (Ωs t) + Im ,
  focus now on the 3 × 3 subsystem including the three
A23 (t) = Ts 2 K(Ωs u)/ Ie (Ωs t) + Im , Floquet exponents λ1 , λ2 , and λ3 = λ̄2 :
 
A41 (t) = Ts 2 ks NA φ′ (Ωs t) + φ′′ (Ωs t)Ωs t /Iq ,
ẇ(t) = Jw(t) + d(t)u(t),
A43 = −Ts 2 ks /Iq ,
 T where d(·) contains the first three rows of WJ−1 L−1 (·)b(·).
b(t) = 0 b21 (t) 0 0 , In this example WR (·, 0) is invertible after three peri-
 
b21 (t) = Km / Ie (Ωs t) + Im . ods, and thus, we build a controller k3 (·) of period 3TA
that assigns the monodromy matrix of the subsystem to
Note that A(·) and b(·) are periodic with primary period exp(3TA FK3 ), the constant matrix FK3 being chosen as
TA = Tc /Ts .  
−0.8 0 0
FK3 =  0 −0.8 0.8  . (50)
7.4 System Dynamics
0 −0.8 −0.8
7.4.1 Stability
Note that any FK3 with eigenvalues in the right-hand
Using the method described in §5.2, we obtain a real side plane would produce a stable system. The values in
pair of Floquet factors {L(·), F} , from which √ we derive Eq. (50) are an example chosen so that quantities satisfy
the STM of the open-loop system. With ι = −1, the the small-perturbation hypotheses.
Floquet exponents λi (the eigenvalues of F) are Finally we synthesize the controller for the original
−7 system by building the feedback matrix:
λ1 = −6.9137 × 10 ,
λ2 = λ̄3 = −5.5222 × 10−8 + 2.0258ι, ∀t ∈ [0, 3TA[ , ∀k ∈ Z+ , kT (t) = kTw (t)WJ−1 L−1 (t),
 T
λ4 = −3.6806, k(t + 3kTA ) = k(t), kw (t) = kT3 (t) 0 .

16
 x 10
−4 1500
1

0.8

k3,1 (t)
1000
0.6
δθ

0.4

0.2 500

0
0 1 2 3 4 5 6
t/TA 0
0.02 0 0.5 1 1.5 2 2.5 3

5
0.015 x 10
1
δ θ̇

0.01
0.5

k3,2 (t)
0.005 0

0 −0.5
0 1 2 3 4 5 6
−8
t/TA −1
x 10
2
−1.5
1.5
−2
δα

0 0.5 1 1.5 2 2.5 3

1
5
x 10
0.5 0

0 −0.5
k3,3 (t)
0 1 2 3 4 5 6
−6
t/TA −1
x 10
2
−1.5
1.5

1 −2
δ α̇

0.5
−2.5
0
−3
−0.5 0 0.5 1 1.5 2 2.5 3

−1
0 1 2 3 4 5 6
t/TA t/TA

Figure 8: Effect of an initial perturbation on the open- Figure 9: Entries of matrix k3 (t)
loop system

varying feedback matrix introduced in Subsection 6.4.

The variations of entries of the gain 3 × 1 matrices k3 (·)
and k(·) are displayed in Figs. 9 and 10. Figures 11 and
12 display the variations of the input u(·) = −kT (·)x(·)
and the state of the closed-loop system for the initial
perturbation (49). The oscillations decrease by one order
of magnitude thanks to the controller.
8 Conclusions
We introduced a novel technique for the design of feed-
back controllers for linear dynamical systems with peri-
odically varying coefficients. This approach can be im-
plemented using either full-state feedback or observer-
based controllers. It also provides a solution to the long-
standing problem of assigning all the invariants of a sys-
tem. The technique hinges on the Floquet-Lyapunov de-
composition of the state-transition matrix, and exploits
recent theoretical results related to the Floquet factors.
The controller relies on the specific form for the time-
This form led to the introduction of the controllabil-
ity Gramian that is known to be invertible whenever
the open-loop system is controllable. This form brings
about a significant improvement compared to existing
work based on approximating the inverse of the input
matrix with its generalized inverse. Obtaining the gain
matrix first required solving a matrix integral equation;
this was accomplished via a spectral method.
We also provided a design rationale for the synthesis
of the periodic controller. We described how the spectral
solution could be used as an initial guess to a boundary-
value problem to further refine the solution when neces-
sary. We showed that computational benefits are gained
by performing the design on the transformed system ob-
tained by the Reducibility Theorem. Though mainly
introduced as a full-state feedback controller, we showed
how the approach can be seamlessly transformed into an
observer-based controller.
Finally, we applied the control scheme to a quick-
return mechanism. After having determined the stabil-

17
 4000 x 10
−5

5
k1 (t)

3000
4

2000 3

δθ
2
1000
1
0
0 0.5 1 1.5 2 2.5 3
0
0 1 2 3 4 5 6
5
t/TA
0.02
4
k2 (t)

0.015
3
0.01

δ θ̇
2 0.005

1 0

−0.005
0
0 0.5 1 1.5 2 2.5 3
−0.01
7 0 1 2 3 4 5 6
2
x 10
−9
t/TA
x 10
3
k3 (t)

1
2.5

0 2

δα
1.5
−1
1

−2 0.5
0 0.5 1 1.5 2 2.5 3
0
5 0 1 2 3 4 5 6
4
x 10
−7
t/TA
x 10
2
k4 (t)

3
1
2
δ α̇

0
1
−1
0
0 0.5 1 1.5 2 2.5 3
−2
0 1 2 3 4 5 6
t/TA t/TA

Figure 10: Entries of matrix k(t) Figure 11: Effect of an initial perturbation on the
closed-loop system

ity of the system, a closed-loop controller was built using

the software toolbox we developed for the MATLABTM en- and Placage Unique Inc., of Rigaud, Quebec.
vironment. The source code for this toolbox is available
in (Montagnier, 2002).
We are currently investigating how to take advantage
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